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A

accept(ITCH.LoginAccepted) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send a Login Accepted packet (1.2.1).
AddOrder() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
addOrder(ITCH50.AddOrder) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Add Order message.
AddOrderMPID() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
addOrderMPID(ITCH50.AddOrderMPID) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Add Order with MPID message.
aggressorBuyOrSellIndicator - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
amount - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
amount - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
amount - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
attribution - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
authenticity - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
AUTHENTICITY_PRODUCTION - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
AUTHENTICTY_TEST - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 

B

BREACHED_LEVEL_1 - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
BREACHED_LEVEL_2 - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
BREACHED_LEVEL_3 - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
breachedLevel - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
BrokenTrade() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
brokenTrade(ITCH50.BrokenTrade) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Broken Trade message.
BUY - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
BUY - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
buyOrSellIndicator - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
buyOrSellIndicator - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
buySellIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
buySellIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
buySellIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 

C

canceledShares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
CancelOrder() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.CancelOrder
Construct an instance.
cancelOrder(CboeFXBook.CancelOrder) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive a Cancel Order message (2.2.3).
CboeFXBook - Class in com.paritytrading.juncture.cboe.fx.itch
Common definitions for Cboe FX Book Protocol.
CboeFXBook.CancelOrder - Class in com.paritytrading.juncture.cboe.fx.itch
A Cancel Order message (2.2.3).
CboeFXBook.MarketSnapshotEntry - Class in com.paritytrading.juncture.cboe.fx.itch
An entry in a Market Snapshot message (2.2.4).
CboeFXBook.Message - Interface in com.paritytrading.juncture.cboe.fx.itch
A message.
CboeFXBook.ModifyOrder - Class in com.paritytrading.juncture.cboe.fx.itch
A Modify Order message (2.2.2).
CboeFXBook.NewOrder - Class in com.paritytrading.juncture.cboe.fx.itch
A New Order message (2.2.1).
CboeFXBook.Ticker - Class in com.paritytrading.juncture.cboe.fx.itch
A Ticker message (2.2.5).
CboeFXBookException - Exception in com.paritytrading.juncture.cboe.fx.itch
Indicates a protocol error while handling Cboe FX Book Protocol.
CboeFXBookException(String) - Constructor for exception com.paritytrading.juncture.cboe.fx.itch.CboeFXBookException
Create an instance with the specified detail message.
CboeFXBookFormatter - Class in com.paritytrading.juncture.cboe.fx.itch
A formatter for outbound Cboe FX Book Protocol messages.
CboeFXBookFormatter() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookFormatter
Create a formatter for outbound Cboe FX Book Protocol messages.
CboeFXBookListener - Interface in com.paritytrading.juncture.cboe.fx.itch
The interface for inbound Cboe FX Book Protocol messages.
CboeFXBookParser - Class in com.paritytrading.juncture.cboe.fx.itch
A parser for inbound Cboe FX Book Protocol messages.
CboeFXBookParser(CboeFXBookListener) - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookParser
Create a parser for inbound Cboe FX Book Protocol messages.
close() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHSession
Close the underlying socket channel.
com.paritytrading.juncture.cboe.fx.itch - package com.paritytrading.juncture.cboe.fx.itch
This package contains an implementation of Cboe FX ITCH Protocol 1.65.
com.paritytrading.juncture.nasdaq.itch50 - package com.paritytrading.juncture.nasdaq.itch50
This package contains an implementation of NASDAQ TotalView-ITCH 5.0.
CROSS_TYPE_CLOSING_CROSS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
CROSS_TYPE_INTRADAY_CROSS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
CROSS_TYPE_IPO_HALTED_PAUSED_CROSS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
CROSS_TYPE_OPENING_CROSS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
crossPrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
CrossTrade() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
crossTrade(ITCH50.CrossTrade) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Cross Trade message.
crossType - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
crossType - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.CancelOrder
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.InstrumentDirectory
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketDataSubscribeRequest
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketDataUnsubscribeRequest
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketSnapshotRequest
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.TickerSubscribeRequest
 
currencyPair - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.TickerUnsubscribeRequest
 
currentReferencePrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 

E

endOfSession(ITCHClient) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive an indication of the end of session (1.2.5).
endSession() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send an indication of the end of session (1.2.5).
errorExplanation - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.ErrorNotification
 
