A B C D E F G H I L M N O P Q R S T U V W Y

A

AbstractRequest - Class in org.otfeed.protocol.request

Common base for all OpenTick requests.

AbstractRequest.JobStatus - Enum in org.otfeed.protocol.request

Request status.

AbstractSessionRequest - Class in org.otfeed.protocol.request

Common base for all OpenTick session requests.

AbstractStreamWithSnapshotRequest - Class in org.otfeed.protocol.request

Base for synthetic requests: a snapshot request followed by a stream request.

AggregationSpan - Class in org.otfeed.command

Represents aggregation time span.

AggregationSpan(TimeUnitEnum, int) - Constructor for class org.otfeed.command.AggregationSpan

Creates a new aggreagation span.

ALL - Static variable in enum org.otfeed.command.ListSymbolEnum

Set of all possible symbol types.

allocate(int) - Method in class org.otfeed.support.ByteReverseBufferAllocator

allocate(int) - Method in interface org.otfeed.support.IBufferAllocator

Allocates ByteBuffer with the given capacity.

B

bboReader(IDataDelegate<OTBBO>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the BBO event.

bboReaderEx(IDataDelegate<OTBBO>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the BBO event.

bboReaderExEx(IDataDelegate<OTBBO>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the BBO event.

BookDeleteTypeEnum - Enum in org.otfeed.command

Enumerates possible types for the OTBookDelete event.

BookReader - Class in org.otfeed.protocol.request.book

Class that knows how to de-serialise miscellaneous Book events.

BookStreamCommand - Class in org.otfeed.command

Requests real-time (live) book events.

BookStreamCommand(String, String) - Constructor for class org.otfeed.command.BookStreamCommand

Creates new book stream command, initializing all its properties, except delegates.

BookStreamCommand() - Constructor for class org.otfeed.command.BookStreamCommand

Default constructor.

BookStreamExRequest - Class in org.otfeed.protocol.request

Request to receive real time book event stream.

BookStreamExRequest(int, String, String, IDataDelegate<OTBookOrder>, IDataDelegate<OTBookChange>, IDataDelegate<OTBookReplace>, IDataDelegate<OTBookCancel>, IDataDelegate<OTBookPurge>, IDataDelegate<OTBookExecute>, IDataDelegate<OTBookDelete>, IDataDelegate<OTBookPriceLevel>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.BookStreamExRequest

BufferFormat - Class in org.otfeed.support

Converts ByteBuffer type to/from a string.

BufferFormat(IBufferAllocator) - Constructor for class org.otfeed.support.BufferFormat

Creates format using the provided allocator service (used for parsing only.

BufferFormat() - Constructor for class org.otfeed.support.BufferFormat

Creates format using the default byte-reversed allocation service.

ByteReverseBufferAllocator - Class in org.otfeed.support

Allocates byte-reverse ByteBuffers.

ByteReverseBufferAllocator() - Constructor for class org.otfeed.support.ByteReverseBufferAllocator

C

cancel() - Method in interface org.otfeed.IRequest

Cancels the request.

cancel() - Method in class org.otfeed.protocol.request.AbstractStreamWithSnapshotRequest

cancelReader(IDataDelegate<OTBookCancel>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookCancel event.

CancelRequest - Class in org.otfeed.protocol.request

Represents a request to cancel an existing tick, book, option chain, or historical data request.

CancelRequest(CommandEnum, int, int, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.CancelRequest

changeReader(IDataDelegate<OTBookChange>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookChange event.

Check - Class in org.otfeed.protocol.request

Helper class to validate parameters.

close() - Method in interface org.otfeed.protocol.connector.IStreamer

close() - Method in class org.otfeed.support.CSVDataWriter

Closes the writer stream.

close() - Method in interface org.otfeed.support.IDataWriter

Closes stream.

close() - Method in class org.otfeed.support.SimpleDataWriter

code - Variable in enum org.otfeed.command.BookDeleteTypeEnum

code - Variable in enum org.otfeed.command.ListSymbolEnum

code - Variable in enum org.otfeed.command.TimeUnitEnum

code - Variable in enum org.otfeed.event.DividendPropertyEnum

code - Variable in enum org.otfeed.event.InstrumentEnum

code - Variable in enum org.otfeed.event.TradePropertyEnum

code - Variable in enum org.otfeed.protocol.CommandEnum

code - Variable in enum org.otfeed.protocol.DataEnum

code - Variable in enum org.otfeed.protocol.ErrorEnum

code - Variable in enum org.otfeed.protocol.MessageEnum

code - Variable in enum org.otfeed.protocol.OSEnum

code - Variable in enum org.otfeed.protocol.ParamTypeEnum

code - Variable in enum org.otfeed.protocol.PlatformEnum

code - Variable in enum org.otfeed.protocol.StatusEnum

code - Variable in enum org.otfeed.protocol.VersionEnum

combine(ListSymbolEnum...) - Static method in enum org.otfeed.command.ListSymbolEnum

Allows caller to build a set from a list of ListSymbolEnum values.

combine(DividendPropertyEnum...) - Static method in enum org.otfeed.event.DividendPropertyEnum

combine(TradePropertyEnum...) - Static method in enum org.otfeed.event.TradePropertyEnum

CommandEnum - Enum in org.otfeed.protocol

Enumerates command types (request and response types).

CommandRunner - Class in org.otfeed.support

Class that runs a list of commands, then waits for the completion.

CommandRunner() - Constructor for class org.otfeed.support.CommandRunner

Creates new CommandRunner.

CommandRunner(IConnectionFactory, List<ICommand>) - Constructor for class org.otfeed.support.CommandRunner

Creates new CommandRunner from a given connection factory, with the given list of commands.

CommonDelegate<T> - Class in org.otfeed.support

Common delegate implements all delegate intefaces of the org.otfeed API.

CommonDelegate() - Constructor for class org.otfeed.support.CommonDelegate

Creates new CommonDelegate, with no id, and null dataWriter.

CommonDelegate(String) - Constructor for class org.otfeed.support.CommonDelegate

Creates new CommonDelegate with the given id string.

CommonDelegate(String, IDataWriter) - Constructor for class org.otfeed.support.CommonDelegate

Creates new CommonDelegate with the given id string, and given output destination.

CommonDelegate(IDataWriter) - Constructor for class org.otfeed.support.CommonDelegate

Creates new CommonDelegate with no id, and given output destination.

compareTo(OTBBO) - Method in class org.otfeed.event.OTBBO

compareTo(OTBookCancel) - Method in class org.otfeed.event.OTBookCancel

compareTo(OTBookChange) - Method in class org.otfeed.event.OTBookChange

compareTo(OTBookDelete) - Method in class org.otfeed.event.OTBookDelete

compareTo(OTBookExecute) - Method in class org.otfeed.event.OTBookExecute

compareTo(OTBookOrder) - Method in class org.otfeed.event.OTBookOrder

compareTo(OTBookPriceLevel) - Method in class org.otfeed.event.OTBookPriceLevel

compareTo(OTBookPurge) - Method in class org.otfeed.event.OTBookPurge

compareTo(OTBookReplace) - Method in class org.otfeed.event.OTBookReplace

compareTo(OTDividend) - Method in class org.otfeed.event.OTDividend

compareTo(OTEquityInit) - Method in class org.otfeed.event.OTEquityInit

compareTo(OTExchange) - Method in class org.otfeed.event.OTExchange

compareTo(OTHost) - Method in class org.otfeed.event.OTHost

compareTo(OTMMQuote) - Method in class org.otfeed.event.OTMMQuote

compareTo(OTOHLC) - Method in class org.otfeed.event.OTOHLC

compareTo(OTOptionInit) - Method in class org.otfeed.event.OTOptionInit

compareTo(OTQuote) - Method in class org.otfeed.event.OTQuote

compareTo(OTSplit) - Method in class org.otfeed.event.OTSplit

compareTo(OTSymbol) - Method in class org.otfeed.event.OTSymbol

compareTo(OTTodaysOHL) - Method in class org.otfeed.event.OTTodaysOHL

compareTo(OTTrade) - Method in class org.otfeed.event.OTTrade

connect(IConnectionStateListener) - Method in interface org.otfeed.IConnectionFactory

Connects to the server.

connect(IConnectionStateListener) - Method in class org.otfeed.OTConnectionFactory

Starts asynchronous connection process.

connect(IConnectionStateListener) - Method in class org.otfeed.OTPooledConnectionFactory

connect(IConnectionStateListener) - Method in interface org.otfeed.protocol.connector.ISessionStreamerFactory

Creates a connection.

connect(String, int) - Method in interface org.otfeed.protocol.connector.IStreamerFactory

Creates a connection (synchronously).

connect() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

connect(IConnectionStateListener) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

connect(String, int) - Method in class org.otfeed.support.mock.MockStreamerFactory

connect(String, int) - Method in class org.otfeed.support.mock.SpyStreamerFactory

ConnectionStateListener - Class in org.otfeed.support

A no-op implementation of IConnectionStateListener.

ConnectionStateListener() - Constructor for class org.otfeed.support.ConnectionStateListener

CONTAINS_FLAG - Static variable in enum org.otfeed.command.ListSymbolEnum

CSVDataWriter - Class in org.otfeed.support

Class that provides CSV formatting for Java POJO beans.

CSVDataWriter(Class<?>, List<String>) - Constructor for class org.otfeed.support.CSVDataWriter

Creates new CSVDataWriter to write listed properties of a given class.

CSVDataWriter(Class<?>) - Constructor for class org.otfeed.support.CSVDataWriter

Creates new CSVDataWriter to write objects of a given class.

CURRENT_VERSION - Static variable in enum org.otfeed.protocol.VersionEnum

D

DataEnum - Enum in org.otfeed.protocol

Enumerates types of data objects received from the server.

DateFormat - Class in org.otfeed.support

Date format helper.

DateFormat() - Constructor for class org.otfeed.support.DateFormat

Creates new DateFormat.

DateFormat(String) - Constructor for class org.otfeed.support.DateFormat

Creates new DateFormat from a given pattern.

DateUtil - Class in org.otfeed.support

Utility class: provides misc helper functions to conveniently instantiate Date class.

days(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in days.

days() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-day aggregation span.

decode(int) - Static method in enum org.otfeed.protocol.StatusEnum

decoder - Static variable in enum org.otfeed.command.BookDeleteTypeEnum

decoder - Static variable in enum org.otfeed.event.InstrumentEnum

decoder - Static variable in enum org.otfeed.protocol.CommandEnum

decoder - Static variable in enum org.otfeed.protocol.MessageEnum

deleteReader(IDataDelegate<OTBookDelete>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookDelete event.

DividendPropertyEnum - Enum in org.otfeed.event

Enumerates misc properties of OTDividend.

DividendRequest - Class in org.otfeed.protocol.request

Request to receive dividend info.

DividendRequest(int, String, String, Date, Date, IDataDelegate<OTDividend>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.DividendRequest

DividendsCommand - Class in org.otfeed.command

Requests dividend info.

DividendsCommand(String, String, Date, Date, IDataDelegate<OTDividend>) - Constructor for class org.otfeed.command.DividendsCommand

Creates new dividends command, initializing all its properties.

DividendsCommand() - Constructor for class org.otfeed.command.DividendsCommand

Default constructor.

E

equals(Object) - Method in class org.otfeed.event.OTBBO

equals(Object) - Method in class org.otfeed.event.OTBookCancel

equals(Object) - Method in class org.otfeed.event.OTBookChange

equals(Object) - Method in class org.otfeed.event.OTBookDelete

equals(Object) - Method in class org.otfeed.event.OTBookExecute

equals(Object) - Method in class org.otfeed.event.OTBookOrder

equals(Object) - Method in class org.otfeed.event.OTBookPriceLevel

equals(Object) - Method in class org.otfeed.event.OTBookPurge

equals(Object) - Method in class org.otfeed.event.OTBookReplace

equals(Object) - Method in class org.otfeed.event.OTDividend

equals(Object) - Method in class org.otfeed.event.OTEquityInit

equals(Object) - Method in class org.otfeed.event.OTExchange

equals(Object) - Method in class org.otfeed.event.OTHost

equals(Object) - Method in class org.otfeed.event.OTMMQuote

equals(Object) - Method in class org.otfeed.event.OTOHLC

equals(Object) - Method in class org.otfeed.event.OTOptionInit

equals(Object) - Method in class org.otfeed.event.OTQuote

equals(Object) - Method in class org.otfeed.event.OTSplit

equals(Object) - Method in class org.otfeed.event.OTSymbol

equals(Object) - Method in class org.otfeed.event.OTTodaysOHL

equals(Object) - Method in class org.otfeed.event.OTTrade

EquityInitCommand - Class in org.otfeed.command

Request for the detailed equity information.

