biz.onixs.cme.md.handler.event

Class TradeEventArgs

java.lang.Object

biz.onixs.cme.md.handler.event.TradeEventArgs

All Implemented Interfaces:

SendingTimeEventArgs, SecurityId

public class TradeEventArgs
extends Object
implements SecurityId, SendingTimeEventArgs

Trade event argument.

Constructor Summary

Constructors

Constructor and Description
TradeEventArgs(String channelId, long receiveTime, int securityId, int tradeIndex, biz.onixs.util.ScaledDecimal price, int size, biz.onixs.cme.sbe.IGroup dataBlocks, long rptSeq, long seqNum, long sendingTime) Constructor.

Method Summary

Modifier and Type	Method and Description
Side	getAggressorSide() Aggressor side.
String	getChannelId() Channel ID.
int	getCurrentTradeIndexInEvent() Current trade index in event.
int	getDataBlockIndex() Index of entry in FIX repeating group.
biz.onixs.cme.sbe.IGroup	getDataBlocks() FIX repeating group which contains trade data.
EventIndicator	getEventIndicator() Match event indicator.
long	getMessageSequenceNumber() Message sequence number.
int	getNumberOfOrders() Number of orders.
biz.onixs.util.ScaledDecimal	getPrice() Price.
long	getReceiveTime() Message receive time.
long	getReportSequence() Instrument report sequence number.
int	getSecurityId() Security ID.
long	getSendingTime() Message sending time.
int	getSize() Size.
org.joda.time.LocalDate	getTradeDate() Trade date.
TradeUpdateAction	getTradeUpdateAction() Trade update action.
String	toString() Convert object to string representation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

TradeEventArgs

public TradeEventArgs(String channelId,
                      long receiveTime,
                      int securityId,
                      int tradeIndex,
                      biz.onixs.util.ScaledDecimal price,
                      int size,
                      biz.onixs.cme.sbe.IGroup dataBlocks,
                      long rptSeq,
                      long seqNum,
                      long sendingTime)

Constructor.

Parameters:

channelId - Channel ID

receiveTime - Message receive time

securityId - Security ID

tradeIndex - Index of trade in current event

size - Size

price - Price

dataBlocks - FIX repeating group which contains trade data

rptSeq - report sequence number

seqNum - packet sequence number

sendingTime - packet sending time

Method Detail

getDataBlocks

public biz.onixs.cme.sbe.IGroup getDataBlocks()

FIX repeating group which contains trade data.

Returns:

FIX repeating group which contains trade data.

getDataBlockIndex

public int getDataBlockIndex()

Index of entry in FIX repeating group.

Returns:

Index of entry in FIX repeating group.

getEventIndicator

public EventIndicator getEventIndicator()

Match event indicator.

Returns:

Match event indicator

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - Thrown if tag MatchEventIndicator was not present in the message.

getPrice

public biz.onixs.util.ScaledDecimal getPrice()

Price.

Returns:

Price.

getChannelId

public String getChannelId()

Channel ID.

Returns:

Channel ID.

getReceiveTime

public long getReceiveTime()

Message receive time.

Returns:

Message receive time.

getSecurityId

public int getSecurityId()

Security ID.

Specified by:

getSecurityId in interface SecurityId

Returns:

Security ID.

getSize

public int getSize()

Size.

Returns:

Size.

getSendingTime

public long getSendingTime()

Message sending time.

Specified by:

getSendingTime in interface SendingTimeEventArgs

Returns:

Message sending time.

getTradeUpdateAction

public TradeUpdateAction getTradeUpdateAction()

Trade update action.

Returns:

Trade update action. This the value in Tag 279

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - field was not found in message schema

getAggressorSide

public Side getAggressorSide()

Aggressor side.

Returns:

Aggressor side. This the value in Tag 5797

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - field was not found in message schema

getMessageSequenceNumber

public long getMessageSequenceNumber()

Message sequence number.

Returns:

Message sequence number.

getTradeDate

public org.joda.time.LocalDate getTradeDate()

Trade date.

Returns:

Trade date. This the value in Tag 75

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - field was not found in message schema

getReportSequence

public long getReportSequence()

Instrument report sequence number.

Returns:

Instrument report sequence number.

toString

public String toString()

Convert object to string representation.

Overrides:

toString in class Object

Returns:

String representation.

getCurrentTradeIndexInEvent

public int getCurrentTradeIndexInEvent()

Current trade index in event.

Returns:

current trade index in event.

getNumberOfOrders

public int getNumberOfOrders()

Number of orders.

Returns:

number of orders. This the value in Tag 346