com.paritytrading.parity.file.taq.TAQ Maven / Gradle / Ivy
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package com.paritytrading.parity.file.taq;
/**
* Common definitions.
*/
public class TAQ {
static final char FIELD_SEPARATOR = '\t';
static final char RECORD_SEPARATOR = '\n';
static final char RECORD_TYPE_QUOTE = 'Q';
static final char RECORD_TYPE_TRADE = 'T';
public static final char BUY = 'B';
public static final char SELL = 'S';
public static final char UNKNOWN = ' ';
private TAQ() {
}
/**
* A Quote record.
*/
public static class Quote {
/**
* The date.
*/
public String date;
/**
* The timestamp in milliseconds.
*/
public long timestampMillis;
/**
* The instrument.
*/
public String instrument;
/**
* The bid price or zero if no bid price is available.
*/
public double bidPrice;
/**
* The bid size or zero if no bid size is available.
*/
public double bidSize;
/**
* The ask price or zero if no ask price is available.
*/
public double askPrice;
/**
* The ask size or zero if no ask size is available.
*/
public double askSize;
}
/**
* A Trade record.
*/
public static class Trade {
/**
* The date.
*/
public String date;
/**
* The timestamp in milliseconds.
*/
public long timestampMillis;
/**
* The instrument.
*/
public String instrument;
/**
* The trade price.
*/
public double price;
/**
* The trade size.
*/
public double size;
/**
* The side of the resting order or {@code UNKNOWN} if the side of the
* resting order is not available.
*/
public char side;
}
}