dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.api.events.OrderSource Class Reference

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Inheritance diagram for com.dxfeed.api.events.OrderSource:
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Collaboration diagram for com.dxfeed.api.events.OrderSource:
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Public Member Functions

override string ToString ()
 Returns string representation of source. More...
 
int CompareTo (object obj)
 Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes More...
 
- Public Member Functions inherited from com.dxfeed.api.events.IndexedEventSource
 IndexedEventSource (int id, string name)
 
override string ToString ()
 Returns a string representation of the object. More...
 
override bool Equals (object obj)
 Indicates whether some other indexed event source has the same id. Return true if this object is the same id as the obj argument; false otherwise. More...
 
override int GetHashCode ()
 Returns a hash code value for this object. The result of this method is equal to Id. More...
 

Static Public Member Functions

static OrderSource ValueOf (int sourceId)
 Returns order source for the specified source identifier. More...
 
static OrderSource ValueOf (string name)
 Returns order source for the specified source name. The name must be either predefined, or contain at most 3 ASCII characters. More...
 
static implicit operator string (OrderSource os)
 Returns string representation of source. More...
 

Static Public Attributes

static readonly OrderSource COMPOSITE_BID = new OrderSource(1, "COMPOSITE_BID")
 Bid side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to. More...
 
static readonly OrderSource COMPOSITE_ASK = new OrderSource(2, "COMPOSITE_ASK")
 Ask side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to. More...
 
static readonly OrderSource REGIONAL_BID = new OrderSource(3, "REGIONAL_BID")
 Bid side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to. More...
 
static readonly OrderSource REGIONAL_ASK = new OrderSource(4, "REGIONAL_ASK")
 Ask side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to. More...
 
static readonly OrderSource AGGREGATE_BID = new OrderSource(5, "AGGREGATE_BID")
 Bid side of an aggregate order book (futures depth and NASDAQ Level II). More...
 
static readonly OrderSource AGGREGATE_ASK = new OrderSource(6, "AGGREGATE_ASK")
 Ask side of an aggregate order book (futures depth and NASDAQ Level II). More...
 
static readonly OrderSource EMPTY = new OrderSource(7, string.Empty)
 Empty order source. More...
 
static readonly OrderSource NTV = new OrderSource("NTV")
 NASDAQ Total View. More...
 
static readonly OrderSource ntv = new OrderSource("ntv")
 NASDAQ Total View. Record for price level book. More...
 
static readonly OrderSource NFX = new OrderSource("NFX")
 NASDAQ Futures Exchange. More...
 
static readonly OrderSource ESPD = new OrderSource("ESPD")
 NASDAQ eSpeed. More...
 
static readonly OrderSource XNFI = new OrderSource("XNFI")
 NASDAQ Fixed Income. More...
 
static readonly OrderSource ICE = new OrderSource("ICE")
 Intercontinental Exchange. More...
 
static readonly OrderSource ISE = new OrderSource("ISE")
 International Securities Exchange. More...
 
static readonly OrderSource DEA = new OrderSource("DEA")
 Direct-Edge EDGA Exchange. More...
 
static readonly OrderSource DEX = new OrderSource("DEX")
 Direct-Edge EDGX Exchange. More...
 
static readonly OrderSource BYX = new OrderSource("BYX")
 Bats BYX Exchange. More...
 
static readonly OrderSource BZX = new OrderSource("BZX")
 Bats BZX Exchange. More...
 
static readonly OrderSource BATE = new OrderSource("BATE")
 Bats Europe BXE Exchange. More...
 
static readonly OrderSource CHIX = new OrderSource("CHIX")
 Bats Europe CXE Exchange. More...
 
static readonly OrderSource CEUX = new OrderSource("CEUX")
 Bats Europe DXE Exchange. More...
 
static readonly OrderSource BXTR = new OrderSource("BXTR")
 Bats Europe TRF. More...
 
static readonly OrderSource IST = new OrderSource("IST")
 Borsa Istanbul Exchange. More...
 
static readonly OrderSource BI20 = new OrderSource("BI20")
 Borsa Istanbul Exchange. Record for particular top 20 order book. More...
 
static readonly OrderSource ABE = new OrderSource("ABE")
 ABE (abe.io) exchange. More...
 
static readonly OrderSource FAIR = new OrderSource("FAIR")
 FAIR (FairX) exchange. More...
 
static readonly OrderSource GLBX = new OrderSource("GLBX")
 CME Globex. More...
 
static readonly OrderSource glbx = new OrderSource("glbx")
 CME Globex. Record for price level book. More...
 
