com.lmax.api.orderbook
Interface OrderBookEvent


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

NO_TIMESTAMP

static final long NO_TIMESTAMP
Value returned to signify no timestamp.

See Also:
Constant Field Values
Method Detail

getInstrumentId

long getInstrumentId()
The instrument id this event applies to.

Returns:
instrument id

getValuationBidPrice

FixedPointNumber getValuationBidPrice()
The valuation bid price.

Returns:
valuation bid price

getValuationAskPrice

FixedPointNumber getValuationAskPrice()
The valuation ask price.

Returns:
valuation ask price

getBidPrices

java.util.List<PricePoint> getBidPrices()
The bid price points for this instrument. Ordered from best (highest) to worst (lowest) price. THIS LIST IS VALID ONLY AT THE TIME OF THE EVENT NOTIFY CALL. IF YOU WANT TO STORE IT FOR LATER, COPY THE EVENT.

Returns:
bid price points

getAskPrices

java.util.List<PricePoint> getAskPrices()
The ask price points for this instrument. Ordered from best (lowest) to worst (highest) price. THIS LIST IS VALID ONLY AT THE TIME OF THE EVENT NOTIFY CALL. IF YOU WANT TO STORE IT FOR LATER, COPY THE EVENT.

Returns:
ask price points

getMarketClosePrice

FixedPointNumber getMarketClosePrice()
The price at the time of the last market close.

Returns:
price or null if no market close price for instrument

getMarketClosePriceTimeStamp

long getMarketClosePriceTimeStamp()
The timestamp of the last market close price.

Returns:
timestamp or NO_TIMESTAMP if no market close price for instrument
See Also:
NO_TIMESTAMP

getLastTradedPrice

FixedPointNumber getLastTradedPrice()
The last traded price.

Returns:
last traded price

getDailyHighestTradedPrice

FixedPointNumber getDailyHighestTradedPrice()
The highest traded price in the latest trading session.

Returns:
highest traded price

getDailyLowestTradedPrice

FixedPointNumber getDailyLowestTradedPrice()
The lowest traded price in the latest trading session.

Returns:
lowest traded price

getTimeStamp

long getTimeStamp()
The time the prices were published.

Returns:
A milliseconds value representing the number of milliseconds that have passed since January 1, 1970 00:00:00.000 UTC