A B C D E F G I L M N O P Q R S T U V W

A

add(long, long, Side, long, long) - Method in class com.paritytrading.parity.book.Market

Add an order to an order book.

add(long, Side, long, long) - Method in interface com.paritytrading.parity.match.OrderBookListener

Add an order to the order book.

add(String, int) - Method in class com.paritytrading.parity.util.TableHeader

Add a column.

askPrice - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The ask price or zero if no ask price is available.

askSize - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The ask size or zero if no ask size is available.

asLong() - Method in class com.paritytrading.parity.util.Instrument

Get this instrument as a long integer.

asString() - Method in class com.paritytrading.parity.util.Instrument

Get this instrument as a string.

B

bidPrice - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The bid price or zero if no bid price is available.

bidSize - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The bid size or zero if no bid size is available.

build() - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Build the configuration.

Builder() - Constructor for class com.paritytrading.parity.file.taq.TAQConfig.Builder

Create a configuration builder.

BUY - Static variable in class com.paritytrading.parity.file.taq.TAQ

BUY - Static variable in class com.paritytrading.parity.net.pmd.PMD

BUY - Static variable in class com.paritytrading.parity.net.pmr.PMR

BUY - Static variable in class com.paritytrading.parity.net.poe.POE

C

cancel(long, long) - Method in class com.paritytrading.parity.book.Market

Cancel a quantity of an order in an order book.

cancel(long, long) - Method in class com.paritytrading.parity.match.OrderBook

Cancel a quantity of an order in this order book.

cancel(long, long, long) - Method in interface com.paritytrading.parity.match.OrderBookListener

Cancel a quantity of an order.

canceledQuantity - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

canceledQuantity - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

canceledQuantity - Variable in class com.paritytrading.parity.net.poe.POE.OrderCanceled

CancelOrder() - Constructor for class com.paritytrading.parity.net.poe.POE.CancelOrder

Create an instance.

cancelOrder(POE.CancelOrder) - Method in interface com.paritytrading.parity.net.poe.POEServerListener

Receive a Cancel Order message.

close() - Method in class com.paritytrading.parity.file.taq.TAQWriter

com.paritytrading.parity.book - package com.paritytrading.parity.book

Parity Order Book implements high-performance order book reconstruction.

com.paritytrading.parity.file.taq - package com.paritytrading.parity.file.taq

TAQ is one of Parity's file formats for historical market data.

com.paritytrading.parity.match - package com.paritytrading.parity.match

Parity Matching Engine is a high-performance matching engine.

com.paritytrading.parity.net - package com.paritytrading.parity.net

Parity Network Protocols are the network protocols used by Parity Trading System.

com.paritytrading.parity.net.pmd - package com.paritytrading.parity.net.pmd

PMD is Parity's native market data protocol.

com.paritytrading.parity.net.pmr - package com.paritytrading.parity.net.pmr

PMR is Parity's native market reporting protocol.

com.paritytrading.parity.net.poe - package com.paritytrading.parity.net.poe

POE is Parity's native order entry protocol.

com.paritytrading.parity.util - package com.paritytrading.parity.util

Parity Utilities contain support functions used by Parity Trading System.

D

date - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The date.

date - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The date.

DEFAULTS - Static variable in class com.paritytrading.parity.file.taq.TAQConfig

The default configuration.

delete(long) - Method in class com.paritytrading.parity.book.Market

Delete an order from an order book.

E

enter(long, Side, long, long) - Method in class com.paritytrading.parity.match.OrderBook

Enter an order to this order book.

EnterOrder() - Constructor for class com.paritytrading.parity.net.poe.POE.EnterOrder

Create an instance.

enterOrder(POE.EnterOrder) - Method in interface com.paritytrading.parity.net.poe.POEServerListener

Receive an Enter Order message.

execute(long, long) - Method in class com.paritytrading.parity.book.Market

Execute a quantity of an order in an order book.

execute(long, long, long) - Method in class com.paritytrading.parity.book.Market

Execute a quantity of an order in an order book.

F

find(long) - Method in class com.paritytrading.parity.book.Market

Find an order.

flush() - Method in class com.paritytrading.parity.file.taq.TAQWriter

format() - Method in class com.paritytrading.parity.util.TableHeader

Format this table header for display.

format(long) - Static method in class com.paritytrading.parity.util.Timestamps

Format a timestamp as a string.

fromConfig(Config, String) - Static method in class com.paritytrading.parity.util.Instruments

Get the instruments from a configuration object.