ErrorNotification() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.ErrorNotification
Create a new instance.
errorNotification(ITCHClient, ITCH.ErrorNotification) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive an Error Notification packet (1.2.6).
etpFlag - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
etpLeverageFactor - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
EVENT_CODE_END_OF_MARKET_HOURS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
EVENT_CODE_END_OF_MESSAGES - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
EVENT_CODE_END_OF_SYSTEM_HOURS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
EVENT_CODE_START_OF_MARKET_HOURS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
EVENT_CODE_START_OF_MESSAGES - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
EVENT_CODE_START_OF_SYSTEM_HOURS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
eventCode - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
executedShares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
executedShares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
executionPrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 

F

FALSE - Static variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH
 
farPrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
FINANCIAL_STATUS_INDICATOR_BANKRUPT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_CREATIONS_REDEMPTIONS_SUSPENDED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DEFICIENT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DEFICIENT_BANKRUPT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT_BANKRUPT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DELINQUENT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_DELINQUENT_BANKRUPT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_NORMAL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_NOT_AVAILABLE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
FINANCIAL_STATUS_INDICATOR_SUSPENDED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
financialStatusIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 

G

get(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.CancelOrder
 
get(ByteBuffer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Message
Read this message from the buffer.
get(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
get(ByteBuffer) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50.Message
Read this message from the buffer.
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
get(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
getChannel() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHSession
Get the underlying socket channel.

H

heartbeatTimeout(ITCHClient) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive an indication of a heartbeat timeout.
heartbeatTimeout(ITCHServer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive an indication of a heartbeat timeout.

I

IMBALANCE_DIRECTION_BUY_IMBALANCE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
IMBALANCE_DIRECTION_INSUFFICIENT_ORDERS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
IMBALANCE_DIRECTION_NO_IMBALANCE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
IMBALANCE_DIRECTION_SELL_IMBALANCE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
imbalanceDirection - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
imbalanceShares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
InstrumentDirectory() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.InstrumentDirectory
 
instrumentDirectory(ITCHClient, ITCH.InstrumentDirectory) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive an Instrument Directory packet (1.2.7).
instrumentDirectory(ITCH.InstrumentDirectory) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send an Instrument Directory packet (1.2.7).
instrumentDirectoryRequest(ITCHServer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive an Instrument Directory Request packet (1.3.9).
INTEREST_FLAG_BOTH - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
INTEREST_FLAG_BUY - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
INTEREST_FLAG_NONE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
INTEREST_FLAG_SELL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
interestFlag - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
inverseIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
IPO_QUOTATION_RELEASE_QUALIFIER_ANTICIPATED_QUOTATION_TIME - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
IPO_QUOTATION_RELEASE_QUALIFIER_IPO_RELEASE_CANCELED_POSTPONED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
ipoFlag - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
ipoPrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
ipoQuotationReleaseQualifier - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
ipoQuotationReleaseTime - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
IPOQuotingPeriodUpdate() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
ipoQuotingPeriodUpdate(ITCH50.IPOQuotingPeriodUpdate) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an IPO Quoting Period Update message.
issueClassification - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
issueSubType - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
ITCH - Class in com.paritytrading.juncture.cboe.fx.itch
Common definitions for ITCH Session Management Protocol.
ITCH.ErrorNotification - Class in com.paritytrading.juncture.cboe.fx.itch
An Error Notification packet (1.2.6).
ITCH.InstrumentDirectory - Class in com.paritytrading.juncture.cboe.fx.itch
An Instrument Directory packet (1.2.7).
ITCH.LoginAccepted - Class in com.paritytrading.juncture.cboe.fx.itch
A Login Accepted packet (1.2.1).
ITCH.LoginRejected - Class in com.paritytrading.juncture.cboe.fx.itch
A Login Rejected packet (1.2.2).
ITCH.LoginRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Login Request packet (1.3.1).
ITCH.MarketDataSubscribeRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Market Data Subscribe Request packet (1.3.7).
ITCH.MarketDataUnsubscribeRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Market Data Unsubscribe Request packet (1.3.8).
ITCH.MarketSnapshotRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Market Snapshot Request packet (1.3.4).
ITCH.SequencedData - Class in com.paritytrading.juncture.cboe.fx.itch
A Sequenced Data packet (1.2.3).
ITCH.TickerSubscribeRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Ticker Subscribe Request packet (1.3.5).
ITCH.TickerUnsubscribeRequest - Class in com.paritytrading.juncture.cboe.fx.itch
A Ticker Unsubscribe Request packet (1.3.6).
ITCH50 - Class in com.paritytrading.juncture.nasdaq.itch50
Common definitions.
ITCH50.AddOrder - Class in com.paritytrading.juncture.nasdaq.itch50
An Add Order (4.3.1) message.
ITCH50.AddOrderMPID - Class in com.paritytrading.juncture.nasdaq.itch50
An Add Order with MPID (4.3.2) message.
ITCH50.BrokenTrade - Class in com.paritytrading.juncture.nasdaq.itch50
A Broken Trade (4.5.3) message.
ITCH50.CrossTrade - Class in com.paritytrading.juncture.nasdaq.itch50
A Cross Trade (4.5.2) message.
ITCH50.IPOQuotingPeriodUpdate - Class in com.paritytrading.juncture.nasdaq.itch50
An IPO Quoting Period Update (4.2.6) message.
ITCH50.MarketParticipantPosition - Class in com.paritytrading.juncture.nasdaq.itch50
A Market Participant Position (4.2.4) message.
ITCH50.Message - Interface in com.paritytrading.juncture.nasdaq.itch50
A message.
ITCH50.MWCBDeclineLevel - Class in com.paritytrading.juncture.nasdaq.itch50
An MWCB Decline Level (4.2.5.1) message.
ITCH50.MWCBStatus - Class in com.paritytrading.juncture.nasdaq.itch50
An MWCB Status (4.2.5.2) message.
ITCH50.NOII - Class in com.paritytrading.juncture.nasdaq.itch50
A NOII (4.6) message.
ITCH50.OrderCancel - Class in com.paritytrading.juncture.nasdaq.itch50
An Order Cancel (4.4.3) message.
ITCH50.OrderDelete - Class in com.paritytrading.juncture.nasdaq.itch50
An Order Delete (4.4.4) message.
ITCH50.OrderExecuted - Class in com.paritytrading.juncture.nasdaq.itch50
An Order Executed (4.4.1) message.
ITCH50.OrderExecutedWithPrice - Class in com.paritytrading.juncture.nasdaq.itch50
An Order Executed With Price (4.4.2) message.
ITCH50.OrderReplace - Class in com.paritytrading.juncture.nasdaq.itch50
An Order Replace (4.4.5) message.
ITCH50.RegSHORestriction - Class in com.paritytrading.juncture.nasdaq.itch50
A Reg SHO Restriction (4.2.3) message.
ITCH50.RPII - Class in com.paritytrading.juncture.nasdaq.itch50
An RPII (4.7) message.
ITCH50.StockDirectory - Class in com.paritytrading.juncture.nasdaq.itch50
A Stock Directory (4.2.1) message.
ITCH50.StockTradingAction - Class in com.paritytrading.juncture.nasdaq.itch50
A Stock Trading Action (4.2.2) message.
ITCH50.SystemEvent - Class in com.paritytrading.juncture.nasdaq.itch50
A System Event message.
ITCH50.Trade - Class in com.paritytrading.juncture.nasdaq.itch50
A Trade (4.5.1) message.
ITCH50Exception - Exception in com.paritytrading.juncture.nasdaq.itch50
Indicates a protocol error while handling the NASDAQ TotalView-ITCH 5.0 protocol.
ITCH50Exception(String) - Constructor for exception com.paritytrading.juncture.nasdaq.itch50.ITCH50Exception
Construct an instance with the specified detail message.
ITCH50Listener - Interface in com.paritytrading.juncture.nasdaq.itch50
The interface for inbound messages.
ITCH50Parser - Class in com.paritytrading.juncture.nasdaq.itch50
A parser for inbound messages.
ITCH50Parser(ITCH50Listener) - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50Parser
Create a parser for inbound messages.
ITCHClient - Class in com.paritytrading.juncture.cboe.fx.itch
An implementation of the client side of ITCH Session Management Protocol.
ITCHClient(SocketChannel, int, ITCHClientListener) - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Create a client.
ITCHClientListener - Interface in com.paritytrading.juncture.cboe.fx.itch
The interface for inbound events on the client side.
ITCHException - Exception in com.paritytrading.juncture.cboe.fx.itch
Indicates a protocol error while handling ITCH Session Management Protocol.
ITCHException(String) - Constructor for exception com.paritytrading.juncture.cboe.fx.itch.ITCHException
Create an instance with the specified detail message.
ITCHServer - Class in com.paritytrading.juncture.cboe.fx.itch
An implementation of the server side of ITCH Session Management Protocol.
ITCHServer(SocketChannel, int, ITCHServerListener) - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Create a server.
ITCHServerListener - Interface in com.paritytrading.juncture.cboe.fx.itch
The interface for inbound events on the server side.
ITCHSession - Class in com.paritytrading.juncture.cboe.fx.itch
The base for both the client and server side of ITCH Session Management Protocol.

K

keepAlive() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHSession
Keep the session alive.

L

level1 - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
level2 - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
level3 - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
locateCode - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
login(ITCH.LoginRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Login Request packet (1.3.1).
LoginAccepted() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginAccepted
Create a new instance.
loginAccepted(ITCHClient, ITCH.LoginAccepted) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive a Login Accepted packet (1.2.1).
loginName - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRequest
 
LoginRejected() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRejected
Create a new instance.
loginRejected(ITCHClient, ITCH.LoginRejected) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive a Login Rejected packet (1.2.2).
LoginRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRequest
Create an instance.
loginRequest(ITCHServer, ITCH.LoginRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a Login Request packet (1.3.1).
logout() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Logout Request packet (1.3.2).
logoutRequest(ITCHServer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a LogoutRequest packet (1.3.2).
lotsize - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
lotsize - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
lotsize - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
LULD_REFERENCE_PRICE_TIER_1 - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
LULD_REFERENCE_PRICE_TIER_2 - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
luldReferencePriceTier - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 

M

MARKET_CATEGORY_BATS_Z_EXCHANGE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NASDAQ_CAPITAL_MARKET - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NASDAQ_GLOBAL_MARKET - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NASDAQ_GLOBAL_SELECT_MARKET - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NOT_AVAILABLE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NYSE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NYSE_ARCA - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_CATEGORY_NYSE_MKT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_MAKER_MODE_NORMAL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_MAKER_MODE_PASSIVE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_MAKER_MODE_PENALTY - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_MAKER_MODE_PRE_SYNDICATE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_MAKER_MODE_SYNDICATE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_PARTICIPANT_STATE_ACTIVE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_PARTICIPANT_STATE_DELETED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_PARTICIPANT_STATE_EXCUSED_WITHDRAWN - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_PARTICIPANT_STATE_SUSPENDED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MARKET_PARTICIPANT_STATE_WITHDRAWN - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
marketCategory - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
MarketDataSubscribeRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketDataSubscribeRequest
Construct an instance.
marketDataSubscribeRequest(ITCHServer, ITCH.MarketDataSubscribeRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a Market Data Subscribe Request packet (1.3.7).
marketDataUnsubscribe - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRequest
 
MarketDataUnsubscribeRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketDataUnsubscribeRequest
Construct an instance.
marketDataUnsubscribeRequest(ITCHServer, ITCH.MarketDataUnsubscribeRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a Market Data Unsubscribe Request packet (1.3.8).
marketMakerMode - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
MarketParticipantPosition() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
marketParticipantPosition(ITCH50.MarketParticipantPosition) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Market Participant Position message.
marketParticipantState - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
marketSnapshotEnd(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookFormatter
End a Market Snapshot message.
marketSnapshotEnd() - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive an indication of the end of a Market Snapshot message (2.2.4).
MarketSnapshotEntry() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
Construct an instance.
marketSnapshotEntry(ByteBuffer, CboeFXBook.MarketSnapshotEntry) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookFormatter
Add an entry to a Market Snapshot message.
marketSnapshotEntry(CboeFXBook.MarketSnapshotEntry) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive an indication of an entry in a Market Snapshot message (2.2.4).
MarketSnapshotRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.MarketSnapshotRequest
Construct an instance.
marketSnapshotRequest(ITCHServer, ITCH.MarketSnapshotRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a Market Snapshot Request packet (1.3.4).
marketSnapshotStart(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookFormatter
Start a Market Snapshot message.
marketSnapshotStart() - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive an indication of the start of a Market Snapshot message (2.2.4).
matchNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
matchNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
matchNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
matchNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
matchNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
MAX_NUMBER_OF_CURRENCY_PAIRS - Static variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH
 