EquityInitCommand(String, String, IDataDelegate<OTEquityInit>) - Constructor for class org.otfeed.command.EquityInitCommand

Creates new equity init command, initializing all its properties.

EquityInitCommand() - Constructor for class org.otfeed.command.EquityInitCommand

Default constructor.

EquityInitRequest - Class in org.otfeed.protocol.request

request to receive equity info.

EquityInitRequest(int, String, String, IDataDelegate<OTEquityInit>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.EquityInitRequest

ErrorEnum - Enum in org.otfeed.protocol

Enumerates well-known OpenTick error codes.

executeReader(IDataDelegate<OTBookExecute>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookExecute event.

expectAny() - Static method in class org.otfeed.support.mock.MockStreamerFactory

Creates an operation of "EXPECT ANY BUFFER" type.

expectBuffer(ByteBuffer) - Static method in class org.otfeed.support.mock.MockStreamerFactory

Creates an operation of "EXPECT A BUFFER" type.

F

format(ByteBuffer) - Method in class org.otfeed.support.BufferFormat

format(Date) - Method in class org.otfeed.support.DateFormat

Formats Date object to string.

format(T) - Method in interface org.otfeed.support.IFormat

Formats an object to a string.

G

getAggregationSpan() - Method in class org.otfeed.command.HistDataCommand

Determines the length of the aggregation interval, e.g.

getAggregationSpan() - Method in class org.otfeed.protocol.request.HistDataRequest

getAnnualHighDate() - Method in class org.otfeed.event.OTEquityInit

getAnnualHighPrice() - Method in class org.otfeed.event.OTEquityInit

getAnnualLowDate() - Method in class org.otfeed.event.OTEquityInit

getAnnualLowPrice() - Method in class org.otfeed.event.OTEquityInit

getAskExchange() - Method in class org.otfeed.event.OTQuote

getAskPrice() - Method in class org.otfeed.event.OTMMQuote

getAskPrice() - Method in class org.otfeed.event.OTQuote

getAskSize() - Method in class org.otfeed.event.OTMMQuote

getAskSize() - Method in class org.otfeed.event.OTQuote

getAverageVolume() - Method in class org.otfeed.event.OTEquityInit

getBidExchange() - Method in class org.otfeed.event.OTQuote

getBidPrice() - Method in class org.otfeed.event.OTMMQuote

getBidPrice() - Method in class org.otfeed.event.OTQuote

getBidSize() - Method in class org.otfeed.event.OTMMQuote

getBidSize() - Method in class org.otfeed.event.OTQuote

getCancelCommand() - Method in class org.otfeed.protocol.request.AbstractSessionRequest

Returns cancel command type.

getCancelCommand() - Method in class org.otfeed.protocol.request.BookStreamExRequest

getCancelCommand() - Method in class org.otfeed.protocol.request.HistBookRequest

getCancelCommand() - Method in class org.otfeed.protocol.request.HistDataRequest

getCancelCommand() - Method in class org.otfeed.protocol.request.HistTicksRequest

getCancelCommand() - Method in class org.otfeed.protocol.request.OptionChainRequest

getCancelCommand() - Method in class org.otfeed.protocol.request.TickStreamExRequest

getCancelDelegate() - Method in class org.otfeed.command.BookStreamCommand

getCancelDelegate() - Method in class org.otfeed.command.HistBooksCommand

getChangeDelegate() - Method in class org.otfeed.command.BookStreamCommand

getChangeDelegate() - Method in class org.otfeed.command.HistBooksCommand

getClosePrice() - Method in class org.otfeed.event.OTOHLC

getCode() - Method in class org.otfeed.event.OTError

getCode() - Method in class org.otfeed.event.OTExchange

getCode() - Method in class org.otfeed.event.OTSymbol

getCommand() - Method in class org.otfeed.protocol.request.AbstractRequest

Returns command type of this request.

getCommand() - Method in class org.otfeed.protocol.request.Header

getCommandList() - Method in class org.otfeed.support.CommandRunner

List of commands to execute.

getCompany() - Method in class org.otfeed.event.OTSymbol

getCompanyName() - Method in class org.otfeed.event.OTEquityInit

getConnectionFactory() - Method in class org.otfeed.OTPooledConnectionFactory

getConnectionFactory() - Method in class org.otfeed.support.CommandRunner

Connection factory to use.

getConnectionStateListener() - Method in class org.otfeed.support.CommandRunner

Listener that watches connection-level events.

getConnectTimeoutMillis() - Method in class org.otfeed.OTConnectionFactory

Gets connection timeout (in milliseconds).

getConnectTimeoutMillis() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

getContractSize() - Method in class org.otfeed.event.OTOptionInit

getCurrency() - Method in class org.otfeed.event.OTEquityInit

getCurrency() - Method in class org.otfeed.event.OTOptionInit

getCurrency() - Method in class org.otfeed.event.OTSymbol

getCUSIP() - Method in class org.otfeed.event.OTEquityInit

getCustomPropertyFormatter() - Method in class org.otfeed.support.CSVDataWriter

Allows to customize how properties are being formatted.

getDataDelegate() - Method in class org.otfeed.command.DividendsCommand

Delegate to receive OTDividend events.

getDataDelegate() - Method in class org.otfeed.command.EquityInitCommand

Delegate to receive OTEquityInit events.

getDataDelegate() - Method in class org.otfeed.command.HistDataCommand

Delegate to receive OTOHLC events.

getDataDelegate() - Method in class org.otfeed.command.ListExchangesCommand

Delegate to receive OTExchange events.

getDataDelegate() - Method in class org.otfeed.command.ListSymbolsCommand

Delegate to receive OTSymbol events.

getDataDelegate() - Method in class org.otfeed.command.OptionInitCommand

Delegate to receive OTOptionInit events.

getDataDelegate() - Method in class org.otfeed.command.SplitsCommand

Delegate to receive OTSplit events.

getDataDelegate() - Method in class org.otfeed.command.TodaysOHLCommand

Delegate to receive OTTodaysOHL events.

getDataWriter() - Method in class org.otfeed.support.CommonDelegate

Ouptut destination.

getDate(int, int, int, int, int, int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDate(int, int, int, int, int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDate(int, int, int, int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDate(int, int, int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDate(int, int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDate(int) - Static method in class org.otfeed.support.DateUtil

Builds Date object from date/time components.

getDeclarationDate() - Method in class org.otfeed.event.OTDividend

getDeclarationDate() - Method in class org.otfeed.event.OTSplit

getDeleteDelegate() - Method in class org.otfeed.command.BookStreamCommand

getDeleteDelegate() - Method in class org.otfeed.command.HistBooksCommand

getDeleteType() - Method in class org.otfeed.event.OTBookDelete

getDelimeter() - Method in class org.otfeed.support.CSVDataWriter

Delimeter, used to separate properties.

getDescription() - Method in class org.otfeed.event.OTError

getDescription() - Method in class org.otfeed.event.OTExchange

getDisplay() - Method in class org.otfeed.event.OTBookOrder

getEarningsDate() - Method in class org.otfeed.event.OTEquityInit

getEarningsPrice() - Method in class org.otfeed.event.OTEquityInit

getEndDate() - Method in class org.otfeed.command.HistTicksCommand

End date/time for the historical data.

getEndDate() - Method in class org.otfeed.command.SplitsCommand

End date/time for the split info.

getEndDate() - Method in class org.otfeed.protocol.request.HistBookRequest

getEndDate() - Method in class org.otfeed.protocol.request.HistDataRequest

getEndDate() - Method in class org.otfeed.protocol.request.HistTicksRequest

getError() - Method in interface org.otfeed.IRequest

Returns error.

getExchange() - Method in class org.otfeed.event.OTBBO

getExchange() - Method in class org.otfeed.event.OTMMQuote

getExchange() - Method in class org.otfeed.event.OTQuote

getExchange() - Method in class org.otfeed.event.OTTrade

getExchangeCode() - Method in class org.otfeed.command.ListSymbolsCommand

Exchange code.

getExchangeCode() - Method in class org.otfeed.protocol.request.BookStreamExRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.DividendRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.EquityInitRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.HistBookRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.HistDataRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.HistTicksRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.ListSymbolsExRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.OptionInitRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.SplitRequest

getExchangeCode() - Method in class org.otfeed.protocol.request.TodaysOHLRequest

getExchangeNameRoot() - Method in class org.otfeed.event.OTBookPurge

getExecuteDelegate() - Method in class org.otfeed.command.BookStreamCommand

getExecuteDelegate() - Method in class org.otfeed.command.HistBooksCommand

getExecutionDate() - Method in class org.otfeed.event.OTDividend

getExecutionDate() - Method in class org.otfeed.event.OTSplit

getExerciseStyle() - Method in class org.otfeed.event.OTOptionInit

getExpDay() - Method in class org.otfeed.event.OTOptionInit

getExpiration() - Method in class org.otfeed.command.OptionChainCommand

Option expiration date (month and year).

getExpiration() - Method in class org.otfeed.command.OptionChainSnapshotCommand

Option expiration date (month and year).

getExpiration() - Method in class org.otfeed.command.OptionChainWithSnapshotCommand

Option expiration date (month and year).

getExpiration() - Method in class org.otfeed.command.OptionInitCommand

Expiration month and year for the option.

getExpMonth() - Method in class org.otfeed.event.OTOptionInit

getExpYear() - Method in class org.otfeed.event.OTOptionInit

getForFactor() - Method in class org.otfeed.event.OTSplit

getFormat() - Method in class org.otfeed.support.mock.MockStreamerFactory

Format to use when parsing ByteBuffer s.

getFormat() - Method in class org.otfeed.support.mock.SpyStreamerFactory

Format to use when converting ByteBuffer s to human-readable form.

getHeartbeatIntervalMillis() - Method in class org.otfeed.OTConnectionFactory

Gets heartbeat interval value (in milliseconds).

getHighPrice() - Method in class org.otfeed.event.OTOHLC

getHighPrice() - Method in class org.otfeed.event.OTTodaysOHL

getHost() - Method in class org.otfeed.event.OTHost

Returns host value.

getHostList() - Method in class org.otfeed.OTConnectionFactory

Returns list of servers.

getHostList() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

getId() - Method in class org.otfeed.support.CommonDelegate

Arbitrary string, identifying this listener.

getId() - Method in class org.otfeed.support.mock.MockStreamerFactory

Identification string.

getId() - Method in class org.otfeed.support.mock.SpyStreamerFactory

Identification string (optional).

getIndicator() - Method in class org.otfeed.event.OTMMQuote

getIndicator() - Method in class org.otfeed.event.OTQuote

getIndicator() - Method in class org.otfeed.event.OTTrade

getInstrumentType() - Method in class org.otfeed.event.OTEquityInit

getISIN() - Method in class org.otfeed.event.OTEquityInit

getLevelId() - Method in class org.otfeed.event.OTBookPriceLevel

getLowPrice() - Method in class org.otfeed.event.OTOHLC

getLowPrice() - Method in class org.otfeed.event.OTTodaysOHL

getMatchNumber() - Method in class org.otfeed.event.OTBookExecute

getMatchStyle() - Method in class org.otfeed.command.ListSymbolsCommand

Determines how symbolCodePattern is treated.

getMessage() - Method in class org.otfeed.protocol.request.Header

getMMID() - Method in class org.otfeed.event.OTMMQuote

getOpenPrice() - Method in class org.otfeed.event.OTOHLC

getOpenPrice() - Method in class org.otfeed.event.OTTodaysOHL

getOpList() - Method in class org.otfeed.support.mock.MockStreamerFactory

List of operations that drive the mock streamer.

getOptionMarker() - Method in class org.otfeed.event.OTOptionInit

(Montreal only).

getOrderDelegate() - Method in class org.otfeed.command.BookStreamCommand

getOrderDelegate() - Method in class org.otfeed.command.HistBooksCommand

getOrderRef() - Method in class org.otfeed.event.OTBookCancel

getOrderRef() - Method in class org.otfeed.event.OTBookChange

getOrderRef() - Method in class org.otfeed.event.OTBookDelete

getOrderRef() - Method in class org.otfeed.event.OTBookExecute

getOrderRef() - Method in class org.otfeed.event.OTBookOrder

getOrderRef() - Method in class org.otfeed.event.OTBookReplace

getPassword() - Method in class org.otfeed.OTConnectionFactory

Gets login password.

getPassword() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

getPassword() - Method in class org.otfeed.protocol.request.LoginRequest

getPattern() - Method in class org.otfeed.support.DateFormat

Determines the date formatting/parsing pattern.

getPaymentDate() - Method in class org.otfeed.event.OTDividend

getPaymentDate() - Method in class org.otfeed.event.OTSplit

getPort() - Method in class org.otfeed.event.OTHost

Returns port value.

getPrevCloseDate() - Method in class org.otfeed.event.OTEquityInit

getPrevClosePrice() - Method in class org.otfeed.event.OTEquityInit

getPrice() - Method in class org.otfeed.event.OTBBO

getPrice() - Method in class org.otfeed.event.OTBookChange

getPrice() - Method in class org.otfeed.event.OTBookOrder

getPrice() - Method in class org.otfeed.event.OTBookPriceLevel

getPrice() - Method in class org.otfeed.event.OTBookReplace

getPrice() - Method in class org.otfeed.event.OTDividend

getPrice() - Method in class org.otfeed.event.OTTrade

getPriceLevelDelegate() - Method in class org.otfeed.command.BookStreamCommand

getPriceLevelDelegate() - Method in class org.otfeed.command.HistBooksCommand

getPrintWriter() - Method in class org.otfeed.support.CSVDataWriter

Determines the output destination.

getPrintWriter() - Method in class org.otfeed.support.SimpleConnectionStateListener

Determines the print destination.

getPrintWriter() - Method in class org.otfeed.support.SimpleDataWriter

Determines the output destination.

getProperties() - Method in class org.otfeed.event.OTDividend

getPurgeDelegate() - Method in class org.otfeed.command.BookStreamCommand

getPurgeDelegate() - Method in class org.otfeed.command.HistBooksCommand

getReadLogStream() - Method in class org.otfeed.support.mock.SpyStreamerFactory

Destination for logging the incoming frames.

getRecordDate() - Method in class org.otfeed.event.OTDividend

getRecordDate() - Method in class org.otfeed.event.OTSplit

getReplaceDelegate() - Method in class org.otfeed.command.BookStreamCommand

getReplaceDelegate() - Method in class org.otfeed.command.HistBooksCommand

getRequestId() - Method in class org.otfeed.event.OTError

getRequestId() - Method in class org.otfeed.protocol.request.AbstractRequest

Returns request id number.

getRequestId() - Method in class org.otfeed.protocol.request.Header

getSeparator() - Method in class org.otfeed.support.BufferFormat

Symbol that marks the beginnig of comment.

getSequenceNumber() - Method in class org.otfeed.event.OTTrade

getSessionId() - Method in class org.otfeed.protocol.request.AbstractSessionRequest

Gets session id string.

getSide() - Method in class org.otfeed.event.OTBBO

getSide() - Method in class org.otfeed.event.OTBookDelete

getSide() - Method in class org.otfeed.event.OTBookOrder

getSide() - Method in class org.otfeed.event.OTBookPriceLevel

getSide() - Method in class org.otfeed.event.OTBookReplace

getSize() - Method in class org.otfeed.event.OTBBO

getSize() - Method in class org.otfeed.event.OTBookCancel

getSize() - Method in class org.otfeed.event.OTBookChange

getSize() - Method in class org.otfeed.event.OTBookExecute

getSize() - Method in class org.otfeed.event.OTBookOrder

getSize() - Method in class org.otfeed.event.OTBookPriceLevel

getSize() - Method in class org.otfeed.event.OTBookReplace

getSize() - Method in class org.otfeed.event.OTTrade

getStartDate() - Method in class org.otfeed.command.HistTicksCommand

Start date/time for the historical data.

getStartDate() - Method in class org.otfeed.command.SplitsCommand

Start date/time for the split info.

getStartDate() - Method in class org.otfeed.protocol.request.HistBookRequest

getStartDate() - Method in class org.otfeed.protocol.request.HistDataRequest

getStartDate() - Method in class org.otfeed.protocol.request.HistTicksRequest

getStatus() - Method in class org.otfeed.protocol.request.Header

getStreamerFactory() - Method in class org.otfeed.OTConnectionFactory

Low-level IO object, responsible for connecting and delivering/receiving raw frames.

getStreamerFactory() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

getStrike() - Method in class org.otfeed.command.OptionChainCommand

Price range for the option strike.

getStrike() - Method in class org.otfeed.command.OptionChainSnapshotCommand

Price range for the option strike.

getStrike() - Method in class org.otfeed.command.OptionChainWithSnapshotCommand

Price range for the option strike.

getStrike() - Method in class org.otfeed.command.OptionInitCommand

Price range for the option strike.

getStrikePrice() - Method in class org.otfeed.event.OTOptionInit

getSubscriptionURL() - Method in class org.otfeed.event.OTExchange

getSymbol() - Method in class org.otfeed.event.OTBBO

getSymbol() - Method in class org.otfeed.event.OTMMQuote

getSymbol() - Method in class org.otfeed.event.OTOptionInit

getSymbol() - Method in class org.otfeed.event.OTQuote

getSymbol() - Method in class org.otfeed.event.OTTrade

getSymbolCode() - Method in class org.otfeed.protocol.request.BookStreamExRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.DividendRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.EquityInitRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.HistBookRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.HistDataRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.HistTicksRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.OptionInitRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.SplitRequest

getSymbolCode() - Method in class org.otfeed.protocol.request.TodaysOHLRequest

getSymbolCodePattern() - Method in class org.otfeed.command.ListSymbolsCommand

Symbol code.

getSymbolCodePattern() - Method in class org.otfeed.protocol.request.ListSymbolsExRequest

getTickIndicator() - Method in class org.otfeed.event.OTQuote

getTickIndicator() - Method in class org.otfeed.event.OTTrade

getTimestamp() - Method in class org.otfeed.event.OTBBO

getTimestamp() - Method in class org.otfeed.event.OTBookCancel

getTimestamp() - Method in class org.otfeed.event.OTBookChange

getTimestamp() - Method in class org.otfeed.event.OTBookDelete

getTimestamp() - Method in class org.otfeed.event.OTBookExecute

getTimestamp() - Method in class org.otfeed.event.OTBookOrder

getTimestamp() - Method in class org.otfeed.event.OTBookPriceLevel

getTimestamp() - Method in class org.otfeed.event.OTBookPurge

getTimestamp() - Method in class org.otfeed.event.OTBookReplace

getTimestamp() - Method in class org.otfeed.event.OTMMQuote

getTimestamp() - Method in class org.otfeed.event.OTOHLC

getTimestamp() - Method in class org.otfeed.event.OTQuote

getTimestamp() - Method in class org.otfeed.event.OTTrade

getTitle() - Method in class org.otfeed.event.OTExchange

getToFactor() - Method in class org.otfeed.event.OTSplit

getTotalShares() - Method in class org.otfeed.event.OTEquityInit

getTrace() - Method in class org.otfeed.support.mock.MockStreamerFactory

Trace flag makes streamer print all frames to screen.

getTradeProperties() - Method in class org.otfeed.event.OTTrade

Returns set of boolean properties of this trade.

getType() - Method in class org.otfeed.event.OTSymbol

getTypes() - Method in class org.otfeed.command.ListSymbolsCommand

Types of symbols to request.

getTypes() - Method in class org.otfeed.protocol.request.ListSymbolsExRequest

getUnderlyerCusip() - Method in class org.otfeed.event.OTOptionInit

getUnderlyerSymbol() - Method in class org.otfeed.event.OTOptionInit

getUsername() - Method in class org.otfeed.OTConnectionFactory

Gets login name.

getUsername() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

getUsername() - Method in class org.otfeed.protocol.request.LoginRequest

getVolume() - Method in class org.otfeed.event.OTOHLC

getVolume() - Method in class org.otfeed.event.OTTrade

getVolumeStyle() - Method in class org.otfeed.protocol.request.HistTicksRequest

getWriteLogStream() - Method in class org.otfeed.support.mock.SpyStreamerFactory

Destination for logging the outgoing frames.

H

handleError(OTError) - Method in class org.otfeed.protocol.request.CancelRequest

handleError(OTError) - Method in class org.otfeed.protocol.request.HeartbeatRequest

handleError(OTError) - Method in class org.otfeed.protocol.request.LoginRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.AbstractRequest

Abstract method to handle response message.

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.BookStreamExRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.DividendRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.EquityInitRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.HistBookRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.HistDataRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.HistTicksRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.ListExchangesRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.ListSymbolsExRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.LogoutRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.OptionInitRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.SplitRequest

handleMessage(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.TodaysOHLRequest

hashCode() - Method in class org.otfeed.event.OTBBO

hashCode() - Method in class org.otfeed.event.OTBookCancel

hashCode() - Method in class org.otfeed.event.OTBookChange

hashCode() - Method in class org.otfeed.event.OTBookDelete

hashCode() - Method in class org.otfeed.event.OTBookExecute

hashCode() - Method in class org.otfeed.event.OTBookOrder

hashCode() - Method in class org.otfeed.event.OTBookPriceLevel

hashCode() - Method in class org.otfeed.event.OTBookPurge

hashCode() - Method in class org.otfeed.event.OTBookReplace

hashCode() - Method in class org.otfeed.event.OTDividend

hashCode() - Method in class org.otfeed.event.OTEquityInit

hashCode() - Method in class org.otfeed.event.OTExchange

hashCode() - Method in class org.otfeed.event.OTHost

hashCode() - Method in class org.otfeed.event.OTMMQuote

hashCode() - Method in class org.otfeed.event.OTOHLC

hashCode() - Method in class org.otfeed.event.OTOptionInit

hashCode() - Method in class org.otfeed.event.OTQuote

hashCode() - Method in class org.otfeed.event.OTSplit

hashCode() - Method in class org.otfeed.event.OTSymbol

hashCode() - Method in class org.otfeed.event.OTTodaysOHL

hashCode() - Method in class org.otfeed.event.OTTrade

Header - Class in org.otfeed.protocol.request

OpenTick protocol header.

Header() - Constructor for class org.otfeed.protocol.request.Header

Header(MessageEnum, StatusEnum, CommandEnum, int) - Constructor for class org.otfeed.protocol.request.Header

Header(ByteBuffer) - Constructor for class org.otfeed.protocol.request.Header

HeartbeatRequest - Class in org.otfeed.protocol.request

Heartbeat request.

HeartbeatRequest(int) - Constructor for class org.otfeed.protocol.request.HeartbeatRequest

HistBookRequest - Class in org.otfeed.protocol.request

Request to receive historical book events.

HistBookRequest(int, String, String, Date, Date, IDataDelegate<OTBookOrder>, IDataDelegate<OTBookChange>, IDataDelegate<OTBookReplace>, IDataDelegate<OTBookCancel>, IDataDelegate<OTBookPurge>, IDataDelegate<OTBookExecute>, IDataDelegate<OTBookDelete>, IDataDelegate<OTBookPriceLevel>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.HistBookRequest

HistBooksCommand - Class in org.otfeed.command

Request for the historical book data with tick resolution.

HistBooksCommand(String, String, Date, Date) - Constructor for class org.otfeed.command.HistBooksCommand

Creates new book command, initializing all its properties.

HistBooksCommand() - Constructor for class org.otfeed.command.HistBooksCommand

Default constructor.

HistDataCommand - Class in org.otfeed.command

Request for the historical aggregated OHLC (open-high-low-close) data.

HistDataCommand(String, String, Date, Date, AggregationSpan, IDataDelegate<OTOHLC>) - Constructor for class org.otfeed.command.HistDataCommand

Creates new historical data command, initializing all its properties.

