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A

AbstractRequestData(DataEmitterSupport) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.AbstractRequestData

Create a new AbstractRequestData instance.

add(Message) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixMessageProcessor

Add the given message to the processing queue.

appDataDictionary - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session FIX application data dictionary

application - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

manages the FIX connection to the exchange

C

cancel(DataFlowID, RequestID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

cancelMarketDataRequest(ExsimFeedModule.MarketDataRequestData) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Cancel the market data request with the given id.

CANNOT_CANCEL_DATA - Static variable in interface org.marketcetera.marketdata.exsim.Messages

CANNOT_CANCEL_DATA_FLOW - Static variable in interface org.marketcetera.marketdata.exsim.Messages

CANNOT_REQUEST_DATA - Static variable in interface org.marketcetera.marketdata.exsim.Messages

CANNOT_RESOLVE_SYMBOL - Static variable in interface org.marketcetera.marketdata.exsim.Messages

create(Object...) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

D

DATA_FLOW_ALREADY_CANCELED - Static variable in interface org.marketcetera.marketdata.exsim.Messages

DATA_REQUEST_PAYLOAD_REQUIRED - Static variable in interface org.marketcetera.marketdata.exsim.Messages

dataDictionary - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session FIX dictionary

dataEmitterSupport - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.AbstractRequestData

data emitter support value

description - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixMessageProcessor

human-readable description of the processor

description - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

human-readable description of the object

disconnect() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

doFeedStatusRequest(FeedStatusRequest, DataRequest, DataEmitterSupport) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Execute a feed status request with the given attributes.

doMarketDataRequest(MarketDataRequest, DataRequest, DataEmitterSupport) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Perform the market data request

E

endTime - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session end time

equals(Object) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

exchange - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

exchange value

exsimFeedConfig - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

configuration used to connect to the exchange

ExsimFeedConfig - Class in org.marketcetera.marketdata.exsim

Provides configuration information for the ExsimFeedModule.

ExsimFeedConfig() - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedConfig

ExsimFeedModule - Class in org.marketcetera.marketdata.exsim

Supplies market data from the Marketcetera Exchange Simulator.

ExsimFeedModule(ModuleURN) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule

Create a new ExsimFeedModule instance.

ExsimFeedModule.AbstractRequestData - Class in org.marketcetera.marketdata.exsim

Provides common behavior for data flow requests.

ExsimFeedModule.FeedStatusRequestData - Class in org.marketcetera.marketdata.exsim

Holds data relevant to a feed status request as part of a module data flow.

ExsimFeedModule.FixApplication - Class in org.marketcetera.marketdata.exsim

Provides an API to the FIX connection to the exchange simulator.

ExsimFeedModule.FixMessageProcessor - Class in org.marketcetera.marketdata.exsim

Process incoming FIX messages received from the exchange simulator.

ExsimFeedModule.MarketDataRequestData - Class in org.marketcetera.marketdata.exsim

Holds data relevant to a market data request as part of a module data flow.

ExsimFeedModule.MessageWrapper - Class in org.marketcetera.marketdata.exsim

Contains a received message and meta information about that message.

ExsimFeedModule.OrderBookKey - Class in org.marketcetera.marketdata.exsim

Serves as the unique key for a cached order book.

ExsimFeedModuleFactory - Class in org.marketcetera.marketdata.exsim

ModuleFactory implementation for the ExsimFeed market data provider.

ExsimFeedModuleFactory() - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

Create a new ExsimFeedModuleFactory instance.

F

FEED_CONFIG_REQUIRED - Static variable in interface org.marketcetera.marketdata.exsim.Messages

FEED_OFFLINE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

FEED_STATUS_UPDATE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

feedAvailableTimeout - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

number of milliseconds to wait for the feed to become available if a request is made while it is offline

feedAvailableTimeout - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

number of milliseconds to wait for the feed to become available if a request is made while it is offline

feedStatus - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

current status of the feed

FeedStatusRequestData(DataEmitterSupport) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.FeedStatusRequestData

Create a new FeedStatusRequestData instance.

feedStatusRequestDataByDataFlowId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

holds feed status requests by data flow id

fixAplVersion - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

FIX application version if using FIXT11 for the ExsimFeedConfig.fixVersion

FixApplication() - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

fixMessageProcessor - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

processes incoming FIX messages

FixMessageProcessor() - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixMessageProcessor

Create a new FixMessageProcessor instance.

fixVersion - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

FIX version to use for exchange traffic

fromAdmin(Message, SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

fromApp(Message, SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

G

getAppDataDictionary() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the appDataDictionary value.

getAskIdFor(OrderBook, int) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Get the message id used for the event at the given level of the ask book.

getAssetClasses() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

getBidIdFor(OrderBook, int) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Get the message id used for the event at the given level of the bid book.

getCapabilities() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

getDataDictionary() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the dataDictionary value.

getDataEmitterSupport() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.AbstractRequestData

Get the dataEmitterSupport value.

getEndTime() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the endTime value.

getEvents(ExsimFeedModule.MessageWrapper, boolean) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Get the market data events from the given message.

getFeedStatus() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

getFixAplVersion() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the fixAplVersion value.

getFixVersion() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the fixVersion value.

getHeartBtInt() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the heartBtInt value.

getHostname() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the hostname value.

getMessage() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

Get the message value.

getMsgType() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

Get the msgType value.

getOrderBookFor(Instrument, String, String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Get the order book for the given instrument.

getPort() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the port value.

getReceivedTimestamp() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

Get the receivedTimestamp value.

getReconnectInterval() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the reconnectInterval value.

getRequestId() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

Get the requestId value.

getRequestMessage() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

Get the requestMessage value.

getSenderCompId() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the senderCompId value.

getSessionId() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the sessionId value.

getStartTime() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the startTime value.

getTargetCompId() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the targetCompId value.

getTimeZone() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the timeZone value.

