All Classes Interface Summary Class Summary Enum Summary Exception Summary
| Class |
Description |
| AbsolutePathResourceLoader |
|
| AbstractResourceLoader |
|
| Acceptor |
The interface provides methods for maintaining multiple listening ports.
|
| Acceptor.Listener |
The interface represents a listener for handling accept events.
|
| AllocationIndicator |
Identifies if the trade is marked for allocation.
|
| AssetAttribute |
Information about asset attribute.
|
| AutoResetEvent |
|
| AveragePricingIndicator |
Indicates if the trade is marked for average pricing allocation.
|
| ByteBuffer |
The ByteBuffer class provides a flexible container for handling and manipulating byte arrays.
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| ChainedResourceLoader |
|
| ClassPathResourceLoader |
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| ClearedIndicator |
An indication of whether or not a reportable swap transaction is cleared by a derivatives clearing organization.
|
| ClearingIntention |
An indication of whether or not a reportable swap transaction is intended to clear.
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| ClearingRequirementException |
An indication of whether a party to a swap is using the end-user exception.
|
| ClearingTransformationType |
Indicates the type of Clearing Transformation that generated this Trade.
|
| CollateralInstrument |
Information about reported instrument.
|
| CollateralReport |
Collateral Report Message.
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| CollateralReportEventArgs |
Contains CollateralReport message received.
|
| CollateralReportTransactionType |
Collateral report transaction type.
|
| CollateralStatus |
Collateral status.
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| CommissionAmountType |
Represents the type of event associated with the contract.
|
| CommissionBasis |
Indicates the method used to calculate broker fees.
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| CommissionData |
Information about Commission Data.
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| Commodity |
Information about reported commodity.
|
| Commodity.AssetAttributes |
Encapsulates list of AssetAttributes
|
| Commodity.SettlementPeriods |
Encapsulates list of SettlementPeriods
|
| CommodityBase |
General base type of the commodity traded.
|
| ConnectionMode |
An enum that defines supported TCP connection modes.
|
| Converter |
A utility class that provides methods to convert between numerical values
(double, int, and long) and their string or byte array representations, as well
as methods to parse these representations back into numerical values.
|
| CrossType |
Type of cross being submitted to a market
|
| CustomerCapacity |
The customer capacity for trade.
|
| Date |
Information about date.
|
| DeliveryRestriction |
Specifies the commodity delivery flow type.
|
| DeliveryStream |
Delivery Stream.
|
| DifferentialPriceType |
This indicates the type of differential price represented in the Differential Price attribute.
|
| Directory |
Directory of a file system.
|
| Directory.FileFilter |
|
| Directory.FileNames |
File names.
|
| DirResourceLoader |
|
| DynamicByteBuffer |
|
| ErrorEventArgs |
Contains information about error.
|
| ErrorListener |
Error listener.
|
| Event |
Information about reported instrument events.
|
| EventDateType |
Represents the type of event associated with the contract.
|
| ExecutionMethod |
Specifies whether the transaction was executed via an automated execution platform or other method.
|
| ExerciseStyle |
Type of exercise of a derivatives security.
|
| ExternalService |
|
| FeeQuantityThresholdIndicator |
Indicator flag used to determine the eligibility of fee discount based on threshold level.
|
| File |
A lightweight wrapper around RandomAccessFile that provides
convenience methods for reading, writing, and navigating file content
using intuitive helper operations.
|
| FileBasedSettings |
The Settings implementation backed with the file.
|
| FinancingDetails |
Information about financing details.
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| FixedPaymentStream |
Payment Stream Fixed Rate.
