A B C D E F G H I J L M N O P R S T U V W

A

AbstractRunningStrategy - Class in org.marketcetera.strategy

Base class for running strategies.

AbstractRunningStrategy() - Constructor for class org.marketcetera.strategy.AbstractRunningStrategy

B

BEAN_ATTRIBUTE_CHANGED - Static variable in interface org.marketcetera.strategy.Messages

C

CALLBACK_ERROR - Static variable in interface org.marketcetera.strategy.Messages

cancel_all_data_requests() - Method in class org.marketcetera.strategy.ruby.Strategy

Cancels all data requests for this Strategy.

cancel_all_orders() - Method in class org.marketcetera.strategy.ruby.Strategy

Submits cancel requests for all OrderSingle open orders owned by the strategy's owner.

cancel_data_flow(DataFlowID) - Method in class org.marketcetera.strategy.ruby.Strategy

Cancels a data flow identified by the supplied data flow ID.

cancel_data_request(int) - Method in class org.marketcetera.strategy.ruby.Strategy

Cancels a given data request.

cancel_order(OrderID, boolean) - Method in class org.marketcetera.strategy.ruby.Strategy

Submits a request to cancel the OrderSingle with the given OrderID.

cancel_replace(OrderID, OrderSingle, boolean) - Method in class org.marketcetera.strategy.ruby.Strategy

Submits a cancel-replace order for the given OrderID with the given Order.

CANCEL_REQUEST_SUBMITTED - Static variable in interface org.marketcetera.strategy.Messages

cancelAllDataRequests() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Cancels all data requests from this strategy.

cancelAllOrders() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Submits cancel requests for all OrderSingle open orders owned by the strategy's owner.

cancelDataFlow(DataFlowID) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Cancels a data flow identified by the supplied data flow ID.

cancelDataRequest(int) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Cancels the given data request.

CANCELING_ALL_DATA_REQUESTS - Static variable in interface org.marketcetera.strategy.Messages

CANCELING_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

cancelOrder(OrderID, boolean) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Submits a request to cancel the OrderSingle with the given OrderID.

cancelReplace(OrderID, OrderSingle, boolean) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Submits a cancel-replace order for the given OrderID with the given Order.

CANNOT_CHANGE_STATE - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_CREATE_CONNECTION - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_REQUEST_DATA - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_BROKERS - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_EQUITY_POSITION - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_FUTURE_POSITION - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_OPTION_POSITION - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_OPTION_ROOTS - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_POSITIONS - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_POSITIONS_BY_OPTION_ROOTS - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_RETRIEVE_UNDERLYING - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_SEND_DATA - Static variable in interface org.marketcetera.strategy.Messages

CANNOT_SEND_EVENT_TO_CEP - Static variable in interface org.marketcetera.strategy.Messages

CEP_REQUEST_FAILED - Static variable in interface org.marketcetera.strategy.Messages

CLASSPATH_KEY - Static variable in class org.marketcetera.strategy.JavaCompilerExecutionEngine

System properties key to set to inform the Java compiler of dependencies it should include on the classpath for compiling Java strategies

CLASSPATH_PROPERTYNAME - Static variable in interface org.marketcetera.strategy.Strategy

environment property name used to indicate the source directory of included strategy scripts

COMBINED_DATA_REQUEST_FAILED - Static variable in interface org.marketcetera.strategy.Messages

compareTo(OptionContractPair) - Method in class org.marketcetera.strategy.util.OptionContractPair

COMPILATION_FAILED - Static variable in interface org.marketcetera.strategy.Messages

COMPILATION_FAILED_DIAGNOSTIC - Static variable in interface org.marketcetera.strategy.Messages

CompilationFailed - Exception in org.marketcetera.strategy

Indicates that a strategy could not be compiled.

CompilationFailed(Strategy) - Constructor for exception org.marketcetera.strategy.CompilationFailed

Create a new CompilationFailed instance.

CompilationFailed(Throwable, Strategy) - Constructor for exception org.marketcetera.strategy.CompilationFailed

Create a new CompilationFailed instance.

CompilationFailed.Diagnostic - Class in org.marketcetera.strategy

Diagnostic information provided by the compiler for a compilation error or warning.

