biz.onixs.cme.stp.handler

Class TradeLeg

java.lang.Object

biz.onixs.cme.stp.handler.TradeLeg

public class TradeLeg
extends Object

Represents information about a reported trade leg.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	TradeLeg.PositionAmountDatas Encapsulates the list of PositionAmountDatas
static class	TradeLeg.UnderlyingInstruments Encapsulates the list of UnderlyingInstruments

Constructor Summary

Constructors

Constructor and Description
TradeLeg() Default constructor.

Method Summary

Modifier and Type	Method and Description
Leg	getLeg()
ScaledDecimal	getLegAlternatePrice()
ScaledDecimal	getLegDifferentialPrice()
DifferentialPriceType	getLegDifferentialPriceType()
ScaledDecimal	getLegLastPrice() Gets the trade price assigned to the leg.
int	getLegNumber() Gets the number identifying the leg within a strategy or spread.
ScaledDecimal	getLegOrderQuantity() Gets the ordered quantity of this leg.
OriginalTimeUnit	getLegOriginalTimeUnit() Gets the Time Unit for this leg of the original trade, e.g.
ArrayList<PositionAmountData>	getLegPositionAmountData()
PriceSubType	getLegPriceSubType()
PriceType	getLegPriceType()
ScaledDecimal	getLegQuantity() Gets the actual quantity of the leg as it participated in the spread trade.
String	getLegReferenceID() Gets a unique trade ID generated by the clearing system for this leg.
String	getLegReportID() Gets the report ID for the leg as generated by the clearing system.
ScaledDecimal	getLegTradingQuantity() Gets leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.
TradeLeg.UnderlyingInstruments	getUnderlyingInstruments()
void	setLegAlternatePrice(ScaledDecimal value)
void	setLegDifferentialPrice(ScaledDecimal value)
void	setLegDifferentialPriceType(DifferentialPriceType value)
void	setLegLastPrice(ScaledDecimal value) Sets the trade price assigned to the leg.
void	setLegNumber(int value) Sets the number identifying the leg within a strategy or spread.
void	setLegOrderQuantity(ScaledDecimal value) Sets the ordered quantity of this leg.
void	setLegOriginalTimeUnit(OriginalTimeUnit value) Gets the Time Unit for this leg of the original trade, e.g.
void	setLegPriceSubType(PriceSubType value)
void	setLegPriceType(PriceType value)
void	setLegQuantity(ScaledDecimal value) Sets the actual quantity of the leg as it participated in the spread trade.
void	setLegReferenceID(String value) Sets a unique trade ID generated by the clearing system for this leg.
void	setLegReportID(String value) Sets the report ID for the leg as generated by the clearing system.
void	setLegTradingQuantity(ScaledDecimal value) Gets leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TradeLeg

public TradeLeg()

Default constructor.

Method Detail

getLegOrderQuantity

public final ScaledDecimal getLegOrderQuantity()

Gets the ordered quantity of this leg.

Returns:

the ordered quantity

setLegOrderQuantity

public final void setLegOrderQuantity(ScaledDecimal value)

Sets the ordered quantity of this leg.

Parameters:

value - the ordered quantity to set

getLegQuantity

public final ScaledDecimal getLegQuantity()

Gets the actual quantity of the leg as it participated in the spread trade.

Returns:

the actual leg quantity

setLegQuantity

public final void setLegQuantity(ScaledDecimal value)

Sets the actual quantity of the leg as it participated in the spread trade.

Parameters:

value - the actual leg quantity to set

getLegReportID

public final String getLegReportID()

Gets the report ID for the leg as generated by the clearing system.

Returns:

the leg report ID

setLegReportID

public final void setLegReportID(String value)

Sets the report ID for the leg as generated by the clearing system.

Parameters:

value - the leg report ID to set

getLegNumber

public final int getLegNumber()

Gets the number identifying the leg within a strategy or spread.

Returns:

the leg number

setLegNumber

public final void setLegNumber(int value)

Sets the number identifying the leg within a strategy or spread.

Parameters:

value - the leg number to set

getLegReferenceID

public final String getLegReferenceID()

Gets a unique trade ID generated by the clearing system for this leg.

Returns:

the leg reference ID

setLegReferenceID

public final void setLegReferenceID(String value)

Sets a unique trade ID generated by the clearing system for this leg.

Parameters:

value - the leg reference ID to set

getLegLastPrice

public final ScaledDecimal getLegLastPrice()

Gets the trade price assigned to the leg.

Returns:

the leg last price

setLegLastPrice

public final void setLegLastPrice(ScaledDecimal value)

Sets the trade price assigned to the leg.

Parameters:

value - the leg last price to set

getLegPriceType

public final PriceType getLegPriceType()

Returns:

the type of the price associated with the trade. Will not be present for IRS/FRA trades.

setLegPriceType

public final void setLegPriceType(PriceType value)

Parameters:

value - the type of the price associated with the trade. Will not be present for IRS/FRA trades.

getLegPriceSubType

public final PriceSubType getLegPriceSubType()

Returns:

further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.

setLegPriceSubType

public final void setLegPriceSubType(PriceSubType value)

Parameters:

value - further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.

getLegOriginalTimeUnit

public final OriginalTimeUnit getLegOriginalTimeUnit()

Gets the Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in PM API, regardless of the units originally used to enter the trade.

Returns:

Leg Original Time Unit

setLegOriginalTimeUnit

public final void setLegOriginalTimeUnit(OriginalTimeUnit value)

Gets the Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in PM API, regardless of the units originally used to enter the trade.

Parameters:

value - Leg Original Time Unit

getLegDifferentialPrice

public final ScaledDecimal getLegDifferentialPrice()

Returns:

the differential price for spreads, or a TAS or TAM differential price.

setLegDifferentialPrice

public final void setLegDifferentialPrice(ScaledDecimal value)

Parameters:

value - the differential price for spreads, or a TAS or TAM differential price.

getLegDifferentialPriceType

public final DifferentialPriceType getLegDifferentialPriceType()

Returns:

the type of differential price represented in the Differential Price attribute.

setLegDifferentialPriceType

public final void setLegDifferentialPriceType(DifferentialPriceType value)

Parameters:

value - the type of differential price represented in the Differential Price attribute.

getLegTradingQuantity

public final ScaledDecimal getLegTradingQuantity()

Gets leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.

Returns:

Leg Trading Quantity

setLegTradingQuantity

public final void setLegTradingQuantity(ScaledDecimal value)

Gets leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.

Parameters:

value - Leg Trading Quantity

getLegAlternatePrice

public final ScaledDecimal getLegAlternatePrice()

Returns:

leg alternate price.

setLegAlternatePrice

public final void setLegAlternatePrice(ScaledDecimal value)

Parameters:

value - leg alternate price.

getLeg

public final Leg getLeg()

Returns:

leg information.

getUnderlyingInstruments

public final TradeLeg.UnderlyingInstruments getUnderlyingInstruments()

Returns:

information about Leg Underlying Instruments reported.

getLegPositionAmountData

public final ArrayList<PositionAmountData> getLegPositionAmountData()

Returns:

information about Leg Position Amounts reported.