Candle (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.event.candle.Candle

All Implemented Interfaces:

EventType<CandleSymbol>, IndexedEvent<CandleSymbol>, LastingEvent<CandleSymbol>, TimeSeriesEvent<CandleSymbol>, Serializable

Direct Known Subclasses:

DailyCandle
```
public class Candle
extends Object
implements TimeSeriesEvent<CandleSymbol>, LastingEvent<CandleSymbol>
```
Candle event with open, high, low, close prices and other information for a specific period. Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment.
Event symbol of the candle is represented with CandleSymbol class. Since the Candle is a time-series event, it is typically subscribed to using DXFeedTimeSeriesSubscription class that handles the necessarily wrapping of the symbol into TimeSeriesSubscriptionSymbol to specify a subscription time range.
Properties
Candle event has the following properties:
- eventSymbol - candle event symbol;
- eventFlags - transactional event flags;
- index - unique per-symbol index of this candle;
- time - timestamp of this candle in milliseconds;
- sequence - sequence number of this candle; distinguishes candles with same time;
- count - total number of original trade (or quote) events in this candle;
- open - the first (open) price of this candle;
- high - the maximal (high) price of this candle;
- low - the minimal (low) price of this candle;
- close - the last (close) price of this candle;
- volume - total volume in this candle;
- volumeAsDouble - total volume in this candle as floating number with fractions;
- vwap - volume-weighted average price (VWAP) in this candle;
- bidVolume - bid volume in this candle;
- bidVolumeAsDouble - bid volume in this candle as floating number with fractions;
- askVolume - bid volume in this candle;
- askVolumeAsDouble - bid volume in this candle as floating number with fractions;
- impVolatility - implied volatility;
- openInterest - open interest;
- getOpenInterestAsDouble() () openInterestAsDouble} - open interest as floating number with fractions;
Event flags, transactions and snapshots
Some candle sources provide a consistent view of the set of known candles. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation. Multiple event sources for the same symbol are not supported for candles, thus source property is always DEFAULT.
TimeSeriesEventModel class handles all the snapshot and transaction logic and conveniently represents a list current of time-series events order by their time. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.
Publishing Candles
Publishing of candle events follows the general rules explained in TimeSeriesEvent class documentation.
Implementation details
This event is implemented on top of QDS record TradeHistory for tick candles with CandlePeriod.TICK, records Trade.<period> for a certain set of popular periods, and QDS record Candle for arbitrary custom periods, with a set of Candle{<attributes>} records for a popular combinations of custom candle symbol attributes like CandlePrice for an efficient support of bid-ask charting.
See Also:

Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static int MAX_SEQUENCE
Maximum allowed sequence value.
- Fields inherited from interface com.dxfeed.event.IndexedEvent
  REMOVE_EVENT, SNAPSHOT_BEGIN, SNAPSHOT_END, SNAPSHOT_MODE, SNAPSHOT_SNIP, TX_PENDING

Fields
Modifier and Type	Field and Description
`static int`	`MAX_SEQUENCE` Maximum allowed sequence value.

Constructor Summary

Constructors
Constructor and Description

Candle()
Creates new candle with default values.

Candle(CandleSymbol eventSymbol)
Creates new candle with the specified candle event symbol.

