TimeAndSale (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.event.market.MarketEvent
- - com.dxfeed.event.market.TimeAndSale

All Implemented Interfaces:

EventType<String>, IndexedEvent<String>, TimeSeriesEvent<String>, Serializable
```
public class TimeAndSale
extends MarketEvent
implements TimeSeriesEvent<String>
```
Time and Sale represents a trade or other market event with price, like market open/close price, etc. Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade).
Time and Sale events have unique index which can be used for later correction/cancellation processing.
Properties
TimeAndSale event has the following properties:
- eventSymbol - symbol of this event;
- eventFlags - transactional event flags;
- index - unique per-symbol index of this time and sale event;
- time - timestamp of the original event;
- timeNanoPart - microseconds and nanoseconds time part of event;
- sequence - sequence number of this event to distinguish events that have the same time;
- exchangeCode - exchange code of this time and sale event;
- price - price of this time and sale event;
- size - size of this time and sale event as integer number (rounded toward zero);
- sizeAsDouble - size of this time and sale event as floating number with fractions;
- bidPrice - the current bid price on the market when this time and sale event had occurred;
- askPrice - the current ask price on the market when this time and sale event had occurred;
- exchangeSaleConditions - sale conditions provided for this event by data feed;
- aggressorSide - aggressor side of this time and sale event;
- spreadLeg - whether this event represents a spread leg;
- extendedTradingHours - whether this event represents an extended trading hours sale;
- validTick - whether this event represents a valid intraday tick;
- type - type of this time and sale event.
Event flags, transactions and snapshots
Some time and sale sources provide a consistent view of the set of known time and sales for a given time range when used with DXFeedTimeSeriesSubscription. 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 time and sales, thus source property is always DEFAULT.
Regular subscription via DXFeedSubscription produces a stream of time and sale events as they happen and their eventFlags are always zero.
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 Time and Sales
Publishing of time and sales events follows the general rules explained in TimeSeriesEvent class documentation.
Implementation details
This event is implemented on top of QDS record TimeAndSale.
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
`TimeAndSale()` Creates new time and sale event with default values.
`TimeAndSale(String eventSymbol)` Creates new time and sale event with the specified event symbol.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`Side`	`getAggressorSide()` Returns aggressor side of this time and sale event.
`double`	`getAskPrice()` Returns the current ask price on the market when this time and sale event had occurred.
`double`	`getBidPrice()` Returns the current bid price on the market when this time and sale event had occurred.
`String`	`getBuyer()` Returns buyer of this time and sale event.
`int`	`getEventFlags()` Returns transactional event flags.
`char`	`getExchangeCode()` Returns exchange code of this time and sale event.
`String`	`getExchangeSaleConditions()` Returns sale conditions provided for this event by data feed.
`long`	`getIndex()` Returns unique per-symbol index of this time and sale event.
`double`	`getPrice()` Returns price of this time and sale event.
`String`	`getSeller()` Returns seller of this time and sale event.
`int`	`getSequence()` Returns sequence number of this event to distinguish events that have the same `time`.
`long`	`getSize()` Returns size of this time and sale event as integer number (rounded toward zero).
`double`	`getSizeAsDouble()` Returns size of this time and sale event as floating number with fractions.
`IndexedEventSource`	`getSource()` Returns a source identifier for this event, which is always `DEFAULT` for time-series events.
`long`	`getTime()` Returns timestamp of the original event.
`int`	`getTimeNanoPart()` Returns microseconds and nanoseconds time part of event.
`long`	`getTimeNanos()` Returns timestamp of the original event in nanoseconds.
`char`	`getTradeThroughExempt()` Returns TradeThroughExempt flag of this time and sale event.
`TimeAndSaleType`	`getType()` Returns type of this time and sale event.
`boolean`	`isCancel()` Returns whether this is a cancellation of a previous event.
`boolean`	`isCorrection()` Returns whether this is a correction of a previous event.
`boolean`	`isExtendedTradingHours()` Returns whether this event represents an extended trading hours sale.
`boolean`	`isNew()` Returns whether this is a new event (not cancellation or correction).
`boolean`	`isSpreadLeg()` Returns whether this event represents a spread leg.
`boolean`	`isValidTick()` Returns whether this event represents a valid intraday tick.
`void`	`setAggressorSide(Side side)` Changes aggressor side of this time and sale event.
`void`	`setAskPrice(double askPrice)` Changes the current ask price on the market when this time and sale event had occurred.
`void`	`setBidPrice(double bidPrice)` Changes the current bid price on the market when this time and sale event had occurred.
`void`	`setBuyer(String buyer)` Changes buyer of this time and sale event.
`void`	`setCancel()` Deprecated. use `setType(TimeAndSaleType.CANCEL)` instead.
`void`	`setCorrection()` Deprecated. use `setType(TimeAndSaleType.CORRECTION)` instead.
`void`	`setEventFlags(int eventFlags)` Changes transactional event flags.
`void`	`setEventId(long index)` Deprecated. Use `setIndex(long)`
`void`	`setExchangeCode(char exchangeCode)` Changes exchange code of this time and sale event.
`void`	`setExchangeSaleConditions(String exchangeSaleConditions)` Changes sale conditions provided for this event by data feed.
`void`	`setExtendedTradingHours(boolean extendedTradingHours)` Changes whether this event represents an extended trading hours sale.
`void`	`setIndex(long index)` Changes unique per-symbol index of this time and sale event.
`void`	`setNew()` Deprecated. use `setType(TimeAndSaleType.NEW)` instead.
`void`	`setPrice(double price)` Changes price of this time and sale event.
`void`	`setSeller(String seller)` Changes seller of this time and sale event.
`void`	`setSequence(int sequence)` Changes `getSequence()` sequence number} of this event.
`void`	`setSize(long size)` Changes size of this time and sale event as integer number (rounded toward zero).
`void`	`setSizeAsDouble(double size)` Changes size of this time and sale event as floating number with fractions.
`void`	`setSpreadLeg(boolean spreadLeg)` Changes whether this event represents a spread leg.
`void`	`setTime(long time)` Changes timestamp of event in milliseconds.
`void`	`setTimeNanoPart(int timeNanoPart)` Changes microseconds and nanoseconds time part of event.
`void`	`setTimeNanos(long timeNanos)` Changes timestamp of event.
`void`	`setTradeThroughExempt(char tradeThroughExempt)` Changes TradeThroughExempt flag of this time and sale event.
`void`	`setType(TimeAndSaleType type)` Changes type of this time and sale event.
`void`	`setValidTick(boolean validTick)` Changes whether this event represents a valid intraday tick.
`String`	`toString()` Returns string representation of this time and sale event.

