Package deltix.qsrv.hf.pub

Class FeedFilter

java.lang.Object

deltix.qsrv.hf.pub.FeedFilter

All Implemented Interfaces:

deltix.util.lang.Filter<deltix.qsrv.hf.pub.InstrumentMessage>, java.io.Serializable

public final class FeedFilter
extends java.lang.Object
implements java.io.Serializable, deltix.util.lang.Filter<deltix.qsrv.hf.pub.InstrumentMessage>

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
InstrumentFilter	bondFilter
InstrumentFilter	customFilter
static java.lang.String	DOT_FILE_EXTENSION
InstrumentFilter	equityFilter
InstrumentFilter	etfFilter
InstrumentFilter	exchangeTradedFilter
static java.lang.String	FILE_EXTENSION
InstrumentFilter	futureFilter
InstrumentFilter	fxFilter
InstrumentFilter	indexFilter
InstrumentFilter	optionFilter
InstrumentFilter	simpleOptionFilter
InstrumentFilter	streamFilter

Method Summary

Modifier and Type	Method	Description
boolean	accept(deltix.qsrv.hf.pub.InstrumentMessage msg)
boolean	acceptInstrument(deltix.qsrv.hf.pub.InstrumentIdentity id)
void	addMessageType(deltix.timebase.api.MarketMessageType type)	Add message type to subscription.
void	addMessageTypes(deltix.timebase.api.MarketMessageType... types)	Add message types to subscription.
void	addSymbol(deltix.qsrv.hf.pub.InstrumentIdentity id)
void	addSymbol(deltix.qsrv.hf.pub.InstrumentType type, java.lang.CharSequence symbol)
void	addSymbol(deltix.qsrv.hf.pub.InstrumentType type, java.lang.String symbol)
void	clear()
void	clearMessageTypes()	Receive no message types.
void	clearSymbols()	Remove all symbols from subscription.
static FeedFilter	createCopy(FeedFilter f)	Constructs a copy message filter.
static FeedFilter	createEquitiesFilter(java.lang.CharSequence... symbols)	Constructs a filter that accepts messages for the given set of EQUITY symbols and nothing else.
static FeedFilter	createFilter(deltix.qsrv.hf.pub.InstrumentIdentity... iids)	Constructs a filter that accepts messages for the given set of instruments and nothing else.
static FeedFilter	createFromFile(java.io.File f)	Constructs a completely message filter by reading a binary file.
static FeedFilter	createFromFile(java.lang.String path)	Constructs a completely message filter by reading a binary file.
static FeedFilter	createFromStream(java.io.DataInputStream in)	Constructs a completely message filter by reading a binary stream.
static FeedFilter	createOptionsFilter(java.lang.CharSequence... symbols)	Constructs a filter that accepts messages for the given set of option roots.
static FeedFilter	createRestricted()	Constructs a completely restricted message filter.
static FeedFilter	createUnrestricted()	Constructs a completely unrestricted message filter.
static FeedFilter	createUnrestrictedNoSymbols()	Constructs an unrestricted message filter, except that the set of symbols is empty.
void	dump()
void	dump(java.io.PrintWriter pw)
long	getBarSize()
InstrumentFilter	getFilter(deltix.qsrv.hf.pub.InstrumentType type)
static deltix.qsrv.hf.pub.InstrumentType[]	getSupportedInstruments()
deltix.util.collections.CharSequenceSet	getSymbols(deltix.qsrv.hf.pub.InstrumentType type)
InstrumentFilter[]	getTypeFilters()
static boolean	isFeedFilterFileName(java.lang.String name)
boolean	isRestricted()
static boolean	isSupportedInstrument(deltix.qsrv.hf.pub.InstrumentType type)
void	read(java.io.DataInputStream in)
void	read(java.io.File f)
void	read(java.lang.String path)
void	removeMessageType(deltix.timebase.api.MarketMessageType type)	Remove message type from subscription.
void	removeMessageTypes(deltix.timebase.api.MarketMessageType... types)	Remove message types from subscription.
void	removeSymbol(deltix.qsrv.hf.pub.InstrumentIdentity id)
void	removeSymbol(deltix.qsrv.hf.pub.InstrumentType type, java.lang.CharSequence symbol)
void	removeSymbol(deltix.qsrv.hf.pub.InstrumentType type, java.lang.String symbol)
void	setAllMessageTypes()	Receive all message types.
void	setAllSymbols()	Receive all messages that are broadcast, irrespective of the ticker symbol.
void	setBarSize(long barSize)
void	setMessageTypes(deltix.timebase.api.MarketMessageType... types)	Re-set subscribed message types to the specified list.
void	setRestricted()
void	setUnrestricted()
java.lang.String	toString()
static FeedFilter	union(FeedFilter f1, FeedFilter f2)
void	write(java.io.DataOutputStream out)
void	write(java.io.File f)
void	write(java.lang.String path)

