- cancel() - Method in class com.dxfeed.promise.Promise
-
Cancels computation.
- Candle - Class in com.dxfeed.event.candle
-
Candle event with open, high, low, close prices and other information
for a specific period.
- Candle() - Constructor for class com.dxfeed.event.candle.Candle
-
Creates new candle with default values.
- Candle(CandleSymbol) - Constructor for class com.dxfeed.event.candle.Candle
-
Creates new candle with the specified candle event symbol.
- CandleAlignment - Enum in com.dxfeed.event.candle
-
Candle alignment attribute of
CandleSymbol
defines how candle are aligned with respect to time.
- CandleExchange - Class in com.dxfeed.event.candle
-
Exchange attribute of
CandleSymbol
defines exchange identifier where data is
taken from to build the candles.
- CandlePeriod - Class in com.dxfeed.event.candle
-
Period attribute of
CandleSymbol
defines aggregation period of the candles.
- CandlePrice - Enum in com.dxfeed.event.candle
-
Price type attribute of
CandleSymbol
defines price that is used to build the candles.
- CandleSession - Enum in com.dxfeed.event.candle
-
Session attribute of
CandleSymbol
defines trading that is used to build the candles.
- CandleSymbol - Class in com.dxfeed.event.candle
-
- CandleSymbolAttribute<A> - Interface in com.dxfeed.event.candle
-
- CandleType - Enum in com.dxfeed.event.candle
-
Type of the candle aggregation period constitutes
CandlePeriod
type together
its actual
value
.
- CFI - Class in com.dxfeed.glossary
-
A wrapper class for Classification of Financial Instruments code as defined in ISO 10962 standard.
- CFI.Attribute - Class in com.dxfeed.glossary
-
Describes single attribute with all values as defined in the ISO 10962 standard.
- CFI.Value - Class in com.dxfeed.glossary
-
Describes single value of single character of CFI code as defined in the ISO 10962 standard.
- changeAttributeForSymbol(String) - Method in enum com.dxfeed.event.candle.CandleAlignment
-
Returns candle event symbol string with this candle alignment set.
- changeAttributeForSymbol(String) - Method in class com.dxfeed.event.candle.CandleExchange
-
Returns candle event symbol string with this exchange set.
- changeAttributeForSymbol(String) - Method in class com.dxfeed.event.candle.CandlePeriod
-
Returns candle event symbol string with this aggregation period set.
- changeAttributeForSymbol(String) - Method in enum com.dxfeed.event.candle.CandlePrice
-
Returns candle event symbol string with this candle price type set.
- changeAttributeForSymbol(String) - Method in enum com.dxfeed.event.candle.CandleSession
-
Returns candle event symbol string with this session attribute set.
- changeAttributeForSymbol(String) - Method in interface com.dxfeed.event.candle.CandleSymbolAttribute
-
Returns candle event symbol string with this attribute set.
- changeAttributeStringByKey(String, String, String) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Changes value of one attribute value while leaving exchange code and other attributes intact.
- changeBaseSymbol(String, String) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Changes base symbol while leaving exchange code and attributes intact.
- changeExchangeCode(String, char) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Changes exchange code of the specified symbol or removes it
if new exchange code is '\0'
.
- checkInAttributeImpl(CandleSymbol) - Method in enum com.dxfeed.event.candle.CandleAlignment
-
Internal method that initializes attribute in the candle symbol.
- checkInAttributeImpl(CandleSymbol) - Method in class com.dxfeed.event.candle.CandleExchange
-
Internal method that initializes attribute in the candle symbol.
- checkInAttributeImpl(CandleSymbol) - Method in class com.dxfeed.event.candle.CandlePeriod
-
Internal method that initializes attribute in the candle symbol.
- checkInAttributeImpl(CandleSymbol) - Method in enum com.dxfeed.event.candle.CandlePrice
-
Internal method that initializes attribute in the candle symbol.
- checkInAttributeImpl(CandleSymbol) - Method in enum com.dxfeed.event.candle.CandleSession
-
Internal method that initializes attribute in the candle symbol.
- checkInAttributeImpl(CandleSymbol) - Method in interface com.dxfeed.event.candle.CandleSymbolAttribute
-
Internal method that initializes attribute in the candle symbol.
- clear() - Method in class com.dxfeed.api.DXFeedSubscription
-
Clears the set of subscribed symbols.
- clone() - Method in class com.dxfeed.ipf.option.OptionChain
-
Returns a shall copy of this option chain.
- clone() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns a shall copy of this option series.
- close() - Method in class com.dxfeed.api.DXEndpoint
-
Closes this endpoint.
- close() - Method in class com.dxfeed.api.DXFeedSubscription
-
Closes this subscription and makes it permanently detached.
- close() - Method in class com.dxfeed.ipf.InstrumentProfileReader.UncloseableInputStream
-
- close() - Method in class com.dxfeed.ipf.InstrumentProfileWriter.UncloseableOutputStream
-
- close() - Method in class com.dxfeed.model.market.OrderBookCorrector
-
Closes this model and makes it permanently detached from data feed.
- closeAndAwaitTermination() - Method in class com.dxfeed.api.DXEndpoint
-
Closes this endpoint and wait until all pending data processing tasks are completed.
- com.dxfeed.api - package com.dxfeed.api
-
Main package for dxFeed API that provides
DXFeed as its core class.
- com.dxfeed.api.osub - package com.dxfeed.api.osub
-
Provides API to
observe subscription to generate and publish events only when needed.
- com.dxfeed.event - package com.dxfeed.event
-
Defines common event interfaces and annotations.
- com.dxfeed.event.candle - package com.dxfeed.event.candle
-
Defines Candle event (open, high, low, close prices and other information
for a specific period) and provides helper classes.
- com.dxfeed.event.market - package com.dxfeed.event.market
-
Defines regular market event classes.
- com.dxfeed.event.misc - package com.dxfeed.event.misc
-
Defines miscellaneous event classes.
- com.dxfeed.event.option - package com.dxfeed.event.option
-
Defines option-related market event classes.
- com.dxfeed.glossary - package com.dxfeed.glossary
-
Provides utility classes that represent common glossary items in
definitions of market instruments.
- com.dxfeed.ipf - package com.dxfeed.ipf
-
Provides classes to read, write, and represent Instrument Profile Files.
- com.dxfeed.ipf.option - package com.dxfeed.ipf.option
-
Provides classes to group option instruments into option chains by product and underlying symbol and into
series by expiration, mmy, etc within a chain.
- com.dxfeed.model - package com.dxfeed.model
-
Provides convenient data models for events processing.