CompilationFailed.Type - Enum in org.marketcetera.strategy

Indicates what type of diagnostic was returned from the compiler.

create(Object...) - Method in class org.marketcetera.strategy.StrategyModuleFactory

create_data_flow(boolean, DataRequest[]) - Method in class org.marketcetera.strategy.ruby.Strategy

Initiates a data flow request.

createDataFlow(boolean, DataRequest...) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Initiates a data flow request.

D

DATA_REQUEST_CANCEL_FAILED - Static variable in interface org.marketcetera.strategy.Messages

DATA_REQUEST_FAILED - Static variable in interface org.marketcetera.strategy.Messages

dataReceived(Object) - Method in interface org.marketcetera.strategy.Strategy

Sends data received from an external source to a strategy.

debug(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Emits the given debug message to the strategy log output.

debug(String) - Method in class org.marketcetera.strategy.java.Strategy

Emits the given debug message to the strategy log output.

debug(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Emits the given debug message to the strategy log output.

E

EMPTY_INSTANCE_ERROR - Static variable in interface org.marketcetera.strategy.Messages

EMPTY_NAME_ERROR - Static variable in interface org.marketcetera.strategy.Messages

equals(Object) - Method in class org.marketcetera.strategy.util.OptionContractPair

error(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Emits the given error message to the strategy log output.

error(String) - Static method in class org.marketcetera.strategy.CompilationFailed.Diagnostic

Creates an error diagnostic.

error(String) - Method in class org.marketcetera.strategy.java.Strategy

Emits the given error message to the strategy log output.

error(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Emits the given error message to the strategy log output.

ERROR_CONVERTING_CLASSPATH_URL - Static variable in interface org.marketcetera.strategy.Messages

EXECUTING_CALLBACK - Static variable in interface org.marketcetera.strategy.Messages

EXECUTION_REPORT_REQUEST_FAILED - Static variable in interface org.marketcetera.strategy.Messages

EXECUTION_REPORTS_FOUND - Static variable in interface org.marketcetera.strategy.Messages

F

FAILED_TO_RETRIEVE_USER_DATA - Static variable in interface org.marketcetera.strategy.Messages

FAILED_TO_SET_USER_DATA - Static variable in interface org.marketcetera.strategy.Messages

FAILED_TO_START - Static variable in interface org.marketcetera.strategy.Messages

FILE_DOES_NOT_EXIST_OR_IS_NOT_READABLE - Static variable in interface org.marketcetera.strategy.Messages

G

get_all_future_positions_as_of(Date) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets all open Future positions at the given point in time.

get_all_option_positions_as_of(Date) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets all open Option positions at the given point in time.

get_all_positions_as_of(Date) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets all open Equity positions at the given point in time.

get_brokers() - Method in class org.marketcetera.strategy.ruby.Strategy

Returns the list of brokers known to the system.

get_execution_reports(OrderID) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the ReportBase values representing the order history of the given OrderID.

get_future_position_as_of(Date, String, FutureExpirationMonth, int) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the position in the given Future at the given point in time.

get_open_order_ids() - Method in class org.marketcetera.strategy.ruby.Strategy

Returns the list of OrderID values for open orders created in this session in the order they were submitted.

get_open_orders() - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the collection of open orders represented by the most recent ExecutionReport.

get_option_position_as_of(Date, String, String, BigDecimal, OptionType) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the position in the given Option at the given point in time.

get_option_positions_as_of(Date, String[]) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets open positions for the options specified by the given option roots at the given point in time.

get_option_roots(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the set of of known option roots for the given underlying symbol.

get_order_status(OrderID) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the OrderStatus for the given OrderID.

get_parameter(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the parameter associated with the given name.

get_position_as_of(Date, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the position in the given Equity at the given point in time.

get_property(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the property associated with the given name.

get_submitted_order_ids() - Method in class org.marketcetera.strategy.ruby.Strategy

Returns the list of open order IDs created during this session in the order they were submitted.

get_underlying(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the underlying symbol for the given option root, if available.

get_urn() - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the ModuleURN of this strategy.

get_user_data() - Method in class org.marketcetera.strategy.ruby.Strategy

Gets the user data associated with the current user.

