org.openfeed.InstrumentDefinitionOrBuilder Maven / Gradle / Ivy
The newest version!
// Generated by the protocol buffer compiler. DO NOT EDIT!
// NO CHECKED-IN PROTOBUF GENCODE
// source: openfeed_instrument.proto
// Protobuf Java Version: 4.28.3
package org.openfeed;
public interface InstrumentDefinitionOrBuilder extends
// @@protoc_insertion_point(interface_extends:org.openfeed.InstrumentDefinition)
com.google.protobuf.MessageOrBuilder {
/**
*
* / Unique ID used in the data feed.
*
*
* sint64 marketId = 1;
* @return The marketId.
*/
long getMarketId();
/**
*
* / Instrument type as enum...
*
*
* .org.openfeed.InstrumentDefinition.InstrumentType instrumentType = 2;
* @return The enum numeric value on the wire for instrumentType.
*/
int getInstrumentTypeValue();
/**
*
* / Instrument type as enum...
*
*
* .org.openfeed.InstrumentDefinition.InstrumentType instrumentType = 2;
* @return The instrumentType.
*/
org.openfeed.InstrumentDefinition.InstrumentType getInstrumentType();
/**
*
* / Supported Book Types
*
*
* repeated .org.openfeed.InstrumentDefinition.BookType supportBookTypes = 3;
* @return A list containing the supportBookTypes.
*/
java.util.List getSupportBookTypesList();
/**
*
* / Supported Book Types
*
*
* repeated .org.openfeed.InstrumentDefinition.BookType supportBookTypes = 3;
* @return The count of supportBookTypes.
*/
int getSupportBookTypesCount();
/**
*
* / Supported Book Types
*
*
* repeated .org.openfeed.InstrumentDefinition.BookType supportBookTypes = 3;
* @param index The index of the element to return.
* @return The supportBookTypes at the given index.
*/
org.openfeed.InstrumentDefinition.BookType getSupportBookTypes(int index);
/**
*
* / Supported Book Types
*
*
* repeated .org.openfeed.InstrumentDefinition.BookType supportBookTypes = 3;
* @return A list containing the enum numeric values on the wire for supportBookTypes.
*/
java.util.List
getSupportBookTypesValueList();
/**
*
* / Supported Book Types
*
*
* repeated .org.openfeed.InstrumentDefinition.BookType supportBookTypes = 3;
* @param index The index of the value to return.
* @return The enum numeric value on the wire of supportBookTypes at the given index.
*/
int getSupportBookTypesValue(int index);
/**
*
* / Maximum depth of market-by-price order book
*
*
* sint32 bookDepth = 4;
* @return The bookDepth.
*/
int getBookDepth();
/**
*
* / The name of the market data vendor
*
*
* string vendorId = 5;
* @return The vendorId.
*/
java.lang.String getVendorId();
/**
*
* / The name of the market data vendor
*
*
* string vendorId = 5;
* @return The bytes for vendorId.
*/
com.google.protobuf.ByteString
getVendorIdBytes();
/**
*
* / Human readable market symbol, assigned by the exchange or venue.
* Not necessarily unique as the exchange or vendor could assign the same symbol to different
* instruments, for example if the instruments trade on different exchanges.
*
*
* string symbol = 6;
* @return The symbol.
*/
java.lang.String getSymbol();
/**
*
* / Human readable market symbol, assigned by the exchange or venue.
* Not necessarily unique as the exchange or vendor could assign the same symbol to different
* instruments, for example if the instruments trade on different exchanges.
*
*
* string symbol = 6;
* @return The bytes for symbol.
*/
com.google.protobuf.ByteString
getSymbolBytes();
/**
*
* / Human readable market description.
*
*
* string description = 7;
* @return The description.
*/
java.lang.String getDescription();
/**
*
* / Human readable market description.
*
*
* string description = 7;
* @return The bytes for description.
*/
com.google.protobuf.ByteString
getDescriptionBytes();
/**
*
* / Market CFI code: http://en.wikipedia.org/wiki/ISO_10962
*
*
* string cfiCode = 8;
* @return The cfiCode.