- com.dxfeed.model.market - package com.dxfeed.model.market
-
Defines models for market events.
- com.dxfeed.promise - package com.dxfeed.promise
-
Provides
Promise
class for request-based APIs that can be used
both synchronously and asynchronously.
- com.dxfeed.schedule - package com.dxfeed.schedule
-
Provides information about trading days, sessions, and their schedules.
- compareTo(InstrumentProfile) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Compares this profile with the specified profile for order.
- compareTo(OptionSeries<T>) - Method in class com.dxfeed.ipf.option.OptionSeries
-
Compares this option series to another one by its attributes.
- compareTypes(String, String) - Static method in enum com.dxfeed.ipf.InstrumentProfileType
-
Compares two specified types for order.
- complete(T) - Method in class com.dxfeed.promise.Promise
-
Completes computation normally with a specified result.
- completeExceptionally(Throwable) - Method in class com.dxfeed.promise.Promise
-
Completes computation exceptionally with a specified exception.
- COMPOSITE - Static variable in class com.dxfeed.event.candle.CandleExchange
-
Composite exchange where data is taken from all exchanges.
- Configuration - Class in com.dxfeed.event.misc
-
Configuration event with application-specific attachment.
- Configuration() - Constructor for class com.dxfeed.event.misc.Configuration
-
Creates new configuration event with default values.
- Configuration(String) - Constructor for class com.dxfeed.event.misc.Configuration
-
Creates new configuration event with the specified event symbol.
- Configuration(String, Object) - Constructor for class com.dxfeed.event.misc.Configuration
-
Creates new configuration event with the specified event symbol and attachment.
- Configuration(String, Object, int) - Constructor for class com.dxfeed.event.misc.Configuration
-
Creates new configuration event with the specified event symbol, attachment and version.
- connect(String) - Method in class com.dxfeed.api.DXEndpoint
-
Connects to the specified remove address.
- containsEventType(Class<?>) - Method in class com.dxfeed.api.DXFeedSubscription
-
Returns true
if this subscription contains the corresponding event type.
- containsEventType(Class<?>) - Method in interface com.dxfeed.api.osub.ObservableSubscription
-
Returns true
if this subscription contains the corresponding event type.
- containsTime(long) - Method in class com.dxfeed.schedule.Day
-
Returns true
if specified time belongs to this day.
- containsTime(long) - Method in class com.dxfeed.schedule.Session
-
Returns true
if specified time belongs to this session.
- create() - Static method in class com.dxfeed.api.DXEndpoint
-
Creates an endpoint with
FEED
role.
- create(DXEndpoint.Role) - Static method in class com.dxfeed.api.DXEndpoint
-
Creates an endpoint with a specified role.
- createSubscription(Class<? extends E>) - Method in class com.dxfeed.api.DXFeed
-
Creates new subscription for a single event type that is attached to this feed.
- createSubscription(Class<? extends E>...) - Method in class com.dxfeed.api.DXFeed
-
Creates new subscription for multiple event types that is attached to this feed.
- createTimeSeriesSubscription(Class<? extends E>) - Method in class com.dxfeed.api.DXFeed
-
Creates new time series subscription for a single event type that is attached to this feed.
- createTimeSeriesSubscription(Class<? extends E>...) - Method in class com.dxfeed.api.DXFeed
-
Creates new time series subscription for multiple event types that is attached to this feed.
- getAdditionalUnderlyings() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns additional underlyings for options, including additional cash.
- getAdditionalUnderlyings() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns additional underlyings for options, including additional cash.
- getAggressorSide() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns aggressor side of this time and sale event.
- getAlignment() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns alignment attribute of this symbol.
- getAskExchangeCode() - Method in class com.dxfeed.event.market.Quote
-
Returns ask exchange code.
- getAskPrice() - Method in class com.dxfeed.event.market.Quote
-
Returns ask price.
- getAskPrice() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns the current ask price on the market when this time and sale event had occurred.
- getAskSize() - Method in class com.dxfeed.event.market.Quote
-
Returns ask size.
- getAskTime() - Method in class com.dxfeed.event.market.Quote
-
Returns time of the last ask change.
- getAskVolume() - Method in class com.dxfeed.event.candle.Candle
-
Returns ask volume in this candle.
- getAttachment() - Method in class com.dxfeed.event.misc.Configuration
-
Returns attachment.
- getAttachment(ClassLoader) - Method in class com.dxfeed.event.misc.Configuration
-
Returns attachment.
- getAttachment() - Method in class com.dxfeed.event.misc.Message
-
Returns attachment.
- getAttachment(ClassLoader) - Method in class com.dxfeed.event.misc.Message
-
Returns attachment.
- getAttribute() - Method in class com.dxfeed.glossary.CFI.Value
-
Returns attribute that contains this value.
- getAttributeForSymbol(String) - Static method in enum com.dxfeed.event.candle.CandleAlignment
-
Returns candle alignment of the given candle symbol string.
- getAttributeForSymbol(String) - Static method in class com.dxfeed.event.candle.CandleExchange
-
Returns exchange attribute object of the given candle symbol string.
- getAttributeForSymbol(String) - Static method in class com.dxfeed.event.candle.CandlePeriod
-
Returns candle period of the given candle symbol string.
- getAttributeForSymbol(String) - Static method in enum com.dxfeed.event.candle.CandlePrice
-
Returns candle price type of the given candle symbol string.
- getAttributeForSymbol(String) - Static method in enum com.dxfeed.event.candle.CandleSession
-
Returns candle session attribute of the given candle symbol string.
- getAttributeStringByKey(String, String) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Returns value of the attribute with the specified key.
- getBaseCurrency() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns base currency of currency pair (FOREX instruments).
- getBaseSymbol() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns base market symbol without attributes.
- getBaseSymbol(String) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Returns base symbol without exchange code and attributes.
- getBidExchangeCode() - Method in class com.dxfeed.event.market.Quote
-
Returns bid exchange code.
- getBidPrice() - Method in class com.dxfeed.event.market.Quote
-
Returns bid price.
- getBidPrice() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns the current bid price on the market when this time and sale event had occurred.
- getBidSize() - Method in class com.dxfeed.event.market.Quote
-
Returns bid size.
- getBidTime() - Method in class com.dxfeed.event.market.Quote
-
Returns time of the last bid change.
- getBidVolume() - Method in class com.dxfeed.event.candle.Candle
-
Returns bid volume in this candle.
- getBuyOrders() - Method in class com.dxfeed.model.market.OrderBookModel
-
Returns bid side (buy orders) of the order book.
