com.fxcm.fix.pretrade
Class MarketDataRequest

java.lang.Object
  com.fxcm.fix.pretrade.MarketDataRequest

All Implemented Interfaces:

IFixDefs, IFixFieldDefs, IFixMsgTypeDefs, IFixValueDefs, ITransportable

public class MarketDataRequest
extends Object
implements ITransportable, IFixDefs

Market Data Request, FIX 4-3 with historical snapshots.

Field Summary

static int	MDENTRYTYPESET_ALL All traditional Entry Types
static int	MDENTRYTYPESET_ASK Ask (Offer) side of Entry Types
static int	MDENTRYTYPESET_ASKEXTRA Ask ticks with extra fields
static int	MDENTRYTYPESET_BID Bid side Entry Types
static int	MDENTRYTYPESET_BIDASK Bid and Ask sides of Entry Types
static int	MDENTRYTYPESET_BIDEXTRA Bid ticks with extra fields
static int	MDENTRYTYPESET_EXTRA Tick Extra entries (open [bid,offer], high[bid,offer], low[bid,offer]
static int	MDENTRYTYPESET_HLO High/Low/Open of Entry Types for tick ratio
static int	MDENTRYTYPESET_TICKALL All ticks entries
static int	MDENTRYTYPESET_TICKEXTRA All ticks with all extra fields
static int	MDENTRYTYPESET_TICKRATIO All tradtional fileds for ticks with ratio (same as MDENTRYTYPESET_ALL)
static int	MDENTRYTYPESET_TICKVOLUME Tick Volume entry
static int	MDENTRYTYPESET_UNKNOWN Unkown set of Entry Types
static com.fxcm.entity.ICode	OBJ_TYPE MarketDataRequest message type

Fields inherited from interface com.fxcm.fix.IFixDefs

CHANNEL_COLLATERAL_REPORT, CHANNEL_EMAIL, CHANNEL_EXECUTION_REPORT, CHANNEL_MARKET_DATA, CHANNEL_NEWS, CHANNEL_OTHER, CHANNEL_POSITION_REPORT, CHANNEL_RFQ, CHANNEL_SECURITY_STATUS, CHANNEL_SETTING_ALL, CHANNEL_SETTING_DEFAULT, CHANNEL_TRADING_DATA, CHANNEL_TRADING_SESSION_STATUS, FXCMTIMINGINTERVAL_AUX_HOUR1, FXCMTIMINGINTERVAL_AUX_HOUR2, FXCMTIMINGINTERVAL_AUX_HOUR3, FXCMTIMINGINTERVAL_AUX_HOUR4, FXCMTIMINGINTERVAL_AUX_HOUR6, FXCMTIMINGINTERVAL_AUX_HOUR8, FXCMTIMINGINTERVAL_STORAGE_DAY1, FXCMTIMINGINTERVAL_STORAGE_HOUR1, FXCMTIMINGINTERVAL_STORAGE_HOUR2, FXCMTIMINGINTERVAL_STORAGE_HOUR3, FXCMTIMINGINTERVAL_STORAGE_HOUR4, FXCMTIMINGINTERVAL_STORAGE_HOUR6, FXCMTIMINGINTERVAL_STORAGE_HOUR8, FXCMTIMINGINTERVAL_STORAGE_MIN1, FXCMTIMINGINTERVAL_STORAGE_MIN15, FXCMTIMINGINTERVAL_STORAGE_MIN30, FXCMTIMINGINTERVAL_STORAGE_MIN5, FXCMTIMINGINTERVAL_STORAGE_MONTH1, FXCMTIMINGINTERVAL_STORAGE_TICK, FXCMTIMINGINTERVAL_STORAGE_WEEK1

