com.dxfeed.api

Class DXFeed

java.lang.Object

com.dxfeed.api.DXFeed

public abstract class DXFeed
extends Object

Main entry class for dxFeed API (read it first).

Sample usage

This section gives sample usage scenarios.

Default singleton instance

There is a singleton instance of the feed that is returned by getInstance() method. It is created on the first use with default configuration properties that are explained in detail in documentation for DXEndpoint class in the "Default properties"

In particular, you can provide a default address to connect and credentials using "dxfeed.address", "dxfeed.user", and "dxfeed.password" system properties or by putting them into "dxfeed.properties" file on JVM classpath. dxFeed API samples come with a ready-to-use "dxfeed.properties" file that contains an address of dxFeed demo feed at "demo.dxfeed.com:7300" and demo access credentials.

Subscribe for single event type

The following code creates listener that prints mid price for each quote and subscribes for quotes on SPDR S&P 500 ETF symbol:

 DXFeedSubscription<Quote> sub = DXFeed.getInstance().createSubscription(Quote.class);
 sub.addEventListener(new DXFeedEventListener<Quote>() {
     public void eventsReceived(List<Quote> quotes) {
         for (Quote quote : quotes)
             System.out.println("Mid = " + (quote.getBidPrice() + quote.getAskPrice()) / 2);
     }
 });
 sub.addSymbols("SPY");

Note, that order of calls is important here. By attaching listeners first and then setting subscription we ensure that the current quote gets received by the listener. See DXFeedSubscription.addSymbols for details. If a set of symbols is changed first, then sub.addEventListener raises an IllegalStateException to protected from hard-to-catch bugs with potentially missed events.

Subscribe for multiple event types

The following code creates listener that prints each received event and subscribes for quotes and trades on SPDR S&P 500 ETF symbol:

 DXFeedSubscription<MarketEvent> sub = DXFeed.getInstance().<MarketEvent>createSubscription(Quote.class, Trade.class);
 sub.addEventListener(new DXFeedEventListener<MarketEvent>() {
     public void eventsReceived(List<MarketEvent> events) {
         for (MarketEvent event : events)
             System.out.println(event);
     }
 });
 sub.addSymbols("SPY");

Subscribe for event and query periodically its last value

The following code subscribes for trades on SPDR S&P 500 ETF symbol and prints last trade every second.

 DXFeedSubscription<Trade> sub = DXFeed.getInstance().createSubscription(Trade.class);
 sub.addSymbols("SPY");
 while (true) {
     System.out.println(feed.getLastEvent(new Trade("SPY")));
     Thread.sleep(1000);
 }

Threads and locks

This class is thread-safe and can be used concurrently from multiple threads without external synchronization.

Implementation details

dxFeed API is implemented on top of QDS. dxFeed API classes itself are in "dxfeed-api.jar", but their implementation is in "qds.jar". You need have "qds.jar" in your classpath in order to use dxFeed API.

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	DXFeed() Protected constructor for implementations of this class only.

