| AbstractSorter<T extends TimeIdentity> |
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| BarGenerator |
Standard component for generating a stream of BarMessage.
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| BufferedSorter |
Provides message processing rule that sorts out-of-sequence messages below in given period of time.
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| BufferedSorter.Entry |
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| BumpUpSorter |
Provides message processing rule that bump-up out-of-sequence messages.
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| EMA |
Exponential Moving Average
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| EquitiesRunTimeDataBase<EquityStateType extends InstrumentState> |
A run-time database capable of holing information about equities.
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| EquityState |
Convenience base class for deriving specific equity state classes.
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| InstrumentIdentityMap<T> |
Similar to InstrumentToObjectMap but provides grouping by instrument type.
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| InstrumentIndex |
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| InstrumentIndex2 |
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| InstrumentIndex3 |
Deprecated. |
| InstrumentIndex4 |
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| InstrumentKeyToIntegerHashMap |
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| InstrumentSet |
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| InstrumentState |
The trivial state of a traded financial instrument.
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| InstrumentToObjectMap<T> |
Efficiently maps instrument identity (not necessarily immutable) to
arbitrary objects.
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| InstrumentToObjectMap2<T> |
Efficiently maps instrument identity (not necessarily immutable) to
arbitrary objects.
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| NBBOProcessor |
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| ObjectConcurrentPool<T> |
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| ObjectPool<T> |
Object pool.
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| OptionRootState<UnderlierStateType extends InstrumentState> |
Information about option root.
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| OptionsRunTimeDataBase<EquityStateType extends InstrumentState,RootStateType extends OptionRootState<? super EquityStateType>,OptionStateType extends OptionState<? super RootStateType>> |
A run-time database capable of holing information about equities,
option roots and option contracts.
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| OptionState<RootStateType extends OptionRootState> |
Information about a specific option contract.
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| PooledMarketMessageQueue |
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| RawMessageQueue |
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| SimpleMarketMessageQueue |
Non-blocking fixed-size circular queue of MarketMessages that stores a copy of MarketMessages.
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| SkipSorter |
Provides message processing rule that skips out-of-sequence messages.
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| SynchronizedMarketMessageQueue |
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| TickRecorder |
In-memory tick data recorder.
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| TimeEntry |
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| TimeIdentitySet<T extends TimeIdentity> |
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