A B C D E F G H I L M O P R S T U

A

addDefaults(Message) - Static method in class org.marketcetera.orderloader.fix.FIXProcessor

ARG_BROKER_DESCRIPTION - Static variable in interface org.marketcetera.orderloader.Messages

ARG_BROKER_VALUE - Static variable in interface org.marketcetera.orderloader.Messages

ARG_MODE_DESCRIPTION - Static variable in interface org.marketcetera.orderloader.Messages

ARG_MODE_VALUE - Static variable in interface org.marketcetera.orderloader.Messages

B

BROKER_ID_REQUIRED - Static variable in interface org.marketcetera.orderloader.Messages

C

canProcess(String, int) - Method in class org.marketcetera.orderloader.system.EquityFromRow

canProcess(String, int) - Method in class org.marketcetera.orderloader.system.InstrumentFromRow

Returns true if this handler can handle the field corresponding to the supplied header.

canProcess(String, int) - Method in class org.marketcetera.orderloader.system.OptionFromRow

COMMENT_MARKER - Static variable in class org.marketcetera.orderloader.OrderParser

createProcessor(ClientParameters) - Method in class org.marketcetera.orderloader.Main

Creates a processor given the parameters.

CustomField<T> - Class in org.marketcetera.orderloader.fix

Represents "custom" fields (ie non-predetermined fields) that can show up in the list of orders These can appear only as integers, and their value are treated as either ints, doubles or strings (catch-all) Ex: Price,OrderQty,1324,Account

CustomField(int, T) - Constructor for class org.marketcetera.orderloader.fix.CustomField

Create a new CustomField instance.

D

displaySummary(OrderLoader) - Method in class org.marketcetera.orderloader.Main

Displays the summary of results after the order loader is done processing.

done() - Method in interface org.marketcetera.orderloader.OrderProcessor

Invoked to release resources when the system is done processing orders.

done() - Method in class org.marketcetera.orderloader.ServerOrderProcessor

doProcessing() - Method in class org.marketcetera.orderloader.Main

Reads the orders from the supplied and sends them to the server.

DUPLICATE_HEADER - Static variable in interface org.marketcetera.orderloader.Messages

E

equals(Object) - Method in class org.marketcetera.orderloader.fix.CustomField

EquityFromRow - Class in org.marketcetera.orderloader.system

Implements extraction of an equity instrument from a row.

EquityFromRow() - Constructor for class org.marketcetera.orderloader.system.EquityFromRow

ERROR_AUTHENTICATION - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_EXAMPLE - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_MISSING_FILE - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_NO_ORDERS - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_PARSING_MESSAGE - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_PARSING_NUMBER_FORMAT - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_PARSING_UNKNOWN - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_PROCESS_FIX_VERSION - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_TOO_MANY_ARGUMENTS - Static variable in interface org.marketcetera.orderloader.Messages

ERROR_USAGE - Static variable in interface org.marketcetera.orderloader.Messages

exit(int) - Method in class org.marketcetera.orderloader.Main

Exits the current process with the supplied exit code.

extract(Row) - Method in class org.marketcetera.orderloader.system.EquityFromRow

extract(Row) - Method in class org.marketcetera.orderloader.system.InstrumentFromRow

Extracts the instrument value from the supplied row.

extract(Row) - Method in class org.marketcetera.orderloader.system.OptionFromRow

F

FAILED_ORDER - Static variable in interface org.marketcetera.orderloader.Messages

FAILED_ORDERS - Static variable in interface org.marketcetera.orderloader.Messages

FailedOrderInfo - Class in org.marketcetera.orderloader

Contains failure information encountered when processing an order.

FailedOrderInfo(int, String[], Exception) - Constructor for class org.marketcetera.orderloader.FailedOrderInfo

Creates an instance.

FIELD_ACCOUNT - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The account field header name.

FIELD_EXPIRY - Static variable in class org.marketcetera.orderloader.system.OptionFromRow

The option expiry field header name.

FIELD_OPTION_TYPE - Static variable in class org.marketcetera.orderloader.system.OptionFromRow

The option type field header name

FIELD_ORDER_CAPACITY - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Order Capacity field header name.

FIELD_ORDER_TYPE - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Order Type field header name.

FIELD_POSITION_EFFECT - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Position Effect field header name.