Method Summary

Modifier and Type	Method and Description
abstract void	attachSubscription(DXFeedSubscription<?> subscription) Attaches the given subscription to this feed.
<E> DXFeedSubscription<E>	createSubscription(Class<? extends E>... eventTypes) Creates new subscription for multiple event types that is attached to this feed.
<E> DXFeedSubscription<E>	createSubscription(Class<? extends E> eventType) Creates new subscription for a single event type that is attached to this feed.
<E extends TimeSeriesEvent<?>> DXFeedTimeSeriesSubscription<E>	createTimeSeriesSubscription(Class<? extends E>... eventTypes) Creates new time series subscription for multiple event types that is attached to this feed.
<E extends TimeSeriesEvent<?>> DXFeedTimeSeriesSubscription<E>	createTimeSeriesSubscription(Class<? extends E> eventType) Creates new time series subscription for a single event type that is attached to this feed.
abstract void	detachSubscription(DXFeedSubscription<?> subscription) Detaches the given subscription from this feed.
abstract void	detachSubscriptionAndClear(DXFeedSubscription<?> subscription) Detaches the given subscription from this feed and clears data delivered to this subscription by publishing empty events.
abstract <E extends IndexedEvent<?>> List<E>	getIndexedEventsIfSubscribed(Class<E> eventType, Object symbol, IndexedEventSource source) Returns a list of indexed events for the specified event type, symbol, and source if there is a subscription for it.
abstract <E extends IndexedEvent<?>> Promise<List<E>>	getIndexedEventsPromise(Class<E> eventType, Object symbol, IndexedEventSource source) Requests a list of indexed events for the specified event type, symbol, and source.
static DXFeed	getInstance() Returns a default application-wide singleton instance of feed.
abstract <E extends LastingEvent<?>> E	getLastEvent(E event) Returns the last event for the specified event instance.
abstract <E extends LastingEvent<?>> E	getLastEventIfSubscribed(Class<E> eventType, Object symbol) Returns the last event for the specified event type and symbol if there is a subscription for it.
abstract <E extends LastingEvent<?>> Promise<E>	getLastEventPromise(Class<E> eventType, Object symbol) Requests the last event for the specified event type and symbol.
<E extends LastingEvent<?>> Collection<E>	getLastEvents(Collection<E> events) Returns the last events for the specified list of event instances.
abstract <E extends LastingEvent<?>> List<Promise<E>>	getLastEventsPromises(Class<E> eventType, Collection<?> symbols) Requests the last events for the specified event type and a collection of symbols.
abstract <E extends TimeSeriesEvent<?>> List<E>	getTimeSeriesIfSubscribed(Class<E> eventType, Object symbol, long fromTime, long toTime) Returns time series of events for the specified event type, symbol, and a range of time if there is a subscription for it.
abstract <E extends TimeSeriesEvent<?>> Promise<List<E>>	getTimeSeriesPromise(Class<E> eventType, Object symbol, long fromTime, long toTime) Requests time series of events for the specified event type, symbol, and a range of time.
protected static <E> void	processEvents(DXFeedSubscription<E> subscription, List<E> events) Processes received events.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DXFeed

protected DXFeed()

Protected constructor for implementations of this class only.

Method Detail

getInstance

public static DXFeed getInstance()

Returns a default application-wide singleton instance of feed. Most applications use only a single data-source and should rely on this method to get one. This is a shortcut to DXEndpoint.getInstance().getFeed().

createSubscription

public final <E> DXFeedSubscription<E> createSubscription(Class<? extends E> eventType)

Creates new subscription for a single event type that is attached to this feed. For multiple event types in one subscription use createSubscription(Class[]) createSubscription(Class... eventTypes)} This method creates new DXFeedSubscription and invokes attachSubscription(com.dxfeed.api.DXFeedSubscription<?>).

Type Parameters:

E - the type of events.

Parameters:

eventType - the class of event types.

See Also:

DXFeedSubscription(Class), attachSubscription(DXFeedSubscription)

createSubscription

@SafeVarargs
public final <E> DXFeedSubscription<E> createSubscription(Class<? extends E>... eventTypes)

Creates new subscription for multiple event types that is attached to this feed. For a single event type use createSubscrtiption(Class eventType) This method creates new DXFeedSubscription and invokes attachSubscription(com.dxfeed.api.DXFeedSubscription<?>).

Type Parameters:

E - the type of events.

Parameters:

eventTypes - the classes of event types.

See Also:

DXFeedSubscription(Class[]), attachSubscription(DXFeedSubscription)

createTimeSeriesSubscription

public final <E extends TimeSeriesEvent<?>> DXFeedTimeSeriesSubscription<E> createTimeSeriesSubscription(Class<? extends E> eventType)

Creates new time series subscription for a single event type that is attached to this feed. For multiple event types in one subscription use createTimeSeriesSubscription(Class[]) createTimeSeriesSubscription(Class... eventTypes)} This method creates new DXFeedTimeSeriesSubscription and invokes attachSubscription(com.dxfeed.api.DXFeedSubscription<?>).

Type Parameters:

E - the type of events.

Parameters:

eventType - the class of event types.

See Also:

DXFeedTimeSeriesSubscription(Class), attachSubscription(DXFeedSubscription)

createTimeSeriesSubscription

@SafeVarargs
public final <E extends TimeSeriesEvent<?>> DXFeedTimeSeriesSubscription<E> createTimeSeriesSubscription(Class<? extends E>... eventTypes)

Creates new time series subscription for multiple event types that is attached to this feed. For a single event type use createTimeSeriesSubscription(Class eventType) This method creates new DXFeedTimeSeriesSubscription and invokes attachSubscription(com.dxfeed.api.DXFeedSubscription<?>).