getAllFuturePositionsAsOf(Date) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets all open Future positions at the given point in time.

getAllOptionPositionsAsOf(Date) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets all open Option positions at the given point in time.

getAllPositionsAsOf(Date) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets all open Equity positions at the given point in time.

getBrokers() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Returns the list of brokers known to the system.

getCall() - Method in class org.marketcetera.strategy.util.OptionContractPair

Gets the call OptionContract value.

getDefaultNamespace() - Method in interface org.marketcetera.strategy.Strategy

Returns the default namespace for this strategy.

getDiagnostics() - Method in exception org.marketcetera.strategy.CompilationFailed

Gets the diagnostic information provided by the compiler.

getDividends() - Method in class org.marketcetera.strategy.util.OptionChain

Gets a live, unmodifiable view of the dividends for the underlying instrument.

getExecutionReports(OrderID) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the ReportBase values representing the order history of the given OrderID.

getExecutor() - Method in interface org.marketcetera.strategy.Strategy

Returns the executor used to execute this strategy, if one has been assigned.

getExpirationType() - Method in class org.marketcetera.strategy.util.OptionContract

Get the expirationType value.

getFuturePositionAsOf(Date, String, FutureExpirationMonth, int) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the position in the given Future at the given point in time.

getInstrument() - Method in class org.marketcetera.strategy.util.OptionContract

Gets the option instrument.

getLanguage() - Method in interface org.marketcetera.strategy.Strategy

Gets the language in which to interpret the strategy script.

getLanguage() - Method in interface org.marketcetera.strategy.StrategyMXBean

Gets the strategy language.

getLatestAsk() - Method in class org.marketcetera.strategy.util.OptionContract

Get the latest ask value.

getLatestBid() - Method in class org.marketcetera.strategy.util.OptionContract

Get the latest bid value.

getLatestMarketstat() - Method in class org.marketcetera.strategy.util.OptionContract

Get the latest marketstat value.

getLatestTrade() - Method in class org.marketcetera.strategy.util.OptionContract

Get the latest trade value.

getLatestUnderlyingAsk() - Method in class org.marketcetera.strategy.util.OptionChain

Gets the latest Ask for the underlying instrument.

getLatestUnderlyingBid() - Method in class org.marketcetera.strategy.util.OptionChain

Gets the latest Bid for the underlying instrument.

getLatestUnderlyingMarketstat() - Method in class org.marketcetera.strategy.util.OptionChain

Gets the latest Marketstat for the underlying instrument.

getLatestUnderlyingTrade() - Method in class org.marketcetera.strategy.util.OptionChain

Gets the latest Trade for the underlying instrument.

getMessage() - Method in class org.marketcetera.strategy.CompilationFailed.Diagnostic

Get the message value.

getMultiplier() - Method in class org.marketcetera.strategy.util.OptionContract

Get the multiplier value.

getName() - Method in interface org.marketcetera.strategy.Strategy

Get the name value.

getName() - Method in interface org.marketcetera.strategy.StrategyMXBean

Gets the strategy class name.

getOpenOrderIDs() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Returns the list of OrderID values for open orders created in this session in the order they were submitted.

getOpenOrders() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the collection of open orders represented by the most recent ExecutionReport.

getOptionChain() - Method in class org.marketcetera.strategy.util.OptionChain

Gets a live, unmodifiable view of the option chain.

getOptionPositionAsOf(Date, String, String, BigDecimal, OptionType) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the position in the given Option at the given point in time.

getOptionPositionsAsOf(Date, String...) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets open positions for the options specified by the given option roots at the given point in time.

getOptionRoots(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the set of of known option roots for the given underlying symbol.

getOrderStatus(OrderID) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the OrderStatus for the given OrderID.

getOutputDestination() - Method in interface org.marketcetera.strategy.StrategyMXBean

Returns the current destination for output created by this strategy.

getParameter(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the parameter associated with the given name.

getParameters() - Method in interface org.marketcetera.strategy.Strategy

Gets the parameters to pass to the strategy script.

getParameters() - Method in interface org.marketcetera.strategy.StrategyMXBean

Returns the current strategy parameters.

