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package com.paritytrading.juncture.nasdaq.itch50;
import static com.paritytrading.foundation.ByteBuffers.*;
import java.nio.BufferOverflowException;
import java.nio.BufferUnderflowException;
import java.nio.ByteBuffer;
import java.nio.ReadOnlyBufferException;
/**
* Common definitions.
*/
public class ITCH50 {
private ITCH50() {
}
public static final byte BUY = 'B';
public static final byte SELL = 'S';
public static final byte YES = 'Y';
public static final byte NO = 'N';
public static final byte NOT_AVAILABLE = ' ';
public static final byte MESSAGE_TYPE_SYSTEM_EVENT = 'S';
public static final byte MESSAGE_TYPE_STOCK_DIRECTORY = 'R';
public static final byte MESSAGE_TYPE_STOCK_TRADING_ACTION = 'H';
public static final byte MESSAGE_TYPE_REG_SHO_RESTRICTION = 'Y';
public static final byte MESSAGE_TYPE_MARKET_PARTICIPANT_POSITION = 'L';
public static final byte MESSAGE_TYPE_MWCB_DECLINE_LEVEL = 'V';
public static final byte MESSAGE_TYPE_MWCB_STATUS = 'W';
public static final byte MESSAGE_TYPE_IPO_QUOTING_PERIOD_UPDATE = 'K';
public static final byte MESSAGE_TYPE_ADD_ORDER = 'A';
public static final byte MESSAGE_TYPE_ADD_ORDER_MPID = 'F';
public static final byte MESSAGE_TYPE_ORDER_EXECUTED = 'E';
public static final byte MESSAGE_TYPE_ORDER_EXECUTED_WITH_PRICE = 'C';
public static final byte MESSAGE_TYPE_ORDER_CANCEL = 'X';
public static final byte MESSAGE_TYPE_ORDER_DELETE = 'D';
public static final byte MESSAGE_TYPE_ORDER_REPLACE = 'U';
public static final byte MESSAGE_TYPE_TRADE = 'P';
public static final byte MESSAGE_TYPE_CROSS_TRADE = 'Q';
public static final byte MESSAGE_TYPE_BROKEN_TRADE = 'B';
public static final byte MESSAGE_TYPE_NOII = 'I';
public static final byte MESSAGE_TYPE_RPII = 'N';
/*
* Event Code (4.1) values.
*/
public static final byte EVENT_CODE_START_OF_MESSAGES = 'O';
public static final byte EVENT_CODE_START_OF_SYSTEM_HOURS = 'S';
public static final byte EVENT_CODE_START_OF_MARKET_HOURS = 'Q';
public static final byte EVENT_CODE_END_OF_MARKET_HOURS = 'M';
public static final byte EVENT_CODE_END_OF_SYSTEM_HOURS = 'E';
public static final byte EVENT_CODE_END_OF_MESSAGES = 'C';
/*
* Market Category (4.2.1) values.
*/
public static final byte MARKET_CATEGORY_NASDAQ_GLOBAL_SELECT_MARKET = 'Q';
public static final byte MARKET_CATEGORY_NASDAQ_GLOBAL_MARKET = 'G';
public static final byte MARKET_CATEGORY_NASDAQ_CAPITAL_MARKET = 'S';
public static final byte MARKET_CATEGORY_NYSE = 'N';
public static final byte MARKET_CATEGORY_NYSE_MKT = 'A';
public static final byte MARKET_CATEGORY_NYSE_ARCA = 'P';
public static final byte MARKET_CATEGORY_BATS_Z_EXCHANGE = 'Z';
public static final byte MARKET_CATEGORY_NOT_AVAILABLE = ' ';
/*
* Financial Status Indicator (4.2.1) values.
*/
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT = 'D';
public static final byte FINANCIAL_STATUS_INDICATOR_DELINQUENT = 'E';
public static final byte FINANCIAL_STATUS_INDICATOR_BANKRUPT = 'Q';
public static final byte FINANCIAL_STATUS_INDICATOR_SUSPENDED = 'S';
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_BANKRUPT = 'G';
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT = 'H';
public static final byte FINANCIAL_STATUS_INDICATOR_DELINQUENT_BANKRUPT = 'J';
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT_BANKRUPT = 'K';
public static final byte FINANCIAL_STATUS_INDICATOR_CREATIONS_REDEMPTIONS_SUSPENDED = 'C';
public static final byte FINANCIAL_STATUS_INDICATOR_NORMAL = 'N';
public static final byte FINANCIAL_STATUS_INDICATOR_NOT_AVAILABLE = ' ';
/*
* Authenticity (4.2.1) values.
*/
public static final byte AUTHENTICITY_PRODUCTION = 'P';
public static final byte AUTHENTICTY_TEST = 'T';
/*
* LULD Reference Price Tier (4.2.1) values.
*/
public static final byte LULD_REFERENCE_PRICE_TIER_1 = '1';
public static final byte LULD_REFERENCE_PRICE_TIER_2 = '2';
/*
* Trading State (4.2.2) values.
*/
public static final byte TRADING_STATE_HALTED = 'H';
public static final byte TRADING_STATE_PAUSED = 'P';
public static final byte TRADING_STATE_QUOTATION_PERIOD = 'Q';
public static final byte TRADING_STATE_TRADING = 'T';
/*
* Reg SHO Action (4.2.3) values.
*/
public static final byte REG_SHO_ACTION_NO_PRICE_TEST = '0';
public static final byte REG_SHO_ACTION_SHORT_SALE_PRICE_TEST_INTRA_DAY_PRICE_DROP = '1';
public static final byte REG_SHO_ACTION_SHORT_SALE_PRICE_TEST = '2';
/*
* Market Maker Mode (4.2.4) values.
*/
public static final byte MARKET_MAKER_MODE_NORMAL = 'N';
public static final byte MARKET_MAKER_MODE_PASSIVE = 'P';
public static final byte MARKET_MAKER_MODE_SYNDICATE = 'S';
public static final byte MARKET_MAKER_MODE_PRE_SYNDICATE = 'R';
public static final byte MARKET_MAKER_MODE_PENALTY = 'L';
/*
* Market Participant State (4.2.4) values.
*/
public static final byte MARKET_PARTICIPANT_STATE_ACTIVE = 'A';
public static final byte MARKET_PARTICIPANT_STATE_EXCUSED_WITHDRAWN = 'E';
public static final byte MARKET_PARTICIPANT_STATE_WITHDRAWN = 'W';
public static final byte MARKET_PARTICIPANT_STATE_SUSPENDED = 'S';
public static final byte MARKET_PARTICIPANT_STATE_DELETED = 'D';
/*
* Breached Level (4.2.5.2) values.
*/
public static final byte BREACHED_LEVEL_1 = '1';
public static final byte BREACHED_LEVEL_2 = '2';
public static final byte BREACHED_LEVEL_3 = '3';
/*
* IPO Quotation Release Qualifier (4.2.6) values.
*/
public static final byte IPO_QUOTATION_RELEASE_QUALIFIER_ANTICIPATED_QUOTATION_TIME = 'A';
public static final byte IPO_QUOTATION_RELEASE_QUALIFIER_IPO_RELEASE_CANCELED_POSTPONED = 'C';
/*
* Cross Type (4.5.2) values.
*/
public static final byte CROSS_TYPE_OPENING_CROSS = 'O';
public static final byte CROSS_TYPE_CLOSING_CROSS = 'C';
public static final byte CROSS_TYPE_IPO_HALTED_PAUSED_CROSS = 'H';
public static final byte CROSS_TYPE_INTRADAY_CROSS = 'I';
/*
* Imbalance Direction (4.6) values.
*/
public static final byte IMBALANCE_DIRECTION_BUY_IMBALANCE = 'B';
public static final byte IMBALANCE_DIRECTION_SELL_IMBALANCE = 'S';
public static final byte IMBALANCE_DIRECTION_NO_IMBALANCE = 'N';
public static final byte IMBALANCE_DIRECTION_INSUFFICIENT_ORDERS = 'O';
/*
* Price Variation Indicator (4.6) values.
*/
public static final byte PRICE_VARIATION_INDICATOR_LESS_THAN_1_PCT = 'L';
public static final byte PRICE_VARIATION_INDICATOR_1_TO_1_99_PCT = '1';
public static final byte PRICE_VARIATION_INDICATOR_2_TO_2_99_PCT = '2';
public static final byte PRICE_VARIATION_INDICATOR_3_TO_3_99_PCT = '3';
public static final byte PRICE_VARIATION_INDICATOR_4_TO_4_99_PCT = '4';
public static final byte PRICE_VARIATION_INDICATOR_5_TO_5_99_PCT = '5';
public static final byte PRICE_VARIATION_INDICATOR_6_TO_6_99_PCT = '6';
public static final byte PRICE_VARIATION_INDICATOR_7_TO_7_99_PCT = '7';
public static final byte PRICE_VARIATION_INDICATOR_8_TO_8_99_PCT = '8';
public static final byte PRICE_VARIATION_INDICATOR_9_TO_9_99_PCT = '9';
public static final byte PRICE_VARIATION_INDICATOR_10_TO_19_99_PCT = 'A';
public static final byte PRICE_VARIATION_INDICATOR_20_TO_29_99_PCT = 'B';
public static final byte PRICE_VARIATION_INDICATOR_30_PCT_OR_GREATER = 'C';
public static final byte PRICE_VARIATION_INDICATOR_NOT_AVAILABLE = ' ';
/*
* Interest Flag (4.7) values.
*/
public static final byte INTEREST_FLAG_BUY = 'B';
public static final byte INTEREST_FLAG_SELL = 'S';
public static final byte INTEREST_FLAG_BOTH = 'A';
public static final byte INTEREST_FLAG_NONE = 'N';
/**
* A message.
*/
public interface Message {
/**
* Read this message from the buffer.
*
* @param buffer a buffer
* @throws BufferUnderflowException if there are fewer bytes remaining
* in the buffer than what this message consists of
*/
void get(ByteBuffer buffer);
/**
* Write this message to the buffer.
*
* @param buffer a buffer
* @throws BufferOverflowException if there are fewer bytes remaining
* in the buffer than what this message consists of
* @throws ReadOnlyBufferException if the buffer is read-only
*/
void put(ByteBuffer buffer);
}
/**
* A System Event message.
*/
public static class SystemEvent implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public byte eventCode;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
eventCode = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_SYSTEM_EVENT);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.put(eventCode);
}
}
/**
* A Stock Directory (4.2.1) message.
*/
public static class StockDirectory implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long stock;
public byte marketCategory;
public byte financialStatusIndicator;
public long roundLotSize;
public byte roundLotsOnly;
public byte issueClassification;
public short issueSubType;
public byte authenticity;
public byte shortSaleThresholdIndicator;
public byte ipoFlag;
public byte luldReferencePriceTier;
public byte etpFlag;
public long etpLeverageFactor;
public byte inverseIndicator;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
stock = buffer.getLong();
marketCategory = buffer.get();
financialStatusIndicator = buffer.get();
roundLotSize = getUnsignedInt(buffer);
roundLotsOnly = buffer.get();
issueClassification = buffer.get();
issueSubType = buffer.getShort();
authenticity = buffer.get();
shortSaleThresholdIndicator = buffer.get();
ipoFlag = buffer.get();
luldReferencePriceTier = buffer.get();
etpFlag = buffer.get();
etpLeverageFactor = getUnsignedInt(buffer);
inverseIndicator = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_STOCK_DIRECTORY);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(stock);
buffer.put(marketCategory);
buffer.put(financialStatusIndicator);
putUnsignedInt(buffer, roundLotSize);
buffer.put(roundLotsOnly);
buffer.put(issueClassification);
buffer.putShort(issueSubType);
buffer.put(authenticity);
buffer.put(shortSaleThresholdIndicator);
buffer.put(ipoFlag);
buffer.put(luldReferencePriceTier);
buffer.put(etpFlag);
putUnsignedInt(buffer, etpLeverageFactor);
buffer.put(inverseIndicator);
}
}
/**
* A Stock Trading Action (4.2.2) message.
*/
public static class StockTradingAction implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long stock;
public byte tradingState;
public byte reserved;
public int reason;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
stock = buffer.getLong();
tradingState = buffer.get();
reserved = buffer.get();
reason = buffer.getInt();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_STOCK_TRADING_ACTION);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(stock);
buffer.put(tradingState);
buffer.put(reserved);
buffer.putInt(reason);
}
}
/**
* A Reg SHO Restriction (4.2.3) message.
*/
public static class RegSHORestriction implements Message {
public int locateCode;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long stock;
public byte regSHOAction;
@Override
public void get(ByteBuffer buffer) {
locateCode = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
stock = buffer.getLong();
regSHOAction = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_REG_SHO_RESTRICTION);
putUnsignedShort(buffer, locateCode);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(stock);
buffer.put(regSHOAction);
}
}
/**
* A Market Participant Position (4.2.4) message.
*/
public static class MarketParticipantPosition implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public int mpid;
public long stock;
public byte primaryMarketMaker;
public byte marketMakerMode;
public byte marketParticipantState;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
mpid = buffer.getInt();
stock = buffer.getLong();
primaryMarketMaker = buffer.get();
marketMakerMode = buffer.get();
marketParticipantState = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_MARKET_PARTICIPANT_POSITION);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putInt(mpid);
buffer.putLong(stock);
buffer.put(primaryMarketMaker);
buffer.put(marketMakerMode);
buffer.put(marketParticipantState);
}
}
/**
* An MWCB Decline Level (4.2.5.1) message.
*/
public static class MWCBDeclineLevel implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long level1;
public long level2;
public long level3;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
level1 = buffer.getLong();
level2 = buffer.getLong();
level3 = buffer.getLong();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_MWCB_DECLINE_LEVEL);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(level1);
buffer.putLong(level2);
buffer.putLong(level3);
}
}
/**
* An MWCB Status (4.2.5.2) message.
*/
public static class MWCBStatus implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public byte breachedLevel;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
breachedLevel = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_MWCB_STATUS);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.put(breachedLevel);
}
}
/**
* An IPO Quoting Period Update (4.2.6) message.
*/
public static class IPOQuotingPeriodUpdate implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long stock;
public long ipoQuotationReleaseTime;
public byte ipoQuotationReleaseQualifier;
public long ipoPrice;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
stock = buffer.getLong();
ipoQuotationReleaseTime = getUnsignedInt(buffer);
ipoQuotationReleaseQualifier = buffer.get();
ipoPrice = getUnsignedInt(buffer);
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_IPO_QUOTING_PERIOD_UPDATE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(stock);
putUnsignedInt(buffer, ipoQuotationReleaseTime);
buffer.put(ipoQuotationReleaseQualifier);
putUnsignedInt(buffer, ipoPrice);
}
}
/**
* An Add Order (4.3.1) message.
*/
public static class AddOrder implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public byte buySellIndicator;
public long shares;
public long stock;
public long price;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
buySellIndicator = buffer.get();
shares = getUnsignedInt(buffer);
stock = buffer.getLong();
price = getUnsignedInt(buffer);
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ADD_ORDER);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
buffer.put(buySellIndicator);
putUnsignedInt(buffer, shares);
buffer.putLong(stock);
putUnsignedInt(buffer, price);
}
}
/**
* An Add Order with MPID (4.3.2) message.
*/
public static class AddOrderMPID implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public byte buySellIndicator;
public long shares;
public long stock;
public long price;
public int attribution;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
buySellIndicator = buffer.get();
shares = getUnsignedInt(buffer);
stock = buffer.getLong();
price = getUnsignedInt(buffer);
attribution = buffer.getInt();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ADD_ORDER_MPID);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
buffer.put(buySellIndicator);
putUnsignedInt(buffer, shares);
buffer.putLong(stock);
putUnsignedInt(buffer, price);
buffer.putInt(attribution);
}
}
/**
* An Order Executed (4.4.1) message.
*/
public static class OrderExecuted implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public long executedShares;
public long matchNumber;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
executedShares = getUnsignedInt(buffer);
matchNumber = buffer.getLong();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ORDER_EXECUTED);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
putUnsignedInt(buffer, executedShares);
buffer.putLong(matchNumber);
}
}
/**
* An Order Executed With Price (4.4.2) message.
*/
public static class OrderExecutedWithPrice implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public long executedShares;
public long matchNumber;
public byte printable;
public long executionPrice;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
executedShares = getUnsignedInt(buffer);
matchNumber = buffer.getLong();
printable = buffer.get();
executionPrice = getUnsignedInt(buffer);
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ORDER_EXECUTED_WITH_PRICE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
putUnsignedInt(buffer, executedShares);
buffer.putLong(matchNumber);
buffer.put(printable);
putUnsignedInt(buffer, executionPrice);
}
}
/**
* An Order Cancel (4.4.3) message.
