UserDataUserMessage

Package: velox.api.layer1.reading

Type: Class

Inheritance: java.lang.Object → UserDataUserMessage

All Implemented Interfaces: velox.api.layer1.messages.Layer1ApiIgnorableUpwardMessage

Description

This class is used for sending arbitrary user data and storing it into feeds/historical data.

Messages with alias != null will be stored as instrument specific events and will be available both in replay and historical data.

Messages with alias == null will be stored as global events and will be available only in replay. Currently such messages are not stored in historical data.

You can use custom generators to get data from these messages stored in historical data/trees. See an example in UserDataUserMessageDemo from the DemoStrategies repo.

Fields

tag

public final String tag

alias

public final String alias

data

public final byte[] data

Constructors