- getCalls() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns a sorted map of all calls from strike to a corresponding option instrument.
- getCategory() - Method in class com.dxfeed.glossary.CFI
-
Returns single character for instrument category - the first character of the CFI code.
- getCFI() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns Classification of Financial Instruments code.
- getCFI() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns Classification of Financial Instruments code of this option series.
- getChains() - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Returns a view of chains created by this builder.
- getClose() - Method in class com.dxfeed.event.candle.Candle
-
Returns the last (close) price of this candle.
- getCode() - Method in enum com.dxfeed.event.market.PriceType
-
- getCode() - Method in enum com.dxfeed.event.market.Side
-
- getCode() - Method in class com.dxfeed.glossary.CFI
-
Returns CFI code.
- getCode() - Method in class com.dxfeed.glossary.CFI.Value
-
Returns single character code of this value.
- getCount() - Method in class com.dxfeed.event.candle.Candle
-
Returns total number of original trade (or quote) events in this candle.
- getCountry() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns country of origin (incorporation) of corresponding company or parent entity.
- getCurrency() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns currency of quotation, pricing and trading.
- getCUSIP() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns Committee on Uniform Security Identification Procedures code.
- getDateField(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns day id value for a date field with a specified name.
- getDay() - Method in class com.dxfeed.schedule.Session
-
Returns day to which this session belongs.
- getDayById(int) - Method in class com.dxfeed.schedule.Schedule
-
Returns day for specified day identifier.
- getDayByTime(long) - Method in class com.dxfeed.schedule.Schedule
-
Returns day that contains specified time.
- getDayByYearMonthDay(int) - Method in class com.dxfeed.schedule.Schedule
-
Returns day for specified year, month and day numbers.
- getDayClosePrice() - Method in class com.dxfeed.event.market.Summary
-
Returns the last (close) price for the day.
- getDayClosePriceType() - Method in class com.dxfeed.event.market.Summary
-
Returns the price type of the last (close) price for the day.
- getDayHighPrice() - Method in class com.dxfeed.event.market.Summary
-
Returns the maximal (high) price for the day.
- getDayId() - Method in class com.dxfeed.event.market.Summary
-
Returns identifier of the day that this summary represents.
- getDayId() - Method in class com.dxfeed.schedule.Day
-
Number of this day since January 1, 1970 (that day has identifier of 0 and previous days have negative identifiers).
- getDayLowPrice() - Method in class com.dxfeed.event.market.Summary
-
Returns the minimal (low) price for the day.
- getDayOfMonth() - Method in class com.dxfeed.schedule.Day
-
Returns ordinal day number in the month starting with 1 for the first day of month.
- getDayOfWeek() - Method in class com.dxfeed.schedule.Day
-
Returns ordinal day number in the week starting with 1=Monday and ending with 7=Sunday.
- getDayOpenPrice() - Method in class com.dxfeed.event.market.Summary
-
Returns the first (open) price for the day.
- getDayVolume() - Method in class com.dxfeed.event.market.Trade
-
Returns total volume traded for a day.
- getDelta() - Method in class com.dxfeed.event.option.Greeks
-
Return option delta.
- getDelta() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns delta of the theoretical price.
- getDescription() - Method in class com.dxfeed.event.market.Profile
-
Returns description of the security instrument.
- getDescription() - Method in class com.dxfeed.glossary.CFI.Attribute
-
Returns description of this attribute.
- getDescription() - Method in class com.dxfeed.glossary.CFI.Value
-
Returns description of this value.
- getDescription() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns description of instrument,
preferable an international one in Latin alphabet.
- getDividend() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns implied simple dividend return of the corresponding option series.
- getEndTime() - Method in class com.dxfeed.schedule.Day
-
Returns end time of this day (exclusive).
- getEndTime() - Method in class com.dxfeed.schedule.Session
-
Returns end time of this session (exclusive).
- getEventId() - Method in class com.dxfeed.event.candle.Candle
-
Returns identifier of this event.
- getEventId() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns identifier of this event.
- getEventId() - Method in interface com.dxfeed.event.TimeSeriesEvent
-
Returns identifier of this event.
- getEventSymbol() - Method in class com.dxfeed.api.osub.TimeSeriesSubscriptionSymbol
-
Returns event symbol.
- getEventSymbol() - Method in class com.dxfeed.event.candle.Candle
-
Returns candle event symbol.
- getEventSymbol() - Method in interface com.dxfeed.event.EventType
-
Returns event symbol that identifies this event type in
subscription
.
- getEventSymbol() - Method in class com.dxfeed.event.market.MarketEvent
-
Returns symbol for this event.
- getEventSymbol() - Method in class com.dxfeed.event.misc.Configuration
-
Returns symbol for this event.
- getEventSymbol() - Method in class com.dxfeed.event.misc.Message
-
Returns symbol for this event.
- getEventTypes() - Method in class com.dxfeed.api.DXEndpoint
-
Returns a set of all event types supported by this endpoint.
- getEventTypes() - Method in class com.dxfeed.api.DXFeedSubscription
-
Returns a set of subscribed event types.
- getEventTypes() - Method in interface com.dxfeed.api.osub.ObservableSubscription
-
Returns a set of event types for this subscription.
- getException() - Method in class com.dxfeed.promise.Promise
-
Returns exceptional outcome of computation.
- getExchange() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns exchange attribute of this symbol.
- getExchangeCode() - Method in class com.dxfeed.event.candle.CandleExchange
-
Returns exchange code.
- getExchangeCode(String) - Static method in class com.dxfeed.event.market.MarketEventSymbols
-
Returns exchange code of the specified symbol or '\0'
if none is defined.
- getExchangeCode() - Method in class com.dxfeed.event.market.Order
-
Returns exchange code of this order.
- getExchangeCode() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns exchange code of this time and sale event.
- getExchangeCode() - Method in class com.dxfeed.event.market.Trade
-
Returns exchange code of the last trade.
- getExchangeData() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns exchange-specific data required to properly identify instrument when communicating with exchange.
- getExchanges() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns list of exchanges where instrument is quoted or traded.
- getExchangeSaleConditions() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns sale conditions provided for this event by data feed.
- getExpiration() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns day id of expiration.
- getExpiration() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns day id of expiration.
- getExpirationStyle() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns expiration cycle style, such as "Weeklys", "Quarterlys".
- getExpirationStyle() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns expiration cycle style, such as "Weeklys", "Quarterlys".
- getFeed() - Method in class com.dxfeed.api.DXEndpoint
-
Returns feed that is associated with this endpoint.
