public final class OrderSource extends IndexedEventSource
Order, AnalyticOrder, OtcMarketsOrder, NuamOrder,
SpreadOrder and OrderImbalance events.
There are the following kinds of order sources:
COMPOSITE, COMPOSITE_BID, COMPOSITE_ASK,
REGIONAL, REGIONAL_BID, and REGIONAL_ASK are provided for convenience
of a consolidated order book and are automatically generated based on the corresponding Quote events.
AGGREGATE, AGGREGATE_BID and AGGREGATE_ASK provide
futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).
These sources are automatically generated based on the corresponding MarketMaker events.
Publishable sources DEFAULT, NTV, and ISE
support full range of dxFeed API features.
| Modifier and Type | Field and Description |
|---|---|
static OrderSource |
ABE
ABE (abe.io) exchange.
|
static OrderSource |
AGGREGATE
Aggregate order book (futures depth and NASDAQ Level II).
|
static OrderSource |
AGGREGATE_ASK
Deprecated.
Use the
AGGREGATE source. |
static OrderSource |
AGGREGATE_BID
Deprecated.
Use the
AGGREGATE source. |
static OrderSource |
arca
NYSE Arca traded securities.
|
static OrderSource |
ARCA
NYSE Arca traded securities.
|
static OrderSource |
BATE
Bats Europe BXE Exchange.
|
static OrderSource |
BI20
Borsa Istanbul Exchange.
|
static OrderSource |
BXTR
Bats Europe TRF.
|
static OrderSource |
BYX
Bats BYX Exchange.
|
static OrderSource |
bzx
Bats BZX Exchange.
|
static OrderSource |
BZX
Bats BZX Exchange.
|
static OrderSource |
C2OX
CBOE Options C2 Exchange.
|
static OrderSource |
cedx
Cboe European Derivatives.
|
static OrderSource |
CEDX
Cboe European Derivatives.
|
static OrderSource |
CEUX
Bats Europe DXE Exchange.
|
static OrderSource |
CFE
CBOE Futures Exchange.
|
static OrderSource |
CHIX
Bats Europe CXE Exchange.
|
static OrderSource |
COMPOSITE
Composite
Quote. |
static OrderSource |
COMPOSITE_ASK
Deprecated.
Use the
COMPOSITE source. |
static OrderSource |
COMPOSITE_BID
Deprecated.
Use the
COMPOSITE source. |
static OrderSource |
DEA
Direct-Edge EDGA Exchange.
|
static OrderSource |
DEFAULT
Default source for publishing custom order books.
|
static OrderSource |
dex
Direct-Edge EDGX Exchange.
|
static OrderSource |
DEX
Direct-Edge EDGX Exchange.
|
static OrderSource |
edx
EDX Exchange.
|
static OrderSource |
EDX
EDX Exchange.
|
static OrderSource |
ERIS
Eris Exchange group of companies.
|
static OrderSource |
ESPD
NASDAQ eSpeed.
|
static OrderSource |
FAIR
FAIR (FairX) exchange.
|
static OrderSource |
glbx
CME Globex.
|
static OrderSource |
GLBX
CME Globex.
|
static OrderSource |
ICE
Intercontinental Exchange.
|
static OrderSource |
iex
Investors exchange.
|
static OrderSource |
igc
IG CFDs Gate.
|
static OrderSource |
IGC
IG CFDs Gate.
|
static OrderSource |
ISE
International Securities Exchange.
|
static OrderSource |
IST
Borsa Istanbul Exchange.
|
static OrderSource |
memx
Members Exchange.
|
static OrderSource |
MEMX
Members Exchange.
|
static OrderSource |
moon
MOON ATS.
|
static OrderSource |
MOON
MOON ATS.
|
static OrderSource |
NFX
NASDAQ Futures Exchange.
|
static OrderSource |
ntv
NASDAQ Total View.
|
static OrderSource |
NTV
NASDAQ Total View.
|
static OrderSource |
nuam
Nuam Exchange Gate.
|
static OrderSource |
NUAM
Nuam Exchange Gate.
|
static OrderSource |
ocea
Blue Ocean Technologies Alternative Trading System.
|
static OrderSource |
OCEA
Blue Ocean Technologies Alternative Trading System.
|
static OrderSource |
otcm
OTC Overnight.
|
static OrderSource |
OTCM
OTC Overnight.
|
static OrderSource |
pink
Pink Sheets.
|
static OrderSource |
REGIONAL
Regional
Quote. |
static OrderSource |
REGIONAL_ASK
Deprecated.
Use the
REGIONAL source. |
static OrderSource |
REGIONAL_BID
Deprecated.
Use the
REGIONAL source. |
static OrderSource |
smfe
Small Exchange.
|
static OrderSource |
SMFE
Small Exchange.
|
static OrderSource |
xeur
Eurex Exchange.
|
static OrderSource |
XEUR
Eurex Exchange.
|
static OrderSource |
XNFI
NASDAQ Fixed Income.
|
id, name| Modifier and Type | Method and Description |
|---|---|
static List<OrderSource> |
fullOrderBook()
Returns a list of publishable order sources that support Full Order Book.
|
boolean |
isFullOrderBook()
Returns
true if this source supports Full Order Book. |
boolean |
isPublishable(Class<? extends MarketEvent> eventType)
Returns
true if the given event type can be directly published with this source. |
static boolean |
isSpecialSourceId(int sourceId)
Determines whether specified source identifier refers to special order source.
|
static List<OrderSource> |
publishable(Class<? extends MarketEvent> eventType)
Returns a list of publishable order sources for a given event type.
|
static OrderSource |
valueOf(int sourceId)
Returns order source for the specified source identifier.
|
static OrderSource |
valueOf(String name)
Returns order source for the specified source name.
|
@Deprecated public static final OrderSource COMPOSITE_BID
COMPOSITE source.Quote.
