Package deltix.qsrv.hf.tickdb.pub

Interface TickStream

All Superinterfaces:

deltix.util.security.AuthorizationController.ProtectedResource, DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>

All Known Subinterfaces:

DXTickStream, WritableTickStream

public interface TickStream
extends DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>

The stream is a time series of messages for a number of financial instruments ("entities"). Messages can be price bars (see BarMessage), trade ticks (see TradeMessage), bid/offer ticks (see BestBidOfferMessage), or any of the many more built-in and user-defined types. In the simplest case, a database will have a single stream of data. Multiple streams can be used to represent data of different frequencies, or completely different factors. For instance, separate streams can represent 1-minute price bars and ticks for the same set of entities. Or, you can have price bars and volatility bars in separate streams.

See Also:

TickDB.getStream(String), TickDB.listStreams()

Method Summary

Modifier and Type	Method	Description
TickCursor	createCursor(SelectionOptions options)	Creates a cursor for reading data from this stream, according to the specified options, but initially with a fully restricted filter.
ClassDescriptor[]	getAllDescriptors()	Return all class descriptors comprising this stream's metadata.
TickDB	getDB()	Returns the parent database object.
java.lang.String	getDescription()	Returns a user-readable multi-line description.
RecordClassDescriptor	getFixedType()	When the stream is configured as fixed-type, returns the content class descriptor.
int	getFormatVersion()	Returns stream data format version.
java.lang.String	getKey()	Returns the key, which uniquely identifies the stream within its database.
java.lang.String	getName()	Returns a user-readable short name.
RecordClassDescriptor[]	getPolymorphicDescriptors()	When the stream is configured as polymorphic, returns the content class descriptors.
long[]	getTimeRange(deltix.qsrv.hf.pub.InstrumentIdentity... entities)	Return an inclusive range of times for which the specified entities have data in the database.
default long[]	getTimeRange(java.lang.String space)
long	getTypeVersion()	Returns a number which is guaranteed to be incremented every time stream metadata is changed.
boolean	isFixedType()	Returns whether the stream is configured as fixed-type.
boolean	isPolymorphic()	Returns whether the stream is configured as polymorphic.
deltix.qsrv.hf.pub.InstrumentIdentity[]	listEntities(deltix.qsrv.hf.pub.InstrumentType... types)	Return a non-nullable list of entities, for which this stream has any data.
default deltix.qsrv.hf.pub.InstrumentIdentity[]	listEntities(java.lang.String space)	Returns all symbols listed in given "space".
default java.lang.String[]	listSpaces()	Returns all created "spaces" for the stream.
deltix.qsrv.hf.pub.TimeInterval[]	listTimeRange(deltix.qsrv.hf.pub.InstrumentIdentity... entities)	Return an range of times for which the specified entities have data in the database.
TickCursor	select(long time, SelectionOptions options)
TickCursor	select(long time, SelectionOptions options, java.lang.String[] types)
TickCursor	select(long time, SelectionOptions options, java.lang.String[] types, deltix.qsrv.hf.pub.InstrumentIdentity[] entities)	Opens a cursor for reading data from this stream, according to the specified options.
TickCursor	select(long time, SelectionOptions options, java.lang.String[] types, java.lang.CharSequence[] symbols)

Methods inherited from interface deltix.data.stream.DXChannel

createConsumer, createPublisher, getTypes

Method Detail

getDB

TickDB getDB()

Returns the parent database object.

Returns:

Parent database object.

getKey

java.lang.String getKey()

Returns the key, which uniquely identifies the stream within its database.

Specified by:

getKey in interface DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>

getName

java.lang.String getName()

Returns a user-readable short name.

Specified by:

getName in interface DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>

getDescription

java.lang.String getDescription()

Returns a user-readable multi-line description.