static readonly OrderSource ERIS = new OrderSource("ERIS")
 Eris Exchange group of companies. More...
 
static readonly OrderSource XEUR = new OrderSource("XEUR")
 Eurex Exchange. More...
 
static readonly OrderSource xeur = new OrderSource("xeur")
 Eurex Exchange. Record for price level book. More...
 
static readonly OrderSource CFE = new OrderSource("CFE")
 CBOE Futures Exchange. More...
 
static readonly OrderSource C2OX = new OrderSource("C2OX")
 CBOE Options C2 Exchange. More...
 
static readonly OrderSource SMFE = new OrderSource("SMFE")
 Small Exchange. More...
 
- Static Public Attributes inherited from com.dxfeed.api.events.IndexedEventSource
static readonly IndexedEventSource DEFAULT = new IndexedEventSource(0, "DEFAULT")
 The default source with zero Id for all events that do not support multiple sources. More...
 

Additional Inherited Members

- Properties inherited from com.dxfeed.api.events.IndexedEventSource
int Id [get, protected set]
 Gets the identifier of this order source. More...
 
string Name [get, protected set]
 Gets the name of this order source. More...
 

Detailed Description

Identifies source of IDxOrder and IDxSpreadOrder events. There are the following kinds of order sources:

Synthetic sources COMPOSITE_BID, COMPOSITE_ASK, REGIONAL_BID, and REGIONAL_ASK are provided for convenience of a consolidated order book and are automatically generated based on the corresponding IDxQuote events.

Aggregate sources AGGREGATE_BID and AGGREGATE_ASK provide futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).

Member Function Documentation

◆ CompareTo()

int com.dxfeed.api.events.OrderSource.CompareTo ( object  obj)
inline

Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes

Parameters
obj
Returns
Exceptions
ArgumentExceptionobj is not the same type as this instance

◆ operator string()

static implicit com.dxfeed.api.events.OrderSource.operator string ( OrderSource  os)
inlinestatic

Returns string representation of source.

Parameters
osOrderSource

◆ ToString()

override string com.dxfeed.api.events.OrderSource.ToString ( )
inline

Returns string representation of source.

Returns
String representation of source.

◆ ValueOf() [1/2]

static OrderSource com.dxfeed.api.events.OrderSource.ValueOf ( int  sourceId)
inlinestatic

Returns order source for the specified source identifier.

Parameters
sourceIdThe source identifier.
Returns
Order source.
Exceptions
ArgumentExceptionIf sourceId is negative or exceeds MAX_SOURCE_ID.

◆ ValueOf() [2/2]

static OrderSource com.dxfeed.api.events.OrderSource.ValueOf ( string  name)
inlinestatic

Returns order source for the specified source name. The name must be either predefined, or contain at most 3 ASCII characters.

Parameters
nameThe name of the source.
Returns
Order source.
Exceptions
ArgumentExceptionIf name is malformed.

Field Documentation

◆ ABE

readonly OrderSource com.dxfeed.api.events.OrderSource.ABE = new OrderSource("ABE")
static

ABE (abe.io) exchange.

◆ AGGREGATE_ASK

readonly OrderSource com.dxfeed.api.events.OrderSource.AGGREGATE_ASK = new OrderSource(6, "AGGREGATE_ASK")
static

Ask side of an aggregate order book (futures depth and NASDAQ Level II).

◆ AGGREGATE_BID

readonly OrderSource com.dxfeed.api.events.OrderSource.AGGREGATE_BID = new OrderSource(5, "AGGREGATE_BID")
static

Bid side of an aggregate order book (futures depth and NASDAQ Level II).

◆ BATE

readonly OrderSource com.dxfeed.api.events.OrderSource.BATE = new OrderSource("BATE")
static

Bats Europe BXE Exchange.

◆ BI20

readonly OrderSource com.dxfeed.api.events.OrderSource.BI20 = new OrderSource("BI20")
static

Borsa Istanbul Exchange. Record for particular top 20 order book.

◆ BXTR

readonly OrderSource com.dxfeed.api.events.OrderSource.BXTR = new OrderSource("BXTR")
static

Bats Europe TRF.

◆ BYX

readonly OrderSource com.dxfeed.api.events.OrderSource.BYX = new OrderSource("BYX")
static

Bats BYX Exchange.

◆ BZX

readonly OrderSource com.dxfeed.api.events.OrderSource.BZX = new OrderSource("BZX")
static

Bats BZX Exchange.

