public interface MarketDataIncrementalRefresh
Also contains the information for a single MDEntry, if there is one.
| Modifier and Type | Field and Description |
|---|---|
static int |
NUM_MD_ENTRIES_NULL_VALUE |
static long |
SECURITY_ID_NULL_VALUE |
static long |
TIME_ARRIVAL_NULL_VALUE |
static long |
VENUE_ID_NULL_VALUE |
static long |
VENUE_TIMESTAMP_NULL_VALUE |
| Modifier and Type | Method and Description |
|---|---|
int |
getNumMDEntries()
The number of
MDEntry objects to follow this MarketDataIncrementalRefresh
object |
long |
getSecurityID() |
long |
getTimeArrival()
Time (in ms) the update message hit the MarketFactory servers.
|
long |
getVenueID() |
long |
getVenueTimestamp()
Time (in ms) the venue placed on this update
|
static final long VENUE_TIMESTAMP_NULL_VALUE
static final long TIME_ARRIVAL_NULL_VALUE
static final long VENUE_ID_NULL_VALUE
static final long SECURITY_ID_NULL_VALUE
static final int NUM_MD_ENTRIES_NULL_VALUE
long getVenueTimestamp()
long getTimeArrival()
long getVenueID()
long getSecurityID()
int getNumMDEntries()
MDEntry objects to follow this MarketDataIncrementalRefresh
object