Package com.lmax.api.orderbook

Interface Summary
CalendarInfo Contains all of the information relating to dates and times during which the instrument is tradeable.
CommercialInfo Hold information pertaining to the commercial detail of this instrument.
ContractInfo Holds the information about the contract for this instrument.
HistoricMarketDataEvent A event that contains requested historic market data for an instrument.
HistoricMarketDataEventListener Interface called whenever a historic market data event is received via the stream interface.
Instrument Contains the meta-data for an instrument (Security Definition).
OrderBookEvent Represents the current market depth of the Order Book.
OrderBookEventListener Asynchronous listener for OrderBook responses.
OrderBookInfo Holds information related to the behaviour of the order book.
OrderBookStatusEventListener Asynchronous listener for OrderBookStatus responses.
PricePoint Represents the quantity at a price.
RiskInfo Holds the Risk elements for the instrument.
SearchInstrumentCallback Called back when a search instrument request succeeds or fails.
UnderlyingInfo The underlying asset of the traded instrument, contain information such as symbol, asset class etc.
 

Class Summary
OrderBookStatusEvent Represents the current status of the Order Book.
OrderBookStatusSubscriptionRequest Request to subscribe to order book status events for an order book (i.e.
OrderBookSubscriptionRequest Request to subscribe to order book events for an instrument.
SearchInstrumentRequest An instrument search request.
 

Enum Summary
DayOfWeek Enumeration of days of the week.
OrderBookStatus Enumeration of order book statii.