Constructors
Constructor and Description
`Candle()` Creates new candle with default values.
`Candle(CandleSymbol eventSymbol)` Creates new candle with the specified candle event symbol.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`long`	`getAskVolume()` Returns ask volume in this candle.
`double`	`getAskVolumeAsDouble()` Returns ask volume in this candle as floating number with fractions.
`long`	`getBidVolume()` Returns bid volume in this candle.
`double`	`getBidVolumeAsDouble()` Returns bid volume in this candle as floating number with fractions.
`double`	`getClose()` Returns the last (close) price of this candle.
`long`	`getCount()` Returns total number of original trade (or quote) events in this candle.
`int`	`getEventFlags()` Returns transactional event flags.
`CandleSymbol`	`getEventSymbol()` Returns candle event symbol.
`long`	`getEventTime()` Returns time when event was created or zero when time is not available.
`double`	`getHigh()` Returns the maximal (high) price of this candle.
`double`	`getImpVolatility()` Returns implied volatility.
`long`	`getIndex()` Returns unique per-symbol index of this candle event.
`double`	`getLow()` Returns the minimal (low) price of this candle.
`double`	`getOpen()` Returns the first (open) price of this candle.
`long`	`getOpenInterest()` Returns open interest.
`double`	`getOpenInterestAsDouble()` Returns open interest as floating number with fractions.
`int`	`getSequence()` Returns sequence number of this event to distinguish events that have the same `time`.
`IndexedEventSource`	`getSource()` Returns a source identifier for this event, which is always `DEFAULT` for time-series events.
`long`	`getTime()` Returns timestamp of the candle in milliseconds.
`long`	`getVolume()` Returns total volume in this candle.
`double`	`getVolumeAsDouble()` Returns total volume in this candle as floating number with fractions.
`double`	`getVWAP()` Returns volume-weighted average price (VWAP) in this candle.
`void`	`setAskVolume(long askVolume)` Changes ask volume in this candle.
`void`	`setAskVolumeAsDouble(double askVolume)` Changes ask volume in this candle as floating number with fractions.
`void`	`setBidVolume(long bidVolume)` Changes bid volume in this candle.
`void`	`setBidVolumeAsDouble(double bidVolume)` Changes bid volume in this candle as floating number with fractions.
`void`	`setClose(double close)` Changes the last (close) price of this candle.
`void`	`setCount(long count)` Changes total number of original trade (or quote) events in this candle.
`void`	`setEventFlags(int eventFlags)` Changes transactional event flags.
`void`	`setEventId(long index)` Deprecated. Use `setIndex(long)`
`void`	`setEventSymbol(CandleSymbol eventSymbol)` Changes candle event symbol.
`void`	`setEventTime(long eventTime)` Changes event creation time.
`void`	`setHigh(double high)` Changes the maximal (high) price of this candle.
`void`	`setImpVolatility(double impVolatility)` Changes implied volatility.
`void`	`setIndex(long index)` Changes unique per-symbol index of this candle event.
`void`	`setLow(double low)` Changes the minimal (low) price of this candle.
`void`	`setOpen(double open)` Changes the first (open) price of this candle.
`void`	`setOpenInterest(long openInterest)` Changes open interest.
`void`	`setOpenInterestAsDouble(double openInterest)` Changes open interest as floating number with fractions.
`void`	`setSequence(int sequence)` Changes `getSequence()` sequence number} of this event.
`void`	`setTime(long time)` Changes timestamp of the candle in milliseconds.
`void`	`setVolume(long volume)` Changes total volume in this candle.
`void`	`setVolumeAsDouble(double volume)` Changes total volume in this candle as floating number with fractions.
`void`	`setVWAP(double vwap)` Changes volume-weighted average price (VWAP) in this candle.
`String`	`toString()` Returns string representation of this candle.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.dxfeed.event.TimeSeriesEvent
getEventId

- Field Detail
  - MAX_SEQUENCE
```
public static final int MAX_SEQUENCE
```
    Maximum allowed sequence value.
    
    See Also:
    
    setSequence(int), Constant Field Values
- Constructor Detail
  - Candle
```
public Candle()
```
    Creates new candle with default values.
  - Candle
```
public Candle(CandleSymbol eventSymbol)
```
    Creates new candle with the specified candle event symbol.
    
    Parameters:
    
    eventSymbol - candle event symbol.
- Method Detail
  - getEventSymbol
```
public CandleSymbol getEventSymbol()
```
    Returns candle event symbol.
    
    Specified by:
    
    getEventSymbol in interface EventType<CandleSymbol>
    
    Returns:
    
    candle event symbol.
  - setEventSymbol
```
public void setEventSymbol(CandleSymbol eventSymbol)
```
    Changes candle event symbol.
    
    Specified by:
    
    setEventSymbol in interface EventType<CandleSymbol>
    
    Parameters:
    
    eventSymbol - candle event symbol.
  - getEventTime
```
public long getEventTime()
```
    Returns time when event was created or zero when time is not available.
    This event time is available only when the corresponding DXEndpoint is created with DXENDPOINT_EVENT_TIME_PROPERTY and the data source has embedded event times. This is typically true only for data events that are read from historical tape files and from OnDemandService. Events that are coming from a network connections do not have an embedded event time information and this method will return zero for them, meaning that event was received just now.
    
    Specified by:
    
    getEventTime in interface EventType<CandleSymbol>
    
    Returns:
    
    the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC or zero when time is not available.
  - setEventTime
```
public void setEventTime(long eventTime)
```
    Changes event creation time.
    
    Specified by:
    
    setEventTime in interface EventType<CandleSymbol>
    
    Parameters:
    
    eventTime - the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC.
  - getSource
```
public IndexedEventSource getSource()
```
    Returns a source identifier for this event, which is always DEFAULT for time-series events.
    