Specified by:

getDescription in interface DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>

getTypeVersion

long getTypeVersion()

Returns a number which is guaranteed to be incremented every time stream metadata is changed. This number can be used as a basis for caching information about streams, as returned from methods isPolymorphic(), isFixedType(), getFixedType(), getPolymorphicDescriptors() and getAllDescriptors().

getFormatVersion

int getFormatVersion()

Returns stream data format version. Currently supported formats is 4 and 5.

isPolymorphic

boolean isPolymorphic()

Returns whether the stream is configured as polymorphic.

isFixedType

boolean isFixedType()

Returns whether the stream is configured as fixed-type.

getFixedType

RecordClassDescriptor getFixedType()

When the stream is configured as fixed-type, returns the content class descriptor. Otherwise, returns null.

Returns:

Content class descriptor.

getPolymorphicDescriptors

RecordClassDescriptor[] getPolymorphicDescriptors()

When the stream is configured as polymorphic, returns the content class descriptors. Otherwise, returns null.

Returns:

Content class descriptors.

getAllDescriptors

ClassDescriptor[] getAllDescriptors()

Return all class descriptors comprising this stream's metadata.

Returns:

All relevant class descriptors.

select

TickCursor select(long time,
                  SelectionOptions options,
                  java.lang.String[] types,
                  deltix.qsrv.hf.pub.InstrumentIdentity[] entities)

Opens a cursor for reading data from this stream, according to the specified options. The messages are returned from the cursor strictly ordered by time. Within the same exact time stamp, the order of messages is undefined and may vary from call to call, i.e. it is non-deterministic.

Note that the arguments of this method only determine the initial configuration of the cursor. The TickCursor interface provides methods for dynamically re-configuring the subscription, or jumping to a different timestamp.

Parameters:

time - The start timestamp.

options - Selection options.

types - Specified message types to be subscribed. If null, then all types will be subscribed.

entities - Specified entities to be subscribed. If null, then all entities will be subscribed.

Returns:

A cursor used to read messages.

select

TickCursor select(long time,
                  SelectionOptions options,
                  java.lang.String[] types,
                  java.lang.CharSequence[] symbols)

select

TickCursor select(long time,
                  SelectionOptions options,
                  java.lang.String[] types)

select

TickCursor select(long time,
                  SelectionOptions options)

createCursor

TickCursor createCursor(SelectionOptions options)

Creates a cursor for reading data from this stream, according to the specified options, but initially with a fully restricted filter. The user must call TimeController.reset(long) at least once, in order to begin retrieving data. This method is equivalent to (but is slightly more optimal than) calling createCursor(options)

Returns:

A cursor used to read messages. Never null.

listEntities

deltix.qsrv.hf.pub.InstrumentIdentity[] listEntities(deltix.qsrv.hf.pub.InstrumentType... types)

Return a non-nullable list of entities, for which this stream has any data.

getTimeRange

long[] getTimeRange(deltix.qsrv.hf.pub.InstrumentIdentity... entities)

Return an inclusive range of times for which the specified entities have data in the database.

Parameters:

entities - A list of entities. If empty, return for all.

Returns:

An array consisting of two long timestamps (from and to), or null if no data was found.

listTimeRange

deltix.qsrv.hf.pub.TimeInterval[] listTimeRange(deltix.qsrv.hf.pub.InstrumentIdentity... entities)

Return an range of times for which the specified entities have data in the database.

Parameters:

entities - A list of entities. If empty, return for each entity in the stream.

Returns:

Array of TimeInterval objects for the specified entities.

listSpaces

default java.lang.String[] listSpaces()

Returns all created "spaces" for the stream. Default space returns as "" (empty string).

If backing stream does not support spaces null will be returned.

listEntities

default deltix.qsrv.hf.pub.InstrumentIdentity[] listEntities(java.lang.String space)

Returns all symbols listed in given "space".

If backing stream does not support spaces null will be returned.

getTimeRange

default long[] getTimeRange(java.lang.String space)

Returns:

An array consisting of two long timestamps (from and to) or null if no data was found.