com.marketfactory.mfclient.api.core.marketdata

Interface SecurityDefinition

All Known Implementing Classes:

ReusableSecurityDefinition

public interface SecurityDefinition

Information related to a security

Field Summary

Fields

Modifier and Type	Field and Description
static long	BIG_PRICE_INCREMENT_NULL_VALUE
static long	MIN_PRICE_INCREMENT_NULL_VALUE
static long	SECURITY_ID_NULL_VALUE
static int	SYMBOL_MAX_BYTE_COUNT Maximum number of bytes the symbol field can be.
static long	VENUE_ID_NULL_VALUE

Method Summary

Modifier and Type	Method and Description
double	getBigPriceIncrement() The location of the big figure for this price as a decimal - 0.001 for example.
long	getBigPriceIncrementAsMantissa() The location of the big figure for this price.
double	getMinPriceIncrement() The granularity of prices for this security (on this venue).
long	getMinPriceIncrementAsMantissa() The granularity of prices for this security (on this venue).
long	getSecurityID()
java.lang.String	getSymbol() The security symbol (i.e.
void	getSymbol(byte[] symbol) The security symbol (i.e.
long	getTotNumReports() The total number of SecurityDefinitions to expect in the group from the same SecurityDefinitionRequest.
long	getVenueID()

Field Detail

SYMBOL_MAX_BYTE_COUNT

static final int SYMBOL_MAX_BYTE_COUNT

Maximum number of bytes the symbol field can be.

VENUE_ID_NULL_VALUE

static final long VENUE_ID_NULL_VALUE

SECURITY_ID_NULL_VALUE

static final long SECURITY_ID_NULL_VALUE

MIN_PRICE_INCREMENT_NULL_VALUE

static final long MIN_PRICE_INCREMENT_NULL_VALUE

BIG_PRICE_INCREMENT_NULL_VALUE

static final long BIG_PRICE_INCREMENT_NULL_VALUE

Method Detail

getVenueID

long getVenueID()

getSecurityID

long getSecurityID()

getTotNumReports

long getTotNumReports()

The total number of SecurityDefinitions to expect in the group from the same SecurityDefinitionRequest. This is used to verify that you have received all of the SecurityDefinitions.

getSymbol

void getSymbol(byte[] symbol)

The security symbol (i.e. EURUSD). To retrieve the UTF-8 bytes, provide a properly sized byte array as the parameter (at least as large as SYMBOL_MAX_BYTE_COUNT)

Parameters:

symbol - byte array to populate with the UTF-8 bytes of the symbol

getSymbol

java.lang.String getSymbol()

The security symbol (i.e. EURUSD). Creates a String object

Returns:

symbol of the security

getMinPriceIncrementAsMantissa

@Mantissa
long getMinPriceIncrementAsMantissa()

The granularity of prices for this security (on this venue). If the pip is at the 4th decimal place and the granularity is a tenth-pip, this value will be 10000 (0.00001 * 10^9)

Returns:

the granularity of the price or MIN_PRICE_INCREMENT_NULL_VALUE if missing

getBigPriceIncrementAsMantissa

@Mantissa
long getBigPriceIncrementAsMantissa()

The location of the big figure for this price. If it's at the 3rd decimal place this value will be 1000000 (0.001 * 10^9) for example.

Returns:

big figure position or BIG_PRICE_INCREMENT_NULL_VALUE if missing

getMinPriceIncrement

double getMinPriceIncrement()

The granularity of prices for this security (on this venue). If the pip is at the 4th decimal place and the granularity is a tenth-pip, this value will be 0.00001

Returns:

the granularity of the price, or MIN_PRICE_INCREMENT_NULL_VALUE if missing

getBigPriceIncrement

double getBigPriceIncrement()

The location of the big figure for this price as a decimal - 0.001 for example.

Returns:

big figure position or BIG_PRICE_INCREMENT_NULL_VALUE if missing