H

hashCode() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

heartBtInt - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session heart beat interval

hostname - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

hostname to connect to

I

idCounter - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

used to assign unique event ids

IDENTIFIER - Static variable in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

market data provider identifier

IGNORED_EXCEPTION_ON_SEND - Static variable in interface org.marketcetera.marketdata.exsim.Messages

IGNORING_UNEXPECTED_MESSAGE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

IGNORING_UNHANDLED_UPDATE_TYPE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

INSTANCE_URN - Static variable in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

instance URN value

instrument - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

instrument value

INVALID_DATA_REQUEST_PAYLOAD - Static variable in interface org.marketcetera.marketdata.exsim.Messages

isNonStopSession() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Get the non-stop session value.

L

LOGGER - Static variable in interface org.marketcetera.marketdata.exsim.Messages

M

MARKET_DATA_REQUEST_FAILED - Static variable in interface org.marketcetera.marketdata.exsim.Messages

MARKETDATA_REJECT_WITH_MESSAGE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

MARKETDATA_REJECT_WITHOUT_MESSAGE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

marketDataRequest - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

original market data request

MarketDataRequestData(Message, DataEmitterSupport, String, MarketDataRequest, List<Instrument>) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

Create a new MarketDataRequestData instance.

marketDataService - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

provides access to market data services

marketDataService - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

providers market data services

message - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

message value

messageFactory - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

message factory for the specified FIX version

Messages - Interface in org.marketcetera.marketdata.exsim

Provides messages for this package.

MessageWrapper(Message) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

Create a new MessageWrapper instance.

msgType - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

message type value

N

nonStopSession - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

indicates a non-stop session

O

onCreate(SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

onLogon(SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

onLogout(SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

OrderBookKey(String, Instrument, String) - Constructor for class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

Create a new OrderBookKey instance.

orderBooksByInstrument - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

event order books keyed by instrument

org.marketcetera.marketdata.exsim - package org.marketcetera.marketdata.exsim

P

populateSessionSettings(SessionSettings) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Populates the given session settings value with the settings established for this config.

port - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

port to connect to

preStart() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

preStop() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

processData(Deque<ExsimFeedModule.MessageWrapper>) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixMessageProcessor

PROVIDER - Static variable in interface org.marketcetera.marketdata.exsim.Messages

PROVIDER_DESCRIPTION - Static variable in interface org.marketcetera.marketdata.exsim.Messages

PROVIDER_URN - Static variable in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

provider URN value

publishEvents(Deque<Event>, String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Publish the given events to the data flow associated with the given id.

R

receivedTimestamp - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

received timestamp value

reconnect() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

reconnectInterval - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

interval at which to connect to the exchange

requestData(DataRequest, DataEmitterSupport) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

requestedInstruments - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

instruments requested

requestId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

request id of the request

requestId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MessageWrapper

request ID value

requestId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.OrderBookKey

request id value

requestMessage - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

original request message sent to the exchange

requestsByDataFlowId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

holds market data request info by data flow id

requestsByRequestId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

holds data request info keyed by request id

resubmitting - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

indicates if the request is in the process of being resubmitted

S

SENDER_COMPID_REQURED - Static variable in interface org.marketcetera.marketdata.exsim.Messages

senderCompId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

sender comp id value to use

sessionId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session ID value that the module will use to connect

sessionId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

session ID value that the module will use to connect

setAppDataDictionary(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the appDataDictionary value.

setDataDictionary(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the dataDictionary value.

setEndTime(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the endTime value.

setFixAplVersion(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the fixAplVersion value.

setFixVersion(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the fixVersion value.

setHeartBtInt(int) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the heartBtInt value.

setHostname(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the hostname value.

setNonStopSession(boolean) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the non-stop session value.

setPort(int) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the port value.

setReconnectInterval(int) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the reconnectInterval value.

setSenderCompId(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the senderCompId value.

setStartTime(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the startTime value.

setTargetCompId(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the targetCompId value.

setTimeZone(String) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Sets the timeZone value.

socketInitiator - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

handles physical connection to the simulated exchange

start() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

Validate and start the object.

start() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModuleFactory

Validate and start the object.

startTime - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session start time

supportedAssetClasses - Static variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

supported asset classes for this provider

supportedCapabilities - Static variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

supported capabilities for this provider

symbolResolverService - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedModule

resolves symbols to instruments

T

targetCompId - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

target comp id value to use

timeZone - Variable in class org.marketcetera.marketdata.exsim.ExsimFeedConfig

session time zone

toAdmin(Message, SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

toApp(Message, SessionID) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixApplication

toString() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.FixMessageProcessor

toString() - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule.MarketDataRequestData

U

UNABLE_TO_PROCESS_MESSAGE - Static variable in interface org.marketcetera.marketdata.exsim.Messages

UNSUPPORTED_DATA_REQUEST_PAYLOAD - Static variable in interface org.marketcetera.marketdata.exsim.Messages

UNSUPPORTED_UPDATE_ACTION - Static variable in interface org.marketcetera.marketdata.exsim.Messages

updateFeedStatus(FeedStatus) - Method in class org.marketcetera.marketdata.exsim.ExsimFeedModule

Update the feed status to the new given value.

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