FIELD_PRICE - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Price field header name.

FIELD_QUANTITY - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Quantity field header name.

FIELD_SECURITY_TYPE - Static variable in class org.marketcetera.orderloader.system.InstrumentFromRow

The Security Type field header name.

FIELD_SIDE - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Side field header name.

FIELD_STRIKE_PRICE - Static variable in class org.marketcetera.orderloader.system.OptionFromRow

The option strike price field header name

FIELD_SYMBOL - Static variable in class org.marketcetera.orderloader.system.InstrumentFromRow

The Symbol field header name.

FIELD_TIME_IN_FORCE - Static variable in class org.marketcetera.orderloader.system.SystemProcessor

The Time In Force field header name.

FIXProcessor - Class in org.marketcetera.orderloader.fix

The processor that parses rows into FIX Messages.

FIXProcessor(OrderProcessor, BrokerID, FIXVersion) - Constructor for class org.marketcetera.orderloader.fix.FIXProcessor

Creates an instance.

G

geBrokerID() - Method in class org.marketcetera.orderloader.RowProcessor

The brokerID value to use for each order.

getCustomField(String) - Static method in class org.marketcetera.orderloader.fix.CustomField

Fields are treated as custom when the header name is not "standard" and the name can be parsed as an int.

getException() - Method in class org.marketcetera.orderloader.FailedOrderInfo

The exception indicating the failure.

getExceptionMsg(Exception) - Method in class org.marketcetera.orderloader.Main

Gets the exception message from the supplied exception.

getFailedOrders() - Method in class org.marketcetera.orderloader.OrderLoader

Details on failed orders.

getFailedOrders() - Method in class org.marketcetera.orderloader.RowProcessor

The list of orders that failed to process.

getIndex() - Method in class org.marketcetera.orderloader.FailedOrderInfo

The row index at which the failure happened.

getNumBlankLines() - Method in class org.marketcetera.orderloader.OrderLoader

Number of blank lines.

getNumBlankLines() - Method in class org.marketcetera.orderloader.OrderParser

Returns the total number of blank lines.

getNumComments() - Method in class org.marketcetera.orderloader.OrderLoader

Number of lines with comments.

getNumComments() - Method in class org.marketcetera.orderloader.OrderParser

Returns the total number of lines with comments.

getNumFailed() - Method in class org.marketcetera.orderloader.OrderLoader

Number of orders that failed to process.

getNumFailed() - Method in class org.marketcetera.orderloader.RowProcessor

Number of orders that failed to process.

getNumLines() - Method in class org.marketcetera.orderloader.OrderLoader

Number of lines of input processed.

getNumLines() - Method in class org.marketcetera.orderloader.OrderParser

Returns the total number of lines processed.

getNumSuccess() - Method in class org.marketcetera.orderloader.OrderLoader

Number of orders successfully processed.

getNumSuccess() - Method in class org.marketcetera.orderloader.RowProcessor

Number of orders that were successfully processed.

getQuickFixFieldFromName(String) - Method in class org.marketcetera.orderloader.fix.FIXProcessor

Translate the incoming field name from String to a FIX standard using reflection.

getRow() - Method in class org.marketcetera.orderloader.FailedOrderInfo

The contents of the row at which the failure happened.

getRow() - Method in class org.marketcetera.orderloader.system.Row

Returns the row value.

getSecurityType(String[]) - Method in class org.marketcetera.orderloader.system.InstrumentFromRow

Returns the security type value from the supplied row, if available.

getSide(String) - Static method in class org.marketcetera.orderloader.fix.FIXProcessor

getSymbol(String[]) - Method in class org.marketcetera.orderloader.system.InstrumentFromRow

Returns the symbol value for the supplied row.

getTotal() - Method in class org.marketcetera.orderloader.RowProcessor

Returns the total number of orders processed.

H

hashCode() - Method in class org.marketcetera.orderloader.fix.CustomField

HEADER_ROW_MISMATCH - Static variable in interface org.marketcetera.orderloader.Messages

I

initialize(String...) - Method in class org.marketcetera.orderloader.RowProcessor

Initialize the instance with the headers for each column.

InstrumentFromRow - Class in org.marketcetera.orderloader.system

Abstracts out creation of an instrument from a row of fields.

