public final class ReusableMarketDataIncrementalRefresh extends java.lang.Object implements MarketDataIncrementalRefresh, MDEntry, java.util.Iterator<MDComponent>
| Modifier and Type | Class and Description |
|---|---|
static class |
ReusableMarketDataIncrementalRefresh.ReusableMDComponent |
NUM_MD_ENTRIES_NULL_VALUE, SECURITY_ID_NULL_VALUE, TIME_ARRIVAL_NULL_VALUE, VENUE_ID_NULL_VALUE, VENUE_TIMESTAMP_NULL_VALUEMD_ENTRY_PX_NULL_VALUE, MD_ENTRY_SIZE_NULL_VALUE, MIN_QTY_NULL_VALUE, RPT_SEQ_NULL_VALUE, SECURITY_ID_NULL_VALUE, VENUE_ID_NULL_VALUE| Constructor and Description |
|---|
ReusableMarketDataIncrementalRefresh() |
| Modifier and Type | Method and Description |
|---|---|
void |
forEachRemaining(java.util.function.Consumer<? super MDComponent> action) |
mfmarketdata.MDBookType |
getMDBookType() |
int |
getMdComponentCount()
Count of the MarketDataComponent objects in this MDEntry
|
java.util.Iterator<MDComponent> |
getMDComponentIterator()
An iterator of the MarketDataComponent.
|
java.util.stream.Stream<MDComponent> |
getMDComponentStream()
A stream of the MarketDataComponent.
|
double |
getMDEntryPx()
The price of the entry in decimal format (i.e.
|
long |
getMDEntryPxAsMantissa()
The price of the entry in Mantissa format
|
double |
getMDEntrySize()
The size of the entry in decimal format (i.e.
|
long |
getMDEntrySizeAsMantissa()
The size of the entry in Mantissa format
|
mfmarketdata.MDEntryType |
getMDEntryType() |
mfmarketdata.MDUpdateAction |
getMDUpdateAction() |
long |
getMinQty()
The minimum quantity of the entry.
|
long |
getMinQtyAsMantissa()
The minimum quantity of the entry in Mantissa format.
|
int |
getNumberOfOrders()
If available, the number of orders at this price and quantity.
|
int |
getNumMDEntries()
The number of
MDEntry objects to follow this MarketDataIncrementalRefresh
object |
java.lang.String |
getQuoteId()
Returns the quote ID, if available.
|
long |
getRptSeq()
Sequence ID of this update
|
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
|
boolean |
hasNext() |
boolean |
isLastMDEntryInGroup()
Returns true if this MDEntry is the last in the update.
|
MDComponent |
next() |
void |
remove() |
ReusableMarketDataIncrementalRefresh |
setDecoder(mfmarketdata.MarketDataIncrementalRefreshDecoder decoder) |
public ReusableMarketDataIncrementalRefresh()
public ReusableMarketDataIncrementalRefresh setDecoder(mfmarketdata.MarketDataIncrementalRefreshDecoder decoder)
public int getNumMDEntries()
MarketDataIncrementalRefreshMDEntry objects to follow this MarketDataIncrementalRefresh
objectgetNumMDEntries in interface MarketDataIncrementalRefreshpublic long getVenueTimestamp()
MarketDataIncrementalRefreshgetVenueTimestamp in interface MarketDataIncrementalRefreshpublic long getTimeArrival()
MarketDataIncrementalRefreshgetTimeArrival in interface MarketDataIncrementalRefreshpublic long getVenueID()
getVenueID in interface MarketDataIncrementalRefreshgetVenueID in interface MDEntrypublic long getSecurityID()
getSecurityID in interface MarketDataIncrementalRefreshgetSecurityID in interface MDEntrypublic long getRptSeq()
MDEntrypublic mfmarketdata.MDEntryType getMDEntryType()
getMDEntryType in interface MDEntrypublic long getMDEntryPxAsMantissa()
MDEntrygetMDEntryPxAsMantissa in interface MDEntrypublic double getMDEntryPx()
MDEntrygetMDEntryPx in interface MDEntrypublic long getMDEntrySizeAsMantissa()
MDEntrygetMDEntrySizeAsMantissa in interface MDEntrypublic double getMDEntrySize()
MDEntrygetMDEntrySize in interface MDEntrypublic long getMinQtyAsMantissa()
MDEntrygetMinQtyAsMantissa in interface MDEntrypublic long getMinQty()
MDEntrypublic mfmarketdata.MDUpdateAction getMDUpdateAction()
getMDUpdateAction in interface MDEntrypublic mfmarketdata.MDBookType getMDBookType()
getMDBookType in interface MDEntrypublic int getNumberOfOrders()
MDEntrygetNumberOfOrders in interface MDEntrypublic int getMdComponentCount()
MDEntrygetMdComponentCount in interface MDEntrypublic java.util.stream.Stream<MDComponent> getMDComponentStream()
MDEntrygetMDComponentStream in interface MDEntrypublic boolean isLastMDEntryInGroup()
MDEntryisLastMDEntryInGroup in interface MDEntrypublic java.util.Iterator<MDComponent> getMDComponentIterator()
MDEntrygetMDComponentIterator in interface MDEntrypublic java.lang.String getQuoteId()
MDEntrygetQuoteId in interface MDEntrypublic boolean hasNext()
hasNext in interface java.util.Iterator<MDComponent>public MDComponent next()
next in interface java.util.Iterator<MDComponent>public void remove()
remove in interface java.util.Iterator<MDComponent>public void forEachRemaining(java.util.function.Consumer<? super MDComponent> action)
forEachRemaining in interface java.util.Iterator<MDComponent>