HistDataCommand() - Constructor for class org.otfeed.command.HistDataCommand

Default constructor.

HistDataCommand(String, String, Date, Date, IDataDelegate<OTOHLC>) - Constructor for class org.otfeed.command.HistDataCommand

Creates new historical data command with default aggregation interval of one day.

HistDataRequest - Class in org.otfeed.protocol.request

Request to receive aggregated historical data.

HistDataRequest(int, String, String, Date, Date, AggregationSpan, IDataDelegate<OTOHLC>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.HistDataRequest

HistTicksCommand - Class in org.otfeed.command

Request for the historical data with tick resolution.

HistTicksCommand(String, String, Date, Date, VolumeStyleEnum) - Constructor for class org.otfeed.command.HistTicksCommand

Creates new Historical ticks command, initializing all its properties.

HistTicksCommand() - Constructor for class org.otfeed.command.HistTicksCommand

Default constructor.

HistTicksCommand(String, String, Date, Date) - Constructor for class org.otfeed.command.HistTicksCommand

Creates new Historical ticks command, initializing all properties except volumeStyle one, which defaults to COMPOUND.

HistTicksRequest - Class in org.otfeed.protocol.request

Request to receive historical quote events.

HistTicksRequest(int, String, String, Date, Date, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.HistTicksRequest

hours(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in hours.

hours() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-hour aggregation span.

I

IBufferAllocator - Interface in org.otfeed.support

Defines contract for ByteBuffer allocation service.

ICommand - Interface in org.otfeed.protocol

Marker interface to be implemented by all command objects.

ICompletionDelegate - Interface in org.otfeed.event

Defines contract for the listeners that want to receive end-of-stream notification.

IConnection - Interface in org.otfeed

Defines contract for the connection to the OpenTick service.

IConnectionFactory - Interface in org.otfeed

Defines contract for the connection factory service.

IConnectionStateListener - Interface in org.otfeed.event

Listener to monitor connection progress.

IDataDelegate<T> - Interface in org.otfeed.event

Defines contract for data event handler (a delegate).

IDataWriter - Interface in org.otfeed.support

Interface specifying contract for objects that write quote data out.

IFormat<T> - Interface in org.otfeed.support

Contract for formatters that know how to print to and parse from a string.

INDIVIDUAL_VOLUME_FLAG - Static variable in enum org.otfeed.command.VolumeStyleEnum

Protocol flag used to indicate INDIVIDUAL volume.

InstrumentEnum - Enum in org.otfeed.event

Enumerates instrument types.

IRequest - Interface in org.otfeed

Defines contract for the Request handler.

isAnnual() - Method in class org.otfeed.event.OTDividend

isApproximate() - Method in class org.otfeed.event.OTDividend

isAvailable() - Method in class org.otfeed.event.OTExchange

isCanadian() - Method in class org.otfeed.event.OTDividend

isCancel() - Method in class org.otfeed.event.OTTrade

isClose() - Method in class org.otfeed.event.OTTrade

isCompleted() - Method in interface org.otfeed.IRequest

Returns request completion status.

ISessionStreamerFactory - Interface in org.otfeed.protocol.connector

Low-level communication interface: producer of session streamer service.

isExtra() - Method in class org.otfeed.event.OTDividend

isFinal() - Method in class org.otfeed.event.OTDividend

isFromBook() - Method in class org.otfeed.event.OTTrade

isHeaders() - Method in class org.otfeed.support.CSVDataWriter

Determines whether CVS output strats with list of properties.

isHigh() - Method in class org.otfeed.event.OTTrade

isIncrease() - Method in class org.otfeed.event.OTDividend

isLow() - Method in class org.otfeed.event.OTTrade

isOpen() - Method in class org.otfeed.event.OTTrade

isSemiannual() - Method in class org.otfeed.event.OTDividend

isSmallCap() - Method in class org.otfeed.event.OTEquityInit

isSpecial() - Method in class org.otfeed.event.OTDividend

isStock() - Method in class org.otfeed.event.OTDividend

isTestIssue() - Method in class org.otfeed.event.OTEquityInit

IStreamer - Interface in org.otfeed.protocol.connector

Low-level communication interface for a stream of ByteBuffer objects.

IStreamerFactory - Interface in org.otfeed.protocol.connector

Low level synchronous client socket connection interface.

isTrue(boolean, String) - Static method in class org.otfeed.protocol.request.Check

isUPC11830() - Method in class org.otfeed.event.OTEquityInit

isUpdateLast() - Method in class org.otfeed.event.OTTrade

isUpdateVolume() - Method in class org.otfeed.event.OTTrade

L

length - Variable in class org.otfeed.command.AggregationSpan

ListExchangesCommand - Class in org.otfeed.command

Retrieves list of supported exchanges.

ListExchangesCommand(IDataDelegate<OTExchange>) - Constructor for class org.otfeed.command.ListExchangesCommand

Creates new list exchanges command, initializing all its properties.

ListExchangesCommand() - Constructor for class org.otfeed.command.ListExchangesCommand

Default constructor.

ListExchangesRequest - Class in org.otfeed.protocol.request

Request to get list of exchanges.

ListExchangesRequest(int, IDataDelegate<OTExchange>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.ListExchangesRequest

ListSymbolEnum - Enum in org.otfeed.command

Enumerates symbol types.

ListSymbolsCommand - Class in org.otfeed.command

Retrieves list of symbols traded on an exchange.

ListSymbolsCommand(String, String, Set<ListSymbolEnum>, ListSymbolsCommand.MatchStyleEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command, initializing all its properties.

ListSymbolsCommand() - Constructor for class org.otfeed.command.ListSymbolsCommand

Default constructor.

ListSymbolsCommand(String, String, ListSymbolEnum, ListSymbolsCommand.MatchStyleEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for a single symbol type.

ListSymbolsCommand(String, ListSymbolEnum, ListSymbolsCommand.MatchStyleEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for a single symbol type, with wildcard value for the symbolCodePattern property.

ListSymbolsCommand(String, String, ListSymbolsCommand.MatchStyleEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for all symbol types.

ListSymbolsCommand(String, String, Set<ListSymbolEnum>, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for a given set of symbol types, exchangeCode, and symbolCodePattern.

ListSymbolsCommand(String, String, ListSymbolEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for a single symbol type.

ListSymbolsCommand(String, ListSymbolEnum, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for a single symbol type, with wildcard value for the symbolCodePattern property.

ListSymbolsCommand(String, String, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for all symbol types.

ListSymbolsCommand(String, IDataDelegate<OTSymbol>) - Constructor for class org.otfeed.command.ListSymbolsCommand

Creates new list symbols command for all symbol types, with wildcard value for the symbolCodePattern property.

ListSymbolsCommand.MatchStyleEnum - Enum in org.otfeed.command

Type of string matching: prefix or contains.

ListSymbolsExRequest - Class in org.otfeed.protocol.request

Request to receive list of symbols.

ListSymbolsExRequest(int, String, String, Set<ListSymbolEnum>, ListSymbolsCommand.MatchStyleEnum, IDataDelegate<OTSymbol>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.ListSymbolsExRequest

LoginRequest - Class in org.otfeed.protocol.request

Request to login.

LoginRequest(int, String, String) - Constructor for class org.otfeed.protocol.request.LoginRequest

Represents response to the login request.

LoginRequest.Response - Class in org.otfeed.protocol.request

LoginRequest.Response(ByteBuffer) - Constructor for class org.otfeed.protocol.request.LoginRequest.Response

LoginStreamerFactory - Class in org.otfeed.protocol.connector

LoginStreamerFactory(IBufferAllocator) - Constructor for class org.otfeed.protocol.connector.LoginStreamerFactory

LoginStreamerFactory() - Constructor for class org.otfeed.protocol.connector.LoginStreamerFactory

LogoutRequest - Class in org.otfeed.protocol.request

Logout request.

LogoutRequest(int, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.LogoutRequest

M

mask - Variable in class org.otfeed.protocol.request.book.BookReader

mask - Variable in class org.otfeed.protocol.request.quote.QuoteReader

max - Variable in class org.otfeed.command.PriceRange

Upper boundary of the price range.

MessageEnum - Enum in org.otfeed.protocol

Enumerates message types.

min - Variable in class org.otfeed.command.PriceRange

Lower boundary of the price range.

minutes(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in minutes.

minutes() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-minute aggregation span.

mmQuoteReader(IDataDelegate<OTMMQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the MMQuote event.

mmQuoteReaderEx(IDataDelegate<OTMMQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the MMQuote event.

mmQuoteReaderExEx(IDataDelegate<OTMMQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the MMQuote event.

MockStreamerFactory - Class in org.otfeed.support.mock

Mock streaming layer for offline testing.

MockStreamerFactory() - Constructor for class org.otfeed.support.mock.MockStreamerFactory

Creates new mock streamer.

MockStreamerFactory.Op - Interface in org.otfeed.support.mock

month - Variable in class org.otfeed.command.MonthAndYear

Month.

MonthAndYear - Class in org.otfeed.command

Composite, encapsulating month and year values.

MonthAndYear(int, int) - Constructor for class org.otfeed.command.MonthAndYear

Constructor of the composite object.

months(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in months.

months() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-month aggregation span.

N

newError(ErrorEnum, String) - Static method in class org.otfeed.protocol.request.Util

newError(String) - Static method in class org.otfeed.protocol.request.Util

notNull(Object, String) - Static method in class org.otfeed.protocol.request.Check

Throws NullPointerException with the appropriate message if obj parameter is null.

O

onConnected() - Method in interface org.otfeed.event.IConnectionStateListener

Is called when connection enters "Connected" state.

onConnected() - Method in class org.otfeed.support.ConnectionStateListener

onConnected() - Method in class org.otfeed.support.SimpleConnectionStateListener

onConnecting(OTHost) - Method in interface org.otfeed.event.IConnectionStateListener

Is called when connection enters "Connecting" state.

onConnecting(OTHost) - Method in class org.otfeed.support.ConnectionStateListener

onConnecting(OTHost) - Method in class org.otfeed.support.SimpleConnectionStateListener

onData(T) - Method in interface org.otfeed.event.IDataDelegate

Handles data arrival event.

onData(T) - Method in class org.otfeed.support.CommonDelegate

onDataEnd(OTError) - Method in interface org.otfeed.event.ICompletionDelegate

Handles end-of-stream event.

onDataEnd(OTError) - Method in class org.otfeed.support.CommonDelegate

onError(OTError) - Method in interface org.otfeed.event.IConnectionStateListener

Is called when connection terminates.

onError(OTError) - Method in class org.otfeed.support.ConnectionStateListener

onError(OTError) - Method in class org.otfeed.support.SimpleConnectionStateListener

onLogin() - Method in interface org.otfeed.event.IConnectionStateListener

Is called when connection enters "Login" state.

onLogin() - Method in class org.otfeed.support.ConnectionStateListener

onLogin() - Method in class org.otfeed.support.SimpleConnectionStateListener

onRedirect(OTHost) - Method in interface org.otfeed.event.IConnectionStateListener

Is called when connection enters "Redirect" state.

onRedirect(OTHost) - Method in class org.otfeed.support.ConnectionStateListener

onRedirect(OTHost) - Method in class org.otfeed.support.SimpleConnectionStateListener

OptionChainCommand - Class in org.otfeed.command

Request for the real-time (live) option chain events.

OptionChainCommand(String, String, MonthAndYear, PriceRange, VolumeStyleEnum) - Constructor for class org.otfeed.command.OptionChainCommand

Creates new option chain command, initializing all its properties.

OptionChainCommand() - Constructor for class org.otfeed.command.OptionChainCommand

Default constructor.

OptionChainCommand(String, String, MonthAndYear, PriceRange) - Constructor for class org.otfeed.command.OptionChainCommand

Creates new option chain command, initializing all its properties, except volumeStyle, which defaults to COMPOUND.

OptionChainRequest - Class in org.otfeed.protocol.request

Request to receive option chain events.

OptionChainRequest(int, String, String, MonthAndYear, PriceRange, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.OptionChainRequest

OptionChainSnapshotCommand - Class in org.otfeed.command

Request for option chain events snapshot.