    Specified by:
    
    getSource in interface IndexedEvent<CandleSymbol>
    
    Specified by:
    
    getSource in interface TimeSeriesEvent<CandleSymbol>
    
    Returns:
    
    a source identifier for this event, which is always DEFAULT for time-series events.
  - getEventFlags
```
public int getEventFlags()
```
    Returns transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    getEventFlags in interface IndexedEvent<CandleSymbol>
    
    Returns:
    
    transactional event flags.
  - setEventFlags
```
public void setEventFlags(int eventFlags)
```
    Changes transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    setEventFlags in interface IndexedEvent<CandleSymbol>
    
    Parameters:
    
    eventFlags - transactional event flags.
  - getIndex
```
public long getIndex()
```
    Returns unique per-symbol index of this candle event. Candle index is composed of time and sequence. Changing either time or sequence changes event index.
    
    Specified by:
    
    getIndex in interface IndexedEvent<CandleSymbol>
    
    Specified by:
    
    getIndex in interface TimeSeriesEvent<CandleSymbol>
    
    Returns:
    
    unique index of this candle event.
  - setIndex
```
public void setIndex(long index)
```
    Changes unique per-symbol index of this candle event. Candle index is composed of time and sequence and invocation of this method changes time and sequence. Do not use this method directly. Change time and/or sequence.
    
    Specified by:
    
    setIndex in interface IndexedEvent<CandleSymbol>
    
    Parameters:
    
    index - the event index.
    
    See Also:
    
    getIndex()
  - setEventId
```
public void setEventId(long index)
```
    Deprecated. Use setIndex(long)
    
    Changes unique per-symbol index of this candle event.
    
    Parameters:
    
    index - the event index.
  - getTime
```
public long getTime()
```
    Returns timestamp of the candle in milliseconds.
    
    Specified by:
    
    getTime in interface TimeSeriesEvent<CandleSymbol>
    
    Returns:
    
    timestamp of the candle in milliseconds
    
    See Also:
    
    System.currentTimeMillis()
  - setTime
```
public void setTime(long time)
```
    Changes timestamp of the candle in milliseconds.
    
    Parameters:
    
    time - timestamp of the candle in milliseconds.
    
    See Also:
    
    getTime()
  - getSequence
```
public int getSequence()
```
    Returns sequence number of this event to distinguish events that have the same time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MAX_SEQUENCE.
  - setSequence
```
public void setSequence(int sequence)
```
    Changes getSequence() sequence number} of this event.
    
    Parameters:
    
    sequence - the sequence.
    
    Throws:
    
    IllegalArgumentException - if sequence is below zero or above MAX_SEQUENCE.
    
    See Also:
    
    getSequence()
  - getCount
```
public long getCount()
```
    Returns total number of original trade (or quote) events in this candle.
    
    Returns:
    
    total number of original trade (or quote) events in this candle.
  - setCount
```
public void setCount(long count)
```
    Changes total number of original trade (or quote) events in this candle.
    
    Parameters:
    
    count - total number of original trade (or quote) events in this candle.
  - getOpen
```
public double getOpen()
```
    Returns the first (open) price of this candle.
    
    Returns:
    
    the first (open) price of this candle.
  - setOpen
```
public void setOpen(double open)
```
    Changes the first (open) price of this candle.
    
    Parameters:
    
    open - the first (open) price of this candle.
  - getHigh
```
public double getHigh()
```
    Returns the maximal (high) price of this candle.
    
    Returns:
    
    the maximal (high) price of this candle.
  - setHigh
```
public void setHigh(double high)
```
    Changes the maximal (high) price of this candle.
    
    Parameters:
    
    high - the maximal (high) price of this candle.
  - getLow
```
public double getLow()
```
    Returns the minimal (low) price of this candle.
    
    Returns:
    
    the minimal (low) price of this candle.
  - setLow
```
public void setLow(double low)
```
    Changes the minimal (low) price of this candle.
    
    Parameters:
    
    low - the minimal (low) price of this candle.
  - getClose
```
public double getClose()
```
    Returns the last (close) price of this candle.
    
    Returns:
    
    the last (close) price of this candle.
  - setClose
```
public void setClose(double close)
```
    Changes the last (close) price of this candle.
    
    Parameters:
    
    close - the last (close) price of this candle.
  - getVolume
```
public long getVolume()
```
    Returns total volume in this candle.
    
    Returns:
    
    total volume in this candle.
  - setVolume
```
public void setVolume(long volume)
```
    Changes total volume in this candle.
    
    Parameters:
    
    volume - total volume in this candle.
  - getVolumeAsDouble
```
public double getVolumeAsDouble()
```
    Returns total volume in this candle as floating number with fractions.
    
