com.dxfeed.event.market

Class Quote

java.lang.Object

com.dxfeed.event.market.MarketEvent

com.dxfeed.event.market.Quote

All Implemented Interfaces:

EventType<String>, LastingEvent<String>, Serializable

public class Quote
extends MarketEvent
implements LastingEvent<String>

Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It represents the most recent information that is available about the best quote on the market at any given moment of time.

Properties

Quote event has the following properties:

• eventSymbol - symbol of this event;
• timeNanoPart - microseconds and nanoseconds part of time of the last bid or ask change;
• sequence - sequence of this quote;
• bidTime - time of the last bid change;
• bidExchangeCode - bid exchange code;
• bidPrice - bid price;
• bidSize - bid size as integer number (rounded toward zero);
• bidSizeAsDouble - bid size as floating number with fractions;
• askTime - time of the last ask change;
• askExchangeCode - ask exchange code;
• askPrice - ask price;
• askSize - ask size as integer number (rounded toward zero);
• askSizeAsDouble - ask size as floating number with fractions.

Bid corresponds to the best (maximal price) order to buy, ask corresponds to the best (minimal price) order to sell.

Implementation details

This event is implemented on top of QDS records Quote and Quote&X for regional exchange best quotes.

See Also:

Serialized Form

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor and Description
Quote() Creates new quote with default values.
Quote(String eventSymbol) Creates new quote with the specified event symbol.

Method Summary

Modifier and Type	Method and Description
char	getAskExchangeCode() Returns ask exchange code.
double	getAskPrice() Returns ask price.
long	getAskSize() Returns ask size as integer number (rounded toward zero).
double	getAskSizeAsDouble() Returns ask size as floating number with fractions.
long	getAskTime() Returns time of the last ask change.
char	getBidExchangeCode() Returns bid exchange code.
double	getBidPrice() Returns bid price.
long	getBidSize() Returns bid size as integer number (rounded toward zero).
double	getBidSizeAsDouble() Returns bid size as floating number with fractions.
long	getBidTime() Returns time of the last bid change.
int	getSequence() Returns sequence number of this quote to distinguish quotes that have the same time.
long	getTime() Returns time of the last bid or ask change.
int	getTimeNanoPart() Returns microseconds and nanoseconds part of time of the last bid or ask change.
long	getTimeNanos() Returns time of the last bid or ask change in nanoseconds.
void	setAskExchangeCode(char askExchangeCode) Changes ask exchange code.
void	setAskPrice(double askPrice) Changes ask price.
void	setAskSize(long askSize) Changes ask size as integer number (rounded toward zero).
void	setAskSizeAsDouble(double askSize) Changes ask size as floating number with fractions.
void	setAskTime(long askTime) Changes time of the last ask change.
void	setBidExchangeCode(char bidExchangeCode) Changes bid exchange code.
void	setBidPrice(double bidPrice) Changes bid price.
void	setBidSize(long bidSize) Changes bid size as integer number (rounded toward zero).
void	setBidSizeAsDouble(double bidSize) Changes bid size as floating number with fractions.
void	setBidTime(long bidTime) Changes time of the last bid change.
void	setSequence(int sequence) Changes getSequence() sequence number} of this quote.
void	setTimeNanoPart(int timeNanoPart) Changes microseconds and nanoseconds part of time of the last bid or ask change.
String	toString() Returns string representation of this quote 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

Quote

public Quote()

Creates new quote with default values.

Quote

public Quote(String eventSymbol)

Creates new quote with the specified event symbol.

Parameters:

eventSymbol - event symbol.

Method Detail

getSequence

public int getSequence()

Returns sequence number of this quote to distinguish quotes 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 quote.

setSequence

public void setSequence(int sequence)

Changes getSequence() sequence number} of this quote.

Parameters:

sequence - the sequence.

Throws:

IllegalArgumentException - if sequence is below zero or above MAX_SEQUENCE.