OptionChainSnapshotCommand(String, String, MonthAndYear, PriceRange, VolumeStyleEnum) - Constructor for class org.otfeed.command.OptionChainSnapshotCommand

Creates new option chain snapshot command, initializing all its properties, except delegates.

OptionChainSnapshotCommand() - Constructor for class org.otfeed.command.OptionChainSnapshotCommand

Default constructor.

OptionChainSnapshotCommand(String, String, MonthAndYear, PriceRange) - Constructor for class org.otfeed.command.OptionChainSnapshotCommand

Creates new option chain snapshot command, initializing all its properties, except volumeStyle property, which defaults to COMPOUND.

OptionChainSnapshotRequest - Class in org.otfeed.protocol.request

Request to receive option chain snapshot.

OptionChainSnapshotRequest(int, String, String, MonthAndYear, PriceRange, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.OptionChainSnapshotRequest

OptionChainWithSnapshotCommand - Class in org.otfeed.command

Synthetic command that requests snapshot and stream data.

OptionChainWithSnapshotCommand(String, String, MonthAndYear, PriceRange, VolumeStyleEnum) - Constructor for class org.otfeed.command.OptionChainWithSnapshotCommand

Creates new command, initializing all its properties, except delegates.

OptionChainWithSnapshotCommand() - Constructor for class org.otfeed.command.OptionChainWithSnapshotCommand

Default constructor.

OptionChainWithSnapshotCommand(String, String, MonthAndYear, PriceRange) - Constructor for class org.otfeed.command.OptionChainWithSnapshotCommand

Creates new command, initializing all its properties, except volumeStyle property, which defaults to COMPOUND.

OptionChainWithSnapshotRequest - Class in org.otfeed.protocol.request

Synthetic request: issues OptionChainSnapshotRequest, followed by OptionChainRequest.

OptionChainWithSnapshotRequest(IConnection, String, String, MonthAndYear, PriceRange, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.OptionChainWithSnapshotRequest

OptionInitCommand - Class in org.otfeed.command

Request for option detailed information.

OptionInitCommand(String, String, MonthAndYear, PriceRange, IDataDelegate<OTOptionInit>) - Constructor for class org.otfeed.command.OptionInitCommand

Creates new option init command, initializing all its properties.

OptionInitCommand() - Constructor for class org.otfeed.command.OptionInitCommand

Default constructor.

OptionInitCommand(String, String, PriceRange, IDataDelegate<OTOptionInit>) - Constructor for class org.otfeed.command.OptionInitCommand

Creates new option init command with any expiration, initializing all its properties.

OptionInitCommand(String, String, MonthAndYear, IDataDelegate<OTOptionInit>) - Constructor for class org.otfeed.command.OptionInitCommand

Creates new option init command with any strike, initializing all its properties.

OptionInitCommand(String, String, IDataDelegate<OTOptionInit>) - Constructor for class org.otfeed.command.OptionInitCommand

Creates new option init command with any strike and any expiration date, initializing all its properties.

OptionInitRequest - Class in org.otfeed.protocol.request

Request to receive information on option.

OptionInitRequest(int, String, String, MonthAndYear, PriceRange, IDataDelegate<OTOptionInit>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.OptionInitRequest

OptionTypeEnum - Enum in org.otfeed.command

Enumerates Option execution styles.

orderReader(IDataDelegate<OTBookOrder>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookOrder event.

org.otfeed - package org.otfeed

Main part of the client API to the OpenTick financial data feed service.

org.otfeed.command - package org.otfeed.command

Command objects: all possible request types originate here.

org.otfeed.event - package org.otfeed.event

Event objects and enven listeners for the client API to the OpenTick financial data feed service.

org.otfeed.protocol - package org.otfeed.protocol

Contains the implementation classes.

org.otfeed.protocol.connector - package org.otfeed.protocol.connector

Contains the implementation classes.

org.otfeed.protocol.request - package org.otfeed.protocol.request

Contains the implementation classes.

org.otfeed.protocol.request.book - package org.otfeed.protocol.request.book

Contains the implementation classes.

org.otfeed.protocol.request.quote - package org.otfeed.protocol.request.quote

Contains the implementation classes.

org.otfeed.support - package org.otfeed.support

Utility and helper classes for the client API.

org.otfeed.support.mock - package org.otfeed.support.mock

Mock classes and other testing utilities.

OSEnum - Enum in org.otfeed.protocol

Enumerates well-known types of operating system.

OTBBO - Class in org.otfeed.event

The best bid or offer - this is half of a quote.

OTBBO() - Constructor for class org.otfeed.event.OTBBO

Default constructor.

OTBBO(Date, double, int, TradeSideEnum, String, String) - Constructor for class org.otfeed.event.OTBBO

Constructor.

OTBookCancel - Class in org.otfeed.event

Class for book cancelation data representation.

OTBookCancel() - Constructor for class org.otfeed.event.OTBookCancel

Default constructor.

OTBookCancel(Date, String, int) - Constructor for class org.otfeed.event.OTBookCancel

Constructor.

OTBookChange - Class in org.otfeed.event

Look up the order, and change its size.

OTBookChange() - Constructor for class org.otfeed.event.OTBookChange

Default constructor.

OTBookChange(Date, String, double, int) - Constructor for class org.otfeed.event.OTBookChange

Constructor.

OTBookDelete - Class in org.otfeed.event

Look up the order using the order reference, and delete orders depending on the Delete Type.

OTBookDelete() - Constructor for class org.otfeed.event.OTBookDelete

Default constructor.

OTBookDelete(Date, String, BookDeleteTypeEnum, TradeSideEnum) - Constructor for class org.otfeed.event.OTBookDelete

Constructor

OTBookExecute - Class in org.otfeed.event

This is a change to an existing order, and implies that a trade occurred.

OTBookExecute() - Constructor for class org.otfeed.event.OTBookExecute

Default constructor.

OTBookExecute(Date, String, int, int) - Constructor for class org.otfeed.event.OTBookExecute

Constructor.

OTBookOrder - Class in org.otfeed.event

A new order.

OTBookOrder() - Constructor for class org.otfeed.event.OTBookOrder

Default constructor.

OTBookOrder(Date, String, double, int, TradeSideEnum, boolean) - Constructor for class org.otfeed.event.OTBookOrder

Constructor.

OTBookPriceLevel - Class in org.otfeed.event

A book price level is the processed output of a bookServer.

OTBookPriceLevel() - Constructor for class org.otfeed.event.OTBookPriceLevel

Default constructor.

OTBookPriceLevel(Date, double, int, TradeSideEnum, String) - Constructor for class org.otfeed.event.OTBookPriceLevel

Constructor.

OTBookPurge - Class in org.otfeed.event

Clear all orders for the ECN.

OTBookPurge() - Constructor for class org.otfeed.event.OTBookPurge

Default constructor.

OTBookPurge(Date, String) - Constructor for class org.otfeed.event.OTBookPurge

Constructor.

OTBookReplace - Class in org.otfeed.event

Look up the order, and change its size.

OTBookReplace() - Constructor for class org.otfeed.event.OTBookReplace

Default constructor.

OTBookReplace(Date, String, double, int, TradeSideEnum) - Constructor for class org.otfeed.event.OTBookReplace

Constructor.

OTConnectionFactory - Class in org.otfeed

Factory of connections to the OpenTick service.

OTConnectionFactory() - Constructor for class org.otfeed.OTConnectionFactory

Creates new OTConnectionFactory.

OTConnectionFactory(String, String, List<OTHost>) - Constructor for class org.otfeed.OTConnectionFactory

Creates new OTConnectionFactory and initializes all its properties.

OTDividend - Class in org.otfeed.event

This class provides OTDividend events and member functions to reference the data provided by the object.

OTDividend() - Constructor for class org.otfeed.event.OTDividend

Default constructor.

OTDividend(double, Date, Date, Date, Date, Set<DividendPropertyEnum>) - Constructor for class org.otfeed.event.OTDividend

Constructor.

OTEngine - Class in org.otfeed.protocol.connector

OTEngine(ISessionStreamerFactory, IBufferAllocator, long, IConnectionStateListener) - Constructor for class org.otfeed.protocol.connector.OTEngine

OTEquityInit - Class in org.otfeed.event

Provides Equity Initialize information.

OTEquityInit() - Constructor for class org.otfeed.event.OTEquityInit

Default constructor.

OTEquityInit(String, InstrumentEnum, String, double, String, double, String, double, String, double, String, long, long, String, String, boolean, boolean, boolean) - Constructor for class org.otfeed.event.OTEquityInit

Constructor.

OTError - Class in org.otfeed.event

This class provides error information.

OTError() - Constructor for class org.otfeed.event.OTError

Default constructor.

OTError(int, int, String) - Constructor for class org.otfeed.event.OTError

Constructor.

OTExchange - Class in org.otfeed.event

Provides exchange information.

OTExchange() - Constructor for class org.otfeed.event.OTExchange

Default constructor.

OTExchange(String, String, String, boolean, String) - Constructor for class org.otfeed.event.OTExchange

Constructor.

OTHost - Class in org.otfeed.event

Encapsulates hostname and port pair.

OTHost() - Constructor for class org.otfeed.event.OTHost

Default constructor

OTHost(String, int) - Constructor for class org.otfeed.event.OTHost

Constructor with parameter initialization

OTHost(String) - Constructor for class org.otfeed.event.OTHost

Constructor that parses string in the form "host:port"

OTMMQuote - Class in org.otfeed.event

This class provides the level II quote provided by a market maker for NASDAQ equities, or regional quotes for listed stocks.

OTMMQuote() - Constructor for class org.otfeed.event.OTMMQuote

Default constructor.

OTMMQuote(Date, int, double, int, double, String, char, String, String) - Constructor for class org.otfeed.event.OTMMQuote

Constructor.

OTOHLC - Class in org.otfeed.event

This class provides historical OHLC values (open, high, low, and close prices) for the requested time period.

OTOHLC() - Constructor for class org.otfeed.event.OTOHLC

Default constructor.

OTOHLC(Date, double, double, double, double, long) - Constructor for class org.otfeed.event.OTOHLC

Constructor.

OTOptionInit - Class in org.otfeed.event

This class provides an Option Initialize event and member functions to reference the data returned.

OTOptionInit() - Constructor for class org.otfeed.event.OTOptionInit

Default constructor.

OTOptionInit(String, String, double, int, int, int, int, OptionTypeEnum, String, String, char) - Constructor for class org.otfeed.event.OTOptionInit

Constructor.

OTPooledConnectionFactory - Class in org.otfeed

Class that facilitates connection pooling (sharing).

OTPooledConnectionFactory() - Constructor for class org.otfeed.OTPooledConnectionFactory

OTQuote - Class in org.otfeed.event

This class provides either a real-time or a historical level I quote from an exchange.

OTQuote() - Constructor for class org.otfeed.event.OTQuote

Default constructor.

OTQuote(Date, int, double, int, double, String, char, char, String, String, String) - Constructor for class org.otfeed.event.OTQuote

Constructor.

OTSplit - Class in org.otfeed.event

Represents a Split event.

OTSplit() - Constructor for class org.otfeed.event.OTSplit

Default constructor.

OTSplit(int, int, Date, Date, Date, Date) - Constructor for class org.otfeed.event.OTSplit

Constructor.

OTSymbol - Class in org.otfeed.event

Provides information about the symbol.

OTSymbol() - Constructor for class org.otfeed.event.OTSymbol

Default constructor.

OTSymbol(String, String, String, InstrumentEnum) - Constructor for class org.otfeed.event.OTSymbol

Constructor.

OTTodaysOHL - Class in org.otfeed.event

Provides OHL (Open/High/Low) information.

OTTodaysOHL() - Constructor for class org.otfeed.event.OTTodaysOHL

Default constructor.

OTTodaysOHL(double, double, double) - Constructor for class org.otfeed.event.OTTodaysOHL

Constructor.

OTTrade - Class in org.otfeed.event

Provides either real-time or historical trade information.

OTTrade() - Constructor for class org.otfeed.event.OTTrade

Default constructor.

OTTrade(Date, int, double, long, int, char, char, Set<TradePropertyEnum>, String, String) - Constructor for class org.otfeed.event.OTTrade

Constructor.