InstrumentFromRow() - Constructor for class org.marketcetera.orderloader.system.InstrumentFromRow

INVALID_CUSTOM_HEADER - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_FIX_VERSION - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_OPTION_TYPE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_ORDER_CAPACITY - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_ORDER_TYPE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_POSITION_EFFECT - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_PRICE_VALUE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_QUANTITY_VALUE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_SECURITY_TYPE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_SIDE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_STRIKE_PRICE_VALUE - Static variable in interface org.marketcetera.orderloader.Messages

INVALID_TIME_IN_FORCE - Static variable in interface org.marketcetera.orderloader.Messages

isHandled(Row) - Method in class org.marketcetera.orderloader.system.EquityFromRow

isHandled(Row) - Method in class org.marketcetera.orderloader.system.OptionFromRow

L

LINE_SUMMARY - Static variable in interface org.marketcetera.orderloader.Messages

LOG_APP_COPYRIGHT - Static variable in interface org.marketcetera.orderloader.Messages

LOG_APP_VERSION_BUILD - Static variable in interface org.marketcetera.orderloader.Messages

LOG_FAILED_ORDER - Static variable in interface org.marketcetera.orderloader.Messages

LOGGER - Static variable in interface org.marketcetera.orderloader.Messages

M

Main - Class in org.marketcetera.orderloader

The entry point for running the order loader as an application

Main() - Constructor for class org.marketcetera.orderloader.Main

main(String[]) - Static method in class org.marketcetera.orderloader.Main

Runs the order loader given the array of command line arguments.

MAXIMUM_DELIVERY_WAIT - Static variable in class org.marketcetera.orderloader.ServerOrderProcessor

The maximum time, in ms, to wait without receiving any acknowledgements from the ORS until delivery of all sent orders is acknowledged by the ORS.

Messages - Interface in org.marketcetera.orderloader

Message constants for classes in this package and its subpackages.

MISSING_OPTION_FIELD - Static variable in interface org.marketcetera.orderloader.Messages

MISSING_REQUIRED_FIELD - Static variable in interface org.marketcetera.orderloader.Messages

MKT_PRICE - Static variable in class org.marketcetera.orderloader.fix.FIXProcessor

MODE_SYSTEM - Static variable in class org.marketcetera.orderloader.OrderLoader

O

OptionFromRow - Class in org.marketcetera.orderloader.system

Implements extraction of an equity instrument from a row.

OptionFromRow() - Constructor for class org.marketcetera.orderloader.system.OptionFromRow

ORDER_SUMMARY - Static variable in interface org.marketcetera.orderloader.Messages

OrderLoader - Class in org.marketcetera.orderloader

An order loader that reads orders from a supplied csv input file and processes them.

OrderLoader(String, BrokerID, OrderProcessor, File) - Constructor for class org.marketcetera.orderloader.OrderLoader

Creates a new instance that processes orders from a csv input file.

OrderParser - Class in org.marketcetera.orderloader

Processes a CSV file and generates trade objects from it.

OrderParser(RowProcessor) - Constructor for class org.marketcetera.orderloader.OrderParser

Creates a parser instance that parses the orders and processes them using the supplied delegate.

OrderParsingException - Exception in org.marketcetera.orderloader

Indicates that an order could not be parsed.

OrderParsingException(I18NBoundMessage) - Constructor for exception org.marketcetera.orderloader.OrderParsingException

OrderParsingException(Throwable, I18NBoundMessage) - Constructor for exception org.marketcetera.orderloader.OrderParsingException

OrderParsingException(Throwable, String, String) - Constructor for exception org.marketcetera.orderloader.OrderParsingException

OrderParsingException(Throwable) - Constructor for exception org.marketcetera.orderloader.OrderParsingException

OrderProcessor - Interface in org.marketcetera.orderloader

Processes orders parsed by the OrderParser.

org.marketcetera.orderloader - package org.marketcetera.orderloader

A tool to send orders based on a CSV (Comma Separated Values) File input.

org.marketcetera.orderloader.fix - package org.marketcetera.orderloader.fix

Classes for processing orders when orderloader is operating in FIX Mode.

org.marketcetera.orderloader.system - package org.marketcetera.orderloader.system

Classes for processing orders when orderloader is operating in System Mode.