G

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.Version

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderAdded

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.Trade

get(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.Version

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.CancelOrder

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.EnterOrder

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderAccepted

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderCanceled

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderExecuted

get(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderRejected

get(ByteBuffer) - Method in interface com.paritytrading.parity.net.ProtocolMessage

Read this message from a buffer.

get(String) - Method in class com.paritytrading.parity.util.Instruments

Get an instrument.

get(long) - Method in class com.paritytrading.parity.util.Instruments

Get an instrument.

getAskPrices() - Method in class com.paritytrading.parity.book.OrderBook

Get the ask prices.

getAskSize(long) - Method in class com.paritytrading.parity.book.OrderBook

Get an ask level size.

getBestAskPrice() - Method in class com.paritytrading.parity.book.OrderBook

Get the best ask price.

getBestBidPrice() - Method in class com.paritytrading.parity.book.OrderBook

Get the best bid price.

getBidPrices() - Method in class com.paritytrading.parity.book.OrderBook

Get the bid prices.

getBidSize(long) - Method in class com.paritytrading.parity.book.OrderBook

Get a bid level size.

getEncoding() - Method in class com.paritytrading.parity.file.taq.TAQConfig

Get the encoding.

getInstrument() - Method in class com.paritytrading.parity.book.OrderBook

Get the instrument.

getMaxPriceFractionDigits() - Method in class com.paritytrading.parity.util.Instruments

Get the maximum number of digits in the fractional part of a price.

getMaxSizeFractionDigits() - Method in class com.paritytrading.parity.util.Instruments

Get the maximum number of digits in the fractional part of a size.

getOrderBook() - Method in class com.paritytrading.parity.book.Order

Get the order book.

getPrice() - Method in class com.paritytrading.parity.book.Order

Get the price.

getPriceFactor() - Method in class com.paritytrading.parity.util.Instrument

Get the multiplication factor for a price.

getPriceFormat(String) - Method in class com.paritytrading.parity.file.taq.TAQConfig

Get the price format.

getPriceFormat() - Method in class com.paritytrading.parity.util.Instrument

Get a format string for a price.

getPriceFractionDigits() - Method in class com.paritytrading.parity.util.Instrument

Get the number of digits in the fractional part of a price.

getPricePlaceholder() - Method in class com.paritytrading.parity.util.Instruments

Get a placeholder for a price.

getPriceWidth() - Method in class com.paritytrading.parity.util.Instruments

Get the width of a formatted price.

getRemainingQuantity() - Method in class com.paritytrading.parity.book.Order

Get the remaining quantity.

getSide() - Method in class com.paritytrading.parity.book.Order

Get the side.

getSizeFactor() - Method in class com.paritytrading.parity.util.Instrument

Get the multiplication factor for a size.

getSizeFormat(String) - Method in class com.paritytrading.parity.file.taq.TAQConfig

Get the size format.

getSizeFormat() - Method in class com.paritytrading.parity.util.Instrument

Get a format string for a size.

getSizeFractionDigits() - Method in class com.paritytrading.parity.util.Instrument

Get the number of digits in the fractional part of a size.

getSizePlaceholder() - Method in class com.paritytrading.parity.util.Instruments

Get a placeholder for a size.

getSizeWidth() - Method in class com.paritytrading.parity.util.Instruments

Get the width of a formatted size.

I

incomingOrderNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.Trade

instrument - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The instrument.

instrument - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The instrument.

instrument - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

instrument - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

instrument - Variable in class com.paritytrading.parity.net.poe.POE.EnterOrder

instrument - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

Instrument - Class in com.paritytrading.parity.util

An instrument configuration.

Instruments - Class in com.paritytrading.parity.util

The instruments configuration.

iterator() - Method in class com.paritytrading.parity.util.Instruments

Return an iterator over the instruments.

L

LIQUIDITY_FLAG_ADDED_LIQUIDITY - Static variable in class com.paritytrading.parity.net.poe.POE

LIQUIDITY_FLAG_REMOVED_LIQUIDITY - Static variable in class com.paritytrading.parity.net.poe.POE

liquidityFlag - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

M

Market - Class in com.paritytrading.parity.book

A market.

