Package | Description |
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com.paritytrading.juncture.cboe.fx.itch |
This package contains an implementation of Cboe FX ITCH Protocol 1.65.
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Class and Description |
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CboeFXBook.CancelOrder
A Cancel Order message (2.2.3).
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CboeFXBook.MarketSnapshotEntry
An entry in a Market Snapshot message (2.2.4).
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CboeFXBook.Message
A message.
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CboeFXBook.ModifyOrder
A Modify Order message (2.2.2).
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CboeFXBook.NewOrder
A New Order message (2.2.1).
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CboeFXBook.Ticker
A Ticker message (2.2.5).
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CboeFXBookListener
The interface for inbound Cboe FX Book Protocol messages.
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ITCH.ErrorNotification
An Error Notification packet (1.2.6).
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ITCH.InstrumentDirectory
An Instrument Directory packet (1.2.7).
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ITCH.LoginAccepted
A Login Accepted packet (1.2.1).
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ITCH.LoginRejected
A Login Rejected packet (1.2.2).
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ITCH.LoginRequest
A Login Request packet (1.3.1).
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ITCH.MarketDataSubscribeRequest
A Market Data Subscribe Request packet (1.3.7).
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ITCH.MarketDataUnsubscribeRequest
A Market Data Unsubscribe Request packet (1.3.8).
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ITCH.MarketSnapshotRequest
A Market Snapshot Request packet (1.3.4).
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ITCH.SequencedData
A Sequenced Data packet (1.2.3).
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ITCH.TickerSubscribeRequest
A Ticker Subscribe Request packet (1.3.5).
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ITCH.TickerUnsubscribeRequest
A Ticker Unsubscribe Request packet (1.3.6).
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ITCHClient
An implementation of the client side of ITCH Session Management Protocol.
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ITCHClientListener
The interface for inbound events on the client side.
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ITCHServer
An implementation of the server side of ITCH Session Management Protocol.
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ITCHServerListener
The interface for inbound events on the server side.
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ITCHSession
The base for both the client and server side of ITCH Session Management
Protocol.
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