Type Parameters:

E - the type of events.

Parameters:

eventTypes - the classes of event types.

See Also:

DXFeedTimeSeriesSubscription(Class[]), attachSubscription(DXFeedSubscription)

attachSubscription

public abstract void attachSubscription(DXFeedSubscription<?> subscription)

Attaches the given subscription to this feed. This method does nothing if the corresponding subscription is already attached to this feed.

This feed publishes data to the attached subscription. Application can attach DXFeedEventListener via DXFeedSubscription.addEventListener(com.dxfeed.api.DXFeedEventListener<E>) to get notified about data changes and can change its data subscription via DXFeedSubscription methods.

Implementation notes

This method adds a non-serializable ObservableSubscriptionChangeListener for the given subscription via DXFeedSubscription.addChangeListener(com.dxfeed.api.osub.ObservableSubscriptionChangeListener) method. Attachment is lost when subscription is serialized and deserialized.

Parameters:

subscription - the subscription.

Throws:

NullPointerException - if the subscription is null.

See Also:

DXFeedSubscription

detachSubscription

public abstract void detachSubscription(DXFeedSubscription<?> subscription)

Detaches the given subscription from this feed. This method does nothing if the corresponding subscription is not attached to this feed.

Implementation notes

This method removes ObservableSubscriptionChangeListener from the given subscription via DXFeedSubscription.removeChangeListener(com.dxfeed.api.osub.ObservableSubscriptionChangeListener) method.

Parameters:

subscription - the subscription.

Throws:

NullPointerException - if the subscription is null.

See Also:

DXFeedSubscription

detachSubscriptionAndClear

public abstract void detachSubscriptionAndClear(DXFeedSubscription<?> subscription)

Detaches the given subscription from this feed and clears data delivered to this subscription by publishing empty events. This method does nothing if the corresponding subscription is not attached to this feed.

Parameters:

subscription - the subscription.

Throws:

NullPointerException - if the subscription is null.

See Also:

detachSubscription(DXFeedSubscription)

getLastEvent

public abstract <E extends LastingEvent<?>> E getLastEvent(E event)

Returns the last event for the specified event instance. This method works only for event types that implement LastingEvent marker interface. This method does not make any remote calls to the uplink data provider. It just retrieves last received event from the local cache of this feed. The events are stored in the cache only if there is some attached DXFeedSubscription that is subscribed to the corresponding symbol and event type. WildcardSymbol.ALL subscription does not count for that purpose.

Use getLastEventPromise method if an event needs to be requested in the absence of subscription.

This method fills in the values for the last event into the event argument. If the last event is not available for any reason (no subscription, no connection to uplink, etc). then the event object is not changed. This method always returns the same event instance that is passed to it as an argument.

This method provides no way to distinguish a case when there is no subscription from the case when there is a subscription, but the event data have not arrived yet. It is recommened to use getLastEventIfSubscribed method instead of this getLastEvent method to fail-fast in case when the subscription was supposed to be set by the logic of the code, since getLastEventIfSubscribed method returns null when there is no subscription.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (never fills in the event).

Type Parameters:

E - the type of event.

Parameters:

event - the event.

Returns:

the same event.

Throws:

NullPointerException - if the event is null.

getLastEvents

public <E extends LastingEvent<?>> Collection<E> getLastEvents(Collection<E> events)

Returns the last events for the specified list of event instances. This is a bulk version of getLastEvent method.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role.

Type Parameters:

E - the type of event.

Parameters:

events - the collection of events.

Returns:

the same collection of events.

Throws:

NullPointerException - if the collection or any event in it is null.

getLastEventPromise

public abstract <E extends LastingEvent<?>> Promise<E> getLastEventPromise(Class<E> eventType,
                                                                           Object symbol)

Requests the last event for the specified event type and symbol. This method works only for event types that implement LastingEvent marker interface. This method requests the data from the the uplink data provider, creates new event of the specified eventType, and completes the resulting promise with this event.

This method is designed for retrieval of a snapshot only. Use DXFeedSubscription if you need event updates in real time.