Market(MarketListener) - Constructor for class com.paritytrading.parity.book.Market

Create a market.

MarketListener - Interface in com.paritytrading.parity.book

The interface for outbound events from a market.

match(long, long, Side, long, long, long) - Method in interface com.paritytrading.parity.match.OrderBookListener

Match an incoming order to a resting order in the order book.

matchNumber - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

matchNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.Trade

matchNumber - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

MAX_INBOUND_MESSAGE_LENGTH - Static variable in class com.paritytrading.parity.net.poe.POE

MAX_OUTBOUND_MESSAGE_LENGTH - Static variable in class com.paritytrading.parity.net.poe.POE

message(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMDParser

message(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMRParser

message(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POEClientParser

message(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POEServerParser

modify(long, long) - Method in class com.paritytrading.parity.book.Market

Modify an order in an order book.

N

next() - Method in class com.paritytrading.parity.util.OrderIDGenerator

Generate an order identifier.

O

open(long) - Method in class com.paritytrading.parity.book.Market

Open an order book.

Order - Class in com.paritytrading.parity.book

An order.

ORDER_CANCEL_REASON_REQUEST - Static variable in class com.paritytrading.parity.net.poe.POE

ORDER_CANCEL_REASON_SUPERVISORY - Static variable in class com.paritytrading.parity.net.poe.POE

ORDER_ID_LENGTH - Static variable in class com.paritytrading.parity.net.poe.POE

ORDER_REJECT_REASON_INVALID_PRICE - Static variable in class com.paritytrading.parity.net.poe.POE

ORDER_REJECT_REASON_INVALID_QUANTITY - Static variable in class com.paritytrading.parity.net.poe.POE

ORDER_REJECT_REASON_UNKNOWN_INSTRUMENT - Static variable in class com.paritytrading.parity.net.poe.POE

OrderAccepted() - Constructor for class com.paritytrading.parity.net.poe.POE.OrderAccepted

Create an instance.

orderAccepted(POE.OrderAccepted) - Method in interface com.paritytrading.parity.net.poe.POEClientListener

Receive an Order Accepted message.

OrderAdded() - Constructor for class com.paritytrading.parity.net.pmd.PMD.OrderAdded

orderAdded(PMD.OrderAdded) - Method in interface com.paritytrading.parity.net.pmd.PMDListener

Receive an Order Added message.

OrderAdded() - Constructor for class com.paritytrading.parity.net.pmr.PMR.OrderAdded

orderAdded(PMR.OrderAdded) - Method in interface com.paritytrading.parity.net.pmr.PMRListener

Receive an Order Added message.

OrderBook - Class in com.paritytrading.parity.book

An order book.

OrderBook - Class in com.paritytrading.parity.match

An order book.

OrderBook(OrderBookListener) - Constructor for class com.paritytrading.parity.match.OrderBook

Create an order book.

OrderBookListener - Interface in com.paritytrading.parity.match

The interface for outbound events from an order book.

OrderCanceled() - Constructor for class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

orderCanceled(PMD.OrderCanceled) - Method in interface com.paritytrading.parity.net.pmd.PMDListener

Receive an Order Canceled message.

OrderCanceled() - Constructor for class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

orderCanceled(PMR.OrderCanceled) - Method in interface com.paritytrading.parity.net.pmr.PMRListener

Receive an Order Canceled message.

OrderCanceled() - Constructor for class com.paritytrading.parity.net.poe.POE.OrderCanceled

Create an instance.

orderCanceled(POE.OrderCanceled) - Method in interface com.paritytrading.parity.net.poe.POEClientListener

Receive an Order Canceled message.

OrderEntered() - Constructor for class com.paritytrading.parity.net.pmr.PMR.OrderEntered

orderEntered(PMR.OrderEntered) - Method in interface com.paritytrading.parity.net.pmr.PMRListener

Receive an Order Entered message.

OrderExecuted() - Constructor for class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

orderExecuted(PMD.OrderExecuted) - Method in interface com.paritytrading.parity.net.pmd.PMDListener

Receive an Order Executed message.