Fields inherited from interface com.fxcm.fix.IFixValueDefs

ACCT_TYPE_CUSTOMER_SIDE_OF_BOOKS, BUSINESSREJECTREASON_APPLICATION_NOT_AVAILABLE, BUSINESSREJECTREASON_CONDITIONALLY_REQUIRED_FIELD_MISSING, BUSINESSREJECTREASON_NOT_AUTHORIZED, BUSINESSREJECTREASON_OTHER, BUSINESSREJECTREASON_UNKNOWN_ID, BUSINESSREJECTREASON_UNKNOWN_SECURITY, BUSINESSREJECTREASON_UNSUPPORTED_MESSAGE_TYPE, CLORDLINKID_CONTINGENT, CLORDLINKID_PRIMARY, COLLATERAL_STATUS_UNASSIGNED, COLLINQUIRYRESULT_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED, COLLINQUIRYRESULT_INVALID_DESTINATION_REQUESTED, COLLINQUIRYRESULT_INVALID_OR_UNKNOWN_COLLATERAL_TYPE, COLLINQUIRYRESULT_INVALID_OR_UNKNOWN_INSTRUMENT, COLLINQUIRYRESULT_INVALID_PARTIES, COLLINQUIRYRESULT_INVALID_TRANSPORT_TYPE_REQUESTED, COLLINQUIRYRESULT_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED, COLLINQUIRYRESULT_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED, COLLINQUIRYRESULT_OTHER, COLLINQUIRYRESULT_SUCCESSFUL, COLLINQUIRYRESULT_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY, COLLINQUIRYSTATUS_ACCEPTED, COLLINQUIRYSTATUS_COMPLETED, COLLINQUIRYSTATUS_REJECTED, CONTINGENCYTYPE_ELS, CONTINGENCYTYPE_OCO, CONTINGENCYTYPE_OTO, CONTINGENCYTYPE_OTOCO, CXLREJREASON_OTHER, CXLREJREASON_TOO_LATE_TO_CANCEL, CXLREJREASON_UNKNOWN_ORDER, CXLREJRESPONSETO_ORDER_CANCEL_REPLACE_REQUEST, CXLREJRESPONSETO_ORDER_CANCEL_REQUEST, EMAILTYPE_ADMIN_REPLY, EMAILTYPE_NEW, EMAILTYPE_REPLY, EXECTYPE_ORDER_STATUS, EXECTYPE_TRADE, FXCM_ACCT_TYPE_CLEARING, FXCM_ACCT_TYPE_CONTROLLED, FXCM_ACCT_TYPE_MANAGER, FXCM_SESSION_TYPE_CUSTOMER, FXCM_SESSION_TYPE_DEALER, FXCM_SESSION_TYPE_TRADER, FXCMCONTINUOUS_END, FXCMCONTINUOUS_PACKET, FXCMCONTINUOUS_SINGLE, FXCMORDSTATUS_CANCELLED, FXCMORDSTATUS_DEALERINTERVENTION, FXCMORDSTATUS_EXECUTED, FXCMORDSTATUS_EXECUTING, FXCMORDSTATUS_EXPIRED, FXCMORDSTATUS_INPROCESS, FXCMORDSTATUS_PENDING_CALCULATED, FXCMORDSTATUS_PENDING_CANCEL, FXCMORDSTATUS_PENDING_CANCEL_CALCULATED, FXCMORDSTATUS_REJECTED, FXCMORDSTATUS_REQUOTED, FXCMORDSTATUS_WAITING, FXCMORDTYPE_CLOSE, FXCMORDTYPE_CLOSE_LIMIT, FXCMORDTYPE_CLOSE_MARKET, FXCMORDTYPE_CLOSE_PHONE, FXCMORDTYPE_CLOSE_RANGE, FXCMORDTYPE_CLOSE_REQUOTE, FXCMORDTYPE_ENTRY_LIMIT, FXCMORDTYPE_ENTRY_STOP, FXCMORDTYPE_EQUITY_STOP, FXCMORDTYPE_LIMIT, FXCMORDTYPE_LIMIT_TRAILING_ENTRY, FXCMORDTYPE_MARGIN_CALL, FXCMORDTYPE_OPEN, FXCMORDTYPE_OPEN_LIMIT, FXCMORDTYPE_OPEN_MARKET, FXCMORDTYPE_OPEN_PHONE, FXCMORDTYPE_OPEN_RANGE, FXCMORDTYPE_OPEN_REQUOTE, FXCMORDTYPE_RFQ, FXCMORDTYPE_STOP, FXCMORDTYPE_STOP_TRAILING_ENTRY, FXCMORDTYPE_TRAILING_LIMIT, FXCMORDTYPE_TRAILING_STOP, FXCMPRODUCTID_BULLION, FXCMPRODUCTID_COMMODITY, FXCMPRODUCTID_FOREX, FXCMPRODUCTID_INDEX, FXCMPRODUCTID_TREASURY, FXCMREQUESTREJECTREASON_DATA_NOT_FOUND, FXCMREQUESTREJECTREASON_GENERIC, FXCMREQUESTREJECTREASON_OTHER, FXCMREQUESTREJECTREASON_TRADING_SESSION_NOT_FOUND, FXCMREQUESTREJECTREASON_UNKNOWN, FXCMSUBSCRIPTIONSTATUS_SUBSCRIBE, FXCMSUBSCRIPTIONSTATUS_UNSUBSCRIBE, FXCMTIMINGINTERVAL_DAY1, FXCMTIMINGINTERVAL_HOUR1, FXCMTIMINGINTERVAL_MIN1, FXCMTIMINGINTERVAL_MIN15, FXCMTIMINGINTERVAL_MIN30, FXCMTIMINGINTERVAL_MIN5, FXCMTIMINGINTERVAL_MONTH1, FXCMTIMINGINTERVAL_TICK, FXCMTIMINGINTERVAL_WEEK1, MARGIN_CALL_FLAG_NO, MARGIN_CALL_FLAG_YES, MDENTRYTYPE_ASK, MDENTRYTYPE_ASKCLOSE, MDENTRYTYPE_ASKHIGH, MDENTRYTYPE_ASKLOW, MDENTRYTYPE_ASKOPEN, MDENTRYTYPE_BID, MDENTRYTYPE_BIDCLOSE, MDENTRYTYPE_BIDHIGH, MDENTRYTYPE_BIDLOW, MDENTRYTYPE_BIDOPEN, MDENTRYTYPE_HIGH, MDENTRYTYPE_LOW, MDENTRYTYPE_TICKVOLUME, MDREQREJREASON_DUPLICATEDMDREQID, MDREQREJREASON_MDENTRYTYPE, MDREQREJREASON_PERMISSIONS, MDREQREJREASON_SUBSCRIPTIONREQUESTTYPE, MDREQREJREASON_TRADINGSESSIONID, MDREQREJREASON_UNKNOWNSYMBOL, MDREQREJREASON_UNSUPPORTEDSCOPE, MDUPDATEACTION_DELETE, MDUPDATEACTION_NEW, MDUPDATEACTION_UPDATE, MDUPDATETYPE_FULLREFRESH, MDUPDATETYPE_INCREMENTALREFRESH, ORDREJREASON_BROKER_EXCHANGE_OPTION, ORDREJREASON_DUPLICATE_ORDER, ORDREJREASON_DUPLICATE_VERBAL_ORDER, ORDREJREASON_EXCHANGE_CLOSED, ORDREJREASON_INCORRECT_ALLOCATED_QUANTITY, ORDREJREASON_INCORRECT_QUANTITY, ORDREJREASON_INVALID_INVESTOR_ID, ORDREJREASON_ORDER_EXCEEDS_LIMIT, ORDREJREASON_OTHER, ORDREJREASON_STALE_ORDER, ORDREJREASON_SURVEILLENCE_OPTION, ORDREJREASON_TOO_LATE_TO_ENTER, ORDREJREASON_TRADE_ALONG_REQUIRED, ORDREJREASON_UNKNOWN_ACCOUNT, ORDREJREASON_UNKNOWN_ORDER, ORDREJREASON_UNKNOWN_SYMBOL, ORDREJREASON_UNSUPPORTED_ORDER_CHARACTERISTIC, ORDSTATUS_ACCEPTED_FOR_BIDDING, ORDSTATUS_CALCULATED, ORDSTATUS_CANCELLED, ORDSTATUS_DONE_FOR_DAY, ORDSTATUS_EXPIRED, ORDSTATUS_FILLED, ORDSTATUS_NEW, ORDSTATUS_PARTIALLY_FILLED, ORDSTATUS_PENDING_CANCEL, ORDSTATUS_PENDING_NEW, ORDSTATUS_PENDING_REPLACE, ORDSTATUS_REJECTED, ORDSTATUS_REPLACED, ORDSTATUS_STOPPED, ORDSTATUS_SUSPENDED, ORDTYPE_LIMIT, ORDTYPE_MARKET, ORDTYPE_PEG, ORDTYPE_PREVIOUSLY_INDICATED, ORDTYPE_PREVIOUSLY_QUOTED, ORDTYPE_STOP, ORDTYPE_STOP_LIMIT, PEGMOVETYPE_FIXED, PEGMOVETYPE_FLOATING, PEGOFFSETTYPE_BASIS_POINTS, PEGOFFSETTYPE_PRICE, PEGOFFSETTYPE_PRICE_TIER, PEGOFFSETTYPE_TICKS, PEGPRICETYPE_MARKET, PEGPRICETYPE_OPENING, POS_REQ_RESULT_INVALID, POS_REQ_RESULT_NOTAUTHORIZED, POS_REQ_RESULT_NOTFOUND, POS_REQ_RESULT_NOTSUPPORTED, POS_REQ_RESULT_OTHER, POS_REQ_RESULT_VALID, POSREQRESULT_INVALID_OR_UNSUPPORTED_REQUEST, POSREQRESULT_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA, POSREQRESULT_NOT_AUTHORIZED_TO_REQUEST_POSITIONS, POSREQRESULT_OTHER, POSREQRESULT_REQUEST_FOR_POSITION_NOT_SUPPORTED, POSREQRESULT_VALID_REQUEST, POSREQSTATUS_COMPLETED, POSREQSTATUS_REJECTED, POSREQTYPE_POSITIONS, POSREQTYPE_TRADES, PRODUCT_AGENCY, PRODUCT_COMMODITY, PRODUCT_CORPORATE, PRODUCT_CURRENCY, PRODUCT_EQUITY, PRODUCT_FINANCING, PRODUCT_GOVERNMENT, PRODUCT_INDEX, PRODUCT_LOAN, PRODUCT_MONEYMARKET, PRODUCT_MORTGAGE, PRODUCT_MUNICIPAL, PRODUCT_OTHER, QUOTECONDITION_ACTIVE, QUOTECONDITION_INACTIVE, QUOTERESPTYPE_PASS, QUOTETYPE_INDICATIVE, QUOTETYPE_TRADEABLE, SETTL_PRICE_TYPE_FINAL, SIDE_BUY, SIDE_SELL, SIDE_UNDISCLOSED, SUBSCRIPTIONREQUESTTYPE_SNAPSHOT, SUBSCRIPTIONREQUESTTYPE_SUBSCRIBE, SUBSCRIPTIONREQUESTTYPE_UNSUBSCRIBE, TIMEINFORCE_DAY, TIMEINFORCE_FILL_OR_KILL, TIMEINFORCE_GOOD_TILL_CANCEL, TIMEINFORCE_GOOD_TILL_DATE, TIMEINFORCE_IMMEDIATE_OR_CANCEL, TRADSESMODE_PRODUCTION, TRADSESMODE_SIMULATED, TRADSESMODE_TESTING, TRADSESSTATUS_CLOSED, TRADSESSTATUS_HALTED, TRADSESSTATUS_OPEN, TRADSESSTATUS_PRECLOSE, TRADSESSTATUS_PREOPEN, TRADSESSTATUS_REQUESTREJECTED, TRADSESSTATUS_UNKNOWN, TRADSESSTATUSREJREASON_OTHER, TRADSESSTATUSREJREASON_UNKNOWN_OR_INVALID_TRADINGSESSIONID, URGENCY_BACKGROUND, URGENCY_FLASH, URGENCY_NORMAL, USERREQUESTTYPE_ATTACHSESSION, USERREQUESTTYPE_CHANGEPASSWORD, USERREQUESTTYPE_LISTOFSESSIONS, USERREQUESTTYPE_LOADSESSION, USERREQUESTTYPE_LOGOFFUSER, USERREQUESTTYPE_LOGONUSER, USERREQUESTTYPE_LOGONUSER2, USERREQUESTTYPE_USERSTATUS, USERSTATUS_LOGGEDIN, USERSTATUS_NOTLOGGEDIN, USERSTATUS_OTHER, USERSTATUS_PASSWORDCHANGED, USERSTATUS_PASSWORDINCORRECT, USERSTATUS_USERNOTRECOGNISED

Fields inherited from interface com.fxcm.fix.IFixMsgTypeDefs

MSGTYPE_BUSINESSMESSAGEREJECT, MSGTYPE_COLLATERALINQUIRY, MSGTYPE_COLLATERALINQUIRYACK, MSGTYPE_COLLATERALREPORT, MSGTYPE_EMAIL, MSGTYPE_EXECUTION_REPORT, MSGTYPE_FXCMDASMESSAGE, MSGTYPE_FXCMMDSRESPONSEBATCH, MSGTYPE_FXCMNEWSREQUEST, MSGTYPE_FXCMNEWSTOPICREQUEST, MSGTYPE_FXCMNEWSTOPICRESPONSE, MSGTYPE_FXCMREQUEST, MSGTYPE_FXCMREQUESTBATCH, MSGTYPE_FXCMREQUESTREJECT, MSGTYPE_FXCMRESPONSE, MSGTYPE_FXCMRESPONSEBATCH, MSGTYPE_HEARTBEAT, MSGTYPE_LOGON, MSGTYPE_LOGOUT, MSGTYPE_MARKETDATAREQUEST, MSGTYPE_MARKETDATAREQUESTREJECT, MSGTYPE_MARKETDATASNAPSHOTFULLREFRESH, MSGTYPE_MARKETDATASNAPSHOTINCREMENTALREFRESH, MSGTYPE_NEWS, MSGTYPE_ORDERCANCELREJECT, MSGTYPE_ORDERCANCELREPLACEREQUEST, MSGTYPE_ORDERCANCELREQUEST, MSGTYPE_ORDERLIST, MSGTYPE_ORDERMASSSTATUSREQUEST, MSGTYPE_ORDERSINGLE, MSGTYPE_ORDERSTATUSREQUEST, MSGTYPE_POSITIONREPORT, MSGTYPE_QUOTE, MSGTYPE_QUOTE_REQUEST, MSGTYPE_QUOTE_REQUESTREJECT, MSGTYPE_QUOTE_RESPONSE, MSGTYPE_QUOTECANCEL, MSGTYPE_REQUESTFORPOSITIONS, MSGTYPE_REQUESTFORPOSITIONSACK, MSGTYPE_SECURITYLIST, MSGTYPE_SECURITYLISTREQUEST, MSGTYPE_SECURITYSTATUS, MSGTYPE_SECURITYSTATUSREQUEST, MSGTYPE_TESTREQUEST, MSGTYPE_TRADINGSESSIONSTATUS, MSGTYPE_TRADINGSESSIONSTATUSREQUEST, MSGTYPE_USERREQUEST, MSGTYPE_USERRESPONSE

Fields inherited from interface com.fxcm.fix.IFixFieldDefs

FLDTAG_ACCOUNT, FLDTAG_ACCTIDSOURCE, FLDTAG_ACCTTYPE, FLDTAG_AVGPX, FLDTAG_BATCHREQUEST_BATCHRESPONSE, FLDTAG_BIDTYPE, FLDTAG_BUSINESSREJECTREASON, FLDTAG_BUSINESSREJECTREFID, FLDTAG_CASHOUTSTANDING, FLDTAG_CFICODE, FLDTAG_CLEARINGBUSINESSDATE, FLDTAG_CLORDID, FLDTAG_CLORDLINKID, FLDTAG_COLLINQUIRYID, FLDTAG_COLLINQUIRYRESULT, FLDTAG_COLLINQUIRYSTATUS, FLDTAG_COLLRPTID, FLDTAG_COLLSTATUS, FLDTAG_COMMISSION, FLDTAG_CONTINGENCYTYPE, FLDTAG_CONTRACTMULTIPLIER, FLDTAG_CUMQTY, FLDTAG_CURRENCY, FLDTAG_CURRENTVOLUME, FLDTAG_CURRENTVOLUME_TIME, FLDTAG_CXLREJREASON, FLDTAG_CXLREJRESPONSETO, FLDTAG_EFFECTIVETIME, FLDTAG_EMAILTHREADID, FLDTAG_EMAILTYPE, FLDTAG_EMBMSG, FLDTAG_ENDCASH, FLDTAG_ENTITYCODE, FLDTAG_EXECID, FLDTAG_EXECINSTR, FLDTAG_EXECTYPE, FLDTAG_EXPIREDATE, FLDTAG_EXPIRETIME, FLDTAG_FACTOR, FLDTAG_FXCMATTACHSESSION_SID, FLDTAG_FXCMCASHDAILY, FLDTAG_FXCMCLIENTEXTRA, FLDTAG_FXCMCLOSECLORDID, FLDTAG_FXCMCLOSEORDERID, FLDTAG_FXCMCLOSESECONDARYCLORDID, FLDTAG_FXCMCLOSESETTLPRICE, FLDTAG_FXCMCOMMANDID, FLDTAG_FXCMCONDDISTENTRYLIMIT, FLDTAG_FXCMCONDDISTENTRYSTOP, FLDTAG_FXCMCONDDISTLIMIT, FLDTAG_FXCMCONDDISTSTOP, FLDTAG_FXCMCONTINGENCYID, FLDTAG_FXCMCONTINUOUSFLAG, FLDTAG_FXCMDASMESSAGE_ACCTID, FLDTAG_FXCMDASMESSAGE_ACTION, FLDTAG_FXCMDASMESSAGE_CODE, FLDTAG_FXCMDASMESSAGE_KIND, FLDTAG_FXCMDASMESSAGE_LID1, FLDTAG_FXCMDASMESSAGE_LID2, FLDTAG_FXCMDASMESSAGE_MSGIDEXT, FLDTAG_FXCMDASMESSAGE_OBJID, FLDTAG_FXCMDASMESSAGE_OBJTYPE, FLDTAG_FXCMDASMESSAGE_PRICESTREAM, FLDTAG_FXCMDASMESSAGE_SID, FLDTAG_FXCMDASMESSAGE_SRVKIND, FLDTAG_FXCMDBALIAS, FLDTAG_FXCMENDDATE, FLDTAG_FXCMENDTIME, FLDTAG_FXCMERRORDETAILS, FLDTAG_FXCMINCLUDEWEEKENDS, FLDTAG_FXCMMARGINCALL, FLDTAG_FXCMMAXNORESULTS, FLDTAG_FXCMMAXQUANTITY, FLDTAG_FXCMMDENTRYAMOUNT, FLDTAG_FXCMMDENTRYLIST, FLDTAG_FXCMMDLADDERID, FLDTAG_FXCMMDORIGINATOR, FLDTAG_FXCMMDPRICELADDERS, FLDTAG_FXCMMDQUOTEDATETIME, FLDTAG_FXCMMDQUOTEEXPIREDATETIME, FLDTAG_FXCMMDQUOTES, FLDTAG_FXCMMINQUANTITY, FLDTAG_FXCMMSGID, FLDTAG_FXCMNADDONTEXT, FLDTAG_FXCMNOADDON, FLDTAG_FXCMNOPARAM, FLDTAG_FXCMNOPRICESTREAM, FLDTAG_FXCMNOSNAPSHOT, FLDTAG_FXCMORDSTATUS, FLDTAG_FXCMORDTYPE, FLDTAG_FXCMPAGEID, FLDTAG_FXCMPAGEIDNO, FLDTAG_FXCMPAGEVIEWID, FLDTAG_FXCMPAGEVIEWLIFETIME, FLDTAG_FXCMPARAMNAME, FLDTAG_FXCMPARAMVALUE, FLDTAG_FXCMPEGFLUCTUATEPTS, FLDTAG_FXCMPOSCLOSEPNL, FLDTAG_FXCMPOSCLOSETIME, FLDTAG_FXCMPOSCOMMISSION, FLDTAG_FXCMPOSID, FLDTAG_FXCMPOSIDREF, FLDTAG_FXCMPOSINTEREST, FLDTAG_FXCMPOSOPENTIME, FLDTAG_FXCMPRICESTREAMID, FLDTAG_FXCMPRICESTREAMNAME, FLDTAG_FXCMPRODUCTID, FLDTAG_FXCMREQUESTREJECT, FLDTAG_FXCMSERVERTIMEZONE, FLDTAG_FXCMSERVERTIMEZONENAME, FLDTAG_FXCMSESSIONMANAGERID, FLDTAG_FXCMSTART, FLDTAG_FXCMSTARTDATE, FLDTAG_FXCMSTARTTIME, FLDTAG_FXCMSUBSCRIPTIONSTATUS, FLDTAG_FXCMSYMID, FLDTAG_FXCMSYMINTERESTBUY, FLDTAG_FXCMSYMINTERESTSELL, FLDTAG_FXCMSYMMARGINRATIO, FLDTAG_FXCMSYMPOINTSIZE, FLDTAG_FXCMSYMPRECISION, FLDTAG_FXCMSYMSORTORDER, FLDTAG_FXCMTIMINGINTERVAL, FLDTAG_FXCMTIMINGINTERVAL_AUX, FLDTAG_FXCMTOPICID1, FLDTAG_FXCMTOPICID2, FLDTAG_FXCMTOPICID3, FLDTAG_FXCMTOPICID4, FLDTAG_FXCMTOPICID5, FLDTAG_FXCMTRADINGSTATUS, FLDTAG_FXCMUSEDMARGIN, FLDTAG_FXCMUSEDMARGIN3, FLDTAG_HEADLINE, FLDTAG_LASTPX, FLDTAG_LASTQTY, FLDTAG_LASTRPTREQUESTED, FLDTAG_LEAVESQTY, FLDTAG_LEGPRICE, FLDTAG_LINESOFTEXT, FLDTAG_LISTID, FLDTAG_LISTSEQNO, FLDTAG_LONGQTY, FLDTAG_MARGINRATIO, FLDTAG_MARKETDEPTH, FLDTAG_MASSSTATUSREQID, FLDTAG_MASSSTATUSREQTYPE, FLDTAG_MDENTRYDATE, FLDTAG_MDENTRYID, FLDTAG_MDENTRYORIGINATOR, FLDTAG_MDENTRYPX, FLDTAG_MDENTRYSIZE, FLDTAG_MDENTRYTIME, FLDTAG_MDENTRYTYPE, FLDTAG_MDREQID, FLDTAG_MDREQREJREASON, FLDTAG_MDUPDATEACTION, FLDTAG_MDUPDATETYPE, FLDTAG_MSGSEQNUM, FLDTAG_MSGTYPE, FLDTAG_NEWPASSWORD, FLDTAG_NOLEGS, FLDTAG_NOMDENTRIES, FLDTAG_NOMDENTRYTYPES, FLDTAG_NOORDERS, FLDTAG_NOPARTYIDS, FLDTAG_NOPARTYSUBIDS, FLDTAG_NOPOSAMT, FLDTAG_NOPOSITIONS, FLDTAG_NORELATEDSYM, FLDTAG_NOTRADINGSESSIONS, FLDTAG_OPENCLOSESETTLFLAG, FLDTAG_ORDER_QTY, FLDTAG_ORDER_QTY2, FLDTAG_ORDER_REJECTION_REASON, FLDTAG_ORDERID, FLDTAG_ORDERPERCENT, FLDTAG_ORDERSTATUS, FLDTAG_ORDERSTATUSREQID, FLDTAG_ORDTYPE, FLDTAG_ORIGCLORDID, FLDTAG_ORIGORDMODTIME, FLDTAG_ORIGTIME, FLDTAG_PARTY_ROLE, FLDTAG_PARTYID, FLDTAG_PARTYID_SOURCE, FLDTAG_PARTYSUBID, FLDTAG_PARTYSUBIDTYPE, FLDTAG_PASSWORD, FLDTAG_PEGLIMITTYPE, FLDTAG_PEGMOVETYPE, FLDTAG_PEGOFFSETTYPE, FLDTAG_PEGOFFSETVALUE, FLDTAG_PEGPRICETYPE, FLDTAG_PEGROUNDDIRECTION, FLDTAG_PEGSCOPE, FLDTAG_POSAMT, FLDTAG_POSAMTTYPE, FLDTAG_POSMAINTRPTID, FLDTAG_POSREQID, FLDTAG_POSREQRESULT, FLDTAG_POSREQSTATUS, FLDTAG_POSREQTYPE, FLDTAG_POSTYPE, FLDTAG_PREVCLOSEPX, FLDTAG_PRICE, FLDTAG_PRIORSETTLPRICE, FLDTAG_PRODUCT, FLDTAG_QUANTITY, FLDTAG_QUOTE_BIDPX, FLDTAG_QUOTE_ID, FLDTAG_QUOTE_OFFERPX, FLDTAG_QUOTE_REQ_ID, FLDTAG_QUOTE_REQUEST_REJECT_REASON, FLDTAG_QUOTE_RESP_ID, FLDTAG_QUOTE_RESP_TYPE, FLDTAG_QUOTECANCELTYPE, FLDTAG_QUOTECONDITION, FLDTAG_QUOTEENTRYID, FLDTAG_QUOTETYPE, FLDTAG_RAWDATA, FLDTAG_RAWDATALENGTH, FLDTAG_REFMSGTYPE, FLDTAG_REPEAT_COUNTER, FLDTAG_RESPONSE_FORMAT, FLDTAG_RESPONSEENCODING, FLDTAG_ROUNDLOT, FLDTAG_SECONDARYCLORDID, FLDTAG_SECONDARYORDERID, FLDTAG_SECURITYLISTREQUESTTYPE, FLDTAG_SECURITYREQID, FLDTAG_SECURITYREQUESTRESULT, FLDTAG_SECURITYRESPONSEID, FLDTAG_SECURITYSTATUSREQID, FLDTAG_SECURITYTYPE, FLDTAG_SETTLDATE, FLDTAG_SETTLPRICE, FLDTAG_SETTLPRICETYPE, FLDTAG_SETTLTYPE, FLDTAG_SHORTQTY, FLDTAG_SIDE, FLDTAG_STARTCASH, FLDTAG_STOPPX, FLDTAG_SUBJECT, FLDTAG_SUBSCRIPTIONREQUESTTYPE, FLDTAG_SYMBOL, FLDTAG_TESTREQID, FLDTAG_TEXT, FLDTAG_TIMEINFORCE, FLDTAG_TOTNOORDERS, FLDTAG_TOTNUMPOSREPORTS, FLDTAG_TOTNUMREPORTS, FLDTAG_TRADEDATE, FLDTAG_TRADEORIGINATIONDATE, FLDTAG_TRADINGSESSIONID, FLDTAG_TRADINGSESSIONSUBID, FLDTAG_TRADSESCLOSETIME, FLDTAG_TRADSESMODE, FLDTAG_TRADSESOPENTIME, FLDTAG_TRADSESREQID, FLDTAG_TRADSESSTARTTIME, FLDTAG_TRADSESSTATUS, FLDTAG_TRADSESSTATUSREJREASON, FLDTAG_TRANSACTTIME, FLDTAG_UNSOLICITEDINDICATOR, FLDTAG_URGENCY, FLDTAG_USERNAME, FLDTAG_USERREQUESTID, FLDTAG_USERREQUESTTYPE, FLDTAG_USERSTATUS, FLDTAG_USERSTATUSTEXT, FLDTAG_VALIDUNTILTIME, FLDTAG_WORKINGINDICATOR

Constructor Summary

MarketDataRequest()
Creates object with default state.

Method Summary

void	addRelatedSymbol(Instrument aSymbol) Add currency symbol to request.
boolean	fill(IMessage aMsg) Fills object state based on message state.
UTCTimestamp	getEndTimestamp() Obtains ending time for historical snapshots.
UTCDate	getFXCMEndDate() Obtains ending date for historical snapshots.
UTCTimeOnly	getFXCMEndTime() Obtains ending time for historical snapshots.
int	getFXCMNoSnapshot() Obtains number of desired sapshots.
UTCDate	getFXCMStartDate() Obtains starting date for historical snapshots.
UTCTimeOnly	getFXCMStartTime() Obtains starting time for historical snapshots.
IFXCMTimingInterval	getFXCMTimingInterval() Obtains current timing interval.
long	getMakingTime() Return the time when this instance of ITransportable object was made
int	getMDEntryTypeSet() Shows current set of entry types to request.
String	getMDReqID() Obtains current market data request ID.
int	getMDUpdateType() Specifies the type of Market Data update.
String	getPriceStream()
Enumeration	getRelatedSymbols() Obtains list of currency symbols to retrieve.
String	getRequestID() Obtains the Request ID on this object
String	getResponseFormat()
UTCTimestamp	getStartTimestamp() Obtains starting time for historical snapshots.
ISubscriptionRequestType	getSubscriptionRequestType() Obtains current Subscription Request Type.
String	getTradingSessionID() Obtains current Trading Session ID.
String	getTradingSessionSubID() Obtains current Trading Session sub ID.
com.fxcm.entity.ICode	getType() Obtains object type.
boolean	isIncludeWeekends()
boolean	isValid() Determines whether object state is valid.
void	reset() Reset object state to default values.
void	setFXCMEndDate(UTCDate aFXCMEndDate) Specifies a ending point to retrieve for historical snapshots.
void	setFXCMEndTime(UTCTimeOnly aFXCMEndTime) Specifies a ending point to retrieve for historical snapshots.
void	setFXCMNoSnapshot(int aFXCMNoSnapshot) Updates number of desired sapshots.
void	setFXCMStartDate(UTCDate aFXCMStartDate) Specifies a starting point to retrieve for historical snapshots.
void	setFXCMStartTime(UTCTimeOnly aFXCMStartTime) Specifies a starting point to retrieve for historical snapshots.
void	setFXCMTimingInterval(IFXCMTimingInterval aFXCMTimingInterval) Specifies timing interval to request.
void	setIncludeWeekends(boolean aIncludeWeekends)
void	setMDEntryTypeSet(int aMDEntryTypeSet) Updates set of entry types to request.
void	setMDReqID(String aMDReqID) Sets Market Data Request ID.
void	setMDUpdateType(int aMDUpdateType) Specifies the type of Market Data update.
void	setPriceStream(String mPriceStream)
void	setResponseFormat(String aResponseFormat)
void	setSubscriptionRequestType(ISubscriptionRequestType aSubscriptionRequestType) Updates Subscription Request Type.
void	setSubscriptionRequestType(String aSubscriptionRequestType) Updates Subscription Request Type.
void	setTradingSessionID(String aTradingSessionID) Updates Trading Session ID.
void	setTradingSessionSubID(String aTradingSessionSubID) Updates Trading Session sub ID.
IMessage	toMessage(String aSID, IMessageFactory aFactory) Converts object to message.
IMessage	toMessage(String aSID, String aTradingSessionID, String aTradingSessionSubID, String aRequestID, int aOptions, IMessageFactory aFactory) Converts object to IMessage.
String	toString()
boolean	update(IMessage aMsg) Update object state based on message state.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

OBJ_TYPE

public static final com.fxcm.entity.ICode OBJ_TYPE

MarketDataRequest message type

MDENTRYTYPESET_UNKNOWN

public static final int MDENTRYTYPESET_UNKNOWN

Unkown set of Entry Types

See Also:

Constant Field Values

MDENTRYTYPESET_BID

public static final int MDENTRYTYPESET_BID

Bid side Entry Types

See Also:

Constant Field Values

MDENTRYTYPESET_ASK

public static final int MDENTRYTYPESET_ASK

Ask (Offer) side of Entry Types

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Constant Field Values

MDENTRYTYPESET_HLO

public static final int MDENTRYTYPESET_HLO

High/Low/Open of Entry Types for tick ratio

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MDENTRYTYPESET_EXTRA

public static final int MDENTRYTYPESET_EXTRA

Tick Extra entries (open [bid,offer], high[bid,offer], low[bid,offer]

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MDENTRYTYPESET_TICKVOLUME

public static final int MDENTRYTYPESET_TICKVOLUME

Tick Volume entry

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MDENTRYTYPESET_BIDASK

public static final int MDENTRYTYPESET_BIDASK

Bid and Ask sides of Entry Types

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MDENTRYTYPESET_ALL

public static final int MDENTRYTYPESET_ALL

All traditional Entry Types

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MDENTRYTYPESET_TICKRATIO

public static final int MDENTRYTYPESET_TICKRATIO

All tradtional fileds for ticks with ratio (same as MDENTRYTYPESET_ALL)

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MDENTRYTYPESET_BIDEXTRA

public static final int MDENTRYTYPESET_BIDEXTRA

Bid ticks with extra fields

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MDENTRYTYPESET_ASKEXTRA

public static final int MDENTRYTYPESET_ASKEXTRA

Ask ticks with extra fields

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MDENTRYTYPESET_TICKEXTRA

public static final int MDENTRYTYPESET_TICKEXTRA

All ticks with all extra fields

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MDENTRYTYPESET_TICKALL

public static final int MDENTRYTYPESET_TICKALL

All ticks entries

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Constant Field Values

Constructor Detail

MarketDataRequest

public MarketDataRequest()

Creates object with default state.

Method Detail

getType

public com.fxcm.entity.ICode getType()

Obtains object type.

Specified by:

getType in interface ITransportable

Returns:

code of object type.

setMDReqID

public void setMDReqID(String aMDReqID)

Sets Market Data Request ID.

Parameters:

aMDReqID - Must be unique withing system, use ConnectionManager.getNextRequestID() to generate one.

setTradingSessionID

public void setTradingSessionID(String aTradingSessionID)

Updates Trading Session ID.

"FXCM" by default.

Parameters:

aTradingSessionID -

setTradingSessionSubID

public void setTradingSessionSubID(String aTradingSessionSubID)

Updates Trading Session sub ID.

Use that as dealing desk name. Empty by default.

Parameters:

aTradingSessionSubID -

setSubscriptionRequestType

public void setSubscriptionRequestType(String aSubscriptionRequestType)

Updates Subscription Request Type.

Snapshot by default

Parameters:

aSubscriptionRequestType -

setSubscriptionRequestType

public void setSubscriptionRequestType(ISubscriptionRequestType aSubscriptionRequestType)

Updates Subscription Request Type.

Snapshot by default

Parameters:

aSubscriptionRequestType -

setMDEntryTypeSet

public void setMDEntryTypeSet(int aMDEntryTypeSet)

Updates set of entry types to request.

Unknown by default

Parameters:

aMDEntryTypeSet - one of MDENTRYTYPESET_* constants

setFXCMNoSnapshot

public void setFXCMNoSnapshot(int aFXCMNoSnapshot)

Updates number of desired sapshots.

0 by default. That is alternative way to specify hostorical requests: latest FXCMNoSnapshot snaphshots from history.

Parameters:

aFXCMNoSnapshot - number of snapshots to receive

addRelatedSymbol

public void addRelatedSymbol(Instrument aSymbol)

Add currency symbol to request.

Parameters:

aSymbol -

setFXCMTimingInterval

public void setFXCMTimingInterval(IFXCMTimingInterval aFXCMTimingInterval)

Specifies timing interval to request.

Tick by default.

Parameters:

aFXCMTimingInterval -

setFXCMStartDate

public void setFXCMStartDate(UTCDate aFXCMStartDate)

Specifies a starting point to retrieve for historical snapshots.

Empty by default.

Parameters:

aFXCMStartDate -

setFXCMStartTime

public void setFXCMStartTime(UTCTimeOnly aFXCMStartTime)

Specifies a starting point to retrieve for historical snapshots.

Empty by default.

Parameters:

aFXCMStartTime -

setFXCMEndDate

public void setFXCMEndDate(UTCDate aFXCMEndDate)

Specifies a ending point to retrieve for historical snapshots.

Empty by default.

Parameters:

aFXCMEndDate -

setFXCMEndTime

public void setFXCMEndTime(UTCTimeOnly aFXCMEndTime)

Specifies a ending point to retrieve for historical snapshots.

Empty by default.

Parameters:

aFXCMEndTime -

getMDEntryTypeSet

public int getMDEntryTypeSet()

Shows current set of entry types to request.

Returns:

one of MDENTRYTYPESET_* constants

getFXCMNoSnapshot

public int getFXCMNoSnapshot()

Obtains number of desired sapshots.

Returns:

0 if not present

getRelatedSymbols

public Enumeration getRelatedSymbols()

Obtains list of currency symbols to retrieve.

Returns:

Enumeration of Instrumnet objects

getMDUpdateType

public int getMDUpdateType()

Specifies the type of Market Data update. Valid values: '0' Full Refresh '1' Incremental Refresh

Returns:

setMDUpdateType

public void setMDUpdateType(int aMDUpdateType)

Specifies the type of Market Data update. Valid values: '0' Full Refresh '1' Incremental Refresh

Parameters:

aMDUpdateType -

getMDReqID

public String getMDReqID()

Obtains current market data request ID.

Returns:

can be null when not present

getTradingSessionID

public String getTradingSessionID()

Obtains current Trading Session ID.

Specified by:

getTradingSessionID in interface ITransportable

Returns:

can be null when not present

getTradingSessionSubID

public String getTradingSessionSubID()

Obtains current Trading Session sub ID.

Specified by:

getTradingSessionSubID in interface ITransportable

Returns:

can be null when not present

getSubscriptionRequestType

public ISubscriptionRequestType getSubscriptionRequestType()

Obtains current Subscription Request Type.

Returns:

Do not worry there are no null values

getFXCMTimingInterval

public IFXCMTimingInterval getFXCMTimingInterval()

Obtains current timing interval.

Returns:

Do not worry there are no null values

getFXCMStartDate

public UTCDate getFXCMStartDate()

Obtains starting date for historical snapshots.

Returns:

null when not present

getFXCMStartTime

public UTCTimeOnly getFXCMStartTime()

Obtains starting time for historical snapshots.

Returns:

null when not present

getFXCMEndDate

public UTCDate getFXCMEndDate()

Obtains ending date for historical snapshots.

Returns:

null when not present

getFXCMEndTime

public UTCTimeOnly getFXCMEndTime()

Obtains ending time for historical snapshots.

Returns:

null when not present

getEndTimestamp

public UTCTimestamp getEndTimestamp()

Obtains ending time for historical snapshots.

Returns:

null when not present

getStartTimestamp

public UTCTimestamp getStartTimestamp()

Obtains starting time for historical snapshots.

Returns:

null when not present

getPriceStream

public String getPriceStream()

Returns:

the mPriceStream

setPriceStream

public void setPriceStream(String mPriceStream)

Parameters:

mPriceStream - the mPriceStream to set

isIncludeWeekends

public boolean isIncludeWeekends()

setIncludeWeekends

public void setIncludeWeekends(boolean aIncludeWeekends)

toMessage

public IMessage toMessage(String aSID,
                          IMessageFactory aFactory)

Converts object to message.

Specified by:

toMessage in interface ITransportable

Parameters:

aSID - User session ID

aFactory - message factory to create message objects

Returns:

Can be null in case of errors

toMessage

public IMessage toMessage(String aSID,
                          String aTradingSessionID,
                          String aTradingSessionSubID,
                          String aRequestID,
                          int aOptions,
                          IMessageFactory aFactory)

Converts object to IMessage.

Specified by:

toMessage in interface ITransportable

Parameters:

aSID - user session ID

aTradingSessionID - Trading Session ID, to alternate a value from object state

aTradingSessionSubID - Trading Session Sub ID, to alternate a value from object state

aRequestID - Request ID, to alternate a value from object state

aOptions - Set of options for message creation, reserved

aFactory - message factory that is in use to process

Returns:

new messge create or null if creation fails

reset

public void reset()

Reset object state to default values.

isValid

public boolean isValid()

Determines whether object state is valid.

Specified by:

isValid in interface ITransportable

Returns:

true if state is OK; false otherwise.

fill

public boolean fill(IMessage aMsg)

Fills object state based on message state.

Specified by:

fill in interface ITransportable

Parameters:

aMsg - message

Returns:

true if new state is OK; false otherwise.

update

public boolean update(IMessage aMsg)

Update object state based on message state.

Does the same as fill().

Specified by:

update in interface ITransportable

Parameters:

aMsg - message

Returns:

true if new state is OK; false otherwise.

getRequestID

public String getRequestID()

Description copied from interface: ITransportable

Obtains the Request ID on this object

Specified by:

getRequestID in interface ITransportable

getResponseFormat

public String getResponseFormat()

setResponseFormat

public void setResponseFormat(String aResponseFormat)

getMakingTime

public long getMakingTime()

Return the time when this instance of ITransportable object was made

Specified by:

getMakingTime in interface ITransportable

Returns:

object making time

toString

public String toString()

Overrides:

toString in class Object