P

PARSED_MESSAGE_FAILED_VALIDATION - Static variable in interface org.marketcetera.orderloader.Messages

parseMessageValue(String) - Method in class org.marketcetera.orderloader.fix.CustomField

Custom field interprets the message the following way: 1.

parseMessageValue(Field<?>, String, String, Message) - Method in class org.marketcetera.orderloader.fix.FIXProcessor

For some fields (day, side, etc) we do custom lookups since the orders may be "DAY", MKT (for price), etc For all others, delegate to the basic field type lookup

parseOrder(String[]) - Method in class org.marketcetera.orderloader.fix.FIXProcessor

parseOrder(String[]) - Method in class org.marketcetera.orderloader.RowProcessor

Parses the supplied row and creates an order instance from it.

parseOrder(String[]) - Method in class org.marketcetera.orderloader.system.SystemProcessor

parseOrders(InputStream) - Method in class org.marketcetera.orderloader.OrderParser

Parses rows out of the supplied file and uses the processors to process them.

PARSING_FIELD_NOT_IN_DICT - Static variable in interface org.marketcetera.orderloader.Messages

PARSING_PRICE_POSITIVE - Static variable in interface org.marketcetera.orderloader.Messages

PARSING_PRICE_VALID_NUM - Static variable in interface org.marketcetera.orderloader.Messages

PARSING_QTY_INT - Static variable in interface org.marketcetera.orderloader.Messages

PARSING_QTY_POS_INT - Static variable in interface org.marketcetera.orderloader.Messages

printError(Exception) - Method in class org.marketcetera.orderloader.Main

Prints the supplied exception's message to the output.

printMessage(String) - Method in class org.marketcetera.orderloader.Main

Prints the message to the output.

processArguments(String[]) - Method in class org.marketcetera.orderloader.Main

Processes the supplied command line options and configures the order loader to run per the options.

processOrder(Order, int) - Method in interface org.marketcetera.orderloader.OrderProcessor

Processes the supplied order.

processOrder(int, String...) - Method in class org.marketcetera.orderloader.RowProcessor

Parses the order in the supplied row and processes it using the OrderProcessor.

processOrder(Order, int) - Method in class org.marketcetera.orderloader.ServerOrderProcessor

PROVIDER - Static variable in interface org.marketcetera.orderloader.Messages

R

Row - Class in org.marketcetera.orderloader.system

An object instance to encapsulate an array of columns for a row.

Row(String[]) - Constructor for class org.marketcetera.orderloader.system.Row

Creates an instance.

RowProcessor - Class in org.marketcetera.orderloader

A processor responsible for processing each order row.

RowProcessor(OrderProcessor, BrokerID) - Constructor for class org.marketcetera.orderloader.RowProcessor

Creates an instance.

S

ServerOrderProcessor - Class in org.marketcetera.orderloader

An order processor that sends orders to the server.

ServerOrderProcessor(ClientParameters) - Constructor for class org.marketcetera.orderloader.ServerOrderProcessor

Creates an instance.

setHeaders(String[]) - Method in class org.marketcetera.orderloader.fix.FIXProcessor

setHeaders(String[]) - Method in class org.marketcetera.orderloader.RowProcessor

Implemented by subclasses to initialize themselves with the supplied headers.

setHeaders(String[]) - Method in class org.marketcetera.orderloader.system.SystemProcessor

setMsgStream(PrintStream) - Method in class org.marketcetera.orderloader.Main

Sets the stream on which all the messages should be printed.

SystemProcessor - Class in org.marketcetera.orderloader.system

A processor that parses rows into system order messages.

SystemProcessor(OrderProcessor, BrokerID) - Constructor for class org.marketcetera.orderloader.system.SystemProcessor

Creates an instance.

T

toString() - Method in class org.marketcetera.orderloader.fix.CustomField

U

UNEXPECTED_ORDER_TYPE - Static variable in interface org.marketcetera.orderloader.Messages

USAGE_BROKER_ID - Static variable in interface org.marketcetera.orderloader.Messages

USAGE_LOADER_OPTIONS - Static variable in interface org.marketcetera.orderloader.Messages

USAGE_MODE - Static variable in interface org.marketcetera.orderloader.Messages

A B C D E F G H I L M O P R S T U