- getField(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns field value with a specified name.
- getField(InstrumentProfile) - Method in enum com.dxfeed.ipf.InstrumentProfileField
-
Returns value of this field for specified profile in textual representation.
- getFilter() - Method in class com.dxfeed.model.market.OrderBookModel
-
Returns filter for the model.
- getFirstSession(SessionFilter) - Method in class com.dxfeed.schedule.Day
-
Returns first session belonging to this day accepted by specified filter.
- getFlags() - Method in class com.dxfeed.event.market.Summary
-
Returns implementation-specific flags.
- getFlags() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns implementation-specific flags.
- getFromTime() - Method in class com.dxfeed.api.DXFeedTimeSeriesSubscription
-
Returns the earliest timestamp from which time-series of events shall be received.
- getFromTime() - Method in class com.dxfeed.api.osub.TimeSeriesSubscriptionSymbol
-
Returns subscription time.
- getGamma() - Method in class com.dxfeed.event.option.Greeks
-
Returns option gamma.
- getGamma() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns gamma of the theoretical price.
- getGroup() - Method in class com.dxfeed.glossary.CFI
-
Returns single character for instrument group - the second character of the CFI code.
- getHaltEndTime() - Method in class com.dxfeed.event.market.Profile
-
Returns ending time of the trading halt interval.
- getHaltStartTime() - Method in class com.dxfeed.event.market.Profile
-
Returns starting time of the trading halt interval.
- getHigh() - Method in class com.dxfeed.event.candle.Candle
-
Returns the maximal (high) price of this candle.
- getICB() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns Industry Classification Benchmark.
- getIndex() - Method in interface com.dxfeed.event.IndexedEvent
-
Returns unique per-symbol index of this event.
- getIndex() - Method in class com.dxfeed.event.market.Order
-
Returns unique per-symbol index of this order.
- getInstance(DXEndpoint.Role) - Static method in class com.dxfeed.api.DXEndpoint
-
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
- getInstance() - Static method in class com.dxfeed.api.DXFeed
-
Returns a default application-wide singleton instance of DXFeed.
- getInstance() - Static method in class com.dxfeed.api.DXPublisher
-
Returns a default application-wide singleton instance of DXPublisher.
- getInstance(InstrumentProfile) - Static method in class com.dxfeed.schedule.Schedule
-
Returns default schedule instance for specified instrument profile.
- getInstance(String) - Static method in class com.dxfeed.schedule.Schedule
-
Returns default schedule instance for specified schedule definition.
- getInstance(InstrumentProfile, String) - Static method in class com.dxfeed.schedule.Schedule
-
Returns schedule instance for specified instrument profile and trading venue.
- getIntCode() - Method in class com.dxfeed.glossary.CFI
-
Returns integer representation of CFI code.
- getInterest() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns implied simple interest return of the corresponding option series.
- getISIN() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns International Securities Identifying Number.
- getLastEvent(E) - Method in class com.dxfeed.api.DXFeed
-
Returns the last event for the specified event instance.
- getLastEventPromise(Class<E>, Object) - Method in class com.dxfeed.api.DXFeed
-
Requests the last event for the specified event type and symbol.
- getLastEvents(Collection<E>) - Method in class com.dxfeed.api.DXFeed
-
Returns the last events for the specified list of event instances.
- getLastModified() - Method in class com.dxfeed.ipf.InstrumentProfileReader
-
- getLastSession(SessionFilter) - Method in class com.dxfeed.schedule.Day
-
Returns last session belonging to this day accepted by specified filter.
- getLastTrade() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns day id of last trading day.
- getLastTrade() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns day id of last trading day.
- getLevel() - Method in class com.dxfeed.event.market.Order
-
Returns detail level of this order.
- getLocalDescription() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns description of instrument in national language.
- getLocalSymbol() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns identifier of instrument in national language.
- getLotSize() - Method in class com.dxfeed.model.market.OrderBookModel
-
Returns lot size.
- getLow() - Method in class com.dxfeed.event.candle.Candle
-
Returns the minimal (low) price of this candle.
- getMap() - Method in class com.dxfeed.glossary.AdditionalUnderlyings
-
Returns internal representation of additional underlyings as a map from underlying symbol to its SPC.
- getMarketMaker() - Method in class com.dxfeed.event.market.Order
-
Returns market maker or other aggregate identifier of this order.
- getMarshalledAttachment() - Method in class com.dxfeed.event.misc.Configuration
-
Returns implementation-specific form of an attachment.
- getMarshalledAttachment() - Method in class com.dxfeed.event.misc.Message
-
Returns implementation-specific form of an attachment.
- getMMY() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns maturity month-year as provided for corresponding FIX tag (200).
- getMMY() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns maturity month-year as provided for corresponding FIX tag (200).
- getMonthOfYear() - Method in class com.dxfeed.schedule.Day
-
Returns calendar month number in the year starting with 1=January and ending with 12=December.
- getMultiplier() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns market value multiplier.
- getMultiplier() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns market value multiplier.
- getName() - Method in class com.dxfeed.glossary.CFI.Attribute
-
Returns short name of this attribute.
- getName() - Method in class com.dxfeed.glossary.CFI.Value
-
Returns short name of this value.
- getName() - Method in class com.dxfeed.schedule.Schedule
-
Returns name of this schedule.
- getNearestSessionByTime(long, SessionFilter) - Method in class com.dxfeed.schedule.Schedule
-
Returns session that is nearest to the specified time and that is accepted by specified filter.
- getNextDay(DayFilter) - Method in class com.dxfeed.schedule.Day
-
Returns following day accepted by specified filter.
- getNextSession(SessionFilter) - Method in class com.dxfeed.schedule.Session
-
Returns following session accepted by specified filter.
- getNStrikesAround(int, double) - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns n strikes the are centered around a specified strike value.
- getNumericField(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns numeric field value with a specified name.
- getNumericField(InstrumentProfile) - Method in enum com.dxfeed.ipf.InstrumentProfileField
-
Returns value of this field for specified profile in numeric representation.
- getOpen() - Method in class com.dxfeed.event.candle.Candle
-
Returns the first (open) price of this candle.
- getOpenInterest() - Method in class com.dxfeed.event.market.Summary
-
Returns open interest of the symbol as the number of open contracts.
- getOPOL() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns official Place Of Listing, the organization that have listed this instrument.
- getOptionType() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns type of option.
- getOptionType() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns type of option.
- getPeriod() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns aggregation period of this symbol.