message(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50Parser
 
MESSAGE_TYPE_ADD_ORDER - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ADD_ORDER_MPID - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_BROKEN_TRADE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_CANCEL_ORDER - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
MESSAGE_TYPE_CROSS_TRADE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_IPO_QUOTING_PERIOD_UPDATE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_MARKET_PARTICIPANT_POSITION - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_MARKET_SNAPSHOT - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
MESSAGE_TYPE_MODIFY_ORDER - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
MESSAGE_TYPE_MWCB_DECLINE_LEVEL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_MWCB_STATUS - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_NEW_ORDER - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
MESSAGE_TYPE_NOII - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ORDER_CANCEL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ORDER_DELETE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ORDER_EXECUTED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ORDER_EXECUTED_WITH_PRICE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_ORDER_REPLACE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_REG_SHO_RESTRICTION - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_RPII - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_STOCK_DIRECTORY - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_STOCK_TRADING_ACTION - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_SYSTEM_EVENT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
MESSAGE_TYPE_TICKER - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
MESSAGE_TYPE_TRADE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
minqty - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
minqty - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
minqty - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
ModifyOrder() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
Construct an instance.
modifyOrder(CboeFXBook.ModifyOrder) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive a Modify Order message (2.2.2).
mpid - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
MWCBDeclineLevel() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
mwcbDeclineLevel(ITCH50.MWCBDeclineLevel) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an MWCB Decline Level message.
MWCBStatus() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
mwcbStatus(ITCH50.MWCBStatus) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an MWCB Status message.

N

nearPrice - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
NewOrder() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
Construct an instance.
newOrder(CboeFXBook.NewOrder) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive a New Order message (2.2.1).
newOrderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
NO - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
NOII() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
noii(ITCH50.NOII) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a NOII message.
NOT_AVAILABLE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
notifyError(ITCH.ErrorNotification) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send an Error Notification packet (1.2.6).
numberOfCurrencyPairs - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.InstrumentDirectory
 

O

OrderCancel() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
orderCancel(ITCH50.OrderCancel) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Order Cancel message.
OrderDelete() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
orderDelete(ITCH50.OrderDelete) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Order Delete message.
OrderExecuted() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
orderExecuted(ITCH50.OrderExecuted) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Order Executed message.
OrderExecutedWithPrice() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
orderExecutedWithPrice(ITCH50.OrderExecutedWithPrice) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Order Executed With Price message.
orderId - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.CancelOrder
 
orderId - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
orderId - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
orderId - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
orderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
OrderReplace() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
orderReplace(ITCH50.OrderReplace) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an Order Replace message.
originalOrderReferenceNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 

P

pairedShares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
parse(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBookParser
Parse a Cboe FX Book Protocol message.
password - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRequest
 
price - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.MarketSnapshotEntry
 
price - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
price - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
price - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
price - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
price - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
price - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
PRICE_VARIATION_INDICATOR_10_TO_19_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_1_TO_1_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_20_TO_29_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_2_TO_2_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_30_PCT_OR_GREATER - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_3_TO_3_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_4_TO_4_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_5_TO_5_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_6_TO_6_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_7_TO_7_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_8_TO_8_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_9_TO_9_99_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_LESS_THAN_1_PCT - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
PRICE_VARIATION_INDICATOR_NOT_AVAILABLE - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
priceVariationIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
primaryMarketMaker - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
printable - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.CancelOrder
 
put(ByteBuffer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Message
Write this message to the buffer.
put(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.ModifyOrder
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.NewOrder
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
put(ByteBuffer) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50.Message
Write this message to the buffer.
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
put(ByteBuffer) - Method in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 