P

ParamTypeEnum - Enum in org.otfeed.protocol

Enumerates parameter types for the Option search requests.

parse(String) - Method in class org.otfeed.support.BufferFormat

parse(String) - Method in class org.otfeed.support.DateFormat

Parses Date object from a string.

parse(String) - Method in interface org.otfeed.support.IFormat

Parses object from a string.

parse(String) - Static method in class org.otfeed.support.mock.MockStreamerFactory

Helper: creates a ByteBuffer from its hex-dump String representation.

parseResource(String) - Static method in class org.otfeed.support.mock.MockStreamerFactory

Helper: creates a ByteBuffer by parsing a resource file.

PlatformEnum - Enum in org.otfeed.protocol

Enumerates trading platforms.

prepareRequest(ICommand) - Method in interface org.otfeed.IConnection

Prepares a request.

prepareRequest(ICommand) - Method in class org.otfeed.protocol.connector.OTEngine

prepareRequest() - Method in class org.otfeed.protocol.request.AbstractStreamWithSnapshotRequest

priceLevelReader(IDataDelegate<OTBookPriceLevel>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookPriceLevel event.

PriceRange - Class in org.otfeed.command

Composite, encapsulating a price range.

PriceRange(double, double) - Constructor for class org.otfeed.command.PriceRange

Constructs composite object.

ProtocolException - Exception in org.otfeed.protocol

Runtime exception type to be thrown when a protocol violation occurs.

ProtocolException(String, ByteBuffer) - Constructor for exception org.otfeed.protocol.ProtocolException

purgeReader(IDataDelegate<OTBookPurge>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookPurge event.

Q

QuoteReader - Class in org.otfeed.protocol.request.quote

Class that knows how to de-serialize miscellaneous Quote events.

quoteReader(IDataDelegate<OTQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Quote event.

quoteReaderEx(IDataDelegate<OTQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Quote event.

quoteReaderExEx(IDataDelegate<OTQuote>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Quote event.

R

read() - Method in interface org.otfeed.protocol.connector.IStreamer

read(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.book.BookReader

Reads response data frame, parses it and emits events.

read(Header, ByteBuffer) - Method in class org.otfeed.protocol.request.quote.QuoteReader

Reads data frame, parses response from the server, and emits events.

readBookDeleteTypeEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readBoolean(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readCommandEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readDate(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readDividendProperrtyEnumSet(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readError(int, ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readIn(ByteBuffer) - Method in class org.otfeed.protocol.request.Header

readInstrumentEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readMessageEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readOptionTypeEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readStatusEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readString(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

Reads variable-length string.

readString(ByteBuffer, int) - Static method in class org.otfeed.protocol.request.Util

Reads a fixed-length string.

readTradePropertySet(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

readTradeSideEnum(ByteBuffer) - Static method in class org.otfeed.protocol.request.Util

redirectFlag - Variable in class org.otfeed.protocol.request.LoginRequest.Response

redirectHost - Variable in class org.otfeed.protocol.request.LoginRequest.Response

redirectPort - Variable in class org.otfeed.protocol.request.LoginRequest.Response

replaceReader(IDataDelegate<OTBookReplace>) - Static method in class org.otfeed.protocol.request.book.BookReader

Creates reader for the BookChange event.

runCommands() - Method in class org.otfeed.support.CommandRunner

Main method: connects to the server and executes all commands.

runCommands(long) - Method in class org.otfeed.support.CommandRunner

Main method: connects to the server and executes all commands.

runInEventThread(Runnable) - Method in interface org.otfeed.IConnection

Schedules a job for execution in the event-dispatching thread.

S

send(ByteBuffer) - Static method in class org.otfeed.support.mock.MockStreamerFactory

Creates an operation of "SEND" type.

sendLoginFailed() - Static method in class org.otfeed.support.mock.MockStreamerFactory

Helper: creates a "SEND" operation with the buffer telling that "login failed".

sendLoginOK() - Static method in class org.otfeed.support.mock.MockStreamerFactory

Helper: creates a "SEND" operation with the buffer telling "login was OK".

sessionId - Variable in class org.otfeed.protocol.request.LoginRequest.Response

setAggregationSpan(AggregationSpan) - Method in class org.otfeed.command.HistDataCommand

Sets aggregation span.

setAnnualHighDate(String) - Method in class org.otfeed.event.OTEquityInit

Sets annual high date.

setAnnualHighPrice(double) - Method in class org.otfeed.event.OTEquityInit

Sets annual high price.

setAnnualLowDate(String) - Method in class org.otfeed.event.OTEquityInit

Sets annual low date.

setAnnualLowPrice(double) - Method in class org.otfeed.event.OTEquityInit

Sets annual low price.

setAskExchange(String) - Method in class org.otfeed.event.OTQuote

Stes ask exchange identifier.

setAskPrice(double) - Method in class org.otfeed.event.OTMMQuote

Sets ask price.

setAskPrice(double) - Method in class org.otfeed.event.OTQuote

Sets ask price.

setAskSize(int) - Method in class org.otfeed.event.OTMMQuote

Sets number of round lots in the ask.

setAskSize(int) - Method in class org.otfeed.event.OTQuote

Sets number of round lots in the ask.

setAvailable(boolean) - Method in class org.otfeed.event.OTExchange

Sets available field.

setAverageVolume(long) - Method in class org.otfeed.event.OTEquityInit

Sets average volume.

setBidExchange(String) - Method in class org.otfeed.event.OTQuote

Sets bidExchange value.

setBidPrice(double) - Method in class org.otfeed.event.OTMMQuote

Sets bid price.

setBidPrice(double) - Method in class org.otfeed.event.OTQuote

Sets bid price.

setBidSize(int) - Method in class org.otfeed.event.OTMMQuote

Sets ask price.

setBidSize(int) - Method in class org.otfeed.event.OTQuote

Sets number of round lots in the bid.

setCancelDelegate(IDataDelegate<OTBookCancel>) - Method in class org.otfeed.command.BookStreamCommand

setCancelDelegate(IDataDelegate<OTBookCancel>) - Method in class org.otfeed.command.HistBooksCommand

setChangeDelegate(IDataDelegate<OTBookChange>) - Method in class org.otfeed.command.BookStreamCommand

setChangeDelegate(IDataDelegate<OTBookChange>) - Method in class org.otfeed.command.HistBooksCommand

setClosePrice(double) - Method in class org.otfeed.event.OTOHLC

Sets close price.

setCode(int) - Method in class org.otfeed.event.OTError

Sets error code.

setCode(String) - Method in class org.otfeed.event.OTExchange

Sets exchange code.

setCode(String) - Method in class org.otfeed.event.OTSymbol

Sets code of the symbol.

setCommand(CommandEnum) - Method in class org.otfeed.protocol.request.Header

setCommandList(List<ICommand>) - Method in class org.otfeed.support.CommandRunner

Sets list of commands.

setCompany(String) - Method in class org.otfeed.event.OTSymbol

Sets company name.

setCompanyName(String) - Method in class org.otfeed.event.OTEquityInit

Sets company name.

setConnectionFactory(IConnectionFactory) - Method in class org.otfeed.OTPooledConnectionFactory

The factory of shared connection (typically an instance of OTConnectionFactory).

setConnectionFactory(IConnectionFactory) - Method in class org.otfeed.support.CommandRunner

Sets the connection factory.

setConnectionStateListener(IConnectionStateListener) - Method in class org.otfeed.support.CommandRunner

Sets connection state listener.

setConnectTimeoutMillis(long) - Method in class org.otfeed.OTConnectionFactory

Sets connection timeout (in milliseconds).

setConnectTimeoutMillis(long) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

setConstrctSize(int) - Method in class org.otfeed.event.OTOptionInit

setCurrency(String) - Method in class org.otfeed.event.OTEquityInit

Sets currency.

setCurrency(String) - Method in class org.otfeed.event.OTOptionInit

setCurrency(String) - Method in class org.otfeed.event.OTSymbol

Sets currency.

setCUSIP(String) - Method in class org.otfeed.event.OTEquityInit

Sets CUSIP number.

setCustomPropertyFormatter(Map<Class<?>, IFormat<Object>>) - Method in class org.otfeed.support.CSVDataWriter

Sets dictionary of custom property formatters.

setDataDelegate(IDataDelegate<OTDividend>) - Method in class org.otfeed.command.DividendsCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTEquityInit>) - Method in class org.otfeed.command.EquityInitCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTOHLC>) - Method in class org.otfeed.command.HistDataCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTExchange>) - Method in class org.otfeed.command.ListExchangesCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTSymbol>) - Method in class org.otfeed.command.ListSymbolsCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTOptionInit>) - Method in class org.otfeed.command.OptionInitCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTSplit>) - Method in class org.otfeed.command.SplitsCommand

Sets delegate.

setDataDelegate(IDataDelegate<OTTodaysOHL>) - Method in class org.otfeed.command.TodaysOHLCommand

Sets delegate.

setDataWriter(IDataWriter) - Method in class org.otfeed.support.CommonDelegate

Sets output writer.

setDeclarationDate(Date) - Method in class org.otfeed.event.OTDividend

Sets declaration date.

setDeclarationDate(Date) - Method in class org.otfeed.event.OTSplit

Sets declaration date.

setDeleteDelegate(IDataDelegate<OTBookDelete>) - Method in class org.otfeed.command.BookStreamCommand

setDeleteDelegate(IDataDelegate<OTBookDelete>) - Method in class org.otfeed.command.HistBooksCommand

setDeleteType(BookDeleteTypeEnum) - Method in class org.otfeed.event.OTBookDelete

Sets delete type (ORDER, PREVIOUS, ALL, AFTER).

setDelimeter(String) - Method in class org.otfeed.support.CSVDataWriter

Sets delimeter.

setDescription(String) - Method in class org.otfeed.event.OTError

Sets description of the error.

setDescription(String) - Method in class org.otfeed.event.OTExchange

Sets description of the exchange.

setDisplay(boolean) - Method in class org.otfeed.event.OTBookOrder

Sets display.

setEarningsDate(String) - Method in class org.otfeed.event.OTEquityInit

Sets earnings date.

setEarningsPrice(double) - Method in class org.otfeed.event.OTEquityInit

Sets earnings price.

setEndDate(Date) - Method in class org.otfeed.command.HistTicksCommand

Sets end date/time.

setEndDate(Date) - Method in class org.otfeed.command.SplitsCommand

Sets end date/time.

setExcerciseStyle(OptionTypeEnum) - Method in class org.otfeed.event.OTOptionInit

setExchange(String) - Method in class org.otfeed.event.OTBBO

Sets exchange code.

setExchange(String) - Method in class org.otfeed.event.OTMMQuote

Sets exchange code.

setExchange(String) - Method in class org.otfeed.event.OTQuote

Sets exchange code.

setExchange(String) - Method in class org.otfeed.event.OTTrade

Sets exchange code.

setExchangeCode(String) - Method in class org.otfeed.command.ListSymbolsCommand

Sets the exchange code.

setExchangeNameRoot(String) - Method in class org.otfeed.event.OTBookPurge

Sets ECN name root.

setExecuteDelegate(IDataDelegate<OTBookExecute>) - Method in class org.otfeed.command.BookStreamCommand

setExecuteDelegate(IDataDelegate<OTBookExecute>) - Method in class org.otfeed.command.HistBooksCommand

setExecutionDate(Date) - Method in class org.otfeed.event.OTDividend

Sets execution date.

setExecutionDate(Date) - Method in class org.otfeed.event.OTSplit

Sets execution date.

setExpDay(int) - Method in class org.otfeed.event.OTOptionInit

setExpiration(MonthAndYear) - Method in class org.otfeed.command.OptionChainCommand

Sets option expiration date.

setExpiration(MonthAndYear) - Method in class org.otfeed.command.OptionChainSnapshotCommand

Sets option expiration date.

setExpiration(MonthAndYear) - Method in class org.otfeed.command.OptionChainWithSnapshotCommand

Sets option expiration date.

setExpiration(MonthAndYear) - Method in class org.otfeed.command.OptionInitCommand

Sets expiration month and year.

setExpMonth(int) - Method in class org.otfeed.event.OTOptionInit

setExpYear(int) - Method in class org.otfeed.event.OTOptionInit

setForFactor(int) - Method in class org.otfeed.event.OTSplit

Sets for factor.

