com.fxcm.fix.pretrade.inner
Class MarketDataSnapshot

java.lang.Object
  com.fxcm.fix.pretrade.MarketDataSnapshot
      com.fxcm.fix.pretrade.inner.MarketDataSnapshot

All Implemented Interfaces:

ITransportable

public class MarketDataSnapshot
extends MarketDataSnapshot

Market Data Snapshot Full Refresh, FIX 4-4 with historical snapshots.

Field Summary

Fields inherited from class com.fxcm.fix.pretrade.MarketDataSnapshot

OBJ_TYPE

Constructor Summary

MarketDataSnapshot()

MarketDataSnapshot(MarketDataSnapshot aMarketDataSnapshot)

Method Summary

void	addMarketDataEntry(MarketDataEntry aMarketDataEntry)
boolean	fill(IMessage aMsg) Recreates object state from given message.
String	getAskCurrency() Returns dealt currency, when field empty dealt currency is a left currency of quote symbol
double	getAskEntrySize() Returns quote liquidity, impressed in dealt currency, when field is missed any order quantity possible
UTCDate	getAskExpireDate() Returns quote expiration date
UTCTimeOnly	getAskExpireTime() Returns quote expiration time
String	getAskId() Returns ask quote id
String	getAskOriginator() Returns name of quote source
String	getAskQuoteCondition() Returns quote condition, Possible values: "A" active "B" closed
int	getAskQuoteType() Returns quote Type.
String	getBidCurrency() Returns dealt currency, when field empty dealt currency is a left currency of quote symbol
double	getBidEntrySize() Returns quote liquidity, impressed in dealt currency, when field is missed any order quantity possible
UTCDate	getBidExpireDate() Returns quote expiration date
UTCTimeOnly	getBidExpireTime() Returns quote expiration time
String	getBidId() Returns bid quote id
String	getBidOriginator() Returns name of quote source
String	getBidQuoteCondition() Returns quote condition, Possible values: "A" active "B" closed
int	getBidQuoteType() Returns quote Type.
MarketDataEntry	getDefaultMarketDataEntry(String aMDEntryType, boolean aCreateNew)
Collection	getMarketDataEntries()
MarketDataEntry	getMarketDataEntry(String aMDEntryID)
void	reset() Reset object state to default values.
void	setAskClose(double aAskClose) Updates closing ask price.
void	setAskCurrency(String aAskCurrency) Sets dealt currency, when field empty dealt currency is a left currency of quote symbol
void	setAskEntrySize(double aAskEntrySize) Sets quote liquidity, impressed in dealt currency, when field is missed any order quantity possible
void	setAskExpireDate(UTCDate aAskExpireDate) Sets quote expiration date
void	setAskExpireTime(UTCTimeOnly aAskExpireTime) Sets quote expiration time
void	setAskHigh(double aAskHigh) Updates high ask price.
void	setAskId(String aAskId) Sets ask quote id
void	setAskLow(double aAskLow) Updates low ask price.
void	setAskOpen(double aAskOpen) Updates opening ask price.
void	setAskOriginator(String aAskOriginator) Sets name of quote source
void	setAskQuoteCondition(String aAskQuoteCondition) Sets quote condition, Possible values: "A" active "B" closed
void	setAskQuoteType(int aAskQuoteType) Sets quote Type.
void	setBidClose(double aBidClose) Updates closing bid price.
void	setBidCurrency(String aBidCurrency) Sets dealt currency, when field empty dealt currency is a left currency of quote symbol
void	setBidEntrySize(double aBidEntrySize) Sets quote liquidity, impressed in dealt currency, when field is missed any order quantity possible
void	setBidExpireDate(UTCDate aBidExpireDate) Sets quote expiration date
void	setBidExpireTime(UTCTimeOnly aBidExpireTime) Sets quote expiration time
void	setBidHigh(double aBidHigh) Updates high bid price.
void	setBidId(String aBidId) Sets bid quote id
void	setBidLow(double aBidLow) Updates low bid price.
void	setBidOpen(double aBidOpen) Updates opening bid price.
void	setBidOriginator(String aBidOriginator) Sets name of quote source
void	setBidQuoteCondition(String aBidQuoteCondition) Sets quote condition, Possible values: "A" active "B" closed
void	setBidQuoteType(int aBidQuoteType) Sets quote Type.
void	setHigh(double aHigh) Updates trading session high price.
void	setLow(double aLow) Updates trading session low price.
void	setTickVolume(int aTickVolume) Update period tick volume.
IMessage	toMessage(String aSID, String aTradingSessionID, String aTradingSessionSubID, String aRequestID, int aMDEntryTypeSet, IMessageFactory aFactory) Converts object to IMessage.
String	toString()