See Also:

getSequence()

getTime

public long getTime()

Returns time of the last bid or ask change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

This method is the same as Math.max(getBidTime(), getAskTime()}. Use setBidTime(long) and setAskTime(long) in order to change this time. Note, that unlike bid/ask times, that are transmitted over network in a second-precision, this time is transmitted up to a millisecond and even nano-second precision (see getTimeNanoPart()) if DXEndpoint.DXSCHEME_NANO_TIME_PROPERTY is set to true.

Returns:

time of the last bid or ask change.

getTimeNanos

public long getTimeNanos()

Returns time of the last bid or ask change in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Returns:

time of the last bid or ask change in nanoseconds.

setTimeNanoPart

public void setTimeNanoPart(int timeNanoPart)

Changes microseconds and nanoseconds part of time of the last bid or ask change.

This method changes getTimeNanos() result.

Parameters:

timeNanoPart - microseconds and nanoseconds part of time of the last bid or ask change.

getTimeNanoPart

public int getTimeNanoPart()

Returns microseconds and nanoseconds part of time of the last bid or ask change.

Returns:

microseconds and nanoseconds part of time of the last bid or ask change.

getBidTime

public long getBidTime()

Returns time of the last bid change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

This time is always transmitted with seconds precision, so the result of this method is usually a multiple of 1000.

Returns:

time of the last bid change.

setBidTime

public void setBidTime(long bidTime)

Changes time of the last bid change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the time of this quote even precise up to a millisecond.

Parameters:

bidTime - time of the last bid change.

getBidExchangeCode

public char getBidExchangeCode()

Returns bid exchange code.

Returns:

bid exchange code.

setBidExchangeCode

public void setBidExchangeCode(char bidExchangeCode)

Changes bid exchange code.

Parameters:

bidExchangeCode - bid exchange code.

getBidPrice

public double getBidPrice()

Returns bid price.

Returns:

bid price.

setBidPrice

public void setBidPrice(double bidPrice)

Changes bid price.

Parameters:

bidPrice - bid price.

getBidSize

public long getBidSize()

Returns bid size as integer number (rounded toward zero).

Returns:

bid size as integer number (rounded toward zero).

setBidSize

public void setBidSize(long bidSize)

Changes bid size as integer number (rounded toward zero).

Parameters:

bidSize - bid size as integer number (rounded toward zero).

getBidSizeAsDouble

public double getBidSizeAsDouble()

Returns bid size as floating number with fractions.

Returns:

bid size as floating number with fractions.

setBidSizeAsDouble

public void setBidSizeAsDouble(double bidSize)

Changes bid size as floating number with fractions.

Parameters:

bidSize - bid size as floating number with fractions.

getAskTime

public long getAskTime()

Returns time of the last ask change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

This time is always transmitted with seconds precision, so the result of this method is usually a multiple of 1000.

Returns:

time of the last ask change.

setAskTime

public void setAskTime(long askTime)

Changes time of the last ask change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the time of this quote even precise up to a millisecond.

Parameters:

askTime - time of the last ask change.

getAskExchangeCode

public char getAskExchangeCode()

Returns ask exchange code.

Returns:

ask exchange code.

setAskExchangeCode

public void setAskExchangeCode(char askExchangeCode)

Changes ask exchange code.

Parameters:

askExchangeCode - ask exchange code.

getAskPrice

public double getAskPrice()

Returns ask price.

Returns:

ask price.

setAskPrice

public void setAskPrice(double askPrice)

Changes ask price.

Parameters:

askPrice - ask price.

getAskSize

public long getAskSize()

Returns ask size as integer number (rounded toward zero).

Returns:

ask size as integer number (rounded toward zero).

setAskSize

public void setAskSize(long askSize)

Changes ask size as integer number (rounded toward zero).

Parameters:

askSize - ask size as integer number (rounded toward zero).

getAskSizeAsDouble

public double getAskSizeAsDouble()

Returns ask size as floating number with fractions.

Returns:

ask size as floating number with fractions.

setAskSizeAsDouble

public void setAskSizeAsDouble(double askSize)

Changes ask size as floating number with fractions.

Parameters:

askSize - ask size as floating number with fractions.

toString

public String toString()

Returns string representation of this quote event.

Overrides:

toString in class Object

Returns:

string representation of this quote event.