com.dxfeed.event.candle

Class CandleSymbol

java.lang.Object

com.dxfeed.event.candle.CandleSymbol

All Implemented Interfaces:

Serializable

public class CandleSymbol
extends Object
implements Serializable

Symbol that should be used with DXFeedSubscription class to subscribe for Candle events. DXFeedSubscription also accepts a string representation of the candle symbol for subscription.

String representation

The string representation of the candle symbol consist of a baseSymbol followed by an optional '&' with an exchange code letter and followed by an optional list of comma-separated key=value pairs in curly braces:

<baseSymbol> [ '&' <exchange> ] [ '{' <key1>=<value1> [ ',' <key2>=<value2> ] ... '}' ]

Properties of the candle symbol correspond to the keys in the string representation in the following way:

• Empty key corresponds to period — aggregation period of this symbol. The period value is composed of an optional value which defaults to 1 when not specified, followed by a type string which is defined by one of the CandleType enum values and can be abbreviated to first letters. For example, a daily candle of "IBM" base symbol can be specified as "IBM{=d}" and 15 minute candle on it as "IBM{=15m}". The shortest possible abbreviation for CandleType.MONTH is "mo", so the monthly candle can be specified as "IBM{=mo}". When period is not specified, then the TICK aggregation period is assumed as default. Note, that tick aggregation may not be available on the demo system which is limited to a subset of symbols and aggregation periods.
• "price" key corresponds to price — price type attribute of this symbol. The CandlePrice enum defines possible values with LAST being default. For legacy backwards-compatibility purposes, most of the price values cannot be abbreviated, so a one-minute candle of "EUR/USD" bid price shall be specified with "EUR/USD{=m,price=bid}" candle symbol string. However, the SETTLEMENT can be abbreviated to "s", so a daily candle on "/ES" futures settlement prices can be specified with "/ES{=d,price=s}" string.
• "tho" key with a value of "true" corresponds to session set to CandleSession.REGULAR which limits the candle to trading hours only, so a 133 tick candles on "GOOG" base symbol collected over trading hours only can be specified with "GOOG{=133t,tho=true}" string. Note, that the default daily candles for US equities are special for historical reasons and correspond to the way US equity exchange report their daily summary data. The volume the US equity default daily candle corresponds to the total daily traded volume, while open, high, low, and close correspond to the regular trading hours only.
• "a" key corresponds to alignment — alignment attribute of this symbol. The CandleAlignment enum defines possible values with MIDNIGHT being default. The alignment values can be abbreviated to the first letter. So, a 1 hour candle on a symbol "AAPL" that starts at the regular trading session at 9:30 am ET can be specified with "AAPL{=h,a=s,tho=true}". Contrast that to the "AAPL{=h,tho=true}" candle that is aligned at midnight and thus starts at 9:00 am.
• "pl" key corresponds to price level — price level attribute of this symbol. The CandlePriceLevel defines additional axis to split candles within particular price corridor in addition to CandlePeriod attribute with the default value Double.NaN. So a one-minute candles of "AAPL" with price level 0.1 shall be specified with "AAPL{=m,pl=0.1}".

Keys in the candle symbol are case-sensitive, while values are not. The valueOf(String) method parses any valid string representation into a candle symbol object. The result of the candle symbol toString() method is always normalized: keys are ordered lexicographically, values are in lower-case and are abbreviated to their shortest possible form.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object o) Indicates whether this symbol is the same as another one.
CandleAlignment	getAlignment() Returns alignment attribute of this symbol.
String	getBaseSymbol() Returns base market symbol without attributes.
CandleExchange	getExchange() Returns exchange attribute of this symbol.
CandlePeriod	getPeriod() Returns aggregation period of this symbol.
CandlePrice	getPrice() Returns price type attribute of this symbol.
CandlePriceLevel	getPriceLevel() Returns price level attribute of this symbol.
CandleSession	getSession() Returns session attribute of this symbol.
int	hashCode() Returns hash code of this symbol.
String	toString() Returns string representation of this symbol.
static CandleSymbol	valueOf(String symbol) Converts the given string symbol into the candle symbol object.
static CandleSymbol	valueOf(String symbol, CandleSymbolAttribute<?> attribute) Converts the given string symbol into the candle symbol object with the specified attribute set.
static CandleSymbol	valueOf(String symbol, CandleSymbolAttribute<?> attribute, CandleSymbolAttribute<?>... attributes) Converts the given string symbol into the candle symbol object with the specified attributes set.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Method Detail

getBaseSymbol

public String getBaseSymbol()

Returns base market symbol without attributes.

Returns:

base market symbol without attributes.

getExchange

public CandleExchange getExchange()

Returns exchange attribute of this symbol.

Returns:

exchange attribute of this symbol.

getPrice

public CandlePrice getPrice()

Returns price type attribute of this symbol.

Returns:

price type attribute of this symbol.

getSession

public CandleSession getSession()

Returns session attribute of this symbol.

Returns:

session attribute of this symbol.

getPeriod

public CandlePeriod getPeriod()

Returns aggregation period of this symbol.

Returns:

aggregation period of this symbol.

getAlignment

public CandleAlignment getAlignment()

Returns alignment attribute of this symbol.

Returns:

alignment attribute of this symbol.

getPriceLevel

public CandlePriceLevel getPriceLevel()

Returns price level attribute of this symbol.

Returns:

price level attribute of this symbol.

toString

public String toString()

Returns string representation of this symbol. The string representation can be transformed back into symbol object using valueOf(String) method.

Overrides:

toString in class Object

Returns:

string representation of this symbol.

equals

public boolean equals(Object o)

Indicates whether this symbol is the same as another one.

Overrides:

equals in class Object

Returns:

true if this symbol is the same as another one.

hashCode

public int hashCode()

Returns hash code of this symbol.

Overrides:

hashCode in class Object

Returns:

hash code of this symbol.

valueOf

public static CandleSymbol valueOf(String symbol)

Converts the given string symbol into the candle symbol object.

Parameters:

symbol - the string symbol.

Returns:

the candle symbol object.

Throws:

IllegalArgumentException - if the string does not represent a valid symbol.

valueOf

public static CandleSymbol valueOf(String symbol,
                                   CandleSymbolAttribute<?> attribute)

Converts the given string symbol into the candle symbol object with the specified attribute set.

Parameters:

symbol - the string symbol.

attribute - the attribute to set.

Returns:

the candle symbol object.

Throws:

IllegalArgumentException - if the string does not represent a valid symbol.

valueOf

public static CandleSymbol valueOf(String symbol,
                                   CandleSymbolAttribute<?> attribute,
                                   CandleSymbolAttribute<?>... attributes)

Converts the given string symbol into the candle symbol object with the specified attributes set.

Parameters:

symbol - the string symbol.

attribute - the attribute to set.

attributes - more attributes to set.

Returns:

the candle symbol object.

Throws:

IllegalArgumentException - if the string does not represent a valid symbol.