public final class OrderSource extends IndexedEventSource
Order, AnalyticOrder and SpreadOrder events.
There are the following kinds of order sources:
COMPOSITE_BID, COMPOSITE_ASK,
REGIONAL_BID, and REGIONAL_ASK are provided for convenience of a consolidated
order book and are automatically generated based on the corresponding Quote events.
AGGREGATE_BID and AGGREGATE_ASK provide
futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).
These source cannot be directly published to via dxFeed API.
Publishable sources DEFAULT, NTV, and ISE
support full range of dxFeed API features.
| Modifier and Type | Field and Description |
|---|---|
static OrderSource |
ABE
ABE (abe.io) exchange.
|
static OrderSource |
AGGREGATE_ASK
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
|
static OrderSource |
AGGREGATE_BID
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
|
static OrderSource |
BATE
Bats Europe BXE Exchange.
|
static OrderSource |
BI20
Borsa Istanbul Exchange.
|
static OrderSource |
BXTR
Bats Europe TRF.
|
static OrderSource |
BYX
Bats BYX Exchange.
|
static OrderSource |
bzx
Bats BZX Exchange.
|
static OrderSource |
BZX
Bats BZX Exchange.
|
static OrderSource |
C2OX
CBOE Options C2 Exchange.
|
static OrderSource |
CEUX
Bats Europe DXE Exchange.
|
static OrderSource |
CFE
CBOE Futures Exchange.
|
static OrderSource |
CHIX
Bats Europe CXE Exchange.
|
static OrderSource |
COMPOSITE_ASK
Ask side of a composite
Quote. |
static OrderSource |
COMPOSITE_BID
Bid side of a composite
Quote. |
static OrderSource |
DEA
Direct-Edge EDGA Exchange.
|
static OrderSource |
DEFAULT
Default source for publishing custom order books.
|
static OrderSource |
dex
Direct-Edge EDGX Exchange.
|
static OrderSource |
DEX
Direct-Edge EDGX Exchange.
|
static OrderSource |
ERIS
Eris Exchange group of companies.
|
static OrderSource |
ESPD
NASDAQ eSpeed.
|
static OrderSource |
FAIR
FAIR (FairX) exchange.
|
static OrderSource |
glbx
CME Globex.
|
static OrderSource |
GLBX
CME Globex.
|
static OrderSource |
ICE
Intercontinental Exchange.
|
static OrderSource |
iex
Investors exchange.
|
static OrderSource |
ISE
International Securities Exchange.
|
static OrderSource |
IST
Borsa Istanbul Exchange.
|
static OrderSource |
memx
Members Exchange.
|
static OrderSource |
MEMX
Members Exchange.
|
static OrderSource |
NFX
NASDAQ Futures Exchange.
|
static OrderSource |
ntv
NASDAQ Total View.
|
static OrderSource |
NTV
NASDAQ Total View.
|
static OrderSource |
REGIONAL_ASK
Ask side of a regional
Quote. |
static OrderSource |
REGIONAL_BID
Bid side of a regional
Quote. |
static OrderSource |
smfe
Small Exchange.
|
static OrderSource |
SMFE
Small Exchange.
|
static OrderSource |
xeur
Eurex Exchange.
|
static OrderSource |
XEUR
Eurex Exchange.
|
static OrderSource |
XNFI
NASDAQ Fixed Income.
|
id, name| Modifier and Type | Method and Description |
|---|---|
static List<OrderSource> |
fullOrderBook()
Returns a list of publishable order sources that support Full Order Book.
|
boolean |
isFullOrderBook()
Returns
true if this source supports Full Order Book. |
boolean |
isPublishable(Class<? extends OrderBase> eventType)
Returns
true if the given event type can be directly published with this source. |
static boolean |
isSpecialSourceId(int sourceId)
Determines whether specified source identifier refers to special order source.
|
static List<OrderSource> |
publishable(Class<? extends OrderBase> eventType)
Returns a list of publishable order sources for a given event type.
|
static OrderSource |
valueOf(int sourceId)
Returns order source for the specified source identifier.
|
static OrderSource |
valueOf(String name)
Returns order source for the specified source name.
|
public static final OrderSource COMPOSITE_BID
Quote.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote event is observed when this source is subscribed to.public static final OrderSource COMPOSITE_ASK
Quote.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote event is observed when this source is subscribed to.public static final OrderSource REGIONAL_BID
Quote.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on regional Quote event is observed when this source is subscribed to.public static final OrderSource REGIONAL_ASK
Quote.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to
The subscription on regional Quote event is observed when this source is subscribed to.public static final OrderSource AGGREGATE_BID
public static final OrderSource AGGREGATE_ASK
public static final OrderSource DEFAULT
Order, AnalyticOrder and SpreadOrder events are publishable
on this source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource NTV
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ntv
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource NFX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ESPD
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource XNFI
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ICE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ISE
Order and SpreadOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource DEA
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource DEX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource dex
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BYX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BZX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource bzx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BATE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CHIX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CEUX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BXTR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource IST
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BI20
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ABE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource FAIR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource GLBX
Order and AnalyticOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource glbx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ERIS
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource XEUR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource xeur
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CFE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource C2OX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource SMFE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource smfe
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource iex
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource MEMX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource memx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static boolean isSpecialSourceId(int sourceId)
sourceId - the source identifier.true if it is a special source identifierpublic static OrderSource valueOf(int sourceId)
sourceId - the source identifier.IllegalArgumentException - if sourceId is negative or zero.public static OrderSource valueOf(String name)
name - the name of the source.IllegalArgumentException - if name is malformed.public static List<OrderSource> publishable(Class<? extends OrderBase> eventType)
isPublishable
of true. Events can be directly published with these sources and
their subscription can be observed directly via DXPublisher.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol class.eventType - Order.class or AnalyticOrder.class
or SpreadOrder.class.IllegalArgumentException - if eventType is not in Order.class,
AnalyticOrder.class, SpreadOrder.classpublic static List<OrderSource> fullOrderBook()
public boolean isPublishable(Class<? extends OrderBase> eventType)
true if the given event type can be directly published with this source.
Subscription on such sources can be observed directly via DXPublisher.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol class.eventType - Order.class or AnalyticOrder.class
or SpreadOrder.class.true if Order, AnalyticOrder and SpreadOrder events can be directly published with this source.IllegalArgumentException - if eventType differs from
Order.class, AnalyticOrder.class and SpreadOrder.class.public boolean isFullOrderBook()
true if this source supports Full Order Book.true if this source supports Full Order Book.Copyright © 2002–2023 Devexperts LLC. All rights reserved.