OrderExecuted() - Constructor for class com.paritytrading.parity.net.poe.POE.OrderExecuted

Create an instance.

orderExecuted(POE.OrderExecuted) - Method in interface com.paritytrading.parity.net.poe.POEClientListener

Receive an Order Executed message.

orderId - Variable in class com.paritytrading.parity.net.poe.POE.CancelOrder

orderId - Variable in class com.paritytrading.parity.net.poe.POE.EnterOrder

orderId - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

orderId - Variable in class com.paritytrading.parity.net.poe.POE.OrderCanceled

orderId - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

orderId - Variable in class com.paritytrading.parity.net.poe.POE.OrderRejected

OrderIDGenerator - Class in com.paritytrading.parity.util

This class implements a simple order identifier generator.

OrderIDGenerator() - Constructor for class com.paritytrading.parity.util.OrderIDGenerator

Create an instance.

OrderIDGenerator(LocalTime) - Constructor for class com.paritytrading.parity.util.OrderIDGenerator

Create an instance.

orderNumber - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

orderNumber - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

orderNumber - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

orderNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderAdded

orderNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

orderNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

orderNumber - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

OrderRejected() - Constructor for class com.paritytrading.parity.net.poe.POE.OrderRejected

Create an instance.

orderRejected(POE.OrderRejected) - Method in interface com.paritytrading.parity.net.poe.POEClientListener

Receive an Order Rejected message.

P

PMD - Class in com.paritytrading.parity.net.pmd

Common definitions.

PMD.Message - Interface in com.paritytrading.parity.net.pmd

A message.

PMD.OrderAdded - Class in com.paritytrading.parity.net.pmd

An Order Added message.

PMD.OrderCanceled - Class in com.paritytrading.parity.net.pmd

An Order Canceled message.

PMD.OrderExecuted - Class in com.paritytrading.parity.net.pmd

An Order Executed message.

PMD.Version - Class in com.paritytrading.parity.net.pmd

A Version message.

PMDException - Exception in com.paritytrading.parity.net.pmd

Indicates a protocol error while handling the PMD protocol.

PMDException(String) - Constructor for exception com.paritytrading.parity.net.pmd.PMDException

Construct an instance with the specified detail message.

PMDListener - Interface in com.paritytrading.parity.net.pmd

The interface for inbound messages.

PMDParser - Class in com.paritytrading.parity.net.pmd

A parser for inbound messages.

PMDParser(PMDListener) - Constructor for class com.paritytrading.parity.net.pmd.PMDParser

Create a parser for inbound messages.

PMR - Class in com.paritytrading.parity.net.pmr

Common definitions.

PMR.Message - Interface in com.paritytrading.parity.net.pmr

A message.

PMR.OrderAdded - Class in com.paritytrading.parity.net.pmr

An Order Added message.

PMR.OrderCanceled - Class in com.paritytrading.parity.net.pmr

An Order Canceled message.

PMR.OrderEntered - Class in com.paritytrading.parity.net.pmr

An Order Entered message.

PMR.Trade - Class in com.paritytrading.parity.net.pmr

A Trade message.

PMR.Version - Class in com.paritytrading.parity.net.pmr

A Version message.

PMRException - Exception in com.paritytrading.parity.net.pmr

Indicates a protocol error while handling the PMR protocol.

PMRException(String) - Constructor for exception com.paritytrading.parity.net.pmr.PMRException

Construct an instance with the specified detail message.

PMRListener - Interface in com.paritytrading.parity.net.pmr

The interface for inbound messages.

PMRParser - Class in com.paritytrading.parity.net.pmr

A parser for inbound messages.

PMRParser(PMRListener) - Constructor for class com.paritytrading.parity.net.pmr.PMRParser

Create a parser for inbound messages.

POE - Class in com.paritytrading.parity.net.poe

Common definitions.

POE.CancelOrder - Class in com.paritytrading.parity.net.poe

A Cancel Order message.

POE.EnterOrder - Class in com.paritytrading.parity.net.poe

An Enter Order message.

POE.InboundMessage - Interface in com.paritytrading.parity.net.poe

A message from a client application to the trading system.

POE.Message - Interface in com.paritytrading.parity.net.poe

A message.

POE.OrderAccepted - Class in com.paritytrading.parity.net.poe

An Order Accepted message.

POE.OrderCanceled - Class in com.paritytrading.parity.net.poe

An Order Canceled message.

POE.OrderExecuted - Class in com.paritytrading.parity.net.poe

An Order Executed message.

