- 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
-
- 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.LULDAuctionCollar - Class in com.paritytrading.juncture.nasdaq.itch50
-
A LULD Auction Collar (4.2.7) 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.OperationalHalt - Class in com.paritytrading.juncture.nasdaq.itch50
-
An Operational Halt (4.2.8) 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.