*/
java.lang.String getCfiCode();
/**
*
* / Market CFI code: http://en.wikipedia.org/wiki/ISO_10962
*
*
* string cfiCode = 8;
* @return The bytes for cfiCode.
*/
com.google.protobuf.ByteString
getCfiCodeBytes();
/**
*
* / Market currency code: http://en.wikipedia.org/wiki/ISO_4217
*
*
* string currencyCode = 9;
* @return The currencyCode.
*/
java.lang.String getCurrencyCode();
/**
*
* / Market currency code: http://en.wikipedia.org/wiki/ISO_4217
*
*
* string currencyCode = 9;
* @return The bytes for currencyCode.
*/
com.google.protobuf.ByteString
getCurrencyCodeBytes();
/**
*
* Market exchange code: http://en.wikipedia.org/wiki/ISO_10383
* For inter-exchange spreads, use the leg MICs separated by a hyphen
*
*
* string exchangeCode = 10;
* @return The exchangeCode.
*/
java.lang.String getExchangeCode();
/**
*
* Market exchange code: http://en.wikipedia.org/wiki/ISO_10383
* For inter-exchange spreads, use the leg MICs separated by a hyphen
*
*
* string exchangeCode = 10;
* @return The bytes for exchangeCode.
*/
com.google.protobuf.ByteString
getExchangeCodeBytes();
/**
*
* / Minimum price increment in market currency.
*
*
* float minimumPriceIncrement = 11;
* @return The minimumPriceIncrement.
*/
float getMinimumPriceIncrement();
/**
*
* / Contract point value in market currency.
*
*
* float contractPointValue = 12;
* @return The contractPointValue.
*/
float getContractPointValue();
/**
*
* / Trading schedule for a typical week
*
*
* .org.openfeed.InstrumentDefinition.Schedule schedule = 13;
* @return Whether the schedule field is set.
*/
boolean hasSchedule();
/**
*
* / Trading schedule for a typical week
*
*
* .org.openfeed.InstrumentDefinition.Schedule schedule = 13;
* @return The schedule.
*/
org.openfeed.InstrumentDefinition.Schedule getSchedule();
/**
*
* / Trading schedule for a typical week
*
*
* .org.openfeed.InstrumentDefinition.Schedule schedule = 13;
*/
org.openfeed.InstrumentDefinition.ScheduleOrBuilder getScheduleOrBuilder();
/**
*
* / Trading calendar (expiration, notice days, holidays?, etc)
*
*
* .org.openfeed.InstrumentDefinition.Calendar calendar = 14;
* @return Whether the calendar field is set.
*/
boolean hasCalendar();
/**
*
* / Trading calendar (expiration, notice days, holidays?, etc)
*
*
* .org.openfeed.InstrumentDefinition.Calendar calendar = 14;
* @return The calendar.
*/
org.openfeed.InstrumentDefinition.Calendar getCalendar();
/**
*
* / Trading calendar (expiration, notice days, holidays?, etc)
*
*
* .org.openfeed.InstrumentDefinition.Calendar calendar = 14;
*/
org.openfeed.InstrumentDefinition.CalendarOrBuilder getCalendarOrBuilder();
/**
*
* / UTC Timestamp of creation, nano seconds since Unix epoch
*
*
* sint64 recordCreateTime = 15;
* @return The recordCreateTime.
*/
long getRecordCreateTime();
/**
*
* / UTC Timestamp of update, nano seconds since Unix epoch
*
*
* sint64 recordUpdateTime = 16;
* @return The recordUpdateTime.
*/
long getRecordUpdateTime();
/**
*
* / Market time zone TZ database name.
* Permanent. Can be resolved into timeZoneOffset for given date/time.
* See http://joda-time.sourceforge.net/timezones.html
* See http://en.wikipedia.org/wiki/List_of_tz_database_time_zones
*
*
* string timeZoneName = 17;
* @return The timeZoneName.
*/
java.lang.String getTimeZoneName();
/**
*
* / Market time zone TZ database name.
* Permanent. Can be resolved into timeZoneOffset for given date/time.
* See http://joda-time.sourceforge.net/timezones.html
* See http://en.wikipedia.org/wiki/List_of_tz_database_time_zones
*
*
* string timeZoneName = 17;
* @return The bytes for timeZoneName.