*/
public static class OrderCancel implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public long canceledShares;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
canceledShares = getUnsignedInt(buffer);
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ORDER_CANCEL);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
putUnsignedInt(buffer, canceledShares);
}
}
/**
* An Order Delete (4.4.4) message.
*/
public static class OrderDelete implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ORDER_DELETE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
}
}
/**
* An Order Replace (4.4.5) message.
*/
public static class OrderReplace implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long originalOrderReferenceNumber;
public long newOrderReferenceNumber;
public long shares;
public long price;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
originalOrderReferenceNumber = buffer.getLong();
newOrderReferenceNumber = buffer.getLong();
shares = getUnsignedInt(buffer);
price = getUnsignedInt(buffer);
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_ORDER_REPLACE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(originalOrderReferenceNumber);
buffer.putLong(newOrderReferenceNumber);
putUnsignedInt(buffer, shares);
putUnsignedInt(buffer, price);
}
}
/**
* A Trade (4.5.1) message.
*/
public static class Trade implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long orderReferenceNumber;
public byte buySellIndicator;
public long shares;
public long stock;
public long price;
public long matchNumber;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
orderReferenceNumber = buffer.getLong();
buySellIndicator = buffer.get();
shares = getUnsignedInt(buffer);
stock = buffer.getLong();
price = getUnsignedInt(buffer);
matchNumber = buffer.getLong();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_TRADE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(orderReferenceNumber);
buffer.put(buySellIndicator);
putUnsignedInt(buffer, shares);
buffer.putLong(stock);
putUnsignedInt(buffer, price);
buffer.putLong(matchNumber);
}
}
/**
* A Cross Trade (4.5.2) message.
*/
public static class CrossTrade implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long shares;
public long stock;
public long crossPrice;
public long matchNumber;
public byte crossType;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
shares = getUnsignedInt(buffer);
stock = buffer.getLong();
crossPrice = getUnsignedInt(buffer);
matchNumber = buffer.getLong();
crossType = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_CROSS_TRADE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
putUnsignedInt(buffer, shares);
buffer.putLong(stock);
putUnsignedInt(buffer, crossPrice);
buffer.putLong(matchNumber);
buffer.put(crossType);
}
}
/**
* A Broken Trade (4.5.3) message.
*/
public static class BrokenTrade implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long matchNumber;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
matchNumber = buffer.getLong();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_BROKEN_TRADE);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(matchNumber);
}
}
/**
* A NOII (4.6) message.
*/
public static class NOII implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long pairedShares;
public long imbalanceShares;
public byte imbalanceDirection;
public long stock;
public long farPrice;
public long nearPrice;
public long currentReferencePrice;
public byte crossType;
public byte priceVariationIndicator;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
pairedShares = buffer.getLong();
imbalanceShares = buffer.getLong();
imbalanceDirection = buffer.get();
stock = buffer.getLong();
farPrice = getUnsignedInt(buffer);
nearPrice = getUnsignedInt(buffer);
currentReferencePrice = getUnsignedInt(buffer);
crossType = buffer.get();
priceVariationIndicator = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_NOII);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(pairedShares);
buffer.putLong(imbalanceShares);
buffer.put(imbalanceDirection);
buffer.putLong(stock);
putUnsignedInt(buffer, farPrice);
putUnsignedInt(buffer, nearPrice);
putUnsignedInt(buffer, currentReferencePrice);
buffer.put(crossType);
buffer.put(priceVariationIndicator);
}
}
/**
* An RPII (4.7) message.
*/
public static class RPII implements Message {
public int stockLocate;
public int trackingNumber;
public int timestampHigh;
public long timestampLow;
public long stock;
public byte interestFlag;
@Override
public void get(ByteBuffer buffer) {
stockLocate = getUnsignedShort(buffer);
trackingNumber = getUnsignedShort(buffer);
timestampHigh = getUnsignedShort(buffer);
timestampLow = getUnsignedInt(buffer);
stock = buffer.getLong();
interestFlag = buffer.get();
}
@Override
public void put(ByteBuffer buffer) {
buffer.put(MESSAGE_TYPE_RPII);
putUnsignedShort(buffer, stockLocate);
putUnsignedShort(buffer, trackingNumber);
putUnsignedShort(buffer, timestampHigh);
putUnsignedInt(buffer, timestampLow);
buffer.putLong(stock);
buffer.put(interestFlag);
}
}
}