getPositionAsOf(Date, String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the position in the given Equity at the given point in time.

getProperty(String) - Static method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the value associated with the given key.

getProviderSymbol() - Method in class org.marketcetera.strategy.util.OptionContract

Get the providerSymbol value.

getPut() - Method in class org.marketcetera.strategy.util.OptionContractPair

Gets the put OptionContract value.

getReportHistoryOriginDate() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the report history origin date to use for the order history.

getScript() - Method in interface org.marketcetera.strategy.Strategy

Gets the script to execute.

getServicesProvider() - Method in interface org.marketcetera.strategy.Strategy

Returns the services provider for this Strategy to use.

getStatus() - Method in interface org.marketcetera.strategy.Strategy

Gets the strategy status.

getStatus() - Method in interface org.marketcetera.strategy.StrategyMXBean

Gets the strategy status.

getSubmittedOrderIDs() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Returns the list of open order IDs created during this session in the order they were submitted.

getType() - Method in class org.marketcetera.strategy.CompilationFailed.Diagnostic

Get the type value.

getUnderlying(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the underlying symbol for the given option root, if available.

getUnderlyingInstrument() - Method in class org.marketcetera.strategy.util.OptionChain

Gets the underlying instrument for this OptionChain.

getUnderlyingInstrument() - Method in class org.marketcetera.strategy.util.OptionContract

Get the underlyingInstrument value.

getURN() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the ModuleURN of this strategy.

getUserData() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Gets the user data associated with the current user.

H

hasDeliverable() - Method in class org.marketcetera.strategy.util.OptionContract

Get the hasDeliverable value.

hashCode() - Method in class org.marketcetera.strategy.util.OptionContractPair

I

info(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Emits the given info message to the strategy log output.

info(String) - Method in class org.marketcetera.strategy.java.Strategy

Emits the given info message to the strategy log output.

info(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Emits the given info message to the strategy log output.

initializeReportHistoryManager() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Initializes the report history manager.

INVALID_CANCEL - Static variable in interface org.marketcetera.strategy.Messages

INVALID_CEP_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_COMBINED_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_DATA - Static variable in interface org.marketcetera.strategy.Messages

INVALID_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_DATA_REQUEST_CANCEL - Static variable in interface org.marketcetera.strategy.Messages

INVALID_EQUITY_POSITION_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_EVENT - Static variable in interface org.marketcetera.strategy.Messages

INVALID_EVENT_TO_CEP - Static variable in interface org.marketcetera.strategy.Messages

INVALID_FUTURE_POSITION_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_LANGUAGE_ERROR - Static variable in interface org.marketcetera.strategy.Messages

INVALID_LOG - Static variable in interface org.marketcetera.strategy.Messages

INVALID_MARKET_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_MESSAGE - Static variable in interface org.marketcetera.strategy.Messages

INVALID_NOTIFICATION - Static variable in interface org.marketcetera.strategy.Messages

INVALID_OPTION_POSITION_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_OPTION_ROOTS_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_ORDER - Static variable in interface org.marketcetera.strategy.Messages

INVALID_ORDERID - Static variable in interface org.marketcetera.strategy.Messages

INVALID_POSITIONS_BY_OPTION_ROOTS_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_POSITIONS_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

INVALID_REPLACEMENT_ORDER - Static variable in interface org.marketcetera.strategy.Messages

INVALID_STATUS_TO_RECEIVE_DATA - Static variable in interface org.marketcetera.strategy.Messages

INVALID_STRATEGY_NAME - Static variable in interface org.marketcetera.strategy.Messages

INVALID_TRADE_SUGGESTION - Static variable in interface org.marketcetera.strategy.Messages

INVALID_UNDERLYING_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

isRoutingOrdersToORS() - Method in interface org.marketcetera.strategy.StrategyMXBean

Indicates if the strategy is configured to route orders to the ORS.

isRunning() - Method in enum org.marketcetera.strategy.Status

Indicates if the strategy is currently executing.

J

JavaCompilerExecutionEngine - Class in org.marketcetera.strategy

Executes a Java strategy using the Java Compiler API.

JavaCompilerExecutionEngine() - Constructor for class org.marketcetera.strategy.JavaCompilerExecutionEngine

L

Language - Enum in org.marketcetera.strategy

Defines the set of strategy languages available.

LOGGER - Static variable in interface org.marketcetera.strategy.Messages

The logger.

M

MARKET_DATA_REQUEST_FAILED - Static variable in interface org.marketcetera.strategy.Messages

MESSAGE_1P - Static variable in interface org.marketcetera.strategy.Messages

Messages - Interface in org.marketcetera.strategy

Message keys for the strategy module.

MISSING_JAVA_COMPILER - Static variable in interface org.marketcetera.strategy.Messages

N

NO_DATA_HANDLE - Static variable in interface org.marketcetera.strategy.Messages

NO_EXECUTION_REPORT - Static variable in interface org.marketcetera.strategy.Messages

NO_ORDER_ID - Static variable in interface org.marketcetera.strategy.Messages

NO_PARAMETERS - Static variable in interface org.marketcetera.strategy.Messages

NO_STRATEGY_CLASS - Static variable in interface org.marketcetera.strategy.Messages

NO_SUPPORT_FOR_LANGUAGE - Static variable in interface org.marketcetera.strategy.Messages

notify_high(String, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates and issues a Notification at high priority.

notify_low(String, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates and issues a Notification at low priority.

notify_medium(String, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates and issues a Notification at medium priority.

notifyHigh(String, String) - Method in class org.marketcetera.strategy.java.Strategy

Creates and issues a Notification at high priority.

notifyLow(String, String) - Method in class org.marketcetera.strategy.java.Strategy

Creates and issues a Notification at low priority.

notifyMedium(String, String) - Method in class org.marketcetera.strategy.java.Strategy

Creates and issues a Notification at medium priority.

NULL_ORDER - Static variable in interface org.marketcetera.strategy.Messages

NULL_ORDER_ID - Static variable in interface org.marketcetera.strategy.Messages

NULL_PARAMETER_ERROR - Static variable in interface org.marketcetera.strategy.Messages

NULL_PROPERTY_KEY - Static variable in interface org.marketcetera.strategy.Messages

NULL_REPORT - Static variable in interface org.marketcetera.strategy.Messages

O

on_ask(AskEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives an AskEvent.

on_bid(BidEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives a BidEvent.

on_callback(Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives a callback requested via Strategy.request_callback_at(Date, Object) or Strategy.request_callback_after(long, Object).

on_cancel_reject(OrderCancelReject) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives an OrderCancelReject.

on_dividend(DividendEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives a DividendEvent.

on_execution_report(ExecutionReport) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives an ExecutionReport.

on_marketstat(MarketstatEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives a MarketstatEvent.

on_other(Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives an object that does not fit any of the other categories.

on_start() - Method in class org.marketcetera.strategy.ruby.Strategy

Called when a strategy is started.

on_stop() - Method in class org.marketcetera.strategy.ruby.Strategy

Called when a strategy is about to be stopped.

on_trade(TradeEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

Invoked when the Strategy receives a TradeEvent.

onAsk(AskEvent) - Method in class org.marketcetera.strategy.java.Strategy

onAsk(AskEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

onAsk(AskEvent) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates an AskEvent has been received.

onBid(BidEvent) - Method in class org.marketcetera.strategy.java.Strategy

onBid(BidEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

onBid(BidEvent) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates a BidEvent has been received.

onCallback(Object) - Method in class org.marketcetera.strategy.java.Strategy

onCallback(Object) - Method in class org.marketcetera.strategy.ruby.Strategy

onCallback(Object) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates a scheduled callback has been executed.

onCancelReject(OrderCancelReject) - Method in class org.marketcetera.strategy.java.Strategy

onCancelReject(OrderCancelReject) - Method in class org.marketcetera.strategy.ruby.Strategy

onCancelReject(OrderCancelReject) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates an OrderCancelReject has been received.

onDividend(DividendEvent) - Method in class org.marketcetera.strategy.java.Strategy

onDividend(DividendEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

onDividend(DividendEvent) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates a DividendEvent has been received.