*/
com.google.protobuf.ByteString
getTimeZoneNameBytes();
/**
*
* / Identifies a logical grouping of instruments. By product, for example.
*
*
* string instrumentGroup = 18;
* @return The instrumentGroup.
*/
java.lang.String getInstrumentGroup();
/**
*
* / Identifies a logical grouping of instruments. By product, for example.
*
*
* string instrumentGroup = 18;
* @return The bytes for instrumentGroup.
*/
com.google.protobuf.ByteString
getInstrumentGroupBytes();
/**
*
* / The Date of expiration for futures and options.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate symbolExpiration = 19;
* @return Whether the symbolExpiration field is set.
*/
boolean hasSymbolExpiration();
/**
*
* / The Date of expiration for futures and options.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate symbolExpiration = 19;
* @return The symbolExpiration.
*/
org.openfeed.InstrumentDefinition.MaturityDate getSymbolExpiration();
/**
*
* / The Date of expiration for futures and options.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate symbolExpiration = 19;
*/
org.openfeed.InstrumentDefinition.MaturityDateOrBuilder getSymbolExpirationOrBuilder();
/**
*
* / active: can have market state updates, can have historical data
* passive: can NOT have market state updates, but can have historical data
* normally "active" means newly listed or currently non expired markets
* normally "passive" means expired options, de-listed equities, etc.
*
*
* .org.openfeed.InstrumentDefinition.State state = 20;
* @return The enum numeric value on the wire for state.
*/
int getStateValue();
/**
*
* / active: can have market state updates, can have historical data
* passive: can NOT have market state updates, but can have historical data
* normally "active" means newly listed or currently non expired markets
* normally "passive" means expired options, de-listed equities, etc.
*
*
* .org.openfeed.InstrumentDefinition.State state = 20;
* @return The state.
*/
org.openfeed.InstrumentDefinition.State getState();
/**
*
* / The channel that updates for this instrument will appear on.
*
*
* sint32 channel = 21;
* @return The channel.
*/
int getChannel();
/**
*
* / The marketId of the underlying asset.
* Used by Futures and Options when the underlying instrument is defined by the vendor
*
*
* sint64 underlyingMarketId = 22;
* @return The underlyingMarketId.
*/
long getUnderlyingMarketId();
/**
*
* / Display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat priceFormat = 23;
* @return Whether the priceFormat field is set.
*/
boolean hasPriceFormat();
/**
*
* / Display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat priceFormat = 23;
* @return The priceFormat.
*/
org.openfeed.InstrumentDefinition.PriceFormat getPriceFormat();
/**
*
* / Display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat priceFormat = 23;
*/
org.openfeed.InstrumentDefinition.PriceFormatOrBuilder getPriceFormatOrBuilder();
/**
*
* / Strike price display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat optionStrikePriceFormat = 24;
* @return Whether the optionStrikePriceFormat field is set.
*/
boolean hasOptionStrikePriceFormat();
/**
*
* / Strike price display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat optionStrikePriceFormat = 24;
* @return The optionStrikePriceFormat.
*/
org.openfeed.InstrumentDefinition.PriceFormat getOptionStrikePriceFormat();
/**
*
* / Strike price display format
*
*
* .org.openfeed.InstrumentDefinition.PriceFormat optionStrikePriceFormat = 24;
*/
org.openfeed.InstrumentDefinition.PriceFormatOrBuilder getOptionStrikePriceFormatOrBuilder();
/**
*
* / Divide prices by this value to get real price values
*
*
* sint32 priceDenominator = 28;
* @return The priceDenominator.
*/
int getPriceDenominator();
/**
*
* / Divide trade quantities by this value to get real quantities
*
*
* sint32 quantityDenominator = 29;
* @return The quantityDenominator.
*/
int getQuantityDenominator();
/**
*
* / true if this is a tradable instrument
*
*
* bool isTradable = 30;
* @return The isTradable.
*/
boolean getIsTradable();
/**
*
* / UTC timestamp of transaction, nano seconds since Unix epoch
*
*
* sint64 transactionTime = 50;
* @return The transactionTime.
*/
long getTransactionTime();
/**
*
* / For internal use only. Ignore
*
*
* bytes auxiliaryData = 99;
* @return The auxiliaryData.
*/
com.google.protobuf.ByteString getAuxiliaryData();
/**
*
* / List of alternate symbols for this instrument. A single instrument
* may be provided by many different market data vendors, each with
* their own unique symbology. Allows this instrument to be tagged
* with as many vendor symbols as necessary.
*
*
* repeated .org.openfeed.InstrumentDefinition.Symbol symbols = 100;
*/
java.util.List
getSymbolsList();
/**
*
* / List of alternate symbols for this instrument. A single instrument
* may be provided by many different market data vendors, each with
* their own unique symbology. Allows this instrument to be tagged
* with as many vendor symbols as necessary.
*
*
* repeated .org.openfeed.InstrumentDefinition.Symbol symbols = 100;
*/
org.openfeed.InstrumentDefinition.Symbol getSymbols(int index);
/**
*
* / List of alternate symbols for this instrument. A single instrument
* may be provided by many different market data vendors, each with
* their own unique symbology. Allows this instrument to be tagged
* with as many vendor symbols as necessary.
*
*
* repeated .org.openfeed.InstrumentDefinition.Symbol symbols = 100;
*/
int getSymbolsCount();
/**
*
* / List of alternate symbols for this instrument. A single instrument
* may be provided by many different market data vendors, each with
* their own unique symbology. Allows this instrument to be tagged
* with as many vendor symbols as necessary.
*
*
* repeated .org.openfeed.InstrumentDefinition.Symbol symbols = 100;
*/
java.util.List extends org.openfeed.InstrumentDefinition.SymbolOrBuilder>
getSymbolsOrBuilderList();
/**
*
* / List of alternate symbols for this instrument. A single instrument
* may be provided by many different market data vendors, each with
* their own unique symbology. Allows this instrument to be tagged
* with as many vendor symbols as necessary.
*
*
* repeated .org.openfeed.InstrumentDefinition.Symbol symbols = 100;
*/
org.openfeed.InstrumentDefinition.SymbolOrBuilder getSymbolsOrBuilder(
int index);
/**
*
* / Option strike price in market currency. Multiply by
* / factorOptionsStrike to get actual strike
*
*
* sint64 optionStrike = 200;
* @return The optionStrike.
*/
long getOptionStrike();
/**
*
* / Option type: call vs put.
*
*
* .org.openfeed.InstrumentDefinition.OptionType optionType = 202;
* @return The enum numeric value on the wire for optionType.
*/
int getOptionTypeValue();
/**
*
* / Option type: call vs put.
*
*
* .org.openfeed.InstrumentDefinition.OptionType optionType = 202;
* @return The optionType.
*/
org.openfeed.InstrumentDefinition.OptionType getOptionType();
/**
*
* / Option style : American vs European.
*
*
* .org.openfeed.InstrumentDefinition.OptionStyle optionStyle = 203;
* @return The enum numeric value on the wire for optionStyle.
*/
int getOptionStyleValue();
/**
*
* / Option style : American vs European.
*
*
* .org.openfeed.InstrumentDefinition.OptionStyle optionStyle = 203;
* @return The optionStyle.
*/
org.openfeed.InstrumentDefinition.OptionStyle getOptionStyle();
/**
*
* / Divide optionStrike by this value to get real strike price
*
*
* sint32 optionStrikeDenominator = 204;
* @return The optionStrikeDenominator.
*/
int getOptionStrikeDenominator();
/**
*
* / Spread type, can be vendor specific
*
*
* string spreadCode = 210;
* @return The spreadCode.
*/
java.lang.String getSpreadCode();
/**
*
* / Spread type, can be vendor specific
*
*
* string spreadCode = 210;
* @return The bytes for spreadCode.
*/
com.google.protobuf.ByteString
getSpreadCodeBytes();
/**
*
* / Ordered list of underlying legs in a spread.
*
*
* repeated .org.openfeed.InstrumentDefinition.SpreadLeg spreadLeg = 211;
*/
java.util.List
getSpreadLegList();
/**
*
* / Ordered list of underlying legs in a spread.
*
*
* repeated .org.openfeed.InstrumentDefinition.SpreadLeg spreadLeg = 211;
*/
org.openfeed.InstrumentDefinition.SpreadLeg getSpreadLeg(int index);
/**
*
* / Ordered list of underlying legs in a spread.
*
*
* repeated .org.openfeed.InstrumentDefinition.SpreadLeg spreadLeg = 211;
*/
int getSpreadLegCount();
/**
*
* / Ordered list of underlying legs in a spread.
*
*
* repeated .org.openfeed.InstrumentDefinition.SpreadLeg spreadLeg = 211;
*/
java.util.List extends org.openfeed.InstrumentDefinition.SpreadLegOrBuilder>
getSpreadLegOrBuilderList();
/**
*
* / Ordered list of underlying legs in a spread.
*
*
* repeated .org.openfeed.InstrumentDefinition.SpreadLeg spreadLeg = 211;
*/
org.openfeed.InstrumentDefinition.SpreadLegOrBuilder getSpreadLegOrBuilder(
int index);
/**
*
* / true if user defined spread
*
*
* bool userDefinedSpread = 212;
* @return The userDefinedSpread.
*/
boolean getUserDefinedSpread();
/**
*
* / Listing market classification
*
*
* string marketTier = 213;
* @return The marketTier.
*/
java.lang.String getMarketTier();
/**
*
* / Listing market classification
*
*
* string marketTier = 213;
* @return The bytes for marketTier.
*/
com.google.protobuf.ByteString
getMarketTierBytes();
/**
*
* / Current financial status of the issuer
*
*
* string financialStatusIndicator = 214;
* @return The financialStatusIndicator.
*/
java.lang.String getFinancialStatusIndicator();
/**
*
* / Current financial status of the issuer
*
*
* string financialStatusIndicator = 214;
* @return The bytes for financialStatusIndicator.
*/
com.google.protobuf.ByteString
getFinancialStatusIndicatorBytes();
/**
*
* / ISIN: https://en.wikipedia.org/wiki/International_Securities_Identification_Number
*
*
* string isin = 215;
* @return The isin.
*/
java.lang.String getIsin();
/**
*
* / ISIN: https://en.wikipedia.org/wiki/International_Securities_Identification_Number
*
*
* string isin = 215;
* @return The bytes for isin.
*/
com.google.protobuf.ByteString
getIsinBytes();
/**
*
* / Break out of currency pair
*
*
* .org.openfeed.InstrumentDefinition.CurrencyPair currencyPair = 216;
* @return Whether the currencyPair field is set.
*/
boolean hasCurrencyPair();
/**
*
* / Break out of currency pair
*
*
* .org.openfeed.InstrumentDefinition.CurrencyPair currencyPair = 216;
* @return The currencyPair.
*/
org.openfeed.InstrumentDefinition.CurrencyPair getCurrencyPair();
/**
*
* / Break out of currency pair
*
*
* .org.openfeed.InstrumentDefinition.CurrencyPair currencyPair = 216;
*/
org.openfeed.InstrumentDefinition.CurrencyPairOrBuilder getCurrencyPairOrBuilder();
/**
*
* / true if exchange sends volume.
*
*
* bool exchangeSendsVolume = 217;
* @return The exchangeSendsVolume.
*/
boolean getExchangeSendsVolume();
/**
*
* / true if exchange sends high.
*
*
* bool exchangeSendsHigh = 218;
* @return The exchangeSendsHigh.
*/
boolean getExchangeSendsHigh();
/**
*
* / true if exchange sends low.
*
*
* bool exchangeSendsLow = 219;
* @return The exchangeSendsLow.
*/
boolean getExchangeSendsLow();
/**
*
* / true if exchange sends open.
*
*
* bool exchangeSendsOpen = 220;
* @return The exchangeSendsOpen.
*/
boolean getExchangeSendsOpen();
/**
*
* / true if this instrument represents consolidated NBBO.
*
*
* bool consolidatedFeedInstrument = 221;
* @return The consolidatedFeedInstrument.
*/
boolean getConsolidatedFeedInstrument();
/**
*
* / true if this instrument represents Pit symbol.
*
*
* bool openOutcryInstrument = 222;
* @return The openOutcryInstrument.
*/
boolean getOpenOutcryInstrument();
/**
*
* / true if this instrument generated FX option.
*
*
* bool syntheticAmericanOptionInstrument = 223;
* @return The syntheticAmericanOptionInstrument.
*/
boolean getSyntheticAmericanOptionInstrument();
/**
*
* /
*
*
* string barchartExchangeCode = 224;
* @return The barchartExchangeCode.
*/
java.lang.String getBarchartExchangeCode();
/**
*
* /
*
*
* string barchartExchangeCode = 224;
* @return The bytes for barchartExchangeCode.
*/
com.google.protobuf.ByteString
getBarchartExchangeCodeBytes();
/**
*
* /
*
*
* string barchartBaseCode = 225;
* @return The barchartBaseCode.
*/
java.lang.String getBarchartBaseCode();
/**
*
* /
*
*
* string barchartBaseCode = 225;
* @return The bytes for barchartBaseCode.
*/
com.google.protobuf.ByteString
getBarchartBaseCodeBytes();
/**
*
* /
*
*
* sint32 volumeDenominator = 226;
* @return The volumeDenominator.
*/
int getVolumeDenominator();
/**
*
* /
*
*
* sint32 bidOfferQuantityDenominator = 227;
* @return The bidOfferQuantityDenominator.
*/
int getBidOfferQuantityDenominator();
/**
*
* /
*
*
* string primaryListingMarketParticipantId = 228;
* @return The primaryListingMarketParticipantId.
*/
java.lang.String getPrimaryListingMarketParticipantId();
/**
*
* /
*
*
* string primaryListingMarketParticipantId = 228;
* @return The bytes for primaryListingMarketParticipantId.
*/
com.google.protobuf.ByteString
getPrimaryListingMarketParticipantIdBytes();
/**
*
* /
*
*
* string subscriptionSymbol = 229;
* @return The subscriptionSymbol.
*/
java.lang.String getSubscriptionSymbol();
/**
*
* /
*
*
* string subscriptionSymbol = 229;
* @return The bytes for subscriptionSymbol.
*/
com.google.protobuf.ByteString
getSubscriptionSymbolBytes();
/**
*
* / The Month/ Day of expiration for futures and options. Corresponds to the expiration month.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate contractMaturity = 230;
* @return Whether the contractMaturity field is set.
*/
boolean hasContractMaturity();
/**
*
* / The Month/ Day of expiration for futures and options. Corresponds to the expiration month.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate contractMaturity = 230;
* @return The contractMaturity.
*/
org.openfeed.InstrumentDefinition.MaturityDate getContractMaturity();
/**
*
* / The Month/ Day of expiration for futures and options. Corresponds to the expiration month.
*
*
* .org.openfeed.InstrumentDefinition.MaturityDate contractMaturity = 230;
*/
org.openfeed.InstrumentDefinition.MaturityDateOrBuilder getContractMaturityOrBuilder();
/**
*
* / Barchart Underlying Symbol
*
*
* string underlying = 231;
* @return The underlying.
*/
java.lang.String getUnderlying();
/**
*
* / Barchart Underlying Symbol
*
*
* string underlying = 231;
* @return The bytes for underlying.
*/
com.google.protobuf.ByteString
getUnderlyingBytes();
/**
* string commodity = 232;
* @return The commodity.
*/
java.lang.String getCommodity();
/**
* string commodity = 232;
* @return The bytes for commodity.
*/
com.google.protobuf.ByteString
getCommodityBytes();
/**
*
* / Barchart Exchange Id
*
*
* sint32 exchangeId = 233;
* @return The exchangeId.
*/
int getExchangeId();
/**
*
* / Barchart Price Scaling Exponent
*
*
* sint32 priceScalingExponent = 234;
* @return The priceScalingExponent.
*/
int getPriceScalingExponent();
/**
*
* / The Openfeed marketId of the underlying asset.
*
*
* sint64 underlyingOpenfeedMarketId = 235;
* @return The underlyingOpenfeedMarketId.
*/
long getUnderlyingOpenfeedMarketId();
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy