@vuu-ui/vuu-data-test 0.0.26

package/esm/basket/basket-module.js

@@ -0,0 +1,232 @@
+import pricesTable from './reference-data/prices.js';
+import { Table, joinTables } from '../Table.js';
+import { TickingArrayDataSource } from '../TickingArrayDataSource.js';
+import { schemas } from './basket-schemas.js';
+import basketConstituentData from './reference-data/constituents.js';
+
+const buildDataColumnMap = (tableName) => Object.values(schemas[tableName].columns).reduce(
+  (map, col, index) => {
+    map[col.name] = index;
+    return map;
+  },
+  {}
+);
+const tableMaps = {
+  algoType: buildDataColumnMap("algoType"),
+  basket: buildDataColumnMap("basket"),
+  basketTrading: buildDataColumnMap("basketTrading"),
+  basketTradingConstituent: buildDataColumnMap("basketTradingConstituent"),
+  basketConstituent: buildDataColumnMap("basketConstituent"),
+  basketTradingConstituentJoin: buildDataColumnMap(
+    "basketTradingConstituentJoin"
+  ),
+  priceStrategyType: buildDataColumnMap("priceStrategyType")
+};
+const basketConstituent = new Table(
+  schemas.basketConstituent,
+  basketConstituentData,
+  tableMaps.basketConstituent
+);
+const basketTrading = new Table(
+  schemas.basketTrading,
+  [],
+  tableMaps.basketTrading
+);
+let basketIncrement = 1;
+const basketTradingConstituent = new Table(
+  schemas.basketTradingConstituent,
+  [],
+  tableMaps.basketTradingConstituent
+);
+const createBasketTradingRow = (basketId, basketName, side = "BUY", status = "OFF MARKET") => [
+  basketId,
+  basketName,
+  0,
+  1.25,
+  `steve-${basketIncrement++}`,
+  side,
+  status,
+  1e6,
+  125e4,
+  100
+];
+function createTradingBasket(basketId, basketName) {
+  const basketTradingRow = createBasketTradingRow(basketId, basketName);
+  basketTrading.insert(basketTradingRow);
+  const { basketId: key } = buildDataColumnMap("basketConstituent");
+  const constituents = basketConstituent.data.filter(
+    (c) => c[key] === basketId
+  );
+  const { instanceId } = tableMaps.basketTrading;
+  constituents.forEach(([, , description, , ric, , , quantity, weighting]) => {
+    const algo = "";
+    const algoParams = "";
+    const limitPrice = 95;
+    const notionalLocal = 0;
+    const notionalUsd = 0;
+    const pctFilled = 0;
+    const priceSpread = 0;
+    const priceStrategyId = "";
+    const side = "BUY";
+    const venue = "venue";
+    const basketInstanceId = basketTradingRow[instanceId];
+    const basketTradingConstituentRow = [
+      algo,
+      algoParams,
+      basketId,
+      description,
+      basketInstanceId,
+      `${basketInstanceId}-${ric}`,
+      limitPrice,
+      notionalLocal,
+      notionalUsd,
+      pctFilled,
+      priceSpread,
+      priceStrategyId,
+      quantity,
+      ric,
+      side,
+      venue,
+      weighting
+    ];
+    basketTradingConstituent.insert(basketTradingConstituentRow);
+  });
+  return basketTradingRow[instanceId];
+}
+async function addConstituent(rpcRequest) {
+  console.log(`RPC call erceived ${rpcRequest.rpcName}`);
+}
+async function sendToMarket(rpcRequest) {
+  const [basketInstanceId] = rpcRequest.params;
+  basketTrading.update(basketInstanceId, "status", "ON_MARKET");
+}
+async function takeOffMarket(rpcRequest) {
+  const [basketInstanceId] = rpcRequest.params;
+  basketTrading.update(basketInstanceId, "status", "OFF-MARKET");
+}
+async function createNewBasket(rpcRequest) {
+  const {
+    params: [basketId, basketName]
+  } = rpcRequest;
+  const key = createTradingBasket(basketId, basketName);
+  return {
+    action: {
+      type: "VP_CREATE_SUCCESS",
+      key
+    }
+  };
+}
+const tables = {
+  algoType: new Table(
+    schemas.algoType,
+    [
+      ["Sniper", 0],
+      ["Dark Liquidity", 1],
+      ["VWAP", 2],
+      ["POV", 3],
+      ["Dynamic Close", 4]
+    ],
+    tableMaps.algoType
+  ),
+  basket: new Table(
+    schemas.basket,
+    [
+      [".NASDAQ100", ".NASDAQ100", 0, 0],
+      [".HSI", ".HSI", 0, 0],
+      [".FTSE100", ".FTSE100", 0, 0],
+      [".SP500", ".SP500", 0, 0]
+    ],
+    tableMaps.basket
+  ),
+  basketConstituent,
+  basketTrading,
+  basketTradingConstituent,
+  basketTradingConstituentJoin: joinTables(
+    { module: "BASKET", table: "basketTradingConstituentJoin" },
+    basketTradingConstituent,
+    pricesTable,
+    "ric"
+  ),
+  priceStrategyType: new Table(
+    schemas.priceStrategyType,
+    [
+      ["Peg to Near Touch", 0],
+      ["Far Touch", 1],
+      ["Limit", 2],
+      ["Algo", 3]
+    ],
+    tableMaps.priceStrategyType
+  )
+};
+const menus = {
+  algoType: void 0,
+  basket: {
+    name: "ROOT",
+    menus: [
+      {
+        context: "selected-rows",
+        filter: "",
+        name: "Add Basket",
+        rpcName: "CREATE_NEW_BASKET"
+      }
+    ]
+  },
+  basketConstituent: void 0,
+  basketTrading: void 0,
+  basketTradingConstituent: void 0,
+  basketTradingConstituentJoin: void 0,
+  priceStrategyType: void 0
+};
+const services = {
+  algoType: void 0,
+  basket: [
+    {
+      rpcName: "createBasket",
+      service: createNewBasket
+    }
+  ],
+  basketConstituent: void 0,
+  basketTrading: [
+    {
+      rpcName: "sendToMarket",
+      service: sendToMarket
+    },
+    {
+      rpcName: "takeOffMarket",
+      service: takeOffMarket
+    }
+  ],
+  basketTradingConstituent: void 0,
+  basketTradingConstituentJoin: [
+    {
+      rpcName: "addConstituent",
+      service: addConstituent
+    }
+  ],
+  priceStrategyType: void 0
+};
+const getColumnDescriptors = (tableName) => {
+  const schema = schemas[tableName];
+  return schema.columns;
+};
+const createDataSource = (tableName) => {
+  const columnDescriptors = getColumnDescriptors(tableName);
+  const { key } = schemas[tableName];
+  return new TickingArrayDataSource({
+    columnDescriptors,
+    dataMap: tableMaps[tableName],
+    keyColumn: key,
+    menu: menus[tableName],
+    rpcServices: services[tableName],
+    table: tables[tableName]
+    // updateGenerator: createUpdateGenerator?.(),
+  });
+};
+const nullTypeaheadHook = async () => [];
+const basketModule = {
+  createDataSource,
+  typeaheadHook: () => nullTypeaheadHook
+};
+
+export { basketModule, createBasketTradingRow, tables };
+//# sourceMappingURL=basket-module.js.map

package/esm/basket/basket-module.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"basket-module.js","sources":["../../src/basket/basket-module.ts"],"sourcesContent":["import {\n  ClientToServerViewportRpcCall,\n  VuuMenu,\n  VuuRowDataItemType,\n} from \"@vuu-ui/vuu-protocol-types\";\nimport { ColumnMap } from \"@vuu-ui/vuu-utils\";\nimport pricesTable from \"./reference-data/prices\";\nimport { joinTables, Table } from \"../Table\";\nimport { TickingArrayDataSource } from \"../TickingArrayDataSource\";\nimport type { VuuModule } from \"../vuu-modules\";\nimport { BasketsTableName, schemas } from \"./basket-schemas\";\nimport basketConstituentData from \"./reference-data/constituents\";\n\ntype RpcService = {\n  rpcName: string;\n  service: (rpcRequest: any) => Promise<unknown>;\n};\n\n// This is a 'local' columnMap\nconst buildDataColumnMap = (tableName: BasketsTableName) =>\n  Object.values(schemas[tableName].columns).reduce<ColumnMap>(\n    (map, col, index) => {\n      map[col.name] = index;\n      return map;\n    },\n    {}\n  );\n\nconst tableMaps: Record<BasketsTableName, ColumnMap> = {\n  algoType: buildDataColumnMap(\"algoType\"),\n  basket: buildDataColumnMap(\"basket\"),\n  basketTrading: buildDataColumnMap(\"basketTrading\"),\n  basketTradingConstituent: buildDataColumnMap(\"basketTradingConstituent\"),\n  basketConstituent: buildDataColumnMap(\"basketConstituent\"),\n  basketTradingConstituentJoin: buildDataColumnMap(\n    \"basketTradingConstituentJoin\"\n  ),\n  priceStrategyType: buildDataColumnMap(\"priceStrategyType\"),\n};\n\n/**\n * BasketConstituent\n */\n\nconst basketConstituent = new Table(\n  schemas.basketConstituent,\n  basketConstituentData,\n  tableMaps.basketConstituent\n);\n\n/**\n * BasketTrading\n */\nconst basketTrading = new Table(\n  schemas.basketTrading,\n  [],\n  tableMaps.basketTrading\n);\n\nlet basketIncrement = 1;\n/**\n * BasketTradingConstituent\n */\nconst basketTradingConstituent = new Table(\n  schemas.basketTradingConstituent,\n  [],\n  tableMaps.basketTradingConstituent\n);\n\n// export as convenience for showcase examples\nexport const createBasketTradingRow = (\n  basketId: string,\n  basketName: string,\n  side = \"BUY\",\n  status = \"OFF MARKET\"\n) => [\n  basketId,\n  basketName,\n  0,\n  1.25,\n  `steve-${basketIncrement++}`,\n  side,\n  status,\n  1_000_000,\n  1_250_000,\n  100,\n];\n\nfunction createTradingBasket(basketId: string, basketName: string) {\n  const basketTradingRow = createBasketTradingRow(basketId, basketName);\n\n  basketTrading.insert(basketTradingRow);\n\n  const { basketId: key } = buildDataColumnMap(\"basketConstituent\");\n  const constituents = basketConstituent.data.filter(\n    (c) => c[key] === basketId\n  );\n\n  const { instanceId } = tableMaps.basketTrading;\n\n  constituents.forEach(([, , description, , ric, , , quantity, weighting]) => {\n    const algo = \"\";\n    const algoParams = \"\";\n    const limitPrice = 95;\n    const notionalLocal = 0;\n    const notionalUsd = 0;\n    const pctFilled = 0;\n    const priceSpread = 0;\n    const priceStrategyId = \"\";\n    const side = \"BUY\";\n    const venue = \"venue\";\n\n    const basketInstanceId = basketTradingRow[instanceId];\n    const basketTradingConstituentRow: VuuRowDataItemType[] = [\n      algo,\n      algoParams,\n      basketId,\n      description,\n      basketInstanceId,\n      `${basketInstanceId}-${ric}`,\n      limitPrice,\n      notionalLocal,\n      notionalUsd,\n      pctFilled,\n      priceSpread,\n      priceStrategyId,\n      quantity,\n      ric,\n      side,\n      venue,\n      weighting,\n    ];\n    basketTradingConstituent.insert(basketTradingConstituentRow);\n  });\n\n  // return the key\n  return basketTradingRow[instanceId] as string;\n}\n\nasync function addConstituent(rpcRequest: ClientToServerViewportRpcCall) {\n  console.log(`RPC call erceived ${rpcRequest.rpcName}`);\n}\nasync function sendToMarket(rpcRequest: ClientToServerViewportRpcCall) {\n  const [basketInstanceId] = rpcRequest.params;\n  basketTrading.update(basketInstanceId, \"status\", \"ON_MARKET\");\n}\nasync function takeOffMarket(rpcRequest: ClientToServerViewportRpcCall) {\n  const [basketInstanceId] = rpcRequest.params;\n  basketTrading.update(basketInstanceId, \"status\", \"OFF-MARKET\");\n}\n\nasync function createNewBasket(rpcRequest: ClientToServerViewportRpcCall) {\n  const {\n    params: [basketId, basketName],\n  } = rpcRequest;\n  const key = createTradingBasket(basketId, basketName);\n  return {\n    action: {\n      type: \"VP_CREATE_SUCCESS\",\n      key,\n    },\n  };\n}\n\n//-------------------\n\nexport const tables: Record<BasketsTableName, Table> = {\n  algoType: new Table(\n    schemas.algoType,\n    [\n      [\"Sniper\", 0],\n      [\"Dark Liquidity\", 1],\n      [\"VWAP\", 2],\n      [\"POV\", 3],\n      [\"Dynamic Close\", 4],\n    ],\n    tableMaps.algoType\n  ),\n  basket: new Table(\n    schemas.basket,\n    [\n      [\".NASDAQ100\", \".NASDAQ100\", 0, 0],\n      [\".HSI\", \".HSI\", 0, 0],\n      [\".FTSE100\", \".FTSE100\", 0, 0],\n      [\".SP500\", \".SP500\", 0, 0],\n    ],\n    tableMaps.basket\n  ),\n  basketConstituent,\n  basketTrading,\n  basketTradingConstituent,\n  basketTradingConstituentJoin: joinTables(\n    { module: \"BASKET\", table: \"basketTradingConstituentJoin\" },\n    basketTradingConstituent,\n    pricesTable,\n    \"ric\"\n  ),\n  priceStrategyType: new Table(\n    schemas.priceStrategyType,\n    [\n      [\"Peg to Near Touch\", 0],\n      [\"Far Touch\", 1],\n      [\"Limit\", 2],\n      [\"Algo\", 3],\n    ],\n    tableMaps.priceStrategyType\n  ),\n};\n\nconst menus: Record<BasketsTableName, VuuMenu | undefined> = {\n  algoType: undefined,\n  basket: {\n    name: \"ROOT\",\n    menus: [\n      {\n        context: \"selected-rows\",\n        filter: \"\",\n        name: \"Add Basket\",\n        rpcName: \"CREATE_NEW_BASKET\",\n      },\n    ],\n  },\n  basketConstituent: undefined,\n  basketTrading: undefined,\n  basketTradingConstituent: undefined,\n  basketTradingConstituentJoin: undefined,\n  priceStrategyType: undefined,\n};\n\nconst services: Record<BasketsTableName, RpcService[] | undefined> = {\n  algoType: undefined,\n  basket: [\n    {\n      rpcName: \"createBasket\",\n      service: createNewBasket,\n    },\n  ],\n  basketConstituent: undefined,\n  basketTrading: [\n    {\n      rpcName: \"sendToMarket\",\n      service: sendToMarket,\n    },\n    {\n      rpcName: \"takeOffMarket\",\n      service: takeOffMarket,\n    },\n  ],\n  basketTradingConstituent: undefined,\n  basketTradingConstituentJoin: [\n    {\n      rpcName: \"addConstituent\",\n      service: addConstituent,\n    },\n  ],\n  priceStrategyType: undefined,\n};\n\nconst getColumnDescriptors = (tableName: BasketsTableName) => {\n  const schema = schemas[tableName];\n  return schema.columns;\n};\n\nconst createDataSource = (tableName: BasketsTableName) => {\n  const columnDescriptors = getColumnDescriptors(tableName);\n  const { key } = schemas[tableName];\n  return new TickingArrayDataSource({\n    columnDescriptors,\n    dataMap: tableMaps[tableName],\n    keyColumn: key,\n    menu: menus[tableName],\n    rpcServices: services[tableName],\n    table: tables[tableName],\n    // updateGenerator: createUpdateGenerator?.(),\n  });\n};\n\nconst nullTypeaheadHook = async () => [];\n\nexport const basketModule: VuuModule<BasketsTableName> = {\n  createDataSource,\n  typeaheadHook: () => 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package/esm/basket/basket-schemas.js

@@ -0,0 +1,119 @@
+const schemas = {
+  algoType: {
+    columns: [
+      { name: "algoType", serverDataType: "string" },
+      { name: "id", serverDataType: "int" }
+    ],
+    key: "id",
+    table: { module: "BASKET", table: "algoType" }
+  },
+  basket: {
+    columns: [
+      { name: "id", serverDataType: "string" },
+      { name: "name", serverDataType: "string" },
+      { name: "notionalValue", serverDataType: "double" },
+      { name: "notionalValueUsd", serverDataType: "double" }
+    ],
+    key: "id",
+    table: { module: "BASKET", table: "basket" }
+  },
+  basketConstituent: {
+    columns: [
+      { name: "basketId", serverDataType: "string" },
+      { name: "change", serverDataType: "string" },
+      { name: "description", serverDataType: "string" },
+      { name: "lastTrade", serverDataType: "string" },
+      { name: "ric", serverDataType: "string" },
+      { name: "ricBasketId", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "volume", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "ricBasketId",
+    table: { module: "BASKET", table: "basketConstituent" }
+  },
+  basketTrading: {
+    columns: [
+      { name: "basketId", serverDataType: "string" },
+      { name: "basketName", serverDataType: "string" },
+      { name: "filledPct", serverDataType: "double" },
+      { name: "fxRateToUsd", serverDataType: "double" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "totalNotional", serverDataType: "double" },
+      { name: "totalNotionalUsd", serverDataType: "double" },
+      { name: "units", serverDataType: "int" }
+    ],
+    key: "instanceId",
+    table: { module: "BASKET", table: "basketTrading" }
+  },
+  basketTradingConstituent: {
+    columns: [
+      { name: "algo", serverDataType: "string" },
+      { name: "algoParams", serverDataType: "string" },
+      { name: "basketId", serverDataType: "string" },
+      { name: "description", serverDataType: "string" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "instanceIdRic", serverDataType: "string" },
+      { name: "limitPrice", serverDataType: "double" },
+      { name: "notionalLocal", serverDataType: "double" },
+      { name: "notionalUsd", serverDataType: "double" },
+      { name: "pctFilled", serverDataType: "double" },
+      { name: "priceSpread", serverDataType: "int" },
+      { name: "priceStrategyId", serverDataType: "int" },
+      { name: "quantity", serverDataType: "long" },
+      { name: "ric", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "venue", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "instanceIdRic",
+    table: { module: "BASKET", table: "basketTradingConstituent" }
+  },
+  basketTradingConstituentJoin: {
+    columns: [
+      { name: "algo", serverDataType: "string" },
+      { name: "algoParams", serverDataType: "string" },
+      { name: "ask", serverDataType: "double" },
+      { name: "askSize", serverDataType: "double" },
+      { name: "basketId", serverDataType: "string" },
+      { name: "bid", serverDataType: "double" },
+      { name: "bidSize", serverDataType: "double" },
+      { name: "close", serverDataType: "double" },
+      { name: "description", serverDataType: "string" },
+      { name: "instanceId", serverDataType: "string" },
+      { name: "instanceIdRic", serverDataType: "string" },
+      { name: "last", serverDataType: "double" },
+      { name: "limitPrice", serverDataType: "double" },
+      { name: "notionalLocal", serverDataType: "double" },
+      { name: "notionalUsd", serverDataType: "double" },
+      { name: "open", serverDataType: "double" },
+      { name: "pctFilled", serverDataType: "double" },
+      { name: "phase", serverDataType: "string" },
+      { name: "priceSpread", serverDataType: "int" },
+      { name: "priceStrategyId", serverDataType: "int" },
+      { name: "quantity", serverDataType: "long" },
+      { name: "ric", serverDataType: "string" },
+      { name: "scenario", serverDataType: "string" },
+      { name: "side", serverDataType: "string" },
+      { name: "status", serverDataType: "string" },
+      { name: "venue", serverDataType: "string" },
+      { name: "weighting", serverDataType: "double" }
+    ],
+    key: "instanceIdRic",
+    table: { module: "BASKET", table: "basketTradingConstituentJoin" }
+  },
+  priceStrategyType: {
+    columns: [
+      { name: "priceStrategy", serverDataType: "string" },
+      { name: "id", serverDataType: "int" }
+    ],
+    key: "",
+    table: { module: "BASKET", table: "priceStrategyType" }
+  }
+};
+
+export { schemas };
+//# sourceMappingURL=basket-schemas.js.map

package/esm/basket/basket-schemas.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"basket-schemas.js","sources":["../../src/basket/basket-schemas.ts"],"sourcesContent":["import { TableSchema } from \"@vuu-ui/vuu-data-types\";\n\nexport type BasketsTableName =\n  | \"algoType\"\n  | \"basket\"\n  | \"basketConstituent\"\n  | \"basketTrading\"\n  | \"basketTradingConstituent\"\n  | \"basketTradingConstituentJoin\"\n  | \"priceStrategyType\";\n\nexport const schemas: Readonly<\n  Record<BasketsTableName, Readonly<TableSchema>>\n> = {\n  algoType: {\n    columns: [\n      { name: \"algoType\", serverDataType: \"string\" },\n      { name: \"id\", serverDataType: \"int\" },\n    ],\n    key: \"id\",\n    table: { module: \"BASKET\", table: \"algoType\" },\n  },\n  basket: {\n    columns: [\n      { name: \"id\", serverDataType: \"string\" },\n      { name: \"name\", serverDataType: \"string\" },\n      { name: \"notionalValue\", serverDataType: \"double\" },\n      { name: \"notionalValueUsd\", serverDataType: \"double\" },\n    ],\n    key: \"id\",\n    table: { module: \"BASKET\", table: \"basket\" },\n  },\n  basketConstituent: {\n    columns: [\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"change\", serverDataType: \"string\" },\n      { name: \"description\", serverDataType: \"string\" },\n      { name: \"lastTrade\", serverDataType: \"string\" },\n      { name: \"ric\", serverDataType: \"string\" },\n      { name: \"ricBasketId\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"volume\", serverDataType: \"string\" },\n      { name: \"weighting\", serverDataType: \"double\" },\n    ],\n    key: \"ricBasketId\",\n    table: { module: \"BASKET\", table: \"basketConstituent\" },\n  },\n  basketTrading: {\n    columns: [\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"basketName\", serverDataType: \"string\" },\n      { name: \"filledPct\", serverDataType: \"double\" },\n      { name: \"fxRateToUsd\", serverDataType: \"double\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"totalNotional\", serverDataType: \"double\" },\n      { name: \"totalNotionalUsd\", serverDataType: \"double\" },\n      { name: \"units\", serverDataType: \"int\" },\n    ],\n    key: \"instanceId\",\n    table: { module: \"BASKET\", table: \"basketTrading\" },\n  },\n  basketTradingConstituent: {\n    columns: [\n      { name: \"algo\", serverDataType: \"string\" },\n      { name: \"algoParams\", serverDataType: \"string\" },\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"description\", serverDataType: \"string\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"instanceIdRic\", serverDataType: \"string\" },\n      { name: \"limitPrice\", serverDataType: \"double\" },\n      { name: \"notionalLocal\", serverDataType: \"double\" },\n      { name: \"notionalUsd\", serverDataType: \"double\" },\n      { name: \"pctFilled\", serverDataType: \"double\" },\n      { name: \"priceSpread\", serverDataType: \"int\" },\n      { name: \"priceStrategyId\", serverDataType: \"int\" },\n      { name: \"quantity\", serverDataType: \"long\" },\n      { name: \"ric\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"venue\", serverDataType: \"string\" },\n      { name: \"weighting\", serverDataType: \"double\" },\n    ],\n    key: \"instanceIdRic\",\n    table: { module: \"BASKET\", table: \"basketTradingConstituent\" },\n  },\n\n  basketTradingConstituentJoin: {\n    columns: [\n      { name: \"algo\", serverDataType: \"string\" },\n      { name: \"algoParams\", serverDataType: \"string\" },\n      { name: \"ask\", serverDataType: \"double\" },\n      { name: \"askSize\", serverDataType: \"double\" },\n      { name: \"basketId\", serverDataType: \"string\" },\n      { name: \"bid\", serverDataType: \"double\" },\n      { name: \"bidSize\", serverDataType: \"double\" },\n      { name: \"close\", serverDataType: \"double\" },\n      { name: \"description\", serverDataType: \"string\" },\n      { name: \"instanceId\", serverDataType: \"string\" },\n      { name: \"instanceIdRic\", serverDataType: \"string\" },\n      { name: \"last\", serverDataType: \"double\" },\n      { name: \"limitPrice\", serverDataType: \"double\" },\n      { name: \"notionalLocal\", serverDataType: \"double\" },\n      { name: \"notionalUsd\", serverDataType: \"double\" },\n      { name: \"open\", serverDataType: \"double\" },\n      { name: \"pctFilled\", serverDataType: \"double\" },\n      { name: \"phase\", serverDataType: \"string\" },\n      { name: \"priceSpread\", serverDataType: \"int\" },\n      { name: \"priceStrategyId\", serverDataType: \"int\" },\n      { name: \"quantity\", serverDataType: \"long\" },\n      { name: \"ric\", serverDataType: \"string\" },\n      { name: \"scenario\", serverDataType: \"string\" },\n      { name: \"side\", serverDataType: \"string\" },\n      { name: \"status\", serverDataType: \"string\" },\n      { name: \"venue\", serverDataType: \"string\" },\n      { name: \"weighting\", serverDataType: \"double\" },\n    ],\n    key: \"instanceIdRic\",\n    table: { module: \"BASKET\", table: \"basketTradingConstituentJoin\" },\n  },\n  priceStrategyType: {\n    columns: [\n      { name: \"priceStrategy\", serverDataType: \"string\" },\n      { name: \"id\", serverDataType: \"int\" },\n    ],\n    key: \"\",\n    table: { module: \"BASKET\", table: \"priceStrategyType\" },\n  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package/esm/basket/reference-data/constituents.js

@@ -0,0 +1,38 @@
+import ftse from './ftse100.js';
+import nasdaq from './nasdaq100.js';
+import sp500 from './sp500.js';
+import hsi from './hsi.js';
+
+const basketConstituentData = [];
+for (const row of ftse) {
+  const [ric, name, lastTrade, change, volume] = row;
+  const basketId = ".FTSE100";
+  const side = "BUY";
+  const weighting = 1;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of hsi) {
+  const [name, ric, lastTrade, change, , volume] = row;
+  const basketId = ".HSI";
+  const side = "BUY";
+  const weighting = 1;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of nasdaq) {
+  const [name, ric, weighting, lastTrade, change] = row;
+  const basketId = ".NASDAQ100";
+  const side = "BUY";
+  const volume = 1e3;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+for (const row of sp500) {
+  const [name, ric, weighting, , change] = row;
+  const basketId = ".SP500";
+  const side = "BUY";
+  const volume = 1e3;
+  const lastTrade = 0;
+  basketConstituentData.push([basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting]);
+}
+
+export { basketConstituentData as default };
+//# sourceMappingURL=constituents.js.map

package/esm/basket/reference-data/constituents.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"constituents.js","sources":["../../../src/basket/reference-data/constituents.ts"],"sourcesContent":["import ftse from \"./ftse100\";\nimport nasdaq from \"./nasdaq100\";\nimport sp500 from \"./sp500\";\nimport hsi from \"./hsi\";\nimport { VuuRowDataItemType } from \"@vuu-ui/vuu-protocol-types\";\n\nconst basketConstituentData = [];\nfor (const row of ftse) {\n  // prettier-ignore\n  const [ric, name, lastTrade, change, volume] = row;\n  const basketId = \".FTSE100\";\n  const side = \"BUY\";\n  const weighting = 1;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of hsi) {\n  // prettier-ignore\n  const [name, ric, lastTrade, change, , volume] = row;\n  const basketId = \".HSI\";\n  const side = \"BUY\";\n  const weighting = 1;\n  // prettier-ignore\n  basketConstituentData.push([basketId,change,name, lastTrade,ric,`${ric}-${basketId}`,side,volume,weighting ]);\n}\n\nfor (const row of nasdaq) {\n  // prettier-ignore\n  const [name, ric, weighting, lastTrade, change] = row;\n  const basketId = \".NASDAQ100\";\n  const side = \"BUY\";\n  const volume = 1000;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nfor (const row of sp500) {\n  // prettier-ignore\n  const [name, ric, weighting,,change] = row;\n  const basketId = \".SP500\";\n  const side = \"BUY\";\n  const volume = 1000;\n  const lastTrade = 0;\n  // prettier-ignore\n  basketConstituentData.push([ basketId, change, name, lastTrade, ric, `${ric}-${basketId}`, side, volume, weighting ]);\n}\n\nexport default basketConstituentData as VuuRowDataItemType[][];\n"],"names":[],"mappings":";;;;;AAMA,MAAM,wBAAwB,GAAC;AAC/B,KAAA,MAAW,OAAO,IAAM,EAAA;AAEtB,EAAA,MAAM,CAAC,GAAK,EAAA,IAAA,EAAM,SAAW,EAAA,MAAA,EAAQ,MAAM,CAAI,GAAA,GAAA,CAAA;AAC/C,EAAA,MAAM,QAAW,GAAA,UAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH,CAAA;AAEA,KAAA,MAAW,OAAO,GAAK,EAAA;AAErB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,WAAW,MAAQ,IAAE,MAAM,CAAI,GAAA,GAAA,CAAA;AACjD,EAAA,MAAM,QAAW,GAAA,MAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAC,QAAS,EAAA,MAAA,EAAO,MAAM,SAAU,EAAA,GAAA,EAAI,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAG,IAAK,EAAA,MAAA,EAAO,SAAU,CAAC,CAAA,CAAA;AAC9G,CAAA;AAEA,KAAA,MAAW,OAAO,MAAQ,EAAA;AAExB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAW,EAAA,SAAA,EAAW,MAAM,CAAI,GAAA,GAAA,CAAA;AAClD,EAAA,MAAM,QAAW,GAAA,YAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA,CAAA;AAEf,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH,CAAA;AAEA,KAAA,MAAW,OAAO,KAAO,EAAA;AAEvB,EAAA,MAAM,CAAC,IAAM,EAAA,GAAA,EAAK,SAAU,IAAC,MAAM,CAAI,GAAA,GAAA,CAAA;AACvC,EAAA,MAAM,QAAW,GAAA,QAAA,CAAA;AACjB,EAAA,MAAM,IAAO,GAAA,KAAA,CAAA;AACb,EAAA,MAAM,MAAS,GAAA,GAAA,CAAA;AACf,EAAA,MAAM,SAAY,GAAA,CAAA,CAAA;AAElB,EAAA,qBAAA,CAAsB,IAAK,CAAA,CAAE,QAAU,EAAA,MAAA,EAAQ,MAAM,SAAW,EAAA,GAAA,EAAK,CAAG,EAAA,GAAG,IAAI,QAAQ,CAAA,CAAA,EAAI,IAAM,EAAA,MAAA,EAAQ,SAAU,CAAC,CAAA,CAAA;AACtH;;;;"}

package/esm/basket/reference-data/ftse100.js

@@ -0,0 +1,103 @@
+var ftse = [
+  ["AAL.L", "Anglo American  PLC", "436.35 13:13", "5.35 (1.24%)", "5,799,089"],
+  ["ABF.L", "Associated British Foods  PLC", "3,435.60 13:12", "7.40 (0.21%)", "86,808"],
+  ["ADM.L", "Admiral Group  PLC", "1,627.00 13:13", ""],
+  ["ADN.L", "Aberdeen Asset Management  PLC", "334.00 13:13", "2.50 (0.75%)", "806,880"],
+  ["AHT.L", "Ashtead Group  PLC", "1,027.00 13:13", "6.00 (0.59%)", "331,255"],
+  ["ANTO.L", "Antofagasta  PLC", "484.10 13:13", "11.70 (2.48%)", "1,753,976"],
+  ["ARM.L", "ARM Holdings  PLC", "1,058.00 13:13", "3.00 (0.28%)", "475,927"],
+  ["AV.L", "Aviva  PLC", "493.97 13:13", "2.23 (0.45%)", "2,226,835"],
+  ["AZN.L", "AstraZeneca  PLC", "4,399.50 13:13", "2.50 (0.06%)", "815,133"],
+  ["BA.L", "BAE Systems  PLC", "478.10 13:13", "4.30 (0.91%)", "2,039,934"],
+  ["BAB.L", "Babcock International Group  PLC", "988.00 13:13", "9.50 (0.97%)", "209,614"],
+  ["BARC.L", "Barclays  PLC", "226.30 13:13", "1.15 (0.51%)", "6,575,664"],
+  ["BATS.L", "British American Tobacco  PLC", "3,803.50 13:13", "8.50 (0.22%)", "465,110"],
+  ["BDEV.L", "Barratt Developments  PLC", "576.00 13:13", "0.50 (0.09%)", "1,044,365"],
+  ["BG.L", "BG Group  PLC", "1,013.50 13:13", "5.50 (0.55%)", "1,507,332"],
+  ["BKG.L", "Berkeley Group Holdings (The)  PLC", "3,126.00 13:13", "15.00 (0.48%)", "95,071"],
+  ["BLND.L", "British Land Co  PLC", "828.06 13:12", "10.44 (1.25%)", "1,802,548"],
+  ["BLT.L", "BHP Billiton  PLC", "881.40 13:13", "4.30 (0.49%)", "4,947,287"],
+  ["BNZL.L", "Bunzl  PLC", "1,875.40 13:05", "4.60 (0.24%)", "104,541"],
+  ["BP.L", "BP  PLC", "381.50 13:13", "2.95 (0.78%)", "10,493,561"],
+  ["BRBY.L", "Burberry Group  PLC", "1,269.00 13:13", "7.00 (0.55%)", "295,647"],
+  ["BT-A", "L,BT Group  PLC", "489.20 13:13", "3.70 (0.75%)", "3,914,982"],
+  ["CCL.L", "Carnival  PLC", "3,426.00 13:12", "22.00 (0.64%)", "86,257"],
+  ["CNA.L", "Centrica  PLC", "212.80 13:13", "0.60 (0.28%)", "2,144,540"],
+  ["CPG.L", "Compass Group  PLC", "1,054.00 13:08", "5.00 (0.48%)", "1,001,167"],
+  ["CPI.L", "Capita  PLC", "1,235.00 13:11", "1.00 (0.08%)", "244,591"],
+  ["CRH.L", "CRH  PLC", "1,783.20 13:12", "17.80 (0.99%)", "897,325"],
+  ["DC.L", "DIXONS CARPHONE", "462.10 13:11", ""],
+  ["DGE.L", "Diageo  PLC", "1,881.50 13:13", "6.50 (0.34%)", "756,906"],
+  ["DLG.L", "Direct Line Insurance Group  PLC", "403.80 13:13", "0.40 (0.10%)", "1,095,340"],
+  ["EXPN.L", "Experian  PLC", "1,191.00 13:12", "2.00 (0.17%)", "467,283"],
+  ["EZJ.L", "easyJet  PLC", "1,682.00 13:12", "28.00 (1.64%)", "1,191,230"],
+  ["FRES.L", "Fresnillo  PLC", "678.50 13:12", "6.50 (0.97%)", "381,871"],
+  ["GFS.L", "G4S  PLC", "232.30 13:03", "2.00 (0.85%)", "1,096,551"],
+  ["GKN.L", "GKN  PLC", "294.80 13:12", "2.50 (0.86%)", "792,247"],
+  ["GLEN.L", "Glencore  PLC", "90.48 13:13", "1.65 (1.86%)", "41,631,528"],
+  ["GSK.L", "GlaxoSmithKline  PLC", "1,345.00 13:13", "0.50 (0.04%)", "1,767,356"],
+  ["HIK.L", "Hikma Pharmaceuticals  PLC", "2,010.00 13:04", "57.00 (2.92%)", "261,511"],
+  ["HL.L", "Hargreaves Lansdown  PLC", "1,488.03 13:12", "9.97 (0.67%)", "372,261"],
+  ["HMSO.L", "Hammerson  PLC", "597.50 13:11", "3.50 (0.58%)", "478,301"],
+  ["HSBA.L", "HSBC Holdings  PLC", "519.70 13:13", "0.50 (0.10%)", "7,415,629"],
+  ["IAG.L", "International Consolidated Airlines Group SA", "575.40 13:12", "16.10 (2.72%)", "4,311,514"],
+  ["IHG.L", "InterContinental Hotels Group  PLC", "2,481.00 13:12", "19.00 (0.76%)", "219,918"],
+  ["III.L", "3i Group  PLC", "487.30 13:11", "4.50 (0.92%)", "189,987"],
+  ["IMT.L", "Imperial Tobacco Group  PLC", "3,571.00 13:13", "29.00 (0.81%)", "926,816"],
+  ["INTU.L", "intu properties  PLC", "319.90 13:09", "4.60 (1.42%)", "514,821"],
+  ["ISAT.L", "Inmarsat  PLC", "1,054.44 13:13", "3.44 (0.33%)", "988,089"],
+  ["ITRK.L", "Intertek Group  PLC", "2,643.00 13:14", "3.00 (0.11%)", "45,868"],
+  ["ITV.L", "ITV  PLC", "267.30 13:14", "2.60 (0.96%)", "3,453,208"],
+  ["JMAT.L", "Johnson Matthey  PLC", "2,445.00 13:14", "29.00 (1.20%)", "276,397"],
+  ["KGF.L", "Kingfisher  PLC", "346.20 13:14", "4.30 (1.23%)", "1,021,408"],
+  ["LAND.L", "Land Securities Group  PLC", "1,239.00 13:13", "7.00 (0.56%)", "384,973"],
+  ["LGEN.L", "Legal & General Group  PLC", "266.00 13:14", "1.60 (0.60%)", "1,998,399"],
+  ["LLOY.L", "Lloyds Banking Group  PLC", "73.86 13:14", "0.02 (0.03%)", "18,907,878"],
+  ["LSE.L", "London Stock Exchange Group  PLC", "2,544.00 13:11", "6.00 (0.24%)", "129,657"],
+  ["MGGT.L", "Meggitt  PLC", "386.00 13:15", "3.20 (0.84%)", "611,044"],
+  ["MKS.L", "Marks & Spencer Group  PLC", "514.75 13:12", "3.25 (0.63%)", "920,128"],
+  ["MNDI.L", "Mondi  PLC", "1,463.00 13:14", "7.00 (0.48%)", "383,546"],
+  ["MRW.L", "Morrison (Wm) Supermarkets  PLC", "155.20 13:14", ""],
+  ["NG.L", "National Grid  PLC", "926.40 13:14", "1.10 (0.12%)", "1,659,592"],
+  ["NXT.L", "Next  PLC", "7,765.00 13:11", "95.00 (1.21%)", "114,062"],
+  ["OML.L", "Old Mutual  PLC", "198.50 13:14", "0.40 (0.20%)", "2,040,849"],
+  ["PRU.L", "Prudential  PLC", "1,499.50 13:15", "14.00 (0.93%)", "580,870"],
+  ["PSON.L", "Pearson  PLC", "794.00 13:09", "5.00 (0.63%)", "1,177,953"],
+  ["RB.L", "Reckitt Benckiser Group  PLC", "6,293.00 13:14", "34.00 (0.54%)", "281,172"],
+  ["RBS.L", "Royal Bank of Scotland Group  PLC", "313.40 13:14", "2.40 (0.77%)", "2,100,058"],
+  ["RDSA.L", "Royal Dutch Shell  PLC", "1,636.00 13:14", "18.00 (1.11%)", "2,467,461"],
+  ["RDSB.L", "Royal Dutch Shell  PLC", "1,652.00 13:15", "14.50 (0.89%)", "1,457,434"],
+  ["REL.L", "Reed Elsevier  PLC", "1,170.00 13:14", "0.00 (0.00%)", "908,802"],
+  ["RIO.L", "Rio Tinto  PLC", "2,235.00 13:15", "21.00 (0.95%)", "2,190,722"],
+  ["RMG.L", "Royal Mail  PLC", "453.50 13:14", "1.20 (0.26%)", "995,316"],