Methods inherited from class com.dxfeed.event.market.MarketEvent
getEventSymbol, getEventTime, setEventSymbol, setEventTime

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

Methods inherited from interface com.dxfeed.event.EventType
getEventSymbol, getEventTime, setEventSymbol, setEventTime

- Field Detail
  - MAX_SEQUENCE
```
public static final int MAX_SEQUENCE
```
    Maximum allowed sequence value.
    
    See Also:
    
    setSequence(int), Constant Field Values
- Constructor Detail
  - TimeAndSale
```
public TimeAndSale()
```
    Creates new time and sale event with default values.
  - TimeAndSale
```
public TimeAndSale(String eventSymbol)
```
    Creates new time and sale event with the specified event symbol.
    
    Parameters:
    
    eventSymbol - event symbol.
- Method Detail
  - 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<String>
    
    Specified by:
    
    getSource in interface TimeSeriesEvent<String>
    
    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<String>
    
    Returns:
    
    transactional event flags.
  - setEventFlags
```
public void setEventFlags(int eventFlags)
```
    Changes transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    setEventFlags in interface IndexedEvent<String>
    
    Parameters:
    
    eventFlags - transactional event flags.
  - getIndex
```
public long getIndex()
```
    Returns unique per-symbol index of this time and sale event. Time and sale index is composed of time and sequence. Changing either time or sequence changes event index.
    
    Specified by:
    
    getIndex in interface IndexedEvent<String>
    
    Specified by:
    
    getIndex in interface TimeSeriesEvent<String>
    
    Returns:
    
    unique index of this time and sale event.
  - setIndex
```
public void setIndex(long index)
```
    Changes unique per-symbol index of this time and sale event. Time and sale 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<String>
    
    Parameters:
    
    index - the event index.
    
    See Also:
    
    getIndex()
  - setEventId
```
@Deprecated
public void setEventId(long index)
```
    Deprecated. Use setIndex(long)
    
    Changes unique per-symbol index of this time and sale event.
    
    Parameters:
    
    index - the event index.
  - getTime
```
public long getTime()
```
    Returns timestamp of the original event. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Specified by:
    
    getTime in interface TimeSeriesEvent<String>
    
    Returns:
    
    timestamp of the original event.
    
    See Also:
    
    System.currentTimeMillis()
  - setTime
```
public void setTime(long time)
```
    Changes timestamp of event in milliseconds. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    time - timestamp in milliseconds.
    