onExecutionReport(ExecutionReport) - Method in class org.marketcetera.strategy.java.Strategy

onExecutionReport(ExecutionReport) - Method in class org.marketcetera.strategy.ruby.Strategy

onExecutionReport(ExecutionReport) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates an ExecutionReport has been received.

onMarketstat(MarketstatEvent) - Method in class org.marketcetera.strategy.java.Strategy

onMarketstat(MarketstatEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

onMarketstat(MarketstatEvent) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates a MarketstatEvent has been received.

onOther(Object) - Method in class org.marketcetera.strategy.java.Strategy

onOther(Object) - Method in class org.marketcetera.strategy.ruby.Strategy

onOther(Object) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates an object has been sent that does not fit any of the other callbacks.

onStart() - Method in class org.marketcetera.strategy.java.Strategy

onStart() - Method in class org.marketcetera.strategy.ruby.Strategy

onStart() - Method in interface org.marketcetera.strategy.RunningStrategy

Called when a strategy is started.

onStop() - Method in class org.marketcetera.strategy.java.Strategy

onStop() - Method in class org.marketcetera.strategy.ruby.Strategy

onStop() - Method in interface org.marketcetera.strategy.RunningStrategy

Called when a strategy is about to be stopped.

onTrade(TradeEvent) - Method in class org.marketcetera.strategy.java.Strategy

onTrade(TradeEvent) - Method in class org.marketcetera.strategy.ruby.Strategy

onTrade(TradeEvent) - Method in interface org.marketcetera.strategy.RunningStrategy

Indicates a TradeEvent has been received.

OptionChain - Class in org.marketcetera.strategy.util

Represents the option chain of a given underlying instrument.

OptionChain(Instrument) - Constructor for class org.marketcetera.strategy.util.OptionChain

Create a new OptionChain instance.

OptionContract - Class in org.marketcetera.strategy.util

Represents an option contract and its most recent market data, if available.

OptionContractPair - Class in org.marketcetera.strategy.util

Represents the put and call of a specific option and their most recent market data, if available.

ORDER_CANCEL_FAILED - Static variable in interface org.marketcetera.strategy.Messages

ORDER_VALIDATION_FAILED - Static variable in interface org.marketcetera.strategy.Messages

org.marketcetera.strategy - package org.marketcetera.strategy

Marketcetera Strategies.

org.marketcetera.strategy.java - package org.marketcetera.strategy.java

Java Strategy base classes.

org.marketcetera.strategy.ruby - package org.marketcetera.strategy.ruby

Ruby Strategy base classes.

org.marketcetera.strategy.util - package org.marketcetera.strategy.util

OutputType - Enum in org.marketcetera.strategy

Describes the types of data that a strategy can emit.

P

PARAMETER_COUNT_ERROR - Static variable in interface org.marketcetera.strategy.Messages

PARAMETER_TYPE_ERROR - Static variable in interface org.marketcetera.strategy.Messages

prepare(Strategy, String) - Method in class org.marketcetera.strategy.JavaCompilerExecutionEngine

process(Event) - Method in class org.marketcetera.strategy.util.OptionChain

Attempts to apply the given event to this OptionChain.

PROVIDER - Static variable in interface org.marketcetera.strategy.Messages

The message provider.

PROVIDER_DESCRIPTION - Static variable in interface org.marketcetera.strategy.Messages

PROVIDER_URN - Static variable in class org.marketcetera.strategy.StrategyModuleFactory

use this provider URN to start a strategy

R

RECEIVED_BROKERS - Static variable in interface org.marketcetera.strategy.Messages

RECEIVED_OPTION_ROOTS - Static variable in interface org.marketcetera.strategy.Messages

RECEIVED_POSITION - Static variable in interface org.marketcetera.strategy.Messages

RECEIVED_POSITIONS - Static variable in interface org.marketcetera.strategy.Messages

RECEIVED_UNDERLYING - Static variable in interface org.marketcetera.strategy.Messages

request_callback_after(long, Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Requests a callback after a specified delay in milliseconds.

request_callback_at(Date, Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Requests a callback at a specific point in time.

request_callback_every(long, long, Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Requests a callback periodically after a specified period in milliseconds.

request_cep_data(String[], String) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates a complex event processor request.

request_market_data(MarketDataRequest) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates a market data request.