Methods inherited from class java.lang.Object

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

Field Detail

FILE_EXTENSION

public static final java.lang.String FILE_EXTENSION

See Also:

Constant Field Values

DOT_FILE_EXTENSION

public static final java.lang.String DOT_FILE_EXTENSION

See Also:

Constant Field Values

equityFilter

public InstrumentFilter equityFilter

optionFilter

public InstrumentFilter optionFilter

simpleOptionFilter

public InstrumentFilter simpleOptionFilter

futureFilter

public InstrumentFilter futureFilter

bondFilter

public InstrumentFilter bondFilter

fxFilter

public InstrumentFilter fxFilter

indexFilter

public InstrumentFilter indexFilter

etfFilter

public InstrumentFilter etfFilter

customFilter

public InstrumentFilter customFilter

streamFilter

public InstrumentFilter streamFilter

exchangeTradedFilter

public InstrumentFilter exchangeTradedFilter

Method Detail

isFeedFilterFileName

public static boolean isFeedFilterFileName(java.lang.String name)

createCopy

public static FeedFilter createCopy(FeedFilter f)

Constructs a copy message filter.

createRestricted

public static FeedFilter createRestricted()

Constructs a completely restricted message filter. This filter must be unrestricted on multiple ways in order to pass any message. This constructor is least useful in user code.

createUnrestricted

public static FeedFilter createUnrestricted()

Constructs a completely unrestricted message filter.

createFromFile

public static FeedFilter createFromFile(java.io.File f)
                                 throws java.io.IOException

Constructs a completely message filter by reading a binary file.

Throws:

java.io.IOException

createFromStream

public static FeedFilter createFromStream(java.io.DataInputStream in)
                                   throws java.io.IOException

Constructs a completely message filter by reading a binary stream.

Throws:

java.io.IOException

createFromFile

public static FeedFilter createFromFile(java.lang.String path)
                                 throws java.io.IOException

Constructs a completely message filter by reading a binary file.

Throws:

java.io.IOException

createEquitiesFilter

public static FeedFilter createEquitiesFilter(java.lang.CharSequence... symbols)

Constructs a filter that accepts messages for the given set of EQUITY symbols and nothing else.

createFilter

public static FeedFilter createFilter(deltix.qsrv.hf.pub.InstrumentIdentity... iids)

Constructs a filter that accepts messages for the given set of instruments and nothing else.

getSupportedInstruments

public static deltix.qsrv.hf.pub.InstrumentType[] getSupportedInstruments()

isSupportedInstrument

public static boolean isSupportedInstrument(deltix.qsrv.hf.pub.InstrumentType type)

getTypeFilters

public InstrumentFilter[] getTypeFilters()

getFilter

public InstrumentFilter getFilter(deltix.qsrv.hf.pub.InstrumentType type)

setRestricted

public void setRestricted()

setUnrestricted

public void setUnrestricted()

isRestricted

public boolean isRestricted()

write

public void write(java.io.DataOutputStream out)
           throws java.io.IOException

Throws:

java.io.IOException

write

public void write(java.io.File f)
           throws java.io.IOException

Throws:

java.io.IOException

write

public void write(java.lang.String path)
           throws java.io.IOException

Throws:

java.io.IOException

read

public void read(java.io.DataInputStream in)
          throws java.io.IOException

Throws:

java.io.IOException

read

public void read(java.io.File f)
          throws java.io.IOException

Throws:

java.io.IOException

read

public void read(java.lang.String path)
          throws java.io.IOException

Throws:

java.io.IOException

createOptionsFilter

public static FeedFilter createOptionsFilter(java.lang.CharSequence... symbols)

Constructs a filter that accepts messages for the given set of option roots.

createUnrestrictedNoSymbols

public static FeedFilter createUnrestrictedNoSymbols()

Constructs an unrestricted message filter, except that the set of symbols is empty. This is probably the most useful constructor in user code.

union

public static FeedFilter union(FeedFilter f1,
                               FeedFilter f2)

dump

public void dump()

dump

public void dump(java.io.PrintWriter pw)

getSymbols

public deltix.util.collections.CharSequenceSet getSymbols(deltix.qsrv.hf.pub.InstrumentType type)

setAllMessageTypes

public void setAllMessageTypes()

Receive all message types.

clearMessageTypes

public void clearMessageTypes()

Receive no message types.

setMessageTypes

public void setMessageTypes(deltix.timebase.api.MarketMessageType... types)

Re-set subscribed message types to the specified list. Equivalent to calling clearMessageTypes() and then addMessageTypes(deltix.timebase.api.MarketMessageType...) sequentially.

addMessageTypes

public void addMessageTypes(deltix.timebase.api.MarketMessageType... types)

Add message types to subscription.

addMessageType

public void addMessageType(deltix.timebase.api.MarketMessageType type)

Add message type to subscription.

removeMessageTypes

public void removeMessageTypes(deltix.timebase.api.MarketMessageType... types)

Remove message types from subscription.

removeMessageType

public void removeMessageType(deltix.timebase.api.MarketMessageType type)

Remove message type from subscription.

clearSymbols

public void clearSymbols()

Remove all symbols from subscription.

setAllSymbols

public void setAllSymbols()

Receive all messages that are broadcast, irrespective of the ticker symbol.

addSymbol

public void addSymbol(deltix.qsrv.hf.pub.InstrumentType type,
                      java.lang.CharSequence symbol)

addSymbol

public void addSymbol(deltix.qsrv.hf.pub.InstrumentType type,
                      java.lang.String symbol)

addSymbol

public void addSymbol(deltix.qsrv.hf.pub.InstrumentIdentity id)

removeSymbol

public void removeSymbol(deltix.qsrv.hf.pub.InstrumentType type,
                         java.lang.CharSequence symbol)

removeSymbol

public void removeSymbol(deltix.qsrv.hf.pub.InstrumentType type,
                         java.lang.String symbol)

removeSymbol

public void removeSymbol(deltix.qsrv.hf.pub.InstrumentIdentity id)

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

accept

public boolean accept(deltix.qsrv.hf.pub.InstrumentMessage msg)

Specified by:

accept in interface deltix.util.lang.Filter<deltix.qsrv.hf.pub.InstrumentMessage>

acceptInstrument

public boolean acceptInstrument(deltix.qsrv.hf.pub.InstrumentIdentity id)

getBarSize

public long getBarSize()

Returns:

accepted bar size in milliseconds. This attribute comes into play only when BAR_TYPE is enabled.

setBarSize

public void setBarSize(long barSize)

Parameters:

barSize - accepted bar size in milliseconds. This attribute comes into play only when BAR_TYPE is enabled.

clear

public void clear()