    See Also:
    
    getTime()
  - getTimeNanos
```
public long getTimeNanos()
```
    Returns timestamp of the original event in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Returns:
    
    timestamp of the original event in nanoseconds.
  - setTimeNanos
```
public void setTimeNanos(long timeNanos)
```
    Changes timestamp of event. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    timeNanos - timestamp in nanoseconds.
  - setTimeNanoPart
```
public void setTimeNanoPart(int timeNanoPart)
```
    Changes microseconds and nanoseconds time part of event.
    
    Parameters:
    
    timeNanoPart - microseconds and nanoseconds time part of event.
  - getTimeNanoPart
```
public int getTimeNanoPart()
```
    Returns microseconds and nanoseconds time part of event.
    
    Returns:
    
    microseconds and nanoseconds time part of event.
  - 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()
  - getExchangeCode
```
public char getExchangeCode()
```
    Returns exchange code of this time and sale event.
    
    Returns:
    
    exchange code of this time and sale event.
  - setExchangeCode
```
public void setExchangeCode(char exchangeCode)
```
    Changes exchange code of this time and sale event.
    
    Parameters:
    
    exchangeCode - exchange code of this time and sale event.
  - getPrice
```
public double getPrice()
```
    Returns price of this time and sale event.
    
    Returns:
    
    price of this time and sale event.
  - setPrice
```
public void setPrice(double price)
```
    Changes price of this time and sale event.
    
    Parameters:
    
    price - price of this time and sale event.
  - getSize
```
public long getSize()
```
    Returns size of this time and sale event as integer number (rounded toward zero).
    
    Returns:
    
    size of this time and sale event as integer number (rounded toward zero).
  - setSize
```
public void setSize(long size)
```
    Changes size of this time and sale event as integer number (rounded toward zero).
    
    Parameters:
    
    size - size of this time and sale event as integer number (rounded toward zero).
  - getSizeAsDouble
```
public double getSizeAsDouble()
```
    Returns size of this time and sale event as floating number with fractions.
    
    Returns:
    
    size of this time and sale event as floating number with fractions.
  - setSizeAsDouble
```
public void setSizeAsDouble(double size)
```
    Changes size of this time and sale event as floating number with fractions.
    
    Parameters:
    
    size - size of this time and sale event as floating number with fractions.
  - getBidPrice
```
public double getBidPrice()
```
    Returns the current bid price on the market when this time and sale event had occurred.
    
    Returns:
    
    the current bid price on the market when this time and sale event had occurred.
  - setBidPrice
```
public void setBidPrice(double bidPrice)
```
    Changes the current bid price on the market when this time and sale event had occurred.
    
    Parameters:
    
    bidPrice - the current bid price on the market when this time and sale event had occurred.
  - getAskPrice
```
public double getAskPrice()
```
    Returns the current ask price on the market when this time and sale event had occurred.
    
    Returns:
    
    the current ask price on the market when this time and sale event had occurred.
  - setAskPrice
```
public void setAskPrice(double askPrice)
```
    Changes the current ask price on the market when this time and sale event had occurred.
    
    Parameters:
    
    askPrice - the current ask price on the market when this time and sale event had occurred.
  - getExchangeSaleConditions
```
public String getExchangeSaleConditions()
```
    Returns sale conditions provided for this event by data feed. This field format is specific for every particular data feed.
    
    Returns:
    
    sale conditions.
  - setExchangeSaleConditions
```
public void setExchangeSaleConditions(String exchangeSaleConditions)
```
    Changes sale conditions provided for this event by data feed.
    
    Parameters:
    
    exchangeSaleConditions - sale conditions.
  - getTradeThroughExempt
```
public char getTradeThroughExempt()
```
    Returns TradeThroughExempt flag of this time and sale event.
    
    Returns:
    
    TradeThroughExempt flag of this time and sale event.
  - setTradeThroughExempt
```
public void setTradeThroughExempt(char tradeThroughExempt)
```
    Changes TradeThroughExempt flag of this time and sale event.
    
    Parameters:
    
    tradeThroughExempt - TradeThroughExempt flag of this time and sale event.
  - getAggressorSide
```
public Side getAggressorSide()
```
    Returns aggressor side of this time and sale event.
    
    Returns:
    
    aggressor side of this time and sale event.
  - setAggressorSide
```
public void setAggressorSide(Side side)
```
    Changes aggressor side of this time and sale event.
    
    Parameters:
    
    side - aggressor side of this time and sale event.
  - isSpreadLeg
```
public boolean isSpreadLeg()
```
    Returns whether this event represents a spread leg.
    
    Returns:
    
    true if this event represents a spread leg.
  - setSpreadLeg
```
public void setSpreadLeg(boolean spreadLeg)
```
    Changes whether this event represents a spread leg.
    