The promise is cancelled when the the underlying DXEndpoint is closed. If the event is not available for any transient reason (no subscription, no connection to uplink, etc), then the resulting promise completes when the issue is resolved, which may involve an arbitrarily long wait. Use Promise.await(long, TimeUnit) method to specify timeout while waiting for promise to complete. If the event is permanently not available (not supported), then the promise completes exceptionally with IllegalArgumentException.

Use the following pattern of code to acquire multiple events (either for multiple symbols and/or multiple events) and wait with a single timeout for all of them:

 List<Promise<?>> promises = new ArrayList<Promise<?>>();
 // iterate the following line for all events and/or symbols that are needed
 promises.add(feed.getLastEventPromise(eventType, symbol));
 // combine the list of promises into one with Promises utility method and wait
 Promises.allOf(promises).awaitWithoutException(timeout, unit);
 // now iterate the promises to retrieve results
 for (Promise<?> promise : promises)
     doSomethingWith(promise.getResult()); // result is null if this event was not found
 

There is a bulk version of this method that works much faster for a single event type and multiple symbols. See getLastEventsPromises.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (promise completes exceptionally).

Threads

Use Promise.whenDone method on the resulting promise to receive notification when the promise becomes done. This notification is invoked from inside this DXEndpoint executor thread.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol.

Returns:

the promise for the result of the request.

Throws:

NullPointerException - if the eventType or symbol are null.

getLastEventIfSubscribed

public abstract <E extends LastingEvent<?>> E getLastEventIfSubscribed(Class<E> eventType,
                                                                       Object symbol)

Returns the last event for the specified event type and symbol if there is a subscription for it. This method works only for event types that implement LastingEvent marker interface. This method does not make any remote calls to the uplink data provider. It just retrieves last received event from the local cache of this feed. The events are stored in the cache only if there is some attached DXFeedSubscription that is subscribed to the corresponding event type and symbol. The subscription can also be permanently defined using DXEndpoint properties. WildcardSymbol.ALL subscription does not count for that purpose. If there is no subscription, then this method returns null.

If there is a subscription, but the event has not arrived from the uplink data provider, this method returns an non-initialized event object: its eventSymbol property is set to the requested symbol, but all the other properties have their default values.

Use getLastEventPromise method if an event needs to be requested in the absence of subscription.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (always returns null).

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol.

Returns:

the event or null if there is no subscription for the specified event type and symbol.

Throws:

NullPointerException - if the event type or symbol are null.

getLastEventsPromises

public abstract <E extends LastingEvent<?>> List<Promise<E>> getLastEventsPromises(Class<E> eventType,
                                                                                   Collection<?> symbols)

Requests the last events for the specified event type and a collection of symbols. This method works only for event types that implement LastingEvent marker interface. This method requests the data from the the uplink data provider, creates new events of the specified eventType, and completes the resulting promises with these events.

This is a bulk version of getLastEventPromise(eventType, symbol) method.

The promise is cancelled when the the underlying DXEndpoint is closed. If the event is not available for any transient reason (no subscription, no connection to uplink, etc), then the resulting promise completes when the issue is resolved, which may involve an arbitrarily long wait. Use Promise.await(long, TimeUnit) method to specify timeout while waiting for promise to complete. If the event is permanently not available (not supported), then the promise completes exceptionally with IllegalArgumentException.

Use the following pattern of code to acquire multiple events (either for multiple symbols and/or multiple events) and wait with a single timeout for all of them:

 List<Promise<?>> promises = feed.getLastEventsPromises(eventType, symbols);
 // combine the list of promises into one with Promises utility method and wait
 Promises.allOf(promises).awaitWithoutException(timeout, unit);
 // now iterate the promises to retrieve results
 for (Promise<?> promise : promises)
     doSomethingWith(promise.getResult()); // result is null if this event was not found
 

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (promise completes exceptionally).

Threads

Use Promise.whenDone method on the resulting promises to receive notification when the promise becomes done. This notification is invoked from inside this DXEndpoint executor thread.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbols - the collection of symbols.

Returns:

the list of promises for the result of the requests, one item in list per symbol.

Throws:

NullPointerException - if the eventType or symbols are null.

getIndexedEventsPromise

public abstract <E extends IndexedEvent<?>> Promise<List<E>> getIndexedEventsPromise(Class<E> eventType,
                                                                                     Object symbol,
                                                                                     IndexedEventSource source)

Requests a list of indexed events for the specified event type, symbol, and source. This method works only for event types that implement IndexedEvent interface. This method requests the data from the the uplink data provider, creates a list of events of the specified eventType, and completes the resulting promise with this list. The events are ordered by index in the list.