- getPeriodIntervalMillis() - Method in class com.dxfeed.event.candle.CandlePeriod
-
Returns aggregation period in milliseconds as closely as possible.
- getPeriodIntervalMillis() - Method in enum com.dxfeed.event.candle.CandleType
-
Returns candle type period in milliseconds as closely as possible.
- getPrevDay(DayFilter) - Method in class com.dxfeed.schedule.Day
-
Returns previous day accepted by specified filter.
- getPrevDayClosePrice() - Method in class com.dxfeed.event.market.Summary
-
Returns the last (close) price for the previous day.
- getPrevDayClosePriceType() - Method in class com.dxfeed.event.market.Summary
-
Returns the price type of the last (close) price for the previous day.
- getPrevDayId() - Method in class com.dxfeed.event.market.Summary
-
Returns identifier of the previous day that this summary represents.
- getPrevSession(SessionFilter) - Method in class com.dxfeed.schedule.Session
-
Returns previous session accepted by specified filter.
- getPrice() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns price type attribute of this symbol.
- getPrice() - Method in class com.dxfeed.event.market.Order
-
Returns price of this order.
- getPrice() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns price of this time and sale event.
- getPrice() - Method in class com.dxfeed.event.market.Trade
-
Returns price of the last trade.
- getPrice() - Method in class com.dxfeed.event.option.Greeks
-
Returns option market price.
- getPrice() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns theoretical option price.
- getPriceIncrement() - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns first price increment (for price range adjacent to 0), usually the smallest one.
- getPriceIncrement(double) - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns price increment which shall be applied to the specified price.
- getPriceIncrement(double, int) - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns price increment which shall be applied to the specified price in the specified direction.
- getPriceIncrements() - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns internal representation of price increments as a single array of double values.
- getPriceIncrements() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns minimum allowed price increments with corresponding price ranges.
- getPricePrecision() - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns first price precision (for price range adjacent to 0), usually the largest one.
- getPricePrecision(double) - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns price precision for the price range which contains specified price.
- getProduct() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns product for futures and options on futures (underlying asset name).
- getPublisher() - Method in class com.dxfeed.api.DXEndpoint
-
Returns publisher that is associated with this endpoint.
- getPuts() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns a sorted map of all puts from strike to a corresponding option instrument.
- getResetTime() - Method in class com.dxfeed.schedule.Day
-
Returns reset time for this day.
- getResult() - Method in class com.dxfeed.promise.Promise
-
Returns result of computation.
- getRho() - Method in class com.dxfeed.event.option.Greeks
-
Returns option rho.
- getRole() - Method in class com.dxfeed.api.DXEndpoint
-
Returns the role of this endpoint.
- getSchedule() - Method in class com.dxfeed.schedule.Day
-
Returns schedule to which this day belongs.
- getSEDOL() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns Stock Exchange Daily Official List.
- getSellOrders() - Method in class com.dxfeed.model.market.OrderBookModel
-
Returns offer side (sell orders) of the order book.
- getSequence() - Method in class com.dxfeed.event.candle.Candle
-
Returns sequence number of this event to distinguish events that has the same
time
.
- getSequence() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns sequence number of this event to distinguish events that has the same
time
.
- getSeries() - Method in class com.dxfeed.ipf.option.OptionChain
-
Returns a sorted set of option series of this option chain.
- getSession() - Method in class com.dxfeed.event.candle.CandleSymbol
-
Returns session attribute of this symbol.
- getSessionByTime(long) - Method in class com.dxfeed.schedule.Day
-
Returns session belonging to this day that contains specified time.
- getSessionByTime(long) - Method in class com.dxfeed.schedule.Schedule
-
Returns session that contains specified time.
- getSessionFilter() - Method in enum com.dxfeed.event.candle.CandleSession
-
Returns session filter that corresponds to this session attribute.
- getSessions() - Method in class com.dxfeed.schedule.Day
-
Returns list of sessions that constitute this day.
- getSettlementStyle() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns settlement price determination style, such as "Open", "Close".
- getSettlementStyle() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns settlement price determination style, such as "Open", "Close".
- getSIC() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns Standard Industrial Classification.
- getSide() - Method in class com.dxfeed.event.market.Order
-
Returns side of this order on the market.
- getSize() - Method in class com.dxfeed.event.market.Order
-
Returns size of this order.
- getSize() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns size of this time and sale event.
- getSize() - Method in class com.dxfeed.event.market.Trade
-
Returns size of the last trade.
- getSource() - Method in class com.dxfeed.model.ObservableListModelListener.Change
-
Returns the source list model of the change
- getSPC(String, String) - Static method in class com.dxfeed.glossary.AdditionalUnderlyings
-
Returns SPC for specified underlying symbol or 0 is specified symbol is not found.
- getSPC(String) - Method in class com.dxfeed.glossary.AdditionalUnderlyings
-
Returns SPC for specified underlying symbol or 0 is specified symbol is not found.
- getSPC() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns shares per contract for options.
- getSPC() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns shares per contract for options.
- getStartTime() - Method in class com.dxfeed.schedule.Day
-
Returns start time of this day (inclusive).
- getStartTime() - Method in class com.dxfeed.schedule.Session
-
Returns start time of this session (inclusive).
- getState() - Method in class com.dxfeed.api.DXEndpoint
-
Returns the state of this endpoint.
- getStatusReason() - Method in class com.dxfeed.event.market.Profile
-
Returns description of the reason that trading was halted.
- getStrike() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns strike price for options.
- getStrikes() - Method in class com.dxfeed.ipf.option.OptionSeries
-
Returns a list of all strikes in ascending order.
- getSubscription(Class<E>) - Method in class com.dxfeed.api.DXPublisher
-
Returns observable set of subscribed symbols for the specified event type.
- getSymbol() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns identifier of instrument,
preferable an international one in Latin alphabet.
- getSymbol() - Method in class com.dxfeed.ipf.option.OptionChain
-
Returns symbol (product or underlying) of this option chain.
- getSymbol() - Method in class com.dxfeed.model.market.OrderBookModel
-
Returns order book symbol, or null
for empty subscription.
- getSymbols() - Method in class com.dxfeed.api.DXFeedSubscription
-
Returns a set of subscribed symbols.
- getText() - Method in class com.dxfeed.glossary.AdditionalUnderlyings
-
Returns textual representation of additional underlyings in the format:
TEXT ::= "" | LIST
LIST ::= AU | AU "; " LIST
AU ::= UNDERLYING " " SPC
Where UNDERLYING is a symbol of underlying instrument and SPC is a number of shares per contract of that underlying.