setFormat(IFormat<ByteBuffer>) - Method in class org.otfeed.support.mock.MockStreamerFactory

Sets format.

setFormat(IFormat<ByteBuffer>) - Method in class org.otfeed.support.mock.SpyStreamerFactory

Sets format.

setHeaders(Boolean) - Method in class org.otfeed.support.CSVDataWriter

Sets headers flag.

setHeartbeatIntervalMillis(long) - Method in class org.otfeed.OTConnectionFactory

Sets heartbeat interval value (in milliseconds).

setHighPrice(double) - Method in class org.otfeed.event.OTOHLC

Sets high price.

setHighPrice(double) - Method in class org.otfeed.event.OTTodaysOHL

Sets High Price.

setHost(String) - Method in class org.otfeed.event.OTHost

Sets host name.

setHostList(List<OTHost>) - Method in class org.otfeed.OTConnectionFactory

Sets list of servers.

setHostList(List<OTHost>) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

setId(String) - Method in class org.otfeed.support.CommonDelegate

Sets id string.

setId(String) - Method in class org.otfeed.support.mock.MockStreamerFactory

Sets identification string.

setId(String) - Method in class org.otfeed.support.mock.SpyStreamerFactory

Sets identification sting.

setIndicator(char) - Method in class org.otfeed.event.OTMMQuote

Sets indicator.

setIndicator(char) - Method in class org.otfeed.event.OTQuote

Sets indicator.

setIndicator(char) - Method in class org.otfeed.event.OTTrade

Sets indicator.

setInstrumentType(InstrumentEnum) - Method in class org.otfeed.event.OTEquityInit

Sets instrument type.

setISIN(String) - Method in class org.otfeed.event.OTEquityInit

Sets International Securities Identification Number, or ISIN.

setLevelId(String) - Method in class org.otfeed.event.OTBookPriceLevel

Sets unique level identifier.

setLowPrice(double) - Method in class org.otfeed.event.OTOHLC

Sets low price.

setLowPrice(double) - Method in class org.otfeed.event.OTTodaysOHL

Sets Low price.

setMatchNumber(int) - Method in class org.otfeed.event.OTBookExecute

Sets time of the event.

setMatchStyle(ListSymbolsCommand.MatchStyleEnum) - Method in class org.otfeed.command.ListSymbolsCommand

Sets match style.

setMessage(MessageEnum) - Method in class org.otfeed.protocol.request.Header

setMMID(String) - Method in class org.otfeed.event.OTMMQuote

Sets market maker id.

setOpenPrice(double) - Method in class org.otfeed.event.OTOHLC

Sets open price.

setOpenPrice(double) - Method in class org.otfeed.event.OTTodaysOHL

Sets Open price.

setOpList(List<MockStreamerFactory.Op>) - Method in class org.otfeed.support.mock.MockStreamerFactory

Sets op list.

setOptionMarker(char) - Method in class org.otfeed.event.OTOptionInit

setOrderDelegate(IDataDelegate<OTBookOrder>) - Method in class org.otfeed.command.BookStreamCommand

setOrderDelegate(IDataDelegate<OTBookOrder>) - Method in class org.otfeed.command.HistBooksCommand

setOrderRef(String) - Method in class org.otfeed.event.OTBookCancel

Sets order reference.

setOrderRef(String) - Method in class org.otfeed.event.OTBookChange

Sets order reference.

setOrderRef(String) - Method in class org.otfeed.event.OTBookDelete

Sets order reference.

setOrderRef(String) - Method in class org.otfeed.event.OTBookExecute

Sets order reference.

setOrderRef(String) - Method in class org.otfeed.event.OTBookOrder

Sets order reference.

setPassword(String) - Method in class org.otfeed.OTConnectionFactory

Sets login password.

setPassword(String) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

setPattern(String) - Method in class org.otfeed.support.DateFormat

Sets pattern value.

setPaymentDate(Date) - Method in class org.otfeed.event.OTDividend

Sets payment date.

setPaymentDate(Date) - Method in class org.otfeed.event.OTSplit

Sets payment date.

setPort(int) - Method in class org.otfeed.event.OTHost

Sets port value;

setPrevCloseDate(String) - Method in class org.otfeed.event.OTEquityInit

Sets previous close date.

setPrevClosePrice(double) - Method in class org.otfeed.event.OTEquityInit

Sets previous close price.

setPrice(double) - Method in class org.otfeed.event.OTBBO

Sets price.

setPrice(double) - Method in class org.otfeed.event.OTBookChange

Sets price.

setPrice(double) - Method in class org.otfeed.event.OTBookOrder

Sets price.

setPrice(double) - Method in class org.otfeed.event.OTBookPriceLevel

Sets price.

setPrice(double) - Method in class org.otfeed.event.OTBookReplace

Sets price.

setPrice(double) - Method in class org.otfeed.event.OTDividend

Sets dividend (value).

setPrice(double) - Method in class org.otfeed.event.OTTrade

Sets trade price.

setPriceLevelDelegate(IDataDelegate<OTBookPriceLevel>) - Method in class org.otfeed.command.BookStreamCommand

setPriceLevelDelegate(IDataDelegate<OTBookPriceLevel>) - Method in class org.otfeed.command.HistBooksCommand

setPrintWriter(PrintWriter) - Method in class org.otfeed.support.CSVDataWriter

Sets output destination.

setPrintWriter(PrintWriter) - Method in class org.otfeed.support.SimpleConnectionStateListener

Sets the destination.

setPrintWriter(PrintWriter) - Method in class org.otfeed.support.SimpleDataWriter

Sets the output destination.

setProperties(Set<DividendPropertyEnum>) - Method in class org.otfeed.event.OTDividend

setPurgeDelegate(IDataDelegate<OTBookPurge>) - Method in class org.otfeed.command.BookStreamCommand

setPurgeDelegate(IDataDelegate<OTBookPurge>) - Method in class org.otfeed.command.HistBooksCommand

setReadLogStream(PrintStream) - Method in class org.otfeed.support.mock.SpyStreamerFactory

Sets read log stream.

setRecordDate(Date) - Method in class org.otfeed.event.OTDividend

Sets record date.

setRecordDate(Date) - Method in class org.otfeed.event.OTSplit

Sets record date.

setReference(String) - Method in class org.otfeed.event.OTBookReplace

Sets Order reference.

setReplaceDelegate(IDataDelegate<OTBookReplace>) - Method in class org.otfeed.command.BookStreamCommand

setReplaceDelegate(IDataDelegate<OTBookReplace>) - Method in class org.otfeed.command.HistBooksCommand

setRequestId(int) - Method in class org.otfeed.event.OTError

setRequestId(int) - Method in class org.otfeed.protocol.request.Header

setSeparator(char) - Method in class org.otfeed.support.BufferFormat

Sets separator character.

setSequenceNumber(int) - Method in class org.otfeed.event.OTTrade

Sets sequence number of trade.

setSessionId(String) - Method in class org.otfeed.protocol.request.AbstractSessionRequest

Sets session id string.

setSide(TradeSideEnum) - Method in class org.otfeed.event.OTBBO

Sets side.

setSide(TradeSideEnum) - Method in class org.otfeed.event.OTBookDelete

Sets trade side (BUYER/SELLER).

setSide(TradeSideEnum) - Method in class org.otfeed.event.OTBookOrder

Sets Trade side (BUYER/SELLER).

setSide(TradeSideEnum) - Method in class org.otfeed.event.OTBookPriceLevel

Sets side: BUYER(Bid) or SELLER(Ask).

setSide(TradeSideEnum) - Method in class org.otfeed.event.OTBookReplace

Sets side: B = Buy, S = Sell.

setSize(int) - Method in class org.otfeed.event.OTBBO

Sets size.

setSize(int) - Method in class org.otfeed.event.OTBookCancel

Sets number of shares.

setSize(int) - Method in class org.otfeed.event.OTBookChange

Sets number of shares.

setSize(int) - Method in class org.otfeed.event.OTBookExecute

Sets number of shares.

setSize(int) - Method in class org.otfeed.event.OTBookOrder

Sets order size in number of shares.

setSize(int) - Method in class org.otfeed.event.OTBookPriceLevel

Sets number of shares.

setSize(int) - Method in class org.otfeed.event.OTBookReplace

Sets number of shares.

setSize(int) - Method in class org.otfeed.event.OTTrade

Sets number of shares traded in this transaction.

setSmallCap(boolean) - Method in class org.otfeed.event.OTEquityInit

Adds Small Cap bit.

setStartDate(Date) - Method in class org.otfeed.command.HistTicksCommand

Sets start date/time.

setStartDate(Date) - Method in class org.otfeed.command.SplitsCommand

Sets start date/time.

setStatus(StatusEnum) - Method in class org.otfeed.protocol.request.Header

setStreamerFactory(IStreamerFactory) - Method in class org.otfeed.OTConnectionFactory

Sets streamer factory.

setStreamerFactory(IStreamerFactory) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

setStrike(PriceRange) - Method in class org.otfeed.command.OptionChainCommand

Sets option strike price range.

setStrike(PriceRange) - Method in class org.otfeed.command.OptionChainSnapshotCommand

Sets option strike price range.

setStrike(PriceRange) - Method in class org.otfeed.command.OptionChainWithSnapshotCommand

Sets option strike price range.

setStrike(PriceRange) - Method in class org.otfeed.command.OptionInitCommand

Sets strike price range.

setStrikePrice(double) - Method in class org.otfeed.event.OTOptionInit

setSubscriptionURL(String) - Method in class org.otfeed.event.OTExchange

Sets SubscriptionURL field.

setSymbol(String) - Method in class org.otfeed.event.OTBBO

Sets symbol code.

setSymbol(String) - Method in class org.otfeed.event.OTMMQuote

Symbol code.

setSymbol(String) - Method in class org.otfeed.event.OTOptionInit

setSymbol(String) - Method in class org.otfeed.event.OTQuote

Symbol code.

setSymbol(String) - Method in class org.otfeed.event.OTTrade

Sets symbol code.

setSymbolCodePattern(String) - Method in class org.otfeed.command.ListSymbolsCommand

Sets symbol code.

setTestIssue(boolean) - Method in class org.otfeed.event.OTEquityInit

Adds test symbol bit.

setTickIndicator(char) - Method in class org.otfeed.event.OTQuote

Sets tick indicator: D - Down, U - Up, N - Not provided.

setTickIndicator(char) - Method in class org.otfeed.event.OTTrade

Sets tick indicator: D - Down, U - Up, N - Not provided.

setTimestamp(Date) - Method in class org.otfeed.event.OTBBO

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookCancel

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookChange

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookDelete

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookExecute

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookOrder

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookPriceLevel

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookPurge

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTBookReplace

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTMMQuote

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTOHLC

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTQuote

Sets time of the event.

setTimestamp(Date) - Method in class org.otfeed.event.OTTrade

Sets time of the event.

setTitle(String) - Method in class org.otfeed.event.OTExchange

Sets exchange title.

setToFactor(int) - Method in class org.otfeed.event.OTSplit

Sets to factor.

setTotalShares(long) - Method in class org.otfeed.event.OTEquityInit

Sets total shares.

setTrace(boolean) - Method in class org.otfeed.support.mock.MockStreamerFactory

Sets trace flag.

setTradeProperties(Set<TradePropertyEnum>) - Method in class org.otfeed.event.OTTrade

setType(InstrumentEnum) - Method in class org.otfeed.event.OTSymbol

Sets instrument type.

setTypes(Set<ListSymbolEnum>) - Method in class org.otfeed.command.ListSymbolsCommand

Sets types of symbols.

setUnderlyerCusip(String) - Method in class org.otfeed.event.OTOptionInit

setUnderlyerSymbol(String) - Method in class org.otfeed.event.OTOptionInit

setUPC11830(boolean) - Method in class org.otfeed.event.OTEquityInit

Adds UPC118300 bit.

setUsername(String) - Method in class org.otfeed.OTConnectionFactory

Sets login name.

setUsername(String) - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

setVolume(long) - Method in class org.otfeed.event.OTOHLC

Sets accumulated volume for the requested time period.

setVolume(long) - Method in class org.otfeed.event.OTTrade

Sets accumulated volume for the trading day.

setWriteLogStream(PrintStream) - Method in class org.otfeed.support.mock.SpyStreamerFactory

Sets write log stream.

shutdown() - Method in interface org.otfeed.IConnection

Closes connection to the server.

shutdown() - Method in interface org.otfeed.protocol.connector.ISessionStreamerFactory

Shuts down connection factory.

shutdown() - Method in class org.otfeed.protocol.connector.LoginStreamerFactory

shutdownAll() - Method in class org.otfeed.OTPooledConnectionFactory

Forces the shutdown of the pooled connection.