◆ C2OX

readonly OrderSource com.dxfeed.api.events.OrderSource.C2OX = new OrderSource("C2OX")
static

CBOE Options C2 Exchange.

◆ CEUX

readonly OrderSource com.dxfeed.api.events.OrderSource.CEUX = new OrderSource("CEUX")
static

Bats Europe DXE Exchange.

◆ CFE

readonly OrderSource com.dxfeed.api.events.OrderSource.CFE = new OrderSource("CFE")
static

CBOE Futures Exchange.

◆ CHIX

readonly OrderSource com.dxfeed.api.events.OrderSource.CHIX = new OrderSource("CHIX")
static

Bats Europe CXE Exchange.

◆ COMPOSITE_ASK

readonly OrderSource com.dxfeed.api.events.OrderSource.COMPOSITE_ASK = new OrderSource(2, "COMPOSITE_ASK")
static

Ask side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to.

◆ COMPOSITE_BID

readonly OrderSource com.dxfeed.api.events.OrderSource.COMPOSITE_BID = new OrderSource(1, "COMPOSITE_BID")
static

Bid side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to.

◆ DEA

readonly OrderSource com.dxfeed.api.events.OrderSource.DEA = new OrderSource("DEA")
static

Direct-Edge EDGA Exchange.

◆ DEX

readonly OrderSource com.dxfeed.api.events.OrderSource.DEX = new OrderSource("DEX")
static

Direct-Edge EDGX Exchange.

◆ EMPTY

readonly OrderSource com.dxfeed.api.events.OrderSource.EMPTY = new OrderSource(7, string.Empty)
static

Empty order source.

◆ ERIS

readonly OrderSource com.dxfeed.api.events.OrderSource.ERIS = new OrderSource("ERIS")
static

Eris Exchange group of companies.

◆ ESPD

readonly OrderSource com.dxfeed.api.events.OrderSource.ESPD = new OrderSource("ESPD")
static

NASDAQ eSpeed.

◆ FAIR

readonly OrderSource com.dxfeed.api.events.OrderSource.FAIR = new OrderSource("FAIR")
static

FAIR (FairX) exchange.

◆ GLBX

readonly OrderSource com.dxfeed.api.events.OrderSource.GLBX = new OrderSource("GLBX")
static

CME Globex.

◆ glbx

readonly OrderSource com.dxfeed.api.events.OrderSource.glbx = new OrderSource("glbx")
static

CME Globex. Record for price level book.

◆ ICE

readonly OrderSource com.dxfeed.api.events.OrderSource.ICE = new OrderSource("ICE")
static

Intercontinental Exchange.

◆ ISE

readonly OrderSource com.dxfeed.api.events.OrderSource.ISE = new OrderSource("ISE")
static

International Securities Exchange.

◆ IST

readonly OrderSource com.dxfeed.api.events.OrderSource.IST = new OrderSource("IST")
static

Borsa Istanbul Exchange.

◆ NFX

readonly OrderSource com.dxfeed.api.events.OrderSource.NFX = new OrderSource("NFX")
static

NASDAQ Futures Exchange.

◆ NTV

readonly OrderSource com.dxfeed.api.events.OrderSource.NTV = new OrderSource("NTV")
static

NASDAQ Total View.

◆ ntv

readonly OrderSource com.dxfeed.api.events.OrderSource.ntv = new OrderSource("ntv")
static

NASDAQ Total View. Record for price level book.

◆ REGIONAL_ASK

readonly OrderSource com.dxfeed.api.events.OrderSource.REGIONAL_ASK = new OrderSource(4, "REGIONAL_ASK")
static

Ask side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to.

◆ REGIONAL_BID

readonly OrderSource com.dxfeed.api.events.OrderSource.REGIONAL_BID = new OrderSource(3, "REGIONAL_BID")
static

Bid side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to.

◆ SMFE

readonly OrderSource com.dxfeed.api.events.OrderSource.SMFE = new OrderSource("SMFE")
static

Small Exchange.

◆ XEUR

readonly OrderSource com.dxfeed.api.events.OrderSource.XEUR = new OrderSource("XEUR")
static

Eurex Exchange.

◆ xeur

readonly OrderSource com.dxfeed.api.events.OrderSource.xeur = new OrderSource("xeur")
static

Eurex Exchange. Record for price level book.

◆ XNFI

readonly OrderSource com.dxfeed.api.events.OrderSource.XNFI = new OrderSource("XNFI")
static

NASDAQ Fixed Income.


The documentation for this class was generated from the following file: