org.otfeed.command
Class HistTicksCommand

java.lang.Object
  org.otfeed.command.HistTicksCommand

All Implemented Interfaces:

ICommand

public final class HistTicksCommand
extends java.lang.Object
implements ICommand

Request for the historical data with tick resolution.

Generates quote, trade, marker-maker quote, and bbo events.

For the request to receive aggregated quote data, see HistDataCommand.

Constructor Summary

HistTicksCommand()
Default constructor.

HistTicksCommand(java.lang.String exchangeCode, java.lang.String symbolCode, java.util.Date startDate, java.util.Date endDate)
Creates new Historical ticks command, initializing all properties except volumeStyle one, which defaults to COMPOUND.

HistTicksCommand(java.lang.String exchangeCode, java.lang.String symbolCode, java.util.Date startDate, java.util.Date endDate, VolumeStyleEnum volumeStyle)
Creates new Historical ticks command, initializing all its properties.

Method Summary

IDataDelegate<OTBBO>	getBboDelegate()
ICompletionDelegate	getCompletionDelegate() Option delegate to watch stream completion event.
java.util.Date	getEndDate() End date/time for the historical data.
java.lang.String	getExchangeCode() Exchange code.
IDataDelegate<OTMMQuote>	getMmQuoteDelegate()
IDataDelegate<OTQuote>	getQuoteDelegate()
java.util.Date	getStartDate() Start date/time for the historical data.
java.lang.String	getSymbolCode() Symbol code.
IDataDelegate<OTTrade>	getTradeDelegate()
VolumeStyleEnum	getVolumeStyle() Specifies whether quote events will contain individual volume, or compound volume.
void	setBboDelegate(IDataDelegate<OTBBO> val)
void	setCompletionDelegate(ICompletionDelegate val) Sets completion delegate.
void	setEndDate(java.util.Date val) Sets end date/time.
void	setExchangeCode(java.lang.String exchangeCode) Sets the exchange code.
void	setMmQuoteDelegate(IDataDelegate<OTMMQuote> val)
void	setQuoteDelegate(IDataDelegate<OTQuote> val)
void	setStartDate(java.util.Date val) Sets start date/time.
void	setSymbolCode(java.lang.String val) Sets symbol code.
void	setTradeDelegate(IDataDelegate<OTTrade> val)
void	setVolumeStyle(VolumeStyleEnum val) Sets volume reporting style.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

HistTicksCommand

public HistTicksCommand(java.lang.String exchangeCode,
                        java.lang.String symbolCode,
                        java.util.Date startDate,
                        java.util.Date endDate,
                        VolumeStyleEnum volumeStyle)

Creates new Historical ticks command, initializing all its properties.

Parameters:

exchangeCode - exchange code.

symbolCode - symbol code.

startDate - start date.

endDate - end date.

volumeStyle - style of volume reporting (INDIVIDUAL or COMPOUND).

HistTicksCommand

public HistTicksCommand()

Default constructor. Sets volumeStyle property to its default value of COMPOUND. All other properties must be set explicitly before using this command object.

HistTicksCommand

public HistTicksCommand(java.lang.String exchangeCode,
                        java.lang.String symbolCode,
                        java.util.Date startDate,
                        java.util.Date endDate)

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

Parameters:

exchangeCode - exchange code.

symbolCode - symbol code.

startDate - start date.

endDate - end date.

Method Detail

getStartDate

public final java.util.Date getStartDate()

Start date/time for the historical data.

Returns:

Start date/time.

setStartDate

public final void setStartDate(java.util.Date val)

Sets start date/time.

Parameters:

val - Start date/time.

getEndDate

public final java.util.Date getEndDate()

End date/time for the historical data.

Returns:

End date/time.

setEndDate

public final void setEndDate(java.util.Date val)

Sets end date/time.

Parameters:

val - end date/time.

setVolumeStyle

public final void setVolumeStyle(VolumeStyleEnum val)

Sets volume reporting style.

Parameters:

val - volume style.

getQuoteDelegate

public IDataDelegate<OTQuote> getQuoteDelegate()

setQuoteDelegate

public void setQuoteDelegate(IDataDelegate<OTQuote> val)

getTradeDelegate

public IDataDelegate<OTTrade> getTradeDelegate()

setTradeDelegate

public void setTradeDelegate(IDataDelegate<OTTrade> val)

getMmQuoteDelegate

public IDataDelegate<OTMMQuote> getMmQuoteDelegate()

setMmQuoteDelegate

public void setMmQuoteDelegate(IDataDelegate<OTMMQuote> val)

getBboDelegate

public IDataDelegate<OTBBO> getBboDelegate()

setBboDelegate

public void setBboDelegate(IDataDelegate<OTBBO> val)

getVolumeStyle

public final VolumeStyleEnum getVolumeStyle()

Specifies whether quote events will contain individual volume, or compound volume. By default, COMPOUND volume is requested.

Returns:

volume style.

getExchangeCode

public final java.lang.String getExchangeCode()

Exchange code.

Returns:

exchange code.

setExchangeCode

public final void setExchangeCode(java.lang.String exchangeCode)

Sets the exchange code.

Parameters:

exchangeCode - exchange code.

getSymbolCode

public final java.lang.String getSymbolCode()

Symbol code.

Returns:

symbol code.

setSymbolCode

public final void setSymbolCode(java.lang.String val)

Sets symbol code.

Parameters:

val - symbol code.

getCompletionDelegate

public ICompletionDelegate getCompletionDelegate()

Option delegate to watch stream completion event.

Returns:

delegate.

setCompletionDelegate

public void setCompletionDelegate(ICompletionDelegate val)

Sets completion delegate.

Parameters:

val - delegate.