SimpleConnectionStateListener - Class in org.otfeed.support

Implementation of IConnectionStateListener that prints events to the PrintWriter.

SimpleConnectionStateListener() - Constructor for class org.otfeed.support.SimpleConnectionStateListener

SimpleDataWriter - Class in org.otfeed.support

Class that writes events to a PrintWriter (defaults to terminal), using Java's toStirng() formatting.

SimpleDataWriter() - Constructor for class org.otfeed.support.SimpleDataWriter

SnapshotCommand - Class in org.otfeed.command

Request for the quote snapshot.

SnapshotCommand(String, String, VolumeStyleEnum) - Constructor for class org.otfeed.command.SnapshotCommand

Creates new snapshot command, initializing all its properties, except delegates.

SnapshotCommand() - Constructor for class org.otfeed.command.SnapshotCommand

Default construtor.

SnapshotCommand(String, String) - Constructor for class org.otfeed.command.SnapshotCommand

Creates new snapshot command, initializing all its properties, except volumeStyle, which defaults to COMPOUND, and delegates.

SnapshotRequest - Class in org.otfeed.protocol.request

Request to receive quote snapshot.

SnapshotRequest(int, String, String, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.SnapshotRequest

SplitRequest - Class in org.otfeed.protocol.request

Request to receive split information.

SplitRequest(int, String, String, Date, Date, IDataDelegate<OTSplit>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.SplitRequest

SplitsCommand - Class in org.otfeed.command

Request for the stock split information.

SplitsCommand(String, String, Date, Date, IDataDelegate<OTSplit>) - Constructor for class org.otfeed.command.SplitsCommand

Creates new splits command, initializing all its properties.

SplitsCommand() - Constructor for class org.otfeed.command.SplitsCommand

Default constructor.

SpyStreamerFactory - Class in org.otfeed.support.mock

Wrapper around IStreamerFactory to log content of frames to the print stream.

SpyStreamerFactory(String, IStreamerFactory) - Constructor for class org.otfeed.support.mock.SpyStreamerFactory

Creates new spy with the given id string, wrapping an instance of IStreamerFactory.

SpyStreamerFactory(IStreamerFactory) - Constructor for class org.otfeed.support.mock.SpyStreamerFactory

Creates new spy with the empty id string, wrapping an instance of IStreamerFactory.

StatusEnum - Enum in org.otfeed.protocol

Enumerates server response status values.

submit() - Method in interface org.otfeed.IRequest

Submits the request.

submit() - Method in class org.otfeed.protocol.request.AbstractStreamWithSnapshotRequest

T

ticks(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in ticks.

TickStreamCommand - Class in org.otfeed.command

Request for the real-time (live) quotes.

TickStreamCommand(String, String, VolumeStyleEnum) - Constructor for class org.otfeed.command.TickStreamCommand

Creates new tick stream command, initializing all its properties, except delegates.

TickStreamCommand() - Constructor for class org.otfeed.command.TickStreamCommand

Default construtor.

TickStreamCommand(String, String) - Constructor for class org.otfeed.command.TickStreamCommand

Creates new tick stream command for a single event type, initializing all its properties, except individualFlag, which is set to COMPOUND, and delegates.

TickStreamExRequest - Class in org.otfeed.protocol.request

Request to receive real-time quotes (ticks).

TickStreamExRequest(int, String, String, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.TickStreamExRequest

TickStreamWithSnapshotCommand - Class in org.otfeed.command

Command that issues a synthetic request for snapshot and ticks stream.

TickStreamWithSnapshotCommand(String, String, VolumeStyleEnum) - Constructor for class org.otfeed.command.TickStreamWithSnapshotCommand

Creates new command, initializing all its properties, except delegates.

TickStreamWithSnapshotCommand() - Constructor for class org.otfeed.command.TickStreamWithSnapshotCommand

Default construtor.

TickStreamWithSnapshotCommand(String, String) - Constructor for class org.otfeed.command.TickStreamWithSnapshotCommand

Creates new command, initializing all its properties, except volumeStyle, which defaults to COMPOUND, and delegates.

TickStreamWithSnapshotRequest - Class in org.otfeed.protocol.request

Synthetic request: issues SnapshotRequest, followed by TickStreamExRequest.

TickStreamWithSnapshotRequest(IConnection, String, String, VolumeStyleEnum, IDataDelegate<OTQuote>, IDataDelegate<OTTrade>, IDataDelegate<OTMMQuote>, IDataDelegate<OTBBO>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.TickStreamWithSnapshotRequest

TimeUnitEnum - Enum in org.otfeed.command

Enumerates time units used for aggregation.

TodaysOHLCommand - Class in org.otfeed.command

Request for the current (today's) OHL (open, high, low) info.

TodaysOHLCommand(String, String, IDataDelegate<OTTodaysOHL>) - Constructor for class org.otfeed.command.TodaysOHLCommand

Creates new todays OHL command, initializing all its properties.

TodaysOHLCommand() - Constructor for class org.otfeed.command.TodaysOHLCommand

Default constructor.

TodaysOHLRequest - Class in org.otfeed.protocol.request

Request to receive current OHL (open-high-low) data.

TodaysOHLRequest(int, String, String, IDataDelegate<OTTodaysOHL>, ICompletionDelegate) - Constructor for class org.otfeed.protocol.request.TodaysOHLRequest

toString() - Method in class org.otfeed.command.AggregationSpan

toString() - Method in class org.otfeed.command.MonthAndYear

toString() - Method in class org.otfeed.command.PriceRange

toString() - Method in class org.otfeed.event.OTBBO

toString() - Method in class org.otfeed.event.OTBookCancel

toString() - Method in class org.otfeed.event.OTBookChange

toString() - Method in class org.otfeed.event.OTBookDelete

toString() - Method in class org.otfeed.event.OTBookExecute

toString() - Method in class org.otfeed.event.OTBookOrder

toString() - Method in class org.otfeed.event.OTBookPriceLevel

toString() - Method in class org.otfeed.event.OTBookPurge

toString() - Method in class org.otfeed.event.OTBookReplace

toString() - Method in class org.otfeed.event.OTDividend

toString() - Method in class org.otfeed.event.OTEquityInit

toString() - Method in class org.otfeed.event.OTError

toString() - Method in class org.otfeed.event.OTExchange

toString() - Method in class org.otfeed.event.OTHost

toString() - Method in class org.otfeed.event.OTMMQuote

toString() - Method in class org.otfeed.event.OTOHLC

toString() - Method in class org.otfeed.event.OTOptionInit

toString() - Method in class org.otfeed.event.OTQuote

toString() - Method in class org.otfeed.event.OTSplit

toString() - Method in class org.otfeed.event.OTSymbol

toString() - Method in class org.otfeed.event.OTTodaysOHL

toString() - Method in class org.otfeed.event.OTTrade

toString() - Method in exception org.otfeed.protocol.ProtocolException

toString() - Method in class org.otfeed.protocol.request.AbstractRequest

toString() - Method in class org.otfeed.protocol.request.Header

toString() - Method in class org.otfeed.protocol.request.LoginRequest.Response

TradePropertyEnum - Enum in org.otfeed.event

Enumerates misc properties of OTTrade.

tradeReader(IDataDelegate<OTTrade>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Trade event.

tradeReaderEx(IDataDelegate<OTTrade>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Trade event.

tradeReaderExEx(IDataDelegate<OTTrade>) - Static method in class org.otfeed.protocol.request.quote.QuoteReader

Creates reader for the Trade event.

TradeSideEnum - Enum in org.otfeed.event

Enumerates trade sides (buyer/seller).

type - Variable in class org.otfeed.protocol.request.book.BookReader

type - Variable in class org.otfeed.protocol.request.quote.QuoteReader

U

units - Variable in class org.otfeed.command.AggregationSpan

Util - Class in org.otfeed.protocol.request

Serialization and other utility functions.

V

valueOf(String) - Static method in enum org.otfeed.command.BookDeleteTypeEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.command.ListSymbolEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.command.ListSymbolsCommand.MatchStyleEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.command.OptionTypeEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.command.TimeUnitEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.command.VolumeStyleEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.event.DividendPropertyEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.event.InstrumentEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.event.TradePropertyEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.event.TradeSideEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.CommandEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.DataEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.ErrorEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.MessageEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.OSEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.ParamTypeEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.PlatformEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.request.AbstractRequest.JobStatus

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.StatusEnum

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.otfeed.protocol.VersionEnum

Returns the enum constant of this type with the specified name.

values() - Static method in enum org.otfeed.command.BookDeleteTypeEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.command.ListSymbolEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.command.ListSymbolsCommand.MatchStyleEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.command.OptionTypeEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.command.TimeUnitEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.command.VolumeStyleEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.event.DividendPropertyEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.event.InstrumentEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.event.TradePropertyEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.event.TradeSideEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.CommandEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.DataEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.ErrorEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.MessageEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.OSEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.ParamTypeEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.PlatformEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.request.AbstractRequest.JobStatus

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.StatusEnum

Returns an array containing the constants of this enum type, in the order they're declared.

values() - Static method in enum org.otfeed.protocol.VersionEnum

Returns an array containing the constants of this enum type, in the order they're declared.

VersionEnum - Enum in org.otfeed.protocol

Enumerates protocol versions.

VolumeStyleEnum - Enum in org.otfeed.command

Enumerates styles of volume reporting.

W

waitForCompletion() - Method in interface org.otfeed.IConnection

Blocks till connection terminates (on error, or as a result of calling shutdown() method).

waitForCompletion(long) - Method in interface org.otfeed.IConnection

Blocks for the earliest of (i) connection termination, or (ii) timeout expiration.

waitForCompletion(long) - Method in interface org.otfeed.IRequest

Waits for request to complete.

waitForCompletion() - Method in interface org.otfeed.IRequest

Waits for request to complete (indefinetely).

weeks(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in weeks.

weeks() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-week aggregation span.

write(ByteBuffer) - Method in interface org.otfeed.protocol.connector.IStreamer

writeAggreagationSpan(ByteBuffer, AggregationSpan) - Static method in class org.otfeed.protocol.request.Util

writeData(String, Object) - Method in class org.otfeed.support.CSVDataWriter

writeData(String, Object) - Method in interface org.otfeed.support.IDataWriter

Writes data out, including optional id string.

writeData(String, Object) - Method in class org.otfeed.support.SimpleDataWriter

writeDate(ByteBuffer, Date) - Static method in class org.otfeed.protocol.request.Util

writeListSymbolMask(ByteBuffer, Set<ListSymbolEnum>, ListSymbolsCommand.MatchStyleEnum) - Static method in class org.otfeed.protocol.request.Util

writeOut(ByteBuffer) - Method in class org.otfeed.protocol.request.Header

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.AbstractRequest

Abstract method that writes out request body.

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.AbstractSessionRequest

Writes out the request header and session string.

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.BookStreamExRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.CancelRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.DividendRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.EquityInitRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.HistBookRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.HistDataRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.HistTicksRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.ListSymbolsExRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.LoginRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.OptionInitRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.SplitRequest

writeRequest(ByteBuffer) - Method in class org.otfeed.protocol.request.TodaysOHLRequest

writeString(ByteBuffer, String) - Static method in class org.otfeed.protocol.request.Util

Writes a variable-length string to buffer.

writeString(ByteBuffer, String, int) - Static method in class org.otfeed.protocol.request.Util

Writes a fixed-length string (padded by binary zeroes if needed).

Y

year - Variable in class org.otfeed.command.MonthAndYear

Year.

years(int) - Static method in class org.otfeed.command.AggregationSpan

Returns aggregation span measured in years.

years() - Static method in class org.otfeed.command.AggregationSpan

Returns a one-year aggregation span.

A B C D E F G H I L M N O P Q R S T U V W Y