- getText() - Method in class com.dxfeed.glossary.PriceIncrements
-
Returns textual representation of price increments in the format:
TEXT ::= "" | LIST
LIST ::= INCREMENT | RANGE "; " LIST
RANGE ::= INCREMENT " " UPPER_LIMIT
Where INCREMENT is a price increment in the given price range and UPPER_LIMIT is the upper bound of that range.
- getTheta() - Method in class com.dxfeed.event.option.Greeks
-
Returns option theta.
- getTime() - Method in class com.dxfeed.event.candle.Candle
-
Returns timestamp of original event in milliseconds.
- getTime() - Method in class com.dxfeed.event.market.Order
-
Returns time of this order.
- getTime() - Method in class com.dxfeed.event.market.TimeAndSale
-
Returns timestamp of the original event.
- getTime() - Method in class com.dxfeed.event.market.Trade
-
Returns time of the last trade.
- getTime() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns time of the last theo price computation.
- getTime() - Method in interface com.dxfeed.event.TimeSeriesEvent
-
Returns timestamp of the event.
- getTimeSeriesPromise(Class<E>, Object, long, long) - Method in class com.dxfeed.api.DXFeed
-
Requests time series of events for the specified event type, symbol, and a range of time.
- getTimeZone() - Method in class com.dxfeed.schedule.Schedule
-
Returns time zone in which this schedule is defined.
- getTradingHours() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns trading hours specification.
- getTradingVenues(InstrumentProfile) - Static method in class com.dxfeed.schedule.Schedule
-
Returns trading venues for specified instrument profile.
- getType() - Method in class com.dxfeed.event.candle.CandlePeriod
-
Returns aggregation period type.
- getType() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns type of instrument.
- getType() - Method in enum com.dxfeed.ipf.InstrumentProfileField
-
Returns type of this field.
- getType() - Method in class com.dxfeed.schedule.Session
-
Returns type of this session.
- getUnderlying() - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns primary underlying symbol for options.
- getUnderlyingPrice() - Method in class com.dxfeed.event.option.TheoPrice
-
Returns underlying price at the time of theo price computation.
- getValue() - Method in class com.dxfeed.event.candle.CandlePeriod
-
Returns aggregation period value.
- getValues() - Method in class com.dxfeed.glossary.CFI.Attribute
-
Returns values of this attribute.
- getVega() - Method in class com.dxfeed.event.option.Greeks
-
Returns option vega.
- getVersion() - Method in class com.dxfeed.event.misc.Configuration
-
Returns version.
- getVolatility() - Method in class com.dxfeed.event.option.Greeks
-
Returns Black-Scholes implied volatility of the option.
- getVolume() - Method in class com.dxfeed.event.candle.Candle
-
Returns total volume in this candle.
- getVWAP() - Method in class com.dxfeed.event.candle.Candle
-
Returns volume-weighted average price (VWAP) in this candle.
- getYear() - Method in class com.dxfeed.schedule.Day
-
Returns calendar year - i.e. it returns 1977
for the year 1977
.
- getYearMonthDay() - Method in class com.dxfeed.schedule.Day
-
Returns year, month and day numbers decimally packed in the following way:
YearMonthDay = year * 10000 + month * 100 + day
For example, September 28, 1977 has value 19770928.
- Greeks - Class in com.dxfeed.event.option
-
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks.
- Greeks() - Constructor for class com.dxfeed.event.option.Greeks
-
Creates new greeks with default values.
- Greeks(String) - Constructor for class com.dxfeed.event.option.Greeks
-
Creates new greeks with the specified event symbol.
- SATURDAY - Static variable in class com.dxfeed.schedule.DayFilter
-
- Schedule - Class in com.dxfeed.schedule
-
Schedule class provides API to retrieve and explore trading schedules of different exchanges
and different classes of financial instruments.
- Session - Class in com.dxfeed.schedule
-
Session represents a continuous period of time during which apply same rules regarding trading activity.
- SessionFilter - Class in com.dxfeed.schedule
-
A filter for sessions used by various search methods.
- SessionFilter(SessionType, Boolean) - Constructor for class com.dxfeed.schedule.SessionFilter
-
Creates filter with specified type and trading flag conditions.
- SessionType - Enum in com.dxfeed.schedule
-
Defines type of a session - what kind of trading activity is allowed (if any),
what rules are used, what impact on daily trading statistics it has, etc..
- setAdditionalUnderlyings(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes additional underlyings for options, including additional cash.
- setAdditionalUnderlyings(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes additional underlyings for options, including additional cash.
- setAggressorSide(Side) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes aggressor side of this time and sale event.
- setAskExchangeCode(char) - Method in class com.dxfeed.event.market.Quote
-
Changes ask exchange code.
- setAskPrice(double) - Method in class com.dxfeed.event.market.Quote
-
Changes ask price.
- setAskPrice(double) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes the current ask price on the market when this time and sale event had occurred.
- setAskSize(long) - Method in class com.dxfeed.event.market.Quote
-
Changes ask size.
- setAskTime(long) - Method in class com.dxfeed.event.market.Quote
-
Changes time of the last ask change.
- setAskVolume(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes ask volume in this candle.
- setAttachment(Object) - Method in class com.dxfeed.event.misc.Configuration
-
Changes attachment.
- setAttachment(Object) - Method in class com.dxfeed.event.misc.Message
-
Changes attachment.
- setBaseCurrency(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes base currency of currency pair (FOREX instruments).
- setBidExchangeCode(char) - Method in class com.dxfeed.event.market.Quote
-
Changes bid exchange code.
- setBidPrice(double) - Method in class com.dxfeed.event.market.Quote
-
Changes bid price.
- setBidPrice(double) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes the current bid price on the market when this time and sale event had occurred.
- setBidSize(long) - Method in class com.dxfeed.event.market.Quote
-
Changes bid size.
- setBidTime(long) - Method in class com.dxfeed.event.market.Quote
-
Changes time of the last bid change.
- setBidVolume(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes bid volume in this candle.
- setCancel() - Method in class com.dxfeed.event.market.TimeAndSale
-
Marks this event as a cancellation of a previous event.
- setCFI(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes Classification of Financial Instruments code.
- setCFI(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes Classification of Financial Instruments code.
- setClose(double) - Method in class com.dxfeed.event.candle.Candle
-
Changes the last (close) price of this candle.
- setCorrection() - Method in class com.dxfeed.event.market.TimeAndSale
-
Marks this is event as a correction of a previous event.
- setCount(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes total number of original trade (or quote) events in this candle.
- setCountry(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes country of origin (incorporation) of corresponding company or parent entity.
- setCurrency(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes currency of quotation, pricing and trading.
- setCUSIP(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes Committee on Uniform Security Identification Procedures code.
- setDateField(String, int) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes day id value for a date field with a specified name.
- setDayClosePrice(double) - Method in class com.dxfeed.event.market.Summary
-
Changes the last (close) price for the day.
- setDayClosePriceType(PriceType) - Method in class com.dxfeed.event.market.Summary
-
Changes the price type of the last (close) price for the day.
- setDayHighPrice(double) - Method in class com.dxfeed.event.market.Summary
-
Changes the maximal (high) price for the day.
- setDayId(int) - Method in class com.dxfeed.event.market.Summary
-
Changes identifier of the day that this summary represents.
- setDayLowPrice(double) - Method in class com.dxfeed.event.market.Summary
-
Changes the minimal (low) price for the day.
- setDayOpenPrice(double) - Method in class com.dxfeed.event.market.Summary
-
Changes the first (open) price for the day.
- setDayVolume(long) - Method in class com.dxfeed.event.market.Trade
-
Changes total volume traded for a day.
- setDefaults(byte[]) - Static method in class com.dxfeed.schedule.Schedule
-
Sets shared defaults that are used by individual schedule instances.
- setDelta(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option delta.
- setDelta(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes delta of the theoretical price.
- setDescription(String) - Method in class com.dxfeed.event.market.Profile
-
Changes description of the security instrument.
- setDescription(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes description of instrument,
preferable an international one in Latin alphabet.
- setDividend(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes implied simple dividend return of the corresponding option series.
- setEventId(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes identifier for this event.
- setEventId(long) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes identifier for this event.
- setEventSymbol(CandleSymbol) - Method in class com.dxfeed.event.candle.Candle
-
Changes candle event symbol.
- setEventSymbol(T) - Method in interface com.dxfeed.event.EventType
-
Changes event symbol that identifies this event type in
subscription
.
- setEventSymbol(String) - Method in class com.dxfeed.event.market.MarketEvent
-
Changes symbol for this event.
- setEventSymbol(String) - Method in class com.dxfeed.event.misc.Configuration
-
Changes symbol for this event.
- setEventSymbol(String) - Method in class com.dxfeed.event.misc.Message
-
Changes symbol for this event.
- setExchangeCode(char) - Method in class com.dxfeed.event.market.Order
-
Changes exchange code of this order.
- setExchangeCode(char) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes exchange code of this time and sale event.
- setExchangeCode(char) - Method in class com.dxfeed.event.market.Trade
-
Changes exchange code of the last trade.
- setExchangeData(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes exchange-specific data required to properly identify instrument when communicating with exchange.
- setExchanges(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes list of exchanges where instrument is quoted or traded.
- setExchangeSaleConditions(String) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes sale conditions provided for this event by data feed.
- setExpiration(int) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes day id of expiration.
- setExpiration(int) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes day id of expiration.
- setExpirationStyle(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Returns expiration cycle style, such as "Weeklys", "Quarterlys".
- setExpirationStyle(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Returns expiration cycle style, such as "Weeklys", "Quarterlys".
- setExtendedTradingHours(boolean) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes whether this event represents an extended trading hours sale.
- setField(String, String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes field value with a specified name.
- setField(InstrumentProfile, String) - Method in enum com.dxfeed.ipf.InstrumentProfileField
-
Sets value of this field (in textual representation) to specified profile.
- setFilter(OrderBookModelFilter) - Method in class com.dxfeed.model.market.OrderBookModel
-
Sets the specified filter to the model.
- setFlags(int) - Method in class com.dxfeed.event.market.Summary
-
Changes implementation-specific flags.
- setFlags(int) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes implementation-specific flags.
- setFromTime(long) - Method in class com.dxfeed.api.DXFeedTimeSeriesSubscription
-
Sets the earliest timestamp from which time-series of events shall be received.
- setGamma(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option gamma.
- setGamma(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes gamma of the theoretical price.
- setHaltEndTime(long) - Method in class com.dxfeed.event.market.Profile
-
Changes ending time of the trading halt interval.
- setHaltStartTime(long) - Method in class com.dxfeed.event.market.Profile
-
Changes starting time of the trading halt interval.
- setHigh(double) - Method in class com.dxfeed.event.candle.Candle
-
Changes the maximal (high) price of this candle.
- setICB(int) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes Industry Classification Benchmark.
- setIndex(long) - Method in interface com.dxfeed.event.IndexedEvent
-
Changes unique per-symbol index of this event.
- setIndex(long) - Method in class com.dxfeed.event.market.Order
-
Changes unique per-symbol index of this order.
- setInterest(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes implied simple interest return of the corresponding option series.
- setISIN(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes International Securities Identifying Number.
- setLastTrade(int) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes day id of last trading day.
- setLastTrade(int) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes day id of last trading day.
- setLevel(int) - Method in class com.dxfeed.event.market.Order
-
Changes detail level of this order.
- setLocalDescription(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes description of instrument in national language.
- setLocalSymbol(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes identifier of instrument in national language.
- setLotSize(int) - Method in class com.dxfeed.model.market.OrderBookModel
-
Sets the lot size.
- setLow(double) - Method in class com.dxfeed.event.candle.Candle
-
Changes the minimal (low) price of this candle.
- setMarketMaker(String) - Method in class com.dxfeed.event.market.Order
-
Changes market maker or other aggregate identifier of this order.
- setMarshalledAttachment(Object) - Method in class com.dxfeed.event.misc.Configuration
-
Changes implementation-specific form of an attachment.
- setMarshalledAttachment(Object) - Method in class com.dxfeed.event.misc.Message
-
Changes implementation-specific form of an attachment.
- setMMY(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes maturity month-year as provided for corresponding FIX tag (200).
- setMMY(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes maturity month-year as provided for corresponding FIX tag (200).
- setMultiplier(double) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes market value multiplier.
- setMultiplier(double) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes market value multiplier.
- setNew() - Method in class com.dxfeed.event.market.TimeAndSale
-
Marks this event as a new event (not cancellation or correction).
- setNumericField(String, double) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes numeric field value with a specified name.
- setNumericField(InstrumentProfile, double) - Method in enum com.dxfeed.ipf.InstrumentProfileField
-
Sets value of this field (in numeric representation) to specified profile.
- setOpen(double) - Method in class com.dxfeed.event.candle.Candle
-
Changes the first (open) price of this candle.
- setOpenInterest(long) - Method in class com.dxfeed.event.market.Summary
-
Changes open interest of the symbol as the number of open contracts.
