|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
public interface OrderBookEvent
Represents the current market depth of the Order Book.
Field Summary | |
---|---|
static long |
NO_TIMESTAMP
Value returned to signify no timestamp. |
Method Summary | |
---|---|
java.util.List<PricePoint> |
getAskPrices()
The ask price points for this instrument. |
java.util.List<PricePoint> |
getBidPrices()
The bid price points for this instrument. |
FixedPointNumber |
getDailyHighestTradedPrice()
The highest traded price in the latest trading session. |
FixedPointNumber |
getDailyLowestTradedPrice()
The lowest traded price in the latest trading session. |
long |
getInstrumentId()
The instrument id this event applies to. |
FixedPointNumber |
getLastTradedPrice()
The last traded price. |
FixedPointNumber |
getMarketClosePrice()
The price at the time of the last market close. |
long |
getMarketClosePriceTimeStamp()
The timestamp of the last market close price. |
long |
getTimeStamp()
The time the prices were published. |
FixedPointNumber |
getValuationAskPrice()
The valuation ask price. |
FixedPointNumber |
getValuationBidPrice()
The valuation bid price. |
Field Detail |
---|
static final long NO_TIMESTAMP
Method Detail |
---|
long getInstrumentId()
FixedPointNumber getValuationBidPrice()
FixedPointNumber getValuationAskPrice()
java.util.List<PricePoint> getBidPrices()
java.util.List<PricePoint> getAskPrices()
FixedPointNumber getMarketClosePrice()
long getMarketClosePriceTimeStamp()
NO_TIMESTAMP
FixedPointNumber getLastTradedPrice()
FixedPointNumber getDailyHighestTradedPrice()
FixedPointNumber getDailyLowestTradedPrice()
long getTimeStamp()
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |