OptionSale (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.event.market.MarketEvent
- - com.dxfeed.event.market.OptionSale

All Implemented Interfaces:

EventType<String>, IndexedEvent<String>, Serializable
```
public class OptionSale
extends MarketEvent
implements IndexedEvent<String>
```
Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying. Option Sales are intended to provide information about option trades in a continuous time slice with the additional metrics, like Option Volatility, Option Delta, and Underlying Price.
Option Sale events have unique index which can be used for later correction/cancellation processing.
Properties
OptionSale event has the following properties:
- eventSymbol - symbol of this event;
- eventFlags - transactional event flags;
- index - unique per-symbol index of this option sale event;
- time - time of the original event;
- timeNanoPart - microseconds and nanoseconds time part of event;
- sequence - sequence number of this event to distinguish events that have the same time
- exchangeCode - exchange code of this option sale event;
- price - price of this option sale event;
- size - size of this option sale event;
- bidPrice - the current bid price on the market when this option sale event had occurred;
- askPrice - the current ask price on the market when this option sale event had occurred;
- exchangeSaleConditions - sale conditions provided for this event by data feed;
- aggressorSide - aggressor side of this option sale event;
- spreadLeg - whether this event represents a spread leg;
- extendedTradingHours - whether this event represents an extended trading hours sale;
- validTick - whether this event represents a valid intraday tick;
- type - type of this option sale event;
- underlyingPrice - underlying price at the time when this option sale event had occurred;
- volatility - Black-Scholes implied volatility of the event's option;
- delta - the event's option delta;
- getOptionSymbol() optionSymbol} - option symbol of this event's option.
See the model section for a mathematical background on the values in this event.
Event flags, transactions and snapshots
Option sale data source provides a consistent view of the set of known option sales. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation. Multiple event sources for the same symbol are not supported for option sale events, thus source property is always DEFAULT.
IndexedEventModel class handles all the snapshot and transaction logic and conveniently represents a list of current events. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.
Implementation details
This event is implemented on top of QDS records OptionSale.
See Also:

Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static int MAX_SEQUENCE
Maximum allowed sequence value.
- Fields inherited from interface com.dxfeed.event.IndexedEvent
  REMOVE_EVENT, SNAPSHOT_BEGIN, SNAPSHOT_END, SNAPSHOT_MODE, SNAPSHOT_SNIP, TX_PENDING

Fields
Modifier and Type	Field and Description
`static int`	`MAX_SEQUENCE` Maximum allowed sequence value.

Constructor Summary

Constructors
Constructor and Description
`OptionSale()` Creates new option sale event with default values.
`OptionSale(String eventSymbol)` Creates new option sale event with the specified event symbol.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`Side`	`getAggressorSide()` Returns aggressor side of this option sale event.
`double`	`getAskPrice()` Returns the current ask price on the market when this option sale event had occurred.
`double`	`getBidPrice()` Returns the current bid price on the market when this option sale event had occurred.
`double`	`getDelta()` Return option delta at the time of this option sale event.
`int`	`getEventFlags()` Returns transactional event flags.
`char`	`getExchangeCode()` Returns exchange code of this option sale event.
`String`	`getExchangeSaleConditions()` Returns sale conditions provided for this event by data feed.
`long`	`getIndex()` Returns unique per-symbol index of this option sale event.
`String`	`getOptionSymbol()` Returns option symbol of this event.
`double`	`getPrice()` Returns price of this option sale event.
`int`	`getSequence()` Returns sequence number of this event to distinguish option sale events that have the same `time`.
`double`	`getSize()` Returns size of this option sale event.
`IndexedEventSource`	`getSource()` Returns a source for this event.
`long`	`getTime()` Returns time of this option sale event.
`int`	`getTimeNanoPart()` Returns microseconds and nanoseconds time part of this event.
`long`	`getTimeNanos()` Returns timestamp of the original event in nanoseconds.
`long`	`getTimeSequence()` Returns time and sequence of this event packaged into single long value.
`char`	`getTradeThroughExempt()` Returns TradeThroughExempt flag of this option sale event.
`TimeAndSaleType`	`getType()` Returns type of this option sale event.
`double`	`getUnderlyingPrice()` Returns underlying price at the time of this option sale event.
`double`	`getVolatility()` Returns Black-Scholes implied volatility of the option at the time of this option sale event.
`boolean`	`isCancel()` Returns whether this is a cancellation of a previous event.
`boolean`	`isCorrection()` Returns whether this is a correction of a previous event.
`boolean`	`isExtendedTradingHours()` Returns whether this event represents an extended trading hours sale.
`boolean`	`isNew()` Returns whether this is a new event (not cancellation or correction).
`boolean`	`isSpreadLeg()` Returns whether this event represents a spread leg.
`boolean`	`isValidTick()` Returns whether this event represents a valid intraday tick.
`void`	`setAggressorSide(Side side)` Changes aggressor side of this option sale event.
`void`	`setAskPrice(double askPrice)` Changes the current ask price on the market when this option sale event had occurred.
`void`	`setBidPrice(double bidPrice)` Changes the current bid price on the market when this option sale event had occurred.
`void`	`setDelta(double delta)` Changes option delta at the time of this option sale event.
`void`	`setEventFlags(int eventFlags)` Changes transactional event flags.
`void`	`setExchangeCode(char exchangeCode)` Changes exchange code of this option sale event.
`void`	`setExchangeSaleConditions(String exchangeSaleConditions)` Changes sale conditions provided for this event by data feed.
`void`	`setExtendedTradingHours(boolean extendedTradingHours)` Changes whether this event represents an extended trading hours sale.
`void`	`setIndex(long index)` Changes unique per-symbol index of this option sale event.
`void`	`setOptionSymbol(String optionSymbol)` Changes option symbol of this event.
`void`	`setPrice(double price)` Changes price of this option sale event.
`void`	`setSequence(int sequence)` Changes `getSequence()` sequence number} of this option sale event.
`void`	`setSize(double size)` Changes size of this option sale event.
`void`	`setSpreadLeg(boolean spreadLeg)` Changes whether this event represents a spread leg.
`void`	`setTime(long time)` Changes time of this option sale event.
`void`	`setTimeNanoPart(int timeNanoPart)` Changes microseconds and nanoseconds time part of this event.
`void`	`setTimeNanos(long timeNanos)` Changes timestamp of event.
`void`	`setTimeSequence(long timeSequence)` Changes time and sequence of this event.
`void`	`setTradeThroughExempt(char tradeThroughExempt)` Changes TradeThroughExempt flag of this option sale event.
`void`	`setType(TimeAndSaleType type)` Changes type of this option sale event.
`void`	`setUnderlyingPrice(double underlyingPrice)` Changes underlying price at the time of this option sale event.
`void`	`setValidTick(boolean validTick)` Changes whether this event represents a valid intraday tick.
`void`	`setVolatility(double volatility)` Changes Black-Scholes implied volatility of the option at the time of this option sale event.
`String`	`toString()` Returns string representation of this option sale event.

