Reset ValueAccumulator block

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Hello; im trying to create a module that accumulates trades within the same one millisecond; while i can extract a millisecond value and accumulate trade quantity, i cant figure out how to reset ValueAccumulator block when MsgInfoExtractor block "millisecond" value changes

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Answer by russelltromans-1 · Sep 22, 2020 at 12:00 PM

Below is an example of how you could approach this. I have used a branch block to check if the incoming trades ms time stamp is equal to that of the last trade. If it is then we route the trade message through the info extractor and to the accumulator. If not then we use a sequencer to reset the accumulator before routing the new trade message.

f1.png (41.4 kB)

f2.png (9.3 kB)

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Paul · Sep 22, 2020 at 12:37 PM 0

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Thank you.

Reset ValueAccumulator block

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