+  ["RR.L", "Rolls-Royce Group  PLC", "546.63 13:14", "8.38 (1.51%)", "2,792,915"],
+  ["RRS.L", "Randgold Resources Ltd", "3,929.00 13:14", "0.00 (0.00%)", "135,524"],
+  ["RSA.L", "RSA Insurance Group  PLC", "437.10 13:14", "0.10 (0.02%)", "395,477"],
+  ["SAB.L", "SABMiller  PLC", "4,011.00 13:15", "1.00 (0.02%)", "892,451"],
+  ["SBRY.L", "Sainsbury (J)  PLC", "255.80 13:14", "7.40 (2.98%)", "2,395,670"],
+  ["SDR.L", "Schroders  PLC", "2,930.00 13:09", "12.00 (0.41%)", "44,674"],
+  ["SGE.L", "Sage Group (The)  PLC", "545.50 13:13", "0.50 (0.09%)", "539,717"],
+  ["SHP.L", "Shire  PLC", "4,685.00 13:14", "22.00 (0.47%)", "221,318"],
+  ["SKY.L", "SKY", "1,095.00 13:12", "4.00 (0.37%)", "925,016"],
+  ["SL.L", "Standard Life  PLC", "399.90 13:14", "3.20 (0.79%)", "861,636"],
+  ["SMIN.L", "Smiths Group  PLC", "992.50 13:14", "27.50 (2.70%)", "640,309"],
+  ["SN.L", "Smith & Nephew  PLC", "1,110.00 13:14", "9.00 (0.82%)", "480,018"],
+  ["SPD.L", "Sports Direct International  PLC", "694.50 13:11", "1.50 (0.22%)", "157,981"],
+  ["SSE.L", "SSE  PLC", "1,463.00 13:13", "2.00 (0.14%)", "562,454"],
+  ["STAN.L", "Standard Chartered  PLC", "583.00 13:14", "0.60 (0.10%)", "2,018,697"],
+  ["STJ.L", "St James's Place  PLC", "964.00 13:14", "11.00 (1.13%)", "418,480"],
+  ["SVT.L", "Severn Trent  PLC", "2,199.00 13:12", "1.00 (0.05%)", "95,342"],
+  ["TPK.L", "Travis Perkins  PLC", "1,945.00 13:13", "4.00 (0.21%)", "92,916"],
+  ["TSCO.L", "Tesco  PLC", "171.54 13:14", "2.54 (1.50%)", "9,831,136"],
+  ["TUI.L", "TUI AG", "1,115.00 13:10", "5.00 (0.45%)", "458,970"],
+  ["TW.L", "Taylor Wimpey  PLC", "183.90 13:15", "1.10 (0.59%)", "3,180,729"],
+  ["ULVR.L", "Unilever  PLC", "2,791.00 13:14", "29.00 (1.03%)", "824,827"],
+  ["UU.L", "United Utilities Group  PLC", "959.00 13:10", "2.50 (0.26%)", "436,911"],
+  ["VOD.L", "Vodafone Group  PLC", "224.25 13:15", "1.30 (0.58%)", "17,572,036"],
+  ["WOS.L", "Wolseley  PLC", "3,657.00 13:14", "4.00 (0.11%)", "179,536"],
+  ["WPP.L", "WPP  PLC", "1,502.00 13:15", "12.00 (0.79%)", "857,887"],
+  ["WTB.L", "Whitbread  PLC", "4,484.00 13:16", "60.00 (1.32%)", "141,036"]
+];
+
+export { ftse as default };
+//# sourceMappingURL=ftse100.js.map

package/esm/basket/reference-data/ftse100.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ftse100.js","sources":["../../../src/basket/reference-data/ftse100.ts"],"sourcesContent":["// Symbol,Name,Last Trade,Change,Volume\n// prettier-ignore\nexport default [\n    [\"AAL.L\",\"Anglo American  PLC\",\"436.35 13:13\",\"5.35 (1.24%)\",\"5,799,089\"],\n    [\"ABF.L\",\"Associated British Foods  PLC\",\"3,435.60 13:12\",\"7.40 (0.21%)\",\"86,808\"],\n    [\"ADM.L\",\"Admiral Group  PLC\",\"1,627.00 13:13\",\"\"],\n    [\"ADN.L\",\"Aberdeen Asset Management  PLC\",\"334.00 13:13\",\"2.50 (0.75%)\",\"806,880\"],\n    [\"AHT.L\",\"Ashtead Group  PLC\",\"1,027.00 13:13\",\"6.00 (0.59%)\",\"331,255\"],\n    [\"ANTO.L\",\"Antofagasta  PLC\",\"484.10 13:13\",\"11.70 (2.48%)\",\"1,753,976\"],\n    [\"ARM.L\",\"ARM Holdings  PLC\",\"1,058.00 13:13\",\"3.00 (0.28%)\",\"475,927\"],\n    [\"AV.L\",\"Aviva  PLC\",\"493.97 13:13\",\"2.23 (0.45%)\",\"2,226,835\"],\n    [\"AZN.L\",\"AstraZeneca  PLC\",\"4,399.50 13:13\",\"2.50 (0.06%)\",\"815,133\"],\n    [\"BA.L\",\"BAE Systems  PLC\",\"478.10 13:13\",\"4.30 (0.91%)\",\"2,039,934\"],\n    [\"BAB.L\",\"Babcock International Group  PLC\",\"988.00 13:13\",\"9.50 (0.97%)\",\"209,614\"],\n    [\"BARC.L\",\"Barclays  PLC\",\"226.30 13:13\", \"1.15 (0.51%)\",\"6,575,664\"],\n    [\"BATS.L\",\"British American Tobacco  PLC\",\"3,803.50 13:13\", \"8.50 (0.22%)\",\"465,110\"],\n    [\"BDEV.L\",\"Barratt Developments  PLC\",\"576.00 13:13\", \"0.50 (0.09%)\",\"1,044,365\"],\n    [\"BG.L\",\"BG Group  PLC\",\"1,013.50 13:13\", \"5.50 (0.55%)\",\"1,507,332\"],\n    [\"BKG.L\",\"Berkeley Group Holdings (The)  PLC\",\"3,126.00 13:13\", \"15.00 (0.48%)\",\"95,071\"],\n    [\"BLND.L\",\"British Land Co  PLC\",\"828.06 13:12\", \"10.44 (1.25%)\",\"1,802,548\"],\n    [\"BLT.L\",\"BHP Billiton  PLC\",\"881.40 13:13\", \"4.30 (0.49%)\",\"4,947,287\"],\n    [\"BNZL.L\",\"Bunzl  PLC\",\"1,875.40 13:05\", \"4.60 (0.24%)\",\"104,541\"],\n    [\"BP.L\",\"BP  PLC\",\"381.50 13:13\", \"2.95 (0.78%)\",\"10,493,561\"],\n    [\"BRBY.L\",\"Burberry Group  PLC\",\"1,269.00 13:13\", \"7.00 (0.55%)\",\"295,647\"],\n    [\"BT-A\",\"L,BT Group  PLC\",\"489.20 13:13\", \"3.70 (0.75%)\",\"3,914,982\"],\n    [\"CCL.L\",\"Carnival  PLC\",\"3,426.00 13:12\", \"22.00 (0.64%)\",\"86,257\"],\n    [\"CNA.L\",\"Centrica  PLC\",\"212.80 13:13\", \"0.60 (0.28%)\",\"2,144,540\"],\n    [\"CPG.L\",\"Compass Group  PLC\",\"1,054.00 13:08\", \"5.00 (0.48%)\",\"1,001,167\"],\n    [\"CPI.L\",\"Capita  PLC\",\"1,235.00 13:11\", \"1.00 (0.08%)\",\"244,591\"],\n    [\"CRH.L\",\"CRH  PLC\",\"1,783.20 13:12\", \"17.80 (0.99%)\",\"897,325\"],\n    [\"DC.L\",\"DIXONS CARPHONE\",\"462.10 13:11\",\"\"],\n    [\"DGE.L\",\"Diageo  PLC\",\"1,881.50 13:13\", \"6.50 (0.34%)\",\"756,906\"],\n    [\"DLG.L\",\"Direct Line Insurance Group  PLC\",\"403.80 13:13\", \"0.40 (0.10%)\",\"1,095,340\"],\n    [\"EXPN.L\",\"Experian  PLC\",\"1,191.00 13:12\", \"2.00 (0.17%)\",\"467,283\"],\n    [\"EZJ.L\",\"easyJet  PLC\",\"1,682.00 13:12\", \"28.00 (1.64%)\",\"1,191,230\"],\n    [\"FRES.L\",\"Fresnillo  PLC\",\"678.50 13:12\", \"6.50 (0.97%)\",\"381,871\"],\n    [\"GFS.L\",\"G4S  PLC\",\"232.30 13:03\", \"2.00 (0.85%)\",\"1,096,551\"],\n    [\"GKN.L\",\"GKN  PLC\",\"294.80 13:12\", \"2.50 (0.86%)\",\"792,247\"],\n    [\"GLEN.L\",\"Glencore  PLC\",\"90.48 13:13\", \"1.65 (1.86%)\",\"41,631,528\"],\n    [\"GSK.L\",\"GlaxoSmithKline  PLC\",\"1,345.00 13:13\", \"0.50 (0.04%)\",\"1,767,356\"],\n    [\"HIK.L\",\"Hikma Pharmaceuticals  PLC\",\"2,010.00 13:04\", \"57.00 (2.92%)\",\"261,511\"],\n    [\"HL.L\",\"Hargreaves Lansdown  PLC\",\"1,488.03 13:12\", \"9.97 (0.67%)\",\"372,261\"],\n    [\"HMSO.L\",\"Hammerson  PLC\",\"597.50 13:11\", \"3.50 (0.58%)\",\"478,301\"],\n    [\"HSBA.L\",\"HSBC Holdings  PLC\",\"519.70 13:13\", \"0.50 (0.10%)\",\"7,415,629\"],\n    [\"IAG.L\",\"International Consolidated Airlines Group SA\",\"575.40 13:12\", \"16.10 (2.72%)\",\"4,311,514\"],\n    [\"IHG.L\",\"InterContinental Hotels Group  PLC\",\"2,481.00 13:12\", \"19.00 (0.76%)\",\"219,918\"],\n    [\"III.L\",\"3i Group  PLC\",\"487.30 13:11\", \"4.50 (0.92%)\",\"189,987\"],\n    [\"IMT.L\",\"Imperial Tobacco Group  PLC\",\"3,571.00 13:13\", \"29.00 (0.81%)\",\"926,816\"],\n    [\"INTU.L\",\"intu properties  PLC\",\"319.90 13:09\", \"4.60 (1.42%)\",\"514,821\"],\n    [\"ISAT.L\",\"Inmarsat  PLC\",\"1,054.44 13:13\", \"3.44 (0.33%)\",\"988,089\"],\n    [\"ITRK.L\",\"Intertek Group  PLC\",\"2,643.00 13:14\", \"3.00 (0.11%)\",\"45,868\"],\n    [\"ITV.L\",\"ITV  PLC\",\"267.30 13:14\", \"2.60 (0.96%)\",\"3,453,208\"],\n    [\"JMAT.L\",\"Johnson Matthey  PLC\",\"2,445.00 13:14\", \"29.00 (1.20%)\",\"276,397\"],\n    [\"KGF.L\",\"Kingfisher  PLC\",\"346.20 13:14\", \"4.30 (1.23%)\",\"1,021,408\"],\n    [\"LAND.L\",\"Land Securities Group  PLC\",\"1,239.00 13:13\", \"7.00 (0.56%)\",\"384,973\"],\n    [\"LGEN.L\",\"Legal & General Group  PLC\",\"266.00 13:14\", \"1.60 (0.60%)\",\"1,998,399\"],\n    [\"LLOY.L\",\"Lloyds Banking Group  PLC\",\"73.86 13:14\", \"0.02 (0.03%)\",\"18,907,878\"],\n    [\"LSE.L\",\"London Stock Exchange Group  PLC\",\"2,544.00 13:11\", \"6.00 (0.24%)\",\"129,657\"],\n    [\"MGGT.L\",\"Meggitt  PLC\",\"386.00 13:15\", \"3.20 (0.84%)\",\"611,044\"],\n    [\"MKS.L\",\"Marks & Spencer Group  PLC\",\"514.75 13:12\", \"3.25 (0.63%)\",\"920,128\"],\n    [\"MNDI.L\",\"Mondi  PLC\",\"1,463.00 13:14\", \"7.00 (0.48%)\",\"383,546\"],\n    [\"MRW.L\",\"Morrison (Wm) Supermarkets  PLC\",\"155.20 13:14\",\"\"],\n    [\"NG.L\",\"National Grid  PLC\",\"926.40 13:14\", \"1.10 (0.12%)\",\"1,659,592\"],\n    [\"NXT.L\",\"Next  PLC\",\"7,765.00 13:11\", \"95.00 (1.21%)\",\"114,062\"],\n    [\"OML.L\",\"Old Mutual  PLC\",\"198.50 13:14\", \"0.40 (0.20%)\",\"2,040,849\"],\n    [\"PRU.L\",\"Prudential  PLC\",\"1,499.50 13:15\", \"14.00 (0.93%)\",\"580,870\"],\n    [\"PSON.L\",\"Pearson  PLC\",\"794.00 13:09\", \"5.00 (0.63%)\",\"1,177,953\"],\n    [\"RB.L\",\"Reckitt Benckiser Group  PLC\",\"6,293.00 13:14\", \"34.00 (0.54%)\",\"281,172\"],\n    [\"RBS.L\",\"Royal Bank of Scotland Group  PLC\",\"313.40 13:14\", \"2.40 (0.77%)\",\"2,100,058\"],\n    [\"RDSA.L\",\"Royal Dutch Shell  PLC\",\"1,636.00 13:14\", \"18.00 (1.11%)\",\"2,467,461\"],\n    [\"RDSB.L\",\"Royal Dutch Shell  PLC\",\"1,652.00 13:15\", \"14.50 (0.89%)\",\"1,457,434\"],\n    [\"REL.L\",\"Reed Elsevier  PLC\",\"1,170.00 13:14\",\"0.00 (0.00%)\",\"908,802\"],\n    [\"RIO.L\",\"Rio Tinto  PLC\",\"2,235.00 13:15\", \"21.00 (0.95%)\",\"2,190,722\"],\n    [\"RMG.L\",\"Royal Mail  PLC\",\"453.50 13:14\", \"1.20 (0.26%)\",\"995,316\"],\n    [\"RR.L\",\"Rolls-Royce Group  PLC\",\"546.63 13:14\", \"8.38 (1.51%)\",\"2,792,915\"],\n    [\"RRS.L\",\"Randgold Resources Ltd\",\"3,929.00 13:14\",\"0.00 (0.00%)\",\"135,524\"],\n    [\"RSA.L\",\"RSA Insurance Group  PLC\",\"437.10 13:14\", \"0.10 (0.02%)\",\"395,477\"],\n    [\"SAB.L\",\"SABMiller  PLC\",\"4,011.00 13:15\", \"1.00 (0.02%)\",\"892,451\"],\n    [\"SBRY.L\",\"Sainsbury (J)  PLC\",\"255.80 13:14\", \"7.40 (2.98%)\",\"2,395,670\"],\n    [\"SDR.L\",\"Schroders  PLC\",\"2,930.00 13:09\", \"12.00 (0.41%)\",\"44,674\"],\n    [\"SGE.L\",\"Sage Group (The)  PLC\",\"545.50 13:13\", \"0.50 (0.09%)\",\"539,717\"],\n    [\"SHP.L\",\"Shire  PLC\",\"4,685.00 13:14\", \"22.00 (0.47%)\",\"221,318\"],\n    [\"SKY.L\",\"SKY\",\"1,095.00 13:12\", \"4.00 (0.37%)\",\"925,016\"],\n    [\"SL.L\",\"Standard Life  PLC\",\"399.90 13:14\", \"3.20 (0.79%)\",\"861,636\"],\n    [\"SMIN.L\",\"Smiths Group  PLC\",\"992.50 13:14\", \"27.50 (2.70%)\",\"640,309\"],\n    [\"SN.L\",\"Smith & Nephew  PLC\",\"1,110.00 13:14\", \"9.00 (0.82%)\",\"480,018\"],\n    [\"SPD.L\",\"Sports Direct International  PLC\",\"694.50 13:11\", \"1.50 (0.22%)\",\"157,981\"],\n    [\"SSE.L\",\"SSE  PLC\",\"1,463.00 13:13\", \"2.00 (0.14%)\",\"562,454\"],\n    [\"STAN.L\",\"Standard Chartered  PLC\",\"583.00 13:14\", \"0.60 (0.10%)\",\"2,018,697\"],\n    [\"STJ.L\",\"St James's Place  PLC\",\"964.00 13:14\", \"11.00 (1.13%)\",\"418,480\"],\n    [\"SVT.L\",\"Severn Trent  PLC\",\"2,199.00 13:12\", \"1.00 (0.05%)\",\"95,342\"],\n    [\"TPK.L\",\"Travis Perkins  PLC\",\"1,945.00 13:13\", \"4.00 (0.21%)\",\"92,916\"],\n    [\"TSCO.L\",\"Tesco  PLC\",\"171.54 13:14\", \"2.54 (1.50%)\",\"9,831,136\"],\n    [\"TUI.L\",\"TUI AG\",\"1,115.00 13:10\", \"5.00 (0.45%)\",\"458,970\"],\n    [\"TW.L\",\"Taylor Wimpey  PLC\",\"183.90 13:15\", \"1.10 (0.59%)\",\"3,180,729\"],\n    [\"ULVR.L\",\"Unilever  PLC\",\"2,791.00 13:14\", \"29.00 (1.03%)\",\"824,827\"],\n    [\"UU.L\",\"United Utilities Group  PLC\",\"959.00 13:10\", \"2.50 (0.26%)\",\"436,911\"],\n    [\"VOD.L\",\"Vodafone Group  PLC\",\"224.25 13:15\", \"1.30 (0.58%)\",\"17,572,036\"],\n    [\"WOS.L\",\"Wolseley  PLC\",\"3,657.00 13:14\", \"4.00 (0.11%)\",\"179,536\"],\n    [\"WPP.L\",\"WPP  PLC\",\"1,502.00 13:15\", \"12.00 (0.79%)\",\"857,887\"],\n    [\"WTB.L\",\"Whitbread  PLC\",\"4,484.00 13:16\", \"60.00 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