Methods inherited from class com.dxfeed.event.market.MarketEvent
getEventSymbol, getEventTime, setEventSymbol, setEventTime

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.dxfeed.event.EventType
getEventSymbol, getEventTime, setEventSymbol, setEventTime

- Field Detail
  - MAX_SEQUENCE
```
public static final int MAX_SEQUENCE
```
    Maximum allowed sequence value.
    
    See Also:
    
    setSequence(int), Constant Field Values
- Constructor Detail
  - OptionSale
```
public OptionSale()
```
    Creates new option sale event with default values.
  - OptionSale
```
public OptionSale(String eventSymbol)
```
    Creates new option sale event with the specified event symbol.
    
    Parameters:
    
    eventSymbol - event symbol
- Method Detail
  - getSource
```
public IndexedEventSource getSource()
```
    Returns a source for this event. This method always returns DEFAULT.
    
    Specified by:
    
    getSource in interface IndexedEvent<String>
    
    Returns:
    
    a source for this event.
  - getEventFlags
```
public int getEventFlags()
```
    Returns transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    getEventFlags in interface IndexedEvent<String>
    
    Returns:
    
    transactional event flags.
  - setEventFlags
```
public void setEventFlags(int eventFlags)
```
    Changes transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    setEventFlags in interface IndexedEvent<String>
    
    Parameters:
    
    eventFlags - transactional event flags.
  - getIndex
```
public long getIndex()
```
    Returns unique per-symbol index of this option sale event.
    
    Specified by:
    
    getIndex in interface IndexedEvent<String>
    
    Returns:
    
    unique per-symbol index of this option sale event.
  - setIndex
```
public void setIndex(long index)
```
    Changes unique per-symbol index of this option sale event.
    
    Specified by:
    
    setIndex in interface IndexedEvent<String>
    
    Parameters:
    
    index - unique per-symbol index of this option sale event.
  - getTimeSequence
```
public long getTimeSequence()
```
    Returns time and sequence of this event packaged into single long value. This method is intended for efficient option sale time priority comparison.
    
    Returns:
    
    time and sequence of this option sale event.
  - setTimeSequence
```
public void setTimeSequence(long timeSequence)
```
    Changes time and sequence of this event. Do not use this method directly. Change time and/or sequence.
    
    Parameters:
    
    timeSequence - the time and sequence.
    
