Parameter patterns

Cartesian Product of Patterns

If the params lists contain more than one element, the resulting pattern will be constructed as a cartesian product of each element of the lists, i.e:

pattern = exchange1,exchange2:instrument_class:instrument1,instrument2

will be equivalent to the union of 4 patterns:

• pattern1 = exchange1:instrument_class:instrument1

• pattern2 = exchange1:instrument_class:instrument2

• pattern3 = exchange2:instrument_class:instrument1

• pattern4 = exchange2:instrument_class:instrument

Union of Patterns

Multiple patterns can also be combined with the + operator: where:

pattern = pattern1+pattern2

• pattern1 = <exchange1>:<instrument_class1>:<instrument1>

• pattern2 = <exchange2>:<instrument_class2>:<instrument2>