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@nkabir
Created August 15, 2012 18:39
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Event Types
<dealEvent id="1">
<refQ>100</refQ> // reference quotable
<reporter>123</reporter> // reporter {Bloomberg, Reuters, Datastream}
<serialDay>42000</serialDay> // include Gregorian attribute?
<millis>0</millis> // utc millis
<level>543.0</level>
<facets> // facets include a set of integer flags that indicate CLOSE, OPEN, WARN
<facet>1</facet> // mixed purpose but may be small enough set to be ok
</facets>
<pMaker>100</pMaker> // price maker id
<size>1000.0</size> // total units
<venue>100</venue> // venue id
<deal>100</deal> // deal id
<type>1</type> // type indicates IOI or EXECUTION
</dealEvent>
<indexEvent id="1">
<refQ>100</refQ>
<reporter>100</reporter>
<serialDay>42000</serialDay>
<millis>1000</millis>
<level>321.0</level>
<facets/>
<type>0</type>
</indexEvent>
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