    See Also:
    
    getTimeSequence()
  - getTime
```
public long getTime()
```
    Returns time of this option sale event. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Returns:
    
    time of this option sale event.
  - setTime
```
public void setTime(long time)
```
    Changes time of this option sale event. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    time - time of this option sale event.
  - getTimeNanos
```
public long getTimeNanos()
```
    Returns timestamp of the original event in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Returns:
    
    timestamp of the original event in nanoseconds.
  - setTimeNanos
```
public void setTimeNanos(long timeNanos)
```
    Changes timestamp of event. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    timeNanos - timestamp in nanoseconds.
  - getTimeNanoPart
```
public int getTimeNanoPart()
```
    Returns microseconds and nanoseconds time part of this event.
    
    Returns:
    
    microseconds and nanoseconds time part of this event.
  - setTimeNanoPart
```
public void setTimeNanoPart(int timeNanoPart)
```
    Changes microseconds and nanoseconds time part of this event.
    
    Parameters:
    
    timeNanoPart - microseconds and nanoseconds time part of this event.
  - getSequence
```
public int getSequence()
```
    Returns sequence number of this event to distinguish option sale events that have the same time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MAX_SEQUENCE.
    
    Returns:
    
    sequence of this option sale event.
  - setSequence
```
public void setSequence(int sequence)
```
    Changes getSequence() sequence number} of this option sale event.
    
    Parameters:
    
    sequence - the sequence.
    
    Throws:
    
    IllegalArgumentException - if the sequence is below zero or above MAX_SEQUENCE.
    
    See Also:
    
    getSequence()
  - getExchangeCode
```
public char getExchangeCode()
```
    Returns exchange code of this option sale event.
    
    Returns:
    
    exchange code of this option sale event.
  - setExchangeCode
```
public void setExchangeCode(char exchangeCode)
```
    Changes exchange code of this option sale event.
    
    Parameters:
    
    exchangeCode - exchange code of this option sale event.
  - getPrice
```
public double getPrice()
```
    Returns price of this option sale event.
    
    Returns:
    
    price of this option sale event.
  - setPrice
```
public void setPrice(double price)
```
    Changes price of this option sale event.
    
    Parameters:
    
    price - price of this option sale event.
  - getSize
```
public double getSize()
```
    Returns size of this option sale event.
    
    Returns:
    
    size of this option sale event.
  - setSize
```
public void setSize(double size)
```
    Changes size of this option sale event.
    
    Parameters:
    
    size - size of this option sale event.
  - getBidPrice
```
public double getBidPrice()
```
    Returns the current bid price on the market when this option sale event had occurred.
    
    Returns:
    
    the current bid price on the market when this option sale event had occurred.
  - setBidPrice
```
public void setBidPrice(double bidPrice)
```
    Changes the current bid price on the market when this option sale event had occurred.
    
    Parameters:
    
    bidPrice - the current bid price on the market when this option sale event had occurred.
  - getAskPrice
```
public double getAskPrice()
```
    Returns the current ask price on the market when this option sale event had occurred.
    
    Returns:
    
    the current ask price on the market when this option sale event had occurred.
  - setAskPrice
```
public void setAskPrice(double askPrice)
```
    Changes the current ask price on the market when this option sale event had occurred.
    
    Parameters:
    
    askPrice - the current ask price on the market when option and sale event had occurred.
  - getExchangeSaleConditions
```
public String getExchangeSaleConditions()
```
    Returns sale conditions provided for this event by data feed. This field format is specific for every particular data feed.
    
    Returns:
    
    sale conditions.
  - setExchangeSaleConditions
```
public void setExchangeSaleConditions(String exchangeSaleConditions)
```
    Changes sale conditions provided for this event by data feed.
    
    Parameters:
    
    exchangeSaleConditions - sale conditions.
  - getTradeThroughExempt
```
public char getTradeThroughExempt()
```
    Returns TradeThroughExempt flag of this option sale event.
    
    Returns:
    
    TradeThroughExempt flag of this option sale event.
  - setTradeThroughExempt
```
public void setTradeThroughExempt(char tradeThroughExempt)
```
    Changes TradeThroughExempt flag of this option sale event.
    
    Parameters:
    
    tradeThroughExempt - TradeThroughExempt flag of this option sale event.
  - getAggressorSide
```
public Side getAggressorSide()
```
    Returns aggressor side of this option sale event.
    
    Returns:
    
    aggressor side of this option sale event.
  - setAggressorSide
```
public void setAggressorSide(Side side)
```
    Changes aggressor side of this option sale event.
    
    Parameters:
    
    side - aggressor side of this option sale event.
  - isSpreadLeg
```
public boolean isSpreadLeg()
```
    Returns whether this event represents a spread leg.
    
    Returns:
    
    true if this event represents a spread leg.
  - setSpreadLeg
```
public void setSpreadLeg(boolean spreadLeg)
```
    Changes whether this event represents a spread leg.
    
    Parameters:
    
    spreadLeg - true if this event represents a spread leg.
  - isExtendedTradingHours
```
public boolean isExtendedTradingHours()
```
    Returns whether this event represents an extended trading hours sale.
    
    Returns:
    
    true if this event represents an extended trading hours sale.
  - setExtendedTradingHours
```
public void setExtendedTradingHours(boolean extendedTradingHours)
```
    Changes whether this event represents an extended trading hours sale.
    
    Parameters:
    
    extendedTradingHours - true if this event represents an extended trading hours sale.
  - isValidTick
```
public boolean isValidTick()
```
    Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.
    
    Returns:
    
    true if this event represents a valid intraday tick.
  - setValidTick
```
public void setValidTick(boolean validTick)
```
    Changes whether this event represents a valid intraday tick.
    
    Parameters:
    
    validTick - true if this event represents a valid intraday tick.
  - getType
```
public TimeAndSaleType getType()
```
    Returns type of this option sale event.
    
    Returns:
    
    type of this option sale event.
  - setType
```
public void setType(TimeAndSaleType type)
```
    Changes type of this option sale event.
    
    Parameters:
    
    type - type of this option sale event.
  - isNew
```
public boolean isNew()
```
    Returns whether this is a new event (not cancellation or correction). It is true for newly created option sale event.
    
    Returns:
    
    true if this is a new event (not cancellation or correction).
  - isCorrection
```
public boolean isCorrection()
```
    Returns whether this is a correction of a previous event. It is false for newly created option sale event.
    
    Returns:
    
    true if this is a correction of a previous event
  - isCancel
```
public boolean isCancel()
```
    Returns whether this is a cancellation of a previous event. It is false for newly created option sale event.
    
    Returns:
    
    true if this is a cancellation of a previous event
  - getUnderlyingPrice
```
public double getUnderlyingPrice()
```
    Returns underlying price at the time of this option sale event.
    
    Returns:
    
    underlying price at the time of this option sale event.
  - setUnderlyingPrice
```
public void setUnderlyingPrice(double underlyingPrice)
```
    Changes underlying price at the time of this option sale event.
    
    Parameters:
    
    underlyingPrice - underlying price at the time of this option sale event.
  - getVolatility
```
public double getVolatility()
```
    Returns Black-Scholes implied volatility of the option at the time of this option sale event.
    
    Returns:
    
    Black-Scholes implied volatility of the option at the time of this option sale event.
  - setVolatility
```
public void setVolatility(double volatility)
```
    Changes Black-Scholes implied volatility of the option at the time of this option sale event.
    
    Parameters:
    
    volatility - Black-Scholes implied volatility of the option at the time of this option sale event.
  - getDelta
```
public double getDelta()
```
    Return option delta at the time of this option sale event. Delta is the first derivative of an option price by an underlying price.
    
    Returns:
    
    option delta at the time of this option sale event.
  - setDelta
```
public void setDelta(double delta)
```
    Changes option delta at the time of this option sale event.
    
    Parameters:
    
    delta - option delta at the time of this option sale event.
  - getOptionSymbol
```
public String getOptionSymbol()
```
    Returns option symbol of this event.
    
    Returns:
    
    option symbol of this event.
  - setOptionSymbol
```
public void setOptionSymbol(String optionSymbol)
```
    Changes option symbol of this event.
    
    Parameters:
    
    optionSymbol - option symbol of this event.
  - toString
```
public String toString()
```
    Returns string representation of this option sale event.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    string representation of this option sale event.

Class OptionSale

Properties

Event flags, transactions and snapshots

Implementation details

Field Summary

Fields inherited from interface com.dxfeed.event.IndexedEvent

Constructor Summary

Method Summary

Methods inherited from class com.dxfeed.event.market.MarketEvent

Methods inherited from class java.lang.Object

Methods inherited from interface com.dxfeed.event.EventType

Field Detail

MAX_SEQUENCE

Constructor Detail

OptionSale

OptionSale

Method Detail

getSource

getEventFlags

setEventFlags

getIndex

setIndex

getTimeSequence

setTimeSequence

getTime

setTime

getTimeNanos

setTimeNanos

getTimeNanoPart

setTimeNanoPart

getSequence

setSequence

getExchangeCode

setExchangeCode

getPrice

setPrice

getSize

setSize

getBidPrice

setBidPrice

getAskPrice

setAskPrice

getExchangeSaleConditions

setExchangeSaleConditions

getTradeThroughExempt

setTradeThroughExempt

getAggressorSide

setAggressorSide

isSpreadLeg

setSpreadLeg

isExtendedTradingHours

setExtendedTradingHours

isValidTick

setValidTick

getType

setType

isNew

isCorrection

isCancel

getUnderlyingPrice

setUnderlyingPrice

getVolatility

setVolatility

getDelta

setDelta

getOptionSymbol

setOptionSymbol

toString