com.dxfeed.ipf.tools
Class OCCParser
java.lang.Object
com.dxfeed.ipf.InstrumentProfileReader
com.dxfeed.ipf.tools.OCCParser
public class OCCParser
- extends InstrumentProfileReader
Parses OCC FIXML file containing definitions of options and returns a list of InstrumentProfile
.
OCC file does not contain information about primary underlying in case of multiple delivery.
In such cases parser uses a heuristic to determine which underlying should be primary.
It finds underlying with maximum shares per contract (SPC) value. If several underlyings have
same SPC then the smallest one (alphabetically) is chosen. Cash underlying is ignored and
could not be chosen as primary unless it is the sole underlying of an option.
Used exchanges according to OCC documentation, usage shown as of May 2008:
-MIC- -ACRONYM-
HEGX HEGX
ICEL IFX
XASE AMEX used
XBOX BOX used
XCBF CFE
XCBO CBOE used
XCBT CBOT
XCME CME
XEUS EOX
XISX ISE used
XNDQ NSDQ used
XNQL NQLX
XOCH ONE
XPBT PBOT
XPHO PHLX used
XPSE PSE used
Method Summary |
java.util.List<InstrumentProfile> |
read(java.io.InputStream in)
Reads and returns instrument profiles from specified stream. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
OCCParser
public OCCParser()
OCCParser
public OCCParser(long bizdate)
OCCParser
public OCCParser(long bizdate,
boolean osi)
read
public java.util.List<InstrumentProfile> read(java.io.InputStream in)
throws java.io.IOException
- Reads and returns instrument profiles from specified stream.
- Overrides:
read
in class InstrumentProfileReader
- Throws:
java.io.IOException
- If an I/O error occurs