- setOPOL(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes official Place Of Listing, the organization that have listed this instrument.
- setOptionType(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes type of option.
- setOptionType(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes type of option.
- setPrevDayClosePrice(double) - Method in class com.dxfeed.event.market.Summary
-
Changes the last (close) price for the previous day.
- setPrevDayClosePriceType(PriceType) - Method in class com.dxfeed.event.market.Summary
-
Changes the price type of the last (close) price for the previous day.
- setPrevDayId(int) - Method in class com.dxfeed.event.market.Summary
-
Changes identifier of the previous day that this summary represents.
- setPrice(double) - Method in class com.dxfeed.event.market.Order
-
Changes price of this order.
- setPrice(double) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes price of this time and sale event.
- setPrice(double) - Method in class com.dxfeed.event.market.Trade
-
Changes price of the last trade.
- setPrice(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option market price.
- setPrice(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes theoretical option price.
- setPriceIncrements(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes minimum allowed price increments with corresponding price ranges.
- setProduct(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes product for futures and options on futures (underlying asset name).
- setProduct(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes product for futures and options on futures (underlying asset name).
- setRho(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option rho.
- setSEDOL(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes Stock Exchange Daily Official List.
- setSequence(int) - Method in class com.dxfeed.event.candle.Candle
-
- setSequence(int) - Method in class com.dxfeed.event.market.TimeAndSale
-
- setSettlementStyle(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes settlement price determination style, such as "Open", "Close".
- setSettlementStyle(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes settlement price determination style, such as "Open", "Close".
- setSIC(int) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes Standard Industrial Classification.
- setSide(int) - Method in class com.dxfeed.event.market.Order
-
Changes side of this order on the market.
- setSize(long) - Method in class com.dxfeed.event.market.Order
-
Changes size of this order.
- setSize(long) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes size of this time and sale event.
- setSize(long) - Method in class com.dxfeed.event.market.Trade
-
Changes size of the last trade.
- setSPC(double) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes shares per contract for options.
- setSPC(double) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes shares per contract for options.
- setSpreadLeg(boolean) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes whether this event represents a spread leg.
- setStatusReason(String) - Method in class com.dxfeed.event.market.Profile
-
Changes description of the reason that trading was halted.
- setStrike(double) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes strike price for options.
- setStrike(double) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes strike price for options.
- setSymbol(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes identifier of instrument,
preferable an international one in Latin alphabet.
- setSymbol(String) - Method in class com.dxfeed.model.market.OrderBookModel
-
Sets symbol for the order book to subscribe for.
- setSymbols(Collection<?>) - Method in class com.dxfeed.api.DXFeedSubscription
-
Changes the set of subscribed symbols so that it contains just the symbols from the specified collection.
- setSymbols(Object...) - Method in class com.dxfeed.api.DXFeedSubscription
-
Changes the set of subscribed symbols so that it contains just the symbols from the specified array.
- setSymbols(Collection<String>) - Method in class com.dxfeed.model.market.OrderBookCorrector
-
Changes the set of subscribed symbols so that it contains just the symbols from the specified collection.
- setSymbols(String...) - Method in class com.dxfeed.model.market.OrderBookCorrector
-
Changes the set of subscribed symbols so that it contains just the symbols from the specified array.
- setTheta(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option theta.
- setTime(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes timestamp of event in milliseconds.
- setTime(long) - Method in class com.dxfeed.event.market.Order
-
Changes time of this order.
- setTime(long) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes timestamp of event in milliseconds.
- setTime(long) - Method in class com.dxfeed.event.market.Trade
-
Changes time of the last trade.
- setTime(long) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes time of the last theo price computation.
- setTradingHalted(boolean) - Method in class com.dxfeed.event.market.Profile
-
Changes trading halt status of this security instrument.
- setTradingHours(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes trading hours specification.
- setType(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes type of instrument.
- setUnderlying(String) - Method in class com.dxfeed.ipf.InstrumentProfile
-
Changes primary underlying symbol for options.
- setUnderlying(String) - Method in class com.dxfeed.ipf.option.OptionChainsBuilder
-
Changes primary underlying symbol for options.
- setUnderlyingPrice(double) - Method in class com.dxfeed.event.option.TheoPrice
-
Changes underlying price at the time of theo price computation.
- setValidTick(boolean) - Method in class com.dxfeed.event.market.TimeAndSale
-
Changes whether this event represents a valid intraday tick.
- setVega(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes option vega.
- setVersion(int) - Method in class com.dxfeed.event.misc.Configuration
-
Changes version.
- setVolatility(double) - Method in class com.dxfeed.event.option.Greeks
-
Changes Black-Scholes implied volatility of the option.
- setVolume(long) - Method in class com.dxfeed.event.candle.Candle
-
Changes total volume in this candle.
- setVWAP(double) - Method in class com.dxfeed.event.candle.Candle
-
Changes volume-weighted average price (VWAP) in this candle.
- SHORT_DAY - Static variable in class com.dxfeed.schedule.DayFilter
-
Accepts short days only - those with
(isShortDay()
== true)
.
- shortDay - Variable in class com.dxfeed.schedule.DayFilter
-
Required short day flag, null
if not relevant.
- Side - Enum in com.dxfeed.event.market
-
Side of an order or a trade.
- SIDE_BUY - Static variable in class com.dxfeed.event.market.Order
-
Order to buy (bid).
- SIDE_SELL - Static variable in class com.dxfeed.event.market.Order
-
Order to sell (ask or offer).
- subscriptionClosed() - Method in interface com.dxfeed.api.osub.ObservableSubscriptionChangeListener
-
Invoked after subscription is closed or when this listener is
removed
from the subscription.
- Summary - Class in com.dxfeed.event.market
-
Summary information snapshot about the trading session including session highs, lows, etc.
- Summary() - Constructor for class com.dxfeed.event.market.Summary
-
Creates new summary with default values.
- Summary(String) - Constructor for class com.dxfeed.event.market.Summary
-
Creates new summary with the specified event symbol.
- SUNDAY - Static variable in class com.dxfeed.schedule.DayFilter
-
- supportsProperty(String) - Method in class com.dxfeed.api.DXEndpoint.Builder
-
Returns true if the corresponding property key is supported.
- symbolsAdded(Set<?>) - Method in interface com.dxfeed.api.osub.ObservableSubscriptionChangeListener
-
Invoked after a collection of symbols is added to a subscription.
- symbolsRemoved(Set<?>) - Method in interface com.dxfeed.api.osub.ObservableSubscriptionChangeListener
-
Invoked after a collection of symbols is removed from a subscription.