It is a synthetic and separate source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote event is observed when this source is subscribed to.@Deprecated public static final OrderSource COMPOSITE_ASK
COMPOSITE source.Quote.
It is a synthetic and separate source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote event is observed when this source is subscribed to.@Deprecated public static final OrderSource REGIONAL_BID
REGIONAL source.Quote.
It is a synthetic and separate source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on regional Quote event is observed when this source is subscribed to.@Deprecated public static final OrderSource REGIONAL_ASK
REGIONAL source.Quote.
It is a synthetic and separate source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to
The subscription on regional Quote event is observed when this source is subscribed to.@Deprecated public static final OrderSource AGGREGATE_BID
AGGREGATE source.@Deprecated public static final OrderSource AGGREGATE_ASK
AGGREGATE source.public static final OrderSource COMPOSITE
Quote.
It is a synthetic and unitary source, that represents both bid and ask side.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote event is observed when this source is subscribed to.
To use this source when subscribing to all sources (e.g., when subscribing to an order without specifying a source),
instead of COMPOSITE_ASK and COMPOSITE_BID, set the system property
dxscheme.unitaryOrderSource to true.public static final OrderSource REGIONAL
Quote.
It is a synthetic and unitary source, that represents both bid and ask side.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on regional Quote event is observed when this source is subscribed to.
To use this source when subscribing to all sources (e.g., when subscribing to an order without specifying a source),
instead of REGIONAL_ASK and REGIONAL_BID, set the system property
dxscheme.unitaryOrderSource to true.public static final OrderSource AGGREGATE
AGGREGATE_ASK and AGGREGATE_BID, set the system property
dxscheme.unitaryOrderSource to true.public static final OrderSource DEFAULT
Order, AnalyticOrder, OtcMarketsOrder, NuamOrder, SpreadOrder and
OrderImbalance events are publishable on this source
and the corresponding subscription can be observed via DXPublisher.public static final OrderSource NTV
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ntv
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource NFX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ESPD
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource XNFI
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ICE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ISE
Order and SpreadOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource DEA
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource DEX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource dex
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BYX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BZX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource bzx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BATE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CHIX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CEUX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BXTR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource IST
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource BI20
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ABE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource FAIR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource GLBX
Order and AnalyticOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource glbx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ERIS
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource XEUR
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource xeur
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CFE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource C2OX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource SMFE
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource smfe
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource iex
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource MEMX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource memx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource OCEA
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ocea
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource pink
Order and OtcMarketsOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource ARCA
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource arca
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource CEDX
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource cedx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource IGC
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource igc
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource EDX
Order and publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource edx
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource NUAM
Order, NuamOrder and OrderImbalance events are publishable
on this source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource nuam
Order and NuamOrder events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource MOON
Order and publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource moon
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource OTCM
Order and publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static final OrderSource otcm
Order events are publishable on this
source and the corresponding subscription can be observed via DXPublisher.public static boolean isSpecialSourceId(int sourceId)
sourceId - the source identifier.true if it is a special source identifierpublic static OrderSource valueOf(int sourceId)
sourceId - the source identifier.IllegalArgumentException - if sourceId is negative or zero.public static OrderSource valueOf(String name)
name - the name of the source.IllegalArgumentException - if name is malformed.public static List<OrderSource> publishable(Class<? extends MarketEvent> eventType)
isPublishable
of true. Events can be directly published with these sources and
their subscription can be observed directly via DXPublisher.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol class.eventType - Order.class, AnalyticOrder.class,
OtcMarketsOrder.class, NuamOrder.class,
SpreadOrder.class or OrderImbalance.class.IllegalArgumentException - if eventType is not in Order.class,
AnalyticOrder.class, OtcMarketsOrder.class,
NuamOrder.class, SpreadOrder.class or
OrderImbalance.class.public static List<OrderSource> fullOrderBook()
public boolean isPublishable(Class<? extends MarketEvent> eventType)
true if the given event type can be directly published with this source.
Subscription on such sources can be observed directly via DXPublisher.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol class.eventType - Order.class, AnalyticOrder.class,
OtcMarketsOrder.class, NuamOrder.class
SpreadOrder.class or OrderImbalance.class.true if Order, AnalyticOrder, OtcMarketsOrder, NuamOrder
and SpreadOrder events can be directly published with this source.IllegalArgumentException - if eventType differs from Order.class,
AnalyticOrder.class, OtcMarketsOrder.class,
NuamOrder.class, SpreadOrder.class or
OrderImbalance.classpublic boolean isFullOrderBook()
true if this source supports Full Order Book.true if this source supports Full Order Book.Copyright © 2002–2025 Devexperts LLC. All rights reserved.