    Returns:
    
    total volume in this candle as floating number with fractions.
  - setVolumeAsDouble
```
public void setVolumeAsDouble(double volume)
```
    Changes total volume in this candle as floating number with fractions.
    
    Parameters:
    
    volume - total volume in this candle as floating number with fractions.
  - getVWAP
```
public double getVWAP()
```
    Returns volume-weighted average price (VWAP) in this candle. Total turnover in this candle can be computed with getVWAP() * getVolume().
    
    Returns:
    
    volume-weighted average price (VWAP) in this candle.
  - setVWAP
```
public void setVWAP(double vwap)
```
    Changes volume-weighted average price (VWAP) in this candle.
    
    Parameters:
    
    vwap - volume-weighted average price (VWAP) in this candle.
  - getBidVolume
```
public long getBidVolume()
```
    Returns bid volume in this candle.
    
    Returns:
    
    bid volume in this candle.
  - setBidVolume
```
public void setBidVolume(long bidVolume)
```
    Changes bid volume in this candle.
    
    Parameters:
    
    bidVolume - bid volume in this candle.
  - getBidVolumeAsDouble
```
public double getBidVolumeAsDouble()
```
    Returns bid volume in this candle as floating number with fractions.
    
    Returns:
    
    bid volume in this candle as floating number with fractions.
  - setBidVolumeAsDouble
```
public void setBidVolumeAsDouble(double bidVolume)
```
    Changes bid volume in this candle as floating number with fractions.
    
    Parameters:
    
    bidVolume - bid volume in this candle as floating number with fractions.
  - getAskVolume
```
public long getAskVolume()
```
    Returns ask volume in this candle.
    
    Returns:
    
    ask volume in this candle.
  - setAskVolume
```
public void setAskVolume(long askVolume)
```
    Changes ask volume in this candle.
    
    Parameters:
    
    askVolume - ask volume in this candle.
  - getAskVolumeAsDouble
```
public double getAskVolumeAsDouble()
```
    Returns ask volume in this candle as floating number with fractions.
    
    Returns:
    
    ask volume in this candle as floating number with fractions.
  - setAskVolumeAsDouble
```
public void setAskVolumeAsDouble(double askVolume)
```
    Changes ask volume in this candle as floating number with fractions.
    
    Parameters:
    
    askVolume - ask volume in this candle as floating number with fractions.
  - getImpVolatility
```
public double getImpVolatility()
```
    Returns implied volatility.
    
    Returns:
    
    implied volatility.
  - setImpVolatility
```
public void setImpVolatility(double impVolatility)
```
    Changes implied volatility.
    
    Parameters:
    
    impVolatility - implied volatility.
  - getOpenInterest
```
public long getOpenInterest()
```
    Returns open interest.
    
    Returns:
    
    open interest.
  - setOpenInterest
```
public void setOpenInterest(long openInterest)
```
    Changes open interest.
    
    Parameters:
    
    openInterest - open interest.
  - getOpenInterestAsDouble
```
public double getOpenInterestAsDouble()
```
    Returns open interest as floating number with fractions.
    
    Returns:
    
    open interest in this candle as floating number with fractions.
  - setOpenInterestAsDouble
```
public void setOpenInterestAsDouble(double openInterest)
```
    Changes open interest as floating number with fractions.
    
    Parameters:
    
    openInterest - open interest as floating number with fractions.
  - toString
```
public String toString()
```
    Returns string representation of this candle.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    string representation of this candle.

Class Candle

Properties

Event flags, transactions and snapshots

Publishing Candles

Implementation details

Field Summary

Fields inherited from interface com.dxfeed.event.IndexedEvent

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.dxfeed.event.TimeSeriesEvent

Field Detail

MAX_SEQUENCE

Constructor Detail

Candle

Candle

Method Detail

getEventSymbol

setEventSymbol

getEventTime

setEventTime

getSource

getEventFlags

setEventFlags

getIndex

setIndex

setEventId

getTime

setTime

getSequence

setSequence

getCount

setCount

getOpen

setOpen

getHigh

setHigh

getLow

setLow

getClose

setClose

getVolume

setVolume

getVolumeAsDouble

setVolumeAsDouble

getVWAP

setVWAP

getBidVolume

setBidVolume

getBidVolumeAsDouble

setBidVolumeAsDouble

getAskVolume

setAskVolume

getAskVolumeAsDouble

setAskVolumeAsDouble

getImpVolatility

setImpVolatility

getOpenInterest

setOpenInterest

getOpenInterestAsDouble

setOpenInterestAsDouble

toString