Change Tables

A Change Table is the mechanism by which MarketGrid stores entities for distribution as market data. They are essentially a version of the given entity record as at the time indicated in the Timestamp attribute. Each record has all the foreign key data converted from the internal shared memory indexes used within the Trading System to the external Symbol attributes that are persistent over time.

Each Change Table relates to an entity in the model as indicated by the name of the Change Table which is of the form

_change.
BlobObject_change →

This is an entity to record changes in the BlobObject structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

ExchangeRate_change →

Records changes to exchange rates.

Holding_change →

A Holding describes the position held by an Account_ for a given Instrument_. Such a position is a combination of the balance at the start of the day and the aggregate actual buys and sells completed since the opening balance.

Holding_full_change →

A Holding describes the position held by an Account_ for a given Instrument_. Such a position is a combination of the balance at the start of the day and the aggregate actual buys and sells completed since the opening balance.

HoldingTransaction_change →

This is an entity to record changes in the HoldingTransaction structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

Level1_change →

This table represents a piece of Level One data.

Order_change →

An Order is the fundamental record of trading activity in the system. This is an entity to record changes in the Order structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

Order_full_change →

An Order is the fundamental record of trading activity in the system. This is an entity to record changes in the Order structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

OrderBook_change →

This is an entity to record changes in the OrderBook structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

RFQ_change →

This is an entity to record changes in the RFQ structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

RFQRecipient_change →

This is an entity to record changes in the RFQRecipient structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)

Trade_change →

The Trade Entity stores all the information about a bargain that is recorded in MarketGrid. It consists of a reference to both the buy and the sell Orders that produced the Trade as well as details about the Trade itself, such as price and quantity. This is an entity to record changes in the Trade structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)