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| FixmlMessageEventArgs |
Contains information about Fixml message.
|
| FixmlMessageListener |
Fixml message listener.
|
| FloatPaymentStream |
Payment Stream Floating Rate.
|
| FrequencyUnit |
Source of alternate ID.
|
| GuidGenerator |
|
| HighResolutionTimestamp |
High resolution timestamp containing timestamp with millisecond precision and high resolution component with
picoseconds precision.
|
| IMulticastReceiver |
|
| IncludeCollateralIndicator |
Indicates whether collateral should be returned in request result.
|
| InstrumentStream |
Information about reported stream.
|
| LatencyLogger |
|
| Leg |
Information about leg.
|
| LegAlternativeID |
Information about leg alternative id.
|
| License |
Base license implementation.
|
| License.Customer |
License customer.
|
| License.Product |
Licensed product.
|
| License.Type |
License type.
|
| LicenseException |
|
| LicenseExpiredException |
The exception that is thrown when found license is expired.
|
| LicenseNotFoundException |
The exception that is thrown when a license file not found.
|
| LightweightCondition |
Light weight conditions provide a means for one thread to suspend execution (to "wait") until notified by another
thread that some state condition may now be true.
|
| LightweightSemaphore |
|
| LiquidityFlag |
Indicates if an order was submitted for market making obligation as required for MiFID.
|
| Log |
|
| ManualOrderIndicator |
Used to subscribe to tickets based on origination either from API or manually created trades.
|
| ManualResetEvent |
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| MessageListener |
Message listener.
|
| MulticastFastThreadReceiver |
According to Serge Matskov requirements,
there is a "fast" version of MulticastThreadReceiver.
|
| MulticastGroup |
|
| MulticastListener |
User classes must implement this interface to receive data from MulticastReceiver.
|
| MulticastReceiver |
|
| MulticastThreadReceiver |
|
| MultiLegReportingType |
Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option
call, puts, spreads, etc.).
|
| NetworkFactory |
A factory class for creating network-related objects such as acceptors, socket connectors, and TCP connections.
|
| NonDisclosedIndicator |
Used to subscribe to tickets based on disclosed or non-disclosed status of the trade.
|
| NullResourceLoader |
|
| ObjectPool<T> |
|
| OffsetInstruction |
Indicates offset or onset due to allocation.
|
| OptionExercise |
Information about option exercise.
|
| OptionExerciseDate |
Information about option exercise date.
|
| OptionExerciseTimeFrame |
For Exercise/Assignment Transformation, this indicates whether or not the resulting Future
was the result of an Early Exercise Instruction (Prior to Settlement Date).
|
| OriginalTimeUnit |
Represents different time units that can be used as an original time reference.
|
| Party |
Repeating block of Parties identifying information (e.g., Broker Code)
|
| Party.PartySubIDs |
List of party sub identifiers
|
| PartyIDSource |
Used to identify the source of the Party.
|
| PartyRole |
Identifies the type or role of the PartyID specified.
|
| PartySubID |
Party Sub ID
|
| PartySubIDType |
|
| Payment |
Information about the premium for commodity swaptions.
|
| PaymentDates |
Payment Stream Payment Dates.
|
| PaymentStream |
A subcomponent of the Stream; details the attributes of a payment stream in a swap.
|
| PaymentType |
Type of payment.
|
| Pool<T> |
|
| PoolableObjectFactory<T> |
|
| PortRange |
An immutable range of port numbers, represented from first to last port numbers.
|
| PositionAmountData |
Information about position amount.
|
| PositionAmountType |
Represents Residual Price of Average Price System (APS) transactions.
|
| PostTradeType |
Identifies the type of ticket.
|
| PrecisionTimer |
PrecisionTimer for measuring small time periods to estimate performance.
|
| PriceSubType |
This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.
|
| PriceType |
Settlement Price indicator for TAS, EFM and EFP’s priced off settlement.
|
| Product |
Enables the user to filter trades based on a specific product.
|
| ProductInfo |
|
| PropertyBasedSettings |
The Settings implementation backed with the Properties class.
|
| ProxySettings |
This class represents the settings for a proxy server, including the host, port, username, and password.
|
| ProxySettings.Type |
Enumeration representing proxy types: HTTP and SOCKS.
|
| PutOrCall |
Indicates whether an option contract is a put or call.