R

reason - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRejected
 
reason - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
receive() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHSession
Receive data from the underlying socket channel.
REG_SHO_ACTION_NO_PRICE_TEST - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
REG_SHO_ACTION_SHORT_SALE_PRICE_TEST - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
REG_SHO_ACTION_SHORT_SALE_PRICE_TEST_INTRA_DAY_PRICE_DROP - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
regSHOAction - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
RegSHORestriction() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
regSHORestriction(ITCH50.RegSHORestriction) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Reg SHO Restriction message.
reject(ITCH.LoginRejected) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send a Login Rejected packet (1.2.2).
request(ITCH.MarketSnapshotRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Market Snapshot Request packet (1.3.4).
request(ITCH.TickerSubscribeRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Ticker Subscribe Request packet (1.3.5).
request(ITCH.TickerUnsubscribeRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Ticker Unsubscribe Request packet (1.3.6).
request(ITCH.MarketDataSubscribeRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Market Data Subscribe Request packet (1.3.7).
request(ITCH.MarketDataUnsubscribeRequest) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send a Market Data Unsubscribe Request packet (1.3.8).
requestInstrumentDirectory() - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHClient
Send an Instrument Directory Request packet (1.3.9).
reserved - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginRequest
 
reserved - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
roundLotSize - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
roundLotsOnly - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
RPII() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
rpii(ITCH50.RPII) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive an RPII message.

S

SELL - Static variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook
 
SELL - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
send(ITCH.SequencedData, ByteBuffer) - Method in class com.paritytrading.juncture.cboe.fx.itch.ITCHServer
Send a Sequenced Data packet (1.2.3).
SequencedData() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.SequencedData
Create a new instance.
sequencedData(ITCHClient, ITCH.SequencedData, ByteBuffer) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHClientListener
Receive a Sequenced Data packet (1.2.3).
sequenceNumber - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.LoginAccepted
 
shares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
shares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
shares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
shares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
shares - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
shortSaleThresholdIndicator - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
stock - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
StockDirectory() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
stockDirectory(ITCH50.StockDirectory) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Stock Directory message.
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
stockLocate - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
StockTradingAction() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
stockTradingAction(ITCH50.StockTradingAction) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Stock Trading Action message.
SystemEvent() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
systemEvent(ITCH50.SystemEvent) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a System Event message.

T

Ticker() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
Construct an instance.
ticker(CboeFXBook.Ticker) - Method in interface com.paritytrading.juncture.cboe.fx.itch.CboeFXBookListener
Receive a Ticker message (2.2.5).
TickerSubscribeRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.TickerSubscribeRequest
Construct an instance.
tickerSubscribeRequest(ITCHServer, ITCH.TickerSubscribeRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive a Ticker Subscribe Request packet (1.3.5).
TickerUnsubscribeRequest() - Constructor for class com.paritytrading.juncture.cboe.fx.itch.ITCH.TickerUnsubscribeRequest
Construct an instance.
tickerUnsubscribeRequest(ITCHServer, ITCH.TickerUnsubscribeRequest) - Method in interface com.paritytrading.juncture.cboe.fx.itch.ITCHServerListener
Receive an Ticker Unsubscribe Request packet (1.3.6).
time - Variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH.SequencedData
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
timestampHigh - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
timestampLow - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrder
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.AddOrderMPID
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.BrokenTrade
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.CrossTrade
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.IPOQuotingPeriodUpdate
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MarketParticipantPosition
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBDeclineLevel
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.MWCBStatus
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.NOII
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderCancel
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderDelete
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecuted
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderExecutedWithPrice
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.OrderReplace
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RegSHORestriction
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.RPII
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockDirectory
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.SystemEvent
 
trackingNumber - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
Trade() - Constructor for class com.paritytrading.juncture.nasdaq.itch50.ITCH50.Trade
 
trade(ITCH50.Trade) - Method in interface com.paritytrading.juncture.nasdaq.itch50.ITCH50Listener
Receive a Trade message.
TRADING_STATE_HALTED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
TRADING_STATE_PAUSED - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
TRADING_STATE_QUOTATION_PERIOD - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
TRADING_STATE_TRADING - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
tradingState - Variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50.StockTradingAction
 
transactionDate - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
transactionTime - Variable in class com.paritytrading.juncture.cboe.fx.itch.CboeFXBook.Ticker
 
TRUE - Static variable in class com.paritytrading.juncture.cboe.fx.itch.ITCH
 

Y

YES - Static variable in class com.paritytrading.juncture.nasdaq.itch50.ITCH50
 
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