POE.OrderRejected - Class in com.paritytrading.parity.net.poe

An Order Rejected message.

POE.OutboundMessage - Interface in com.paritytrading.parity.net.poe

A message from the trading system to a client application.

POEClientListener - Interface in com.paritytrading.parity.net.poe

The interface for inbound messages on the client side.

POEClientParser - Class in com.paritytrading.parity.net.poe

A parser for inbound messages on the client side.

POEClientParser(POEClientListener) - Constructor for class com.paritytrading.parity.net.poe.POEClientParser

Create a parser for inbound messages on the client side.

POEException - Exception in com.paritytrading.parity.net.poe

Indicates a protocol error while handling the POE protocol.

POEException(String) - Constructor for exception com.paritytrading.parity.net.poe.POEException

Construct an instance with the specified detail message.

POEServerListener - Interface in com.paritytrading.parity.net.poe

The interface for inbound messages on the server side.

POEServerParser - Class in com.paritytrading.parity.net.poe

A parser for inbound messages on the server side.

POEServerParser(POEServerListener) - Constructor for class com.paritytrading.parity.net.poe.POEServerParser

Create a parser for inbound messages on the server side.

price - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The trade price.

price - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

price - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

price - Variable in class com.paritytrading.parity.net.poe.POE.EnterOrder

price - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

price - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

ProtocolException - Exception in com.paritytrading.parity.net

Indicates a protocol error.

ProtocolException(String) - Constructor for exception com.paritytrading.parity.net.ProtocolException

Construct an instance with the specified detail message.

ProtocolException(String, Throwable) - Constructor for exception com.paritytrading.parity.net.ProtocolException

Construct an instance with the specified detail message and cause.

ProtocolException(Throwable) - Constructor for exception com.paritytrading.parity.net.ProtocolException

Construct an instance with the specified cause.

ProtocolMessage - Interface in com.paritytrading.parity.net

A protocol message.

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmd.PMD.Version

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderAdded

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.Trade

put(ByteBuffer) - Method in class com.paritytrading.parity.net.pmr.PMR.Version

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.CancelOrder

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.EnterOrder

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderAccepted

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderCanceled

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderExecuted

put(ByteBuffer) - Method in class com.paritytrading.parity.net.poe.POE.OrderRejected

put(ByteBuffer) - Method in interface com.paritytrading.parity.net.ProtocolMessage

Write this message to a buffer.

Q

quantity - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

quantity - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

quantity - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

quantity - Variable in class com.paritytrading.parity.net.pmr.PMR.Trade

quantity - Variable in class com.paritytrading.parity.net.poe.POE.CancelOrder

quantity - Variable in class com.paritytrading.parity.net.poe.POE.EnterOrder

quantity - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

quantity - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

Quote() - Constructor for class com.paritytrading.parity.file.taq.TAQ.Quote

R

reason - Variable in class com.paritytrading.parity.net.poe.POE.OrderCanceled

reason - Variable in class com.paritytrading.parity.net.poe.POE.OrderRejected

restingOrderNumber - Variable in class com.paritytrading.parity.net.pmr.PMR.Trade

S

SELL - Static variable in class com.paritytrading.parity.file.taq.TAQ

SELL - Static variable in class com.paritytrading.parity.net.pmd.PMD

SELL - Static variable in class com.paritytrading.parity.net.pmr.PMR

SELL - Static variable in class com.paritytrading.parity.net.poe.POE

setEncoding(Charset) - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Set the encoding.

setPriceFractionDigits(String, int) - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Set the number of digits in the fractional part of a price.

setPriceFractionDigits(int) - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Set the default number of digits in the fractional part of a price.

setSizeFractionDigits(String, int) - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Set the number of digits in the fractional part of a size.

setSizeFractionDigits(int) - Method in class com.paritytrading.parity.file.taq.TAQConfig.Builder

Set the default number of digits in the fractional part of a size.

Side - Enum in com.paritytrading.parity.book

The order side.

side - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The side of the resting order or UNKNOWN if the side of the resting order is not available.

Side - Enum in com.paritytrading.parity.match

The order side.

side - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

side - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

side - Variable in class com.paritytrading.parity.net.poe.POE.EnterOrder

side - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

size - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The trade size.

T

TableHeader - Class in com.paritytrading.parity.util

A table header.

TableHeader() - Constructor for class com.paritytrading.parity.util.TableHeader

Construct a new instance.

