org.otfeed.command
Class OptionChainSnapshotCommand

java.lang.Object
  org.otfeed.command.OptionChainSnapshotCommand

All Implemented Interfaces:

ICommand

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

Request for option chain events snapshot. Snapshot is the set of the latest events of the given type.

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

Constructor Summary

OptionChainSnapshotCommand()
Default constructor.

OptionChainSnapshotCommand(java.lang.String exchangeCode, java.lang.String symbolCode, MonthAndYear expiration, PriceRange strike)
Creates new option chain snapshot command, initializing all its properties, except volumeStyle property, which defaults to COMPOUND.

OptionChainSnapshotCommand(java.lang.String exchangeCode, java.lang.String symbolCode, MonthAndYear expiration, PriceRange strike, VolumeStyleEnum volumeStyle)
Creates new option chain snapshot command, initializing all its properties, except delegates.

Method Summary

IDataDelegate<OTBBO>	getBboDelegate()
ICompletionDelegate	getCompletionDelegate() Option delegate to watch stream completion event.
java.lang.String	getExchangeCode() Exchange code.
MonthAndYear	getExpiration() Option expiration date (month and year).
IDataDelegate<OTMMQuote>	getMmQuoteDelegate()
IDataDelegate<OTQuote>	getQuoteDelegate()
PriceRange	getStrike() Price range for the option strike.
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	setExchangeCode(java.lang.String exchangeCode) Sets the exchange code.
void	setExpiration(MonthAndYear val) Sets option expiration date.
void	setMmQuoteDelegate(IDataDelegate<OTMMQuote> val)
void	setQuoteDelegate(IDataDelegate<OTQuote> val)
void	setStrike(PriceRange val) Sets option strike price range.
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

OptionChainSnapshotCommand

public OptionChainSnapshotCommand(java.lang.String exchangeCode,
                                  java.lang.String symbolCode,
                                  MonthAndYear expiration,
                                  PriceRange strike,
                                  VolumeStyleEnum volumeStyle)

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

Parameters:

exchangeCode - exchange code.

symbolCode - symbol code.

expiration - expiration.

strike - strike.

volumeStyle - volume reporting style.

OptionChainSnapshotCommand

public OptionChainSnapshotCommand()

Default constructor. Initializes expiration property to its default value of null (meaning "any"). Initializes strike property to its default value of null (meaning "any"). Initializes volumeStyle property to COMPOUND. All other properties must be set explicitly before using this command object.

OptionChainSnapshotCommand

public OptionChainSnapshotCommand(java.lang.String exchangeCode,
                                  java.lang.String symbolCode,
                                  MonthAndYear expiration,
                                  PriceRange strike)

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

Parameters:

exchangeCode - exchange code.

symbolCode - symbol code.

expiration - expiration.

strike - strike.

Method Detail

getExpiration

public MonthAndYear getExpiration()

Option expiration date (month and year). This property is optional. Defaults to null, which is interpreted as "any expiration date".

Returns:

option expiration date.

setExpiration

public void setExpiration(MonthAndYear val)

Sets option expiration date.

Parameters:

val - option expiration date.

getStrike

public PriceRange getStrike()

Price range for the option strike. This property is optional. Defaults to null, which means "any strike price".

Returns:

option strike price range.

setStrike

public void setStrike(PriceRange val)

Sets option strike price range.

Parameters:

val - strike price range.

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.