org.otfeed.event
Class OTMMQuote

java.lang.Object
  org.otfeed.event.OTMMQuote

All Implemented Interfaces:

java.lang.Comparable<OTMMQuote>

public final class OTMMQuote
extends java.lang.Object
implements java.lang.Comparable<OTMMQuote>

This class provides the level II quote provided by a market maker for NASDAQ equities, or regional quotes for listed stocks. The market maker ID (MMID) identifies which specific market participant has changed his quote. In the case of NASDAQ, the MMID is a string identifying the market maker. From SIAC and OPRA, the quotes are from regional exchanges, and the MMID identifies the exchange that the regional quote comes from.

Constructor Summary

OTMMQuote()
Default constructor.

OTMMQuote(java.util.Date timestamp, int bidSize, double bidPrice, int askSize, double askPrice, java.lang.String MMID, char indicator, java.lang.String exchange, java.lang.String symbol)
Constructor.

Method Summary

int	compareTo(OTMMQuote other)
boolean	equals(java.lang.Object o)
double	getAskPrice()
int	getAskSize()
double	getBidPrice()
int	getBidSize()
java.lang.String	getExchange()
char	getIndicator()
java.lang.String	getMMID()
java.lang.String	getSymbol()
java.util.Date	getTimestamp()
int	hashCode()
void	setAskPrice(double askPrice) Sets ask price.
void	setAskSize(int askSize) Sets number of round lots in the ask.
void	setBidPrice(double bidPrice) Sets bid price.
void	setBidSize(int bidSize) Sets ask price.
void	setExchange(java.lang.String exchange) Sets exchange code.
void	setIndicator(char indicator) Sets indicator.
void	setMMID(java.lang.String MMID) Sets market maker id.
void	setSymbol(java.lang.String symbol) Symbol code.
void	setTimestamp(java.util.Date timestamp) Sets time of the event.
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

OTMMQuote

public OTMMQuote()

Default constructor.

OTMMQuote

public OTMMQuote(java.util.Date timestamp,
                 int bidSize,
                 double bidPrice,
                 int askSize,
                 double askPrice,
                 java.lang.String MMID,
                 char indicator,
                 java.lang.String exchange,
                 java.lang.String symbol)

Constructor.

Parameters:

timestamp - Time when the event occurred.

bidSize - Number of round lots in the bid.

bidPrice - Bid price.

askSize - Number of round lots in the ask.

askPrice - Ask price.

MMID - Market Maker ID.

indicator - Indicator.

exchange -

symbol - Symbol code.

Method Detail

getTimestamp

public java.util.Date getTimestamp()

Returns:

Time when the event occurred.

setTimestamp

public void setTimestamp(java.util.Date timestamp)

Sets time of the event.

Parameters:

timestamp - Time when the event occurred.

getBidSize

public int getBidSize()

Returns:

Number of round lots in the bid.

setBidSize

public void setBidSize(int bidSize)

Sets ask price.

Parameters:

bidSize - Ask price.

getBidPrice

public double getBidPrice()

Returns:

Bid price.

setBidPrice

public void setBidPrice(double bidPrice)

Sets bid price.

Parameters:

bidPrice - Bid price.

getAskSize

public int getAskSize()

Returns:

Number of round lots in the ask.

setAskSize

public void setAskSize(int askSize)

Sets number of round lots in the ask.

Parameters:

askSize - Number of round lots in the ask.

getAskPrice

public double getAskPrice()

Returns:

Ask price.

setAskPrice

public void setAskPrice(double askPrice)

Sets ask price.

Parameters:

askPrice - Ask price.

getMMID

public java.lang.String getMMID()

Returns:

Market Maker ID.

setMMID

public void setMMID(java.lang.String MMID)

Sets market maker id.

Parameters:

MMID - Market Maker ID.

getIndicator

public char getIndicator()

Returns:

Indicator.

setIndicator

public void setIndicator(char indicator)

Sets indicator.

Parameters:

indicator - Indicator.

getExchange

public java.lang.String getExchange()

Returns:

Exchange code.

setExchange

public void setExchange(java.lang.String exchange)

Sets exchange code.

Parameters:

exchange - Exchange code.

getSymbol

public java.lang.String getSymbol()

Returns:

Symbol code; this field is provided for option chains only, because there can be more than one symbol appropriate to the requested underlyer and expiry date.

setSymbol

public void setSymbol(java.lang.String symbol)

Symbol code.

Parameters:

symbol - Symbol code.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

compareTo

public int compareTo(OTMMQuote other)

Specified by:

compareTo in interface java.lang.Comparable<OTMMQuote>