TAQ - Class in com.paritytrading.parity.file.taq

Common definitions.

TAQ.Quote - Class in com.paritytrading.parity.file.taq

A Quote record.

TAQ.Trade - Class in com.paritytrading.parity.file.taq

A Trade record.

TAQConfig - Class in com.paritytrading.parity.file.taq

A configuration.

TAQConfig.Builder - Class in com.paritytrading.parity.file.taq

A configuration builder.

TAQWriter - Class in com.paritytrading.parity.file.taq

A writer.

TAQWriter(File) - Constructor for class com.paritytrading.parity.file.taq.TAQWriter

Create a writer that writes to the specified file using the default configuration.

TAQWriter(File, TAQConfig) - Constructor for class com.paritytrading.parity.file.taq.TAQWriter

Create a writer that writes to the specified file.

TAQWriter(OutputStream) - Constructor for class com.paritytrading.parity.file.taq.TAQWriter

Create a writer that writes to the specified output stream using the default configuration.

TAQWriter(OutputStream, TAQConfig) - Constructor for class com.paritytrading.parity.file.taq.TAQWriter

Create a writer that writes to the specified output stream.

timestamp - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderAdded

timestamp - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderCanceled

timestamp - Variable in class com.paritytrading.parity.net.pmd.PMD.OrderExecuted

timestamp - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderAdded

timestamp - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderCanceled

timestamp - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

timestamp - Variable in class com.paritytrading.parity.net.pmr.PMR.Trade

timestamp - Variable in class com.paritytrading.parity.net.poe.POE.OrderAccepted

timestamp - Variable in class com.paritytrading.parity.net.poe.POE.OrderCanceled

timestamp - Variable in class com.paritytrading.parity.net.poe.POE.OrderExecuted

timestamp - Variable in class com.paritytrading.parity.net.poe.POE.OrderRejected

timestampMillis - Variable in class com.paritytrading.parity.file.taq.TAQ.Quote

The timestamp in milliseconds.

timestampMillis - Variable in class com.paritytrading.parity.file.taq.TAQ.Trade

The timestamp in milliseconds.

Timestamps - Class in com.paritytrading.parity.util

This class contains utility methods for working with timestamps.

trade(OrderBook, Side, long, long) - Method in interface com.paritytrading.parity.book.MarketListener

An event indicating that a trade has taken place.

Trade() - Constructor for class com.paritytrading.parity.file.taq.TAQ.Trade

Trade() - Constructor for class com.paritytrading.parity.net.pmr.PMR.Trade

trade(PMR.Trade) - Method in interface com.paritytrading.parity.net.pmr.PMRListener

Receive a Trade message.

U

UNKNOWN - Static variable in class com.paritytrading.parity.file.taq.TAQ

update(OrderBook, boolean) - Method in interface com.paritytrading.parity.book.MarketListener

An event indicating that an order book has changed.

username - Variable in class com.paritytrading.parity.net.pmr.PMR.OrderEntered

V

valueOf(String) - Static method in enum com.paritytrading.parity.book.Side

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.paritytrading.parity.match.Side

Returns the enum constant of this type with the specified name.

values() - Static method in enum com.paritytrading.parity.book.Side

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.paritytrading.parity.match.Side

Returns an array containing the constants of this enum type, in the order they are declared.

VERSION - Static variable in class com.paritytrading.parity.net.pmd.PMD

Version() - Constructor for class com.paritytrading.parity.net.pmd.PMD.Version

version - Variable in class com.paritytrading.parity.net.pmd.PMD.Version

version(PMD.Version) - Method in interface com.paritytrading.parity.net.pmd.PMDListener

Receive a Version message.

VERSION - Static variable in class com.paritytrading.parity.net.pmr.PMR

The protocol version.

Version() - Constructor for class com.paritytrading.parity.net.pmr.PMR.Version

version - Variable in class com.paritytrading.parity.net.pmr.PMR.Version

version(PMR.Version) - Method in interface com.paritytrading.parity.net.pmr.PMRListener

Receive a Version message.

W

write(TAQ.Trade) - Method in class com.paritytrading.parity.file.taq.TAQWriter

Write a Trade record.

write(TAQ.Quote) - Method in class com.paritytrading.parity.file.taq.TAQWriter

Write a Quote record.

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