    Parameters:
    
    spreadLeg - true if this event represents a spread leg.
  - isExtendedTradingHours
```
public boolean isExtendedTradingHours()
```
    Returns whether this event represents an extended trading hours sale.
    
    Returns:
    
    true if this event represents an extended trading hours sale.
  - setExtendedTradingHours
```
public void setExtendedTradingHours(boolean extendedTradingHours)
```
    Changes whether this event represents an extended trading hours sale.
    
    Parameters:
    
    extendedTradingHours - true if this event represents an extended trading hours sale.
  - isValidTick
```
public boolean isValidTick()
```
    Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.
    
    Returns:
    
    true if this event represents a valid intraday tick.
  - setValidTick
```
public void setValidTick(boolean validTick)
```
    Changes whether this event represents a valid intraday tick.
    
    Parameters:
    
    validTick - true if this event represents a valid intraday tick.
  - getType
```
public TimeAndSaleType getType()
```
    Returns type of this time and sale event.
    
    Returns:
    
    type of this time and sale event.
  - setType
```
public void setType(TimeAndSaleType type)
```
    Changes type of this time and sale event.
    
    Parameters:
    
    type - type of this time and sale event.
  - isNew
```
public boolean isNew()
```
    Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event.
    
    Returns:
    
    true if this is a new event (not cancellation or correction).
  - setNew
```
@Deprecated
public void setNew()
```
    Deprecated. use setType(TimeAndSaleType.NEW) instead.
    
    Marks this event as a new event (not cancellation or correction). This is a default state for newly created time and sale event. This method makes isCancel() and isCorrection() false.
  - isCorrection
```
public boolean isCorrection()
```
    Returns whether this is a correction of a previous event. It is false for newly created time and sale event.
    
    Returns:
    
    true if this is a correction of a previous event
  - setCorrection
```
@Deprecated
public void setCorrection()
```
    Deprecated. use setType(TimeAndSaleType.CORRECTION) instead.
    
    Marks this is event as a correction of a previous event. This method makes isNew() and isCancel() false.
  - isCancel
```
public boolean isCancel()
```
    Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event.
    
    Returns:
    
    true if this is a cancellation of a previous event
  - setCancel
```
@Deprecated
public void setCancel()
```
    Deprecated. use setType(TimeAndSaleType.CANCEL) instead.
    
    Marks this event as a cancellation of a previous event. This method makes isNew() and isCorrection() false.
  - getBuyer
```
public String getBuyer()
```
    Returns buyer of this time and sale event.
    
    Returns:
    
    buyer of this time and sale event.
  - setBuyer
```
public void setBuyer(String buyer)
```
    Changes buyer of this time and sale event.
    
    Parameters:
    
    buyer - buyer of this time and sale event.
  - getSeller
```
public String getSeller()
```
    Returns seller of this time and sale event.
    
    Returns:
    
    seller of this time and sale event.
  - setSeller
```
public void setSeller(String seller)
```
    Changes seller of this time and sale event.
    
    Parameters:
    
    seller - seller of this time and sale event.
  - toString
```
public String toString()
```
    Returns string representation of this time and sale event.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    string representation of this time and sale event.

Class TimeAndSale

Properties

Event flags, transactions and snapshots

Publishing Time and Sales

Implementation details

Field Summary

Fields inherited from interface com.dxfeed.event.IndexedEvent

Constructor Summary

Method Summary

Methods inherited from class com.dxfeed.event.market.MarketEvent

Methods inherited from class java.lang.Object

Methods inherited from interface com.dxfeed.event.TimeSeriesEvent

Methods inherited from interface com.dxfeed.event.EventType

Field Detail

MAX_SEQUENCE

Constructor Detail

TimeAndSale

TimeAndSale

Method Detail

getSource

getEventFlags

setEventFlags

getIndex

setIndex

setEventId

getTime

setTime

getTimeNanos

setTimeNanos

setTimeNanoPart

getTimeNanoPart

getSequence

setSequence

getExchangeCode

setExchangeCode

getPrice

setPrice

getSize

setSize

getSizeAsDouble

setSizeAsDouble

getBidPrice

setBidPrice

getAskPrice

setAskPrice

getExchangeSaleConditions

setExchangeSaleConditions

getTradeThroughExempt

setTradeThroughExempt

getAggressorSide

setAggressorSide

isSpreadLeg

setSpreadLeg

isExtendedTradingHours

setExtendedTradingHours

isValidTick

setValidTick

getType

setType

isNew

setNew

isCorrection

setCorrection

isCancel

setCancel

getBuyer

setBuyer

getSeller

setSeller

toString