|
| QtyType |
Type of quantity specified in a quantity field
|
| RegulatoryTradeIdentifier |
Information about regulatory trade identifier.
|
| RegulatoryTradeIDEvent |
Event causing origination of the ID.
|
| RegulatoryTradeIDType |
Position of ID in trade hierarchy.
|
| RelatedInstrument |
Information about related instrument.
|
| RelatedSecurityType |
Deprecated.
|
| RelatedTrade |
Information about related trades.
|
| RelatedTradeIDSource |
Describes the source of the identifier that RelatedTradeID represents
|
| ReportAlternateID |
Information about reported instrument.
|
| ReportInstrument |
Information about reported instrument.
|
| ReportInstrument.InstrumentStreams |
|
| ReportInstrument.ReportAlternateIDs |
Encapsulates list of ReportAlternateIDs
|
| ReportSide |
Information about sides.
|
| ReportSide.CommissionDatas |
Encapsulates the list of CommissionData
|
| ReportSide.Parties |
Encapsulates the list of Parties
|
| ReportSide.RelatedTrades |
Encapsulates the list of RelatedTrades
|
| ReportSide.SideRegulatoryTrades |
Encapsulates the list of SideRegulatoryTrades
|
| ReportSide.TradeTimeStamps |
Encapsulates the list of TradeTimeStamps
|
| RequestInstrument |
Requested instrument description.
|
| RequestNotFoundException |
This exception was thrown if request cannot be found by request ID taken from received response.
|
| RequestParty |
Requested party description.
|
| ResourceLoader |
Resource loader.
|
| ResourceLoaderUtil |
|
| RestructuringType |
A category of CDS credit event in which the underlying bond experiences a restructuring.
|
| RootParty |
Repeating block of Parties identifying information (e.g., Broker Code)
|
| RootPartyIDSource |
Used to identify the source of the Party.
|
| ScaledDecimal |
Represents a scaled decimal number, characterized by a mantissa and an exponent.
|
| SecurityIDSource |
Source of alternate ID.
|
| SecurityType |
Indicates type of security.
|
| Session |
Session is main class for CME STP connection.
|
| Settings |
Base easy-to-use settings implementation.
|
| SettlementFlowType |
Specifies the commodity delivery flow type.
|
| SettlementHolidaysProcessingInstruction |
Indicates whether holidays are included in the settlement periods.
|
| SettlementMethod |
Settlement method for a contract.
|
| SettlementPeriod |
Information about settlement period.
|
| Side |
Side of order.
|
| SideRegulatoryTrade |
Information about Side Regulatory Trade.
|
| Socket |
The interface provides methods for configuring sockets and performing IO operations.
|
| SocketConnector |
The interface provides methods for creating socket connections.
|
| SocketConnector.ErrorReason |
An enum that defines reasons for socket connecting errors.
|
| SocketConnector.Listener |
The interface represents a listener for handling connect events.
|
| SplitIndicator |
Indicates whether or not a trade is split.
|
| SslContextFactory |
|
| StreamType |
Type of swap stream.
|
| SubscriptionRequestType |
Subscription Request Type
|
| SubstitutionIndicator |
Substitution indicator.
|
| TcpConnection |
The interface provides methods for sending and receiving data via TCP connection.
|
| TcpConnection.Listener |
The interface represents a listener for the TCP connection events
|
| TcpConnectionStopReason |
An enum that defines the reasons why a TCP connection was stopped.
|
| ThreadAffinity |
OS-depended thread wrapper implemented based on JNA.
|
| ThreadAffinity.cpu_set_t |
|
| ThreadAffinity.ErrorInfo |
|
| Throttler |
Limits an event rate using the event time marks.
|
| Timestamp |
UTC timestamp.
|
| TimestampFormat |
Represents different timestamp formats.
|
| TimestampType |
Indicates the type of regulatory timestamp.
|
| TradeCaptureDate |
Requested trade date.
|
| TradeCaptureReport |
Trade Capture Report Message
|
| TradeCaptureReport.Payments |
Encapsulates list of Payments
|
| TradeCaptureReport.PositionAmountDatas |
Encapsulates list of PositionAmountDatas
|
| TradeCaptureReport.ReportSides |
Encapsulates list of ReportSides
|
| TradeCaptureReport.RootParties |
Encapsulates the list of RootParties
|
| TradeCaptureReport.TradeLegs |
Encapsulates list of TradeLegs
|
| TradeCaptureReport.TradeRegulationPublications |
Encapsulates the list of TradeRegulationPublications
|
| TradeCaptureReport.UnderlyingInstruments |
Encapsulates list of UnderlyingInstruments
|
| TradeCaptureReportEventArgs |
Contains TradeCaptureReport message received.
|
| TradeCaptureReportRequest |
Trade Capture Report Request message.
|
| TradeCaptureReportRequest.Parties |
Encapsulates the list of Parties
|
| TradeCaptureReportRequest.TradeCaptureDates |
Encapsulates the list of TradeCaptureDates
|
| TradeCaptureReportRequestAcknowledgment |
The Request Acknowledgment will only be sent to deliver error messages.
|
| TradeCaptureReportRequestAcknowledgmentEventArgs |
Contains TradeCaptureReportRequestAcknowledgment message received.
|
| TradeCaptureReportRequestEventArgs |
Contains TradeCaptureReportRequest message sent.
|
| TradeCollateralization |
Type of exercise of a derivatives security.
|
| TradeCollateralStatus |
Trade collateral status.
|
| TradeIDEvent |
Event causing origination of the ID, e.g.
|
| TradeIDScope |
The type of Regulatory Trade ID being sent.
|
| TradeIDType |
The type of Regulatory Trade ID being sent.
|
| TradeLeg |
Represents information about a reported trade leg.
|
| TradeLeg.PositionAmountDatas |
Encapsulates the list of PositionAmountDatas
|
| TradeLeg.UnderlyingInstruments |
Encapsulates the list of UnderlyingInstruments
|
| TradePartyType |
When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.
|
| TradePriceNegotiationMethod |
The method used to negotiate the trade price.
|
| TradePriceStatus |
Status of the price.
|
| TradeRegulationPublication |
Information about trade regulation publication.
|
| TradeRegulationPublicationReason |
Trade regulation publication reason.
|
| TradeRegulationPublicationType |
Trade regulation publication type.
|
| TradeReportTransType |
Type of Execution being reported.
|
| TradeReportType |
Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade.
|
| TradeRequestResult |
Result of Trade Request.
|
| TradeRequestStatus |
Status of Trade Request.
|
| TradeRequestType |
Type of Trade Capture Report.
|
| TradeStatus |
Indicates the status of the trade in clearing.
|
| TradeSubType |
Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.
|
| TradeTimeStamp |
Information about trade time.
|
| TradeType |
CME Trade Type and Trade Transfer Flag.
|
| UnderlyingInstrument |
Information about underlying instrument.
|
| UnderlyingInstrument.InstrumentStreams |
Encapsulates the list of InstrumentStreams
|
| UnderlyingPriceDeterminationMethod |
Specifies how the underlying price is determined at the point of option exercise.
|
| UnderlyingSymbolSfx |
Sfx.
|
| UnitOfMeasure |
Physical unit of measure for Derivative products.
|
| UtcTimestamp |
UTC timestamp.
|
| Utils |
Utility class containing various helper methods.
|
| ValuePtr |
A ValuePtr can point to a subsequence of a byte array by specifying
an offset and length or handle entire byte arrays as simplistic value pointers.
|
| VenueSubType |
Identifies the sub-type of the venue where a trade was executed.
|
| VenueType |
Identifies the type of venue where a trade was executed.
|
| WarningEventArgs |
Details of a non-fatal parsing warning.
|
| WarningListener |
Listener for non-fatal parsing warnings, independently of the logging level.
|
| XmlUtils |
|
| Yield |
Information about reported yield data.
|