com.epam.cmefast.marketdata

Interface MarketDataApp

All Known Implementing Classes:

MarketDataAppImpl

public interface MarketDataApp

Method Summary

Methods

Modifier and Type	Method and Description
Map<Long,Configuration.Subscription>	getAllSubscriptions() Get all Security Subscriptions, per Security Id
long	getQuoteRequestQty(Long securityId) Get last Quote Request instance
SecurityDefinition	getSecurityDefinition(Long securityId) Get a Security Definition from internal API registry
MarketState	getSecurityStatus(Long securityId) Get current Security Status
TradeStatistic	getStatistics(Long securityId) Get a Trade Statistics instance
void	init(Configuration configuration) Initialize Market Data API using a given Configuration instance
void	start() Activate and connect to CME
void	startAdhoc(Configuration.Subscription subscription) Start an adhoc Subscription
void	stop() Shutdown all processes.
void	stop(Long securityId) Stop a given Security by Id
void	stopByDesc(String desc) Stop a given Security by Security Description
void	stopBySecGroup(String secGroup) Stop a given Security by Security Group Name
void	stopBySymbol(String symbol) Stop a given Security by Security Symbol

Method Detail

init

void init(Configuration configuration)
          throws ConfigurationException

Initialize Market Data API using a given Configuration instance

Parameters:

configuration - a Configuration instance

Throws:

ConfigurationException

start

void start()

Activate and connect to CME

stop

void stop()

Shutdown all processes. Disconnect from CME

getAllSubscriptions

Map<Long,Configuration.Subscription> getAllSubscriptions()

Get all Security Subscriptions, per Security Id

Returns:

a map of all Subscriptions

getSecurityDefinition

SecurityDefinition getSecurityDefinition(Long securityId)

Get a Security Definition from internal API registry

Parameters:

securityId - a given Security Id

Returns:

a required SecurityDefinition

getStatistics

TradeStatistic getStatistics(Long securityId)

Get a Trade Statistics instance

Parameters:

securityId - a given Security Id

Returns:

TradeStatistics instance

getSecurityStatus

MarketState getSecurityStatus(Long securityId)

Get current Security Status

Parameters:

securityId - a given Security Id

Returns:

a MarketState instance

getQuoteRequestQty

long getQuoteRequestQty(Long securityId)

Get last Quote Request instance

Parameters:

securityId - a given Security Id

Returns:

a QuoteRequest instance

stop

void stop(Long securityId)

Stop a given Security by Id

Parameters:

securityId - Security Id

stopByDesc

void stopByDesc(String desc)

Stop a given Security by Security Description

Parameters:

desc - Security Description

stopBySymbol

void stopBySymbol(String symbol)

Stop a given Security by Security Symbol

Parameters:

symbol - Security Symbol

stopBySecGroup

void stopBySecGroup(String secGroup)

Stop a given Security by Security Group Name

Parameters:

secGroup - Security Group Name

startAdhoc

void startAdhoc(Configuration.Subscription subscription)
                throws ConfigurationException

Start an adhoc Subscription

Parameters:

subscription - a new Subscription instance

Throws:

ConfigurationException