This method is designed for retrieval of a snapshot only. Use IndexedEventModel if you need a list of indexed events that updates in real time.

The promise is cancelled when the the underlying DXEndpoint is closed. If the events are not available for any transient reason (no subscription, no connection to uplink, etc), then the resulting promise completes when the issue is resolved, which may involve an arbitrarily long wait. Use Promise.await(long, TimeUnit) method to specify timeout while waiting for promise to complete. If the events are permanently not available (not supported), then the promise completes exceptionally with IllegalArgumentException.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (promise completes exceptionally).

Event source

Use the DEFAULT value for source with events that do not have multiple sources (like Series). For events with multiple sources (like Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder), use an event-specific source class (for example, OrderSource). This method does not support synthetic sources of orders (orders that are automatically generated from Quote events).

This method does not accept an instance of IndexedEventSubscriptionSymbol as a symbol. The later class is designed for use with DXFeedSubscription and to observe source-specific subscription in DXPublisher.

Event flags and consistent snapshot

This method completes promise only when a consistent snapshot of indexed events has been received from the data feed. The eventFlags property of the events in the resulting list is always zero.

Note, that the resulting list should not be used with DXPublisher.publishEvents method, because the later expects events in a different order and with an appropriate flags set. See documentation on a specific event class for details on how they should be published.

Threads

Use Promise.whenDone method on the resulting promise to receive notification when the promise becomes done. This notification is invoked from inside this DXEndpoint executor thread.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol.

source - the source.

Returns:

the promise for the result of the request.

Throws:

NullPointerException - if the eventType or symbol are null.

getIndexedEventsIfSubscribed

public abstract <E extends IndexedEvent<?>> List<E> getIndexedEventsIfSubscribed(Class<E> eventType,
                                                                                 Object symbol,
                                                                                 IndexedEventSource source)

Returns a list of indexed events for the specified event type, symbol, and source if there is a subscription for it. This method works only for event types that implement IndexedEvent interface. This method does not make any remote calls to the uplink data provider. It just retrieves last received events from the local cache of this feed. The events are stored in the cache only if there is some attached DXFeedSubscription that is subscribed to the corresponding event type, symbol, and source. The subscription can also be permanently defined using DXEndpoint properties. If there is no subscription, then this method returns null. Otherwise, it creates a list of events of the specified eventType and returns it. The events are ordered by index in the list.

If there is a subscription, but the events have not arrived from the uplink data provider, this method returns an empty list.

Use getIndexedEventsPromise method if events need to be requested in the absence of subscription.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (always returns null).

Event source

Use the DEFAULT value for source with events that do not have multiple sources (like Series). For events with multiple sources (like Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder), use an event-specific source class (for example, OrderSource). This method does not support synthetic sources of orders (orders that are automatically generated from Quote events).

This method does not accept an instance of IndexedEventSubscriptionSymbol as a symbol. The later class is designed for use with DXFeedSubscription and to observe source-specific subscription in DXPublisher.

Event flags and consistent snapshot

This method returns a list of events that are currently in the cache without any wait or delay and it does not guarantee that a consistent snapshot of events is returned. See IndexedEvent documentation for details. The eventFlags property of the events in the resulting list is always zero regardless. Use getIndexedEventsPromise method if a consistent snapshot of events needs to be requested.

Note, that the resulting list should not be used with DXPublisher.publishEvents method, because the later expects events in a different order and with an appropriate flags set. See documentation on a specific event class for details on how they should be published.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol.

source - the source.

Returns:

the list of events or null if there is no subscription for the specified event type, symbol, and source.

Throws:

NullPointerException - if the eventType or symbol are null.

getTimeSeriesPromise

public abstract <E extends TimeSeriesEvent<?>> Promise<List<E>> getTimeSeriesPromise(Class<E> eventType,
                                                                                     Object symbol,
                                                                                     long fromTime,
                                                                                     long toTime)

Requests time series of events for the specified event type, symbol, and a range of time. This method works only for event types that implement TimeSeriesEvent interface. This method requests the data from the the uplink data provider, creates a list of events of the specified eventType, and completes the resulting promise with this list. The events are ordered by time in the list.

This method is designed for retrieval of a snapshot only. Use TimeSeriesEventModel if you need a list of time-series events that updates in real time.

The range and depth of events that are available with this service is typically constrained by upstream data provider.

The promise is cancelled when the the underlying DXEndpoint is closed. If events are not available for any transient reason (no subscription, no connection to uplink, etc), then the resulting promise completes when the issue is resolved, which may involve an arbitrarily long wait. Use Promise.await(long, TimeUnit) method to specify timeout while waiting for promise to complete. If events are permanently not available (not supported), then the promise completes exceptionally with IllegalArgumentException.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (promise completes exceptionally).

This method does not accept an instance of TimeSeriesSubscriptionSymbol as a symbol. The later class is designed for use with DXFeedSubscription and to observe time-series subscription in DXPublisher.

Event flags

This method completes promise only when a consistent snapshot of time series has been received from the data feed. The eventFlags property of the events in the resulting list is always zero.

Note, that the resulting list should not be used with DXPublisher.publishEvents method, because the later expects events in a different order and with an appropriate flags set. See documentation on a specific event class for details on how they should be published.

Threads

Use Promise.whenDone method on the resulting promise to receive notification when the promise becomes done. This notification is invoked from inside this DXEndpoint executor thread.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol

fromTime - the time, inclusive, to request events from (see TimeSeriesEvent.getTime).

toTime - the time, inclusive, to request events to (see TimeSeriesEvent.getTime). Use Long.MAX_VALUE to retrieve events without an upper limit on time.

Returns:

the promise for the result of the request.

Throws:

NullPointerException - if the eventType or symbol are null.

getTimeSeriesIfSubscribed

public abstract <E extends TimeSeriesEvent<?>> List<E> getTimeSeriesIfSubscribed(Class<E> eventType,
                                                                                 Object symbol,
                                                                                 long fromTime,
                                                                                 long toTime)

Returns time series of events for the specified event type, symbol, and a range of time if there is a subscription for it. This method does not make any remote calls to the uplink data provider. It just retrieves last received events from the local cache of this feed. The events are stored in the cache only if there is some attached DXFeedSubscription that is subscribed to the corresponding event type, symbol, and time. The subscription can also be permanently defined using DXEndpoint properties. If there is no subscription, then this method returns null. Otherwise, it creates a list of events of the specified eventType and returns it. The events are ordered by time in the list.

If there is a subscription, but the events have not arrived from the uplink data provider, this method returns an empty list.

Use getTimeSeriesPromise method if events need to be requested in the absence of subscription.

Note, that this method does not work when DXEndpoint was created with STREAM_FEED role (always returns null).

This method does not accept an instance of TimeSeriesSubscriptionSymbol as a symbol. The later class is designed for use with DXFeedSubscription and to observe time-series subscription in DXPublisher.

Event flags and consistent snapshot

This method returns a list of events that are currently in the cache without any wait or delay and it does not guarantee that a consistent snapshot of events is returned. See IndexedEvent documentation for details. The eventFlags property of the events in the resulting list is always zero regardless. Use getTimeSeriesPromise method if a consistent snapshot of events needs to be requested.

Note, that the resulting list should not be used with DXPublisher.publishEvents method, because the later expects events in a different order and with an appropriate flags set. See documentation on a specific event class for details on how they should be published.

Type Parameters:

E - the type of event.

Parameters:

eventType - the event type.

symbol - the symbol

fromTime - the time, inclusive, to return events from (see TimeSeriesEvent.getTime).

toTime - the time, inclusive, to return events to (see TimeSeriesEvent.getTime). Use Long.MAX_VALUE to retrieve events without an upper limit on time.

Returns:

the list of events or null if there is no subscription for the specified event type, symbol, and time range.

Throws:

NullPointerException - if the eventType or symbol are null.

processEvents

protected static <E> void processEvents(DXFeedSubscription<E> subscription,
                                        List<E> events)

Processes received events. This methods invokes DXFeedEventListener.eventsReceived(java.util.List<E>) on all installed event listeners. This is a protected method for use by DXFeed implementation classes only.

Type Parameters:

E - the type of events.

Parameters:

events - the list of received events.