Methods inherited from class com.fxcm.fix.pretrade.MarketDataSnapshot

equals, getAskClose, getAskHigh, getAskLow, getAskOpen, getBidClose, getBidHigh, getBidLow, getBidOpen, getCloseTimestamp, getDate, getFXCMContinuousFlag, getFXCMMsgID, getFXCMTimingInterval, getHigh, getInstrument, getLow, getMakingTime, getMDReqID, getName, getOpenTimestamp, getOpenTimestampRef, getOriginator, getPriceStream, getQuoteID, getRequestID, getTickTime, getTickVolume, getTime, getTradingSessionID, getTradingSessionSubID, getType, hashCode, isComplete, isTradeable, isValid, setComplete, setDate, setFXCMContinuousFlag, setFXCMMsgID, setFXCMTimingInterval, setInstrument, setMDReqID, setOpenTimestamp, setOriginator, setPriceStream, setQuoteID, setTime, setTradeable, setTradingSessionID, setTradingSessionSubID, toMessage, update

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

MarketDataSnapshot

public MarketDataSnapshot()

MarketDataSnapshot

public MarketDataSnapshot(MarketDataSnapshot aMarketDataSnapshot)

Method Detail

setAskLow

public void setAskLow(double aAskLow)

Description copied from class: MarketDataSnapshot

Updates low ask price.

0.00 by default.

Specified by:

setAskLow in class MarketDataSnapshot

setAskHigh

public void setAskHigh(double aAskHigh)

Description copied from class: MarketDataSnapshot

Updates high ask price.

0.00 by default.

Specified by:

setAskHigh in class MarketDataSnapshot

Parameters:

aAskHigh - high ask price

setAskOpen

public void setAskOpen(double aAskOpen)

Description copied from class: MarketDataSnapshot

Updates opening ask price.

Ask price for ticks.0.00 by default.

Specified by:

setAskOpen in class MarketDataSnapshot

Parameters:

aAskOpen - opening ask price

setAskClose

public void setAskClose(double aAskClose)

Description copied from class: MarketDataSnapshot

Updates closing ask price.

0.00 by default.

Specified by:

setAskClose in class MarketDataSnapshot

Parameters:

aAskClose - closing ask price

setLow

public void setLow(double aLow)

Description copied from class: MarketDataSnapshot

Updates trading session low price.

0.00 by default.

Specified by:

setLow in class MarketDataSnapshot

Parameters:

aLow - low price

setHigh

public void setHigh(double aHigh)

Description copied from class: MarketDataSnapshot

Updates trading session high price.

0.00 by default.

Specified by:

setHigh in class MarketDataSnapshot

Parameters:

aHigh - high price

setBidLow

public void setBidLow(double aBidLow)

Description copied from class: MarketDataSnapshot

Updates low bid price.

0.00 by default.

Specified by:

setBidLow in class MarketDataSnapshot

Parameters:

aBidLow - low bid price

setBidHigh

public void setBidHigh(double aBidHigh)

Description copied from class: MarketDataSnapshot

Updates high bid price.

0.00 by default.

Specified by:

setBidHigh in class MarketDataSnapshot

Parameters:

aBidHigh - high bid price

setBidOpen

public void setBidOpen(double aBidOpen)

Description copied from class: MarketDataSnapshot

Updates opening bid price.

Bid price for ticks. 0.00 by default.

Specified by:

setBidOpen in class MarketDataSnapshot

Parameters:

aBidOpen - opening bid price

setBidClose

public void setBidClose(double aBidClose)

Description copied from class: MarketDataSnapshot

Updates closing bid price.

0.00 by default.

Specified by:

setBidClose in class MarketDataSnapshot

Parameters:

aBidClose - closing bid price

setTickVolume

public void setTickVolume(int aTickVolume)

Description copied from class: MarketDataSnapshot

Update period tick volume.

Specified by:

setTickVolume in class MarketDataSnapshot

getBidId

public String getBidId()

Description copied from class: MarketDataSnapshot

Returns bid quote id

Specified by:

getBidId in class MarketDataSnapshot

Returns:

bid quote id

setBidId

public void setBidId(String aBidId)

Description copied from class: MarketDataSnapshot

Sets bid quote id

Specified by:

setBidId in class MarketDataSnapshot

Parameters:

aBidId - bid quote id

getAskId

public String getAskId()

Description copied from class: MarketDataSnapshot

Returns ask quote id

Specified by:

getAskId in class MarketDataSnapshot

Returns:

ask quote id

setAskId

public void setAskId(String aAskId)

Description copied from class: MarketDataSnapshot

Sets ask quote id

Specified by:

setAskId in class MarketDataSnapshot

Parameters:

aAskId - ask quote id

getBidQuoteCondition

public String getBidQuoteCondition()

Description copied from class: MarketDataSnapshot

Returns quote condition, Possible values: "A" active "B" closed

Specified by:

getBidQuoteCondition in class MarketDataSnapshot

Returns:

quote condition, Possible values: "A" active "B" closed

setBidQuoteCondition

public void setBidQuoteCondition(String aBidQuoteCondition)

Description copied from class: MarketDataSnapshot

Sets quote condition, Possible values: "A" active "B" closed

Specified by:

setBidQuoteCondition in class MarketDataSnapshot

Parameters:

aBidQuoteCondition - quote condition, Possible values: "A" active "B" closed

getBidQuoteType

public int getBidQuoteType()

Description copied from class: MarketDataSnapshot

Returns quote Type. Possible values "0" - Indicative, "1" - Tradeable

Specified by:

getBidQuoteType in class MarketDataSnapshot

Returns:

quote Type. Possible values "0" - Indicative, "1" - Tradeable

setBidQuoteType

public void setBidQuoteType(int aBidQuoteType)

Description copied from class: MarketDataSnapshot

Sets quote Type. Possible values "0" - Indicative, "1" - Tradeable

Specified by:

setBidQuoteType in class MarketDataSnapshot

Parameters:

aBidQuoteType - quote Type. Possible values "0" - Indicative, "1" - Tradeable

getBidExpireDate

public UTCDate getBidExpireDate()

Description copied from class: MarketDataSnapshot

Returns quote expiration date

Specified by:

getBidExpireDate in class MarketDataSnapshot

Returns:

quote expiration date

setBidExpireDate

public void setBidExpireDate(UTCDate aBidExpireDate)

Description copied from class: MarketDataSnapshot

Sets quote expiration date

Specified by:

setBidExpireDate in class MarketDataSnapshot

Parameters:

aBidExpireDate - quote expiration date

getBidExpireTime

public UTCTimeOnly getBidExpireTime()

Description copied from class: MarketDataSnapshot

Returns quote expiration time

Specified by:

getBidExpireTime in class MarketDataSnapshot

Returns:

quote expiration time

setBidExpireTime

public void setBidExpireTime(UTCTimeOnly aBidExpireTime)

Description copied from class: MarketDataSnapshot

Sets quote expiration time

Specified by:

setBidExpireTime in class MarketDataSnapshot

Parameters:

aBidExpireTime - quote expiration time

getBidOriginator

public String getBidOriginator()

Description copied from class: MarketDataSnapshot

Returns name of quote source

Specified by:

getBidOriginator in class MarketDataSnapshot

Returns:

name of quote source

setBidOriginator

public void setBidOriginator(String aBidOriginator)

Description copied from class: MarketDataSnapshot

Sets name of quote source

Specified by:

setBidOriginator in class MarketDataSnapshot

Parameters:

aBidOriginator - name of quote source

getBidCurrency

public String getBidCurrency()

Description copied from class: MarketDataSnapshot

Returns dealt currency, when field empty dealt currency is a left currency of quote symbol

Specified by:

getBidCurrency in class MarketDataSnapshot

Returns:

dealt currency, when field empty dealt currency is a left currency of quote symbol

setBidCurrency

public void setBidCurrency(String aBidCurrency)

Description copied from class: MarketDataSnapshot

Sets dealt currency, when field empty dealt currency is a left currency of quote symbol

Specified by:

setBidCurrency in class MarketDataSnapshot

Parameters:

aBidCurrency - dealt currency, when field empty dealt currency is a left currency of quote symbol

getBidEntrySize

public double getBidEntrySize()

Description copied from class: MarketDataSnapshot

Returns quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

Specified by:

getBidEntrySize in class MarketDataSnapshot

Returns:

quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

setBidEntrySize

public void setBidEntrySize(double aBidEntrySize)

Description copied from class: MarketDataSnapshot

Sets quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

Specified by:

setBidEntrySize in class MarketDataSnapshot

Parameters:

aBidEntrySize - quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

getAskQuoteCondition

public String getAskQuoteCondition()

Description copied from class: MarketDataSnapshot

Returns quote condition, Possible values: "A" active "B" closed

Specified by:

getAskQuoteCondition in class MarketDataSnapshot

Returns:

quote condition, Possible values: "A" active "B" closed

setAskQuoteCondition

public void setAskQuoteCondition(String aAskQuoteCondition)

Description copied from class: MarketDataSnapshot

Sets quote condition, Possible values: "A" active "B" closed

Specified by:

setAskQuoteCondition in class MarketDataSnapshot

Parameters:

aAskQuoteCondition - quote condition, Possible values: "A" active "B" closed

getAskQuoteType

public int getAskQuoteType()

Description copied from class: MarketDataSnapshot

Returns quote Type. Possible values "0" - Indicative, "1" - Tradeable

Specified by:

getAskQuoteType in class MarketDataSnapshot

Returns:

quote Type. Possible values "0" - Indicative, "1" - Tradeable

setAskQuoteType

public void setAskQuoteType(int aAskQuoteType)

Description copied from class: MarketDataSnapshot

Sets quote Type. Possible values "0" - Indicative, "1" - Tradeable

Specified by:

setAskQuoteType in class MarketDataSnapshot

Parameters:

aAskQuoteType - quote Type. Possible values "0" - Indicative, "1" - Tradeable

getAskExpireDate

public UTCDate getAskExpireDate()

Description copied from class: MarketDataSnapshot

Returns quote expiration date

Specified by:

getAskExpireDate in class MarketDataSnapshot

Returns:

quote expiration date

setAskExpireDate

public void setAskExpireDate(UTCDate aAskExpireDate)

Description copied from class: MarketDataSnapshot

Sets quote expiration date

Specified by:

setAskExpireDate in class MarketDataSnapshot

Parameters:

aAskExpireDate - quote expiration date

getAskExpireTime

public UTCTimeOnly getAskExpireTime()

Description copied from class: MarketDataSnapshot

Returns quote expiration time

Specified by:

getAskExpireTime in class MarketDataSnapshot

Returns:

quote expiration time

setAskExpireTime

public void setAskExpireTime(UTCTimeOnly aAskExpireTime)

Description copied from class: MarketDataSnapshot

Sets quote expiration time

Specified by:

setAskExpireTime in class MarketDataSnapshot

Parameters:

aAskExpireTime - quote expiration time

getAskOriginator

public String getAskOriginator()

Description copied from class: MarketDataSnapshot

Returns name of quote source

Specified by:

getAskOriginator in class MarketDataSnapshot

Returns:

name of quote source

setAskOriginator

public void setAskOriginator(String aAskOriginator)

Description copied from class: MarketDataSnapshot

Sets name of quote source

Specified by:

setAskOriginator in class MarketDataSnapshot

Parameters:

aAskOriginator - name of quote source

getAskCurrency

public String getAskCurrency()

Description copied from class: MarketDataSnapshot

Returns dealt currency, when field empty dealt currency is a left currency of quote symbol

Specified by:

getAskCurrency in class MarketDataSnapshot

Returns:

dealt currency, when field empty dealt currency is a left currency of quote symbol

setAskCurrency

public void setAskCurrency(String aAskCurrency)

Description copied from class: MarketDataSnapshot

Sets dealt currency, when field empty dealt currency is a left currency of quote symbol

Specified by:

setAskCurrency in class MarketDataSnapshot

Parameters:

aAskCurrency - dealt currency, when field empty dealt currency is a left currency of quote symbol

getAskEntrySize

public double getAskEntrySize()

Description copied from class: MarketDataSnapshot

Returns quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

Specified by:

getAskEntrySize in class MarketDataSnapshot

Returns:

quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

setAskEntrySize

public void setAskEntrySize(double aAskEntrySize)

Description copied from class: MarketDataSnapshot

Sets quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

Specified by:

setAskEntrySize in class MarketDataSnapshot

Parameters:

aAskEntrySize - quote liquidity, impressed in dealt currency, when field is missed any order quantity possible

toMessage

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

Description copied from class: MarketDataSnapshot

Converts object to IMessage.

Specified by:

toMessage in interface ITransportable

Specified by:

toMessage in class MarketDataSnapshot

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

aMDEntryTypeSet - 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

fill

public boolean fill(IMessage aMsg)

Description copied from class: MarketDataSnapshot

Recreates object state from given message.

Specified by:

fill in interface ITransportable

Specified by:

fill in class MarketDataSnapshot

Parameters:

aMsg - orignal message to fill out object state

Returns:

true when valid object state is generated and false in case of errors

reset

public void reset()

Reset object state to default values.

Overrides:

reset in class MarketDataSnapshot

toString

public String toString()

Overrides:

toString in class Object

getDefaultMarketDataEntry

public MarketDataEntry getDefaultMarketDataEntry(String aMDEntryType,
                                                 boolean aCreateNew)

getMarketDataEntries

public Collection getMarketDataEntries()

addMarketDataEntry

public void addMarketDataEntry(MarketDataEntry aMarketDataEntry)

getMarketDataEntry

public MarketDataEntry getMarketDataEntry(String aMDEntryID)