request_market_data(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Creates a market data request.

request_processed_market_data(MarketDataRequest, String[], String) - Method in class org.marketcetera.strategy.ruby.Strategy

Requests market data processed by the given complex event processor from the given source.

request_processed_market_data(String, String[], String) - Method in class org.marketcetera.strategy.ruby.Strategy

Requests market data processed by the given complex event processor from the given source.

requestCallbackAfter(long, Object) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests a callback after a specified delay in milliseconds.

requestCallbackAt(Date, Object) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests a callback at a specific point in time.

requestCallbackEvery(long, long, Object) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests a callback periodically after a specified period in milliseconds.

requestCEPData(String[], String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Creates a complex event processor query.

requestMarketData(MarketDataRequest) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests market data.

requestMarketData(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests market data.

requestProcessedMarketData(MarketDataRequest, String[], String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests market data processed by the given complex event processor.

requestProcessedMarketData(String, String[], String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Requests market data processed by the given complex event processor from the given source.

RunningStrategy - Interface in org.marketcetera.strategy

An interface to a running strategy that facilitates communication to the strategy.

RUNTIME_ERROR - Static variable in interface org.marketcetera.strategy.Messages

S

send(Object) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sends an order to order subscribers.

send(Object) - Method in class org.marketcetera.strategy.java.Strategy

Sends an order to order subscribers.

send(Object) - Method in class org.marketcetera.strategy.ruby.Strategy

Sends an order to order subscribers.

send_event(Event) - Method in class org.marketcetera.strategy.ruby.Strategy

Sends the given event to the appropriate subscribers.

send_event_to_cep(Event, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Sends the given event to the CEP module indicated by the provider.

send_message(Message, BrokerID) - Method in class org.marketcetera.strategy.ruby.Strategy

Sends a FIX message to all subscribers to which orders are sent.

SEND_MESSAGE_FAILED - Static variable in interface org.marketcetera.strategy.Messages

sendEvent(Event) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sends the given event to the appropriate subscribers.

sendEventToCEP(Event, String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sends the given event to the CEP module indicated by the provider.

sendMessage(Message, BrokerID) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sends a FIX message.

sendNotification(Notification) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sends the given notification to the appropriate subscribers.

set_property(String, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Sets the given key to the given value in the storage area common to all running strategies.

set_user_data(Properties) - Method in class org.marketcetera.strategy.ruby.Strategy

Sets the user data associated with the current user.

setOutputDestination(String) - Method in interface org.marketcetera.strategy.StrategyMXBean

Sets the destination for output created by this strategy.

setParameters(String) - Method in interface org.marketcetera.strategy.StrategyMXBean

Sets the strategy parameters.

setProperty(String, String) - Static method in class org.marketcetera.strategy.AbstractRunningStrategy

Sets the given key to the given value.

setRoutingOrdersToORS(boolean) - Method in interface org.marketcetera.strategy.StrategyMXBean

Determines if the strategy is configured to route orders to the ORS.

setUserData(Properties) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Sets the user data associated with the current user.

start() - Method in class org.marketcetera.strategy.JavaCompilerExecutionEngine

start() - Method in interface org.marketcetera.strategy.Strategy

Starts the execution of the strategy.

Status - Enum in org.marketcetera.strategy

Indicates the status of a running strategy.

STATUS_CHANGED - Static variable in interface org.marketcetera.strategy.Messages

stop() - Method in class org.marketcetera.strategy.JavaCompilerExecutionEngine

stop() - Method in interface org.marketcetera.strategy.Strategy

Stops the execution of the strategy.

STOP_ERROR - Static variable in interface org.marketcetera.strategy.Messages

Strategy - Class in org.marketcetera.strategy.java

RunningStrategy implementation for Java strategies to extend.

Strategy() - Constructor for class org.marketcetera.strategy.java.Strategy

Strategy - Class in org.marketcetera.strategy.ruby

RunningStrategy implementation for Ruby strategies to extend.

Strategy() - Constructor for class org.marketcetera.strategy.ruby.Strategy

Strategy - Interface in org.marketcetera.strategy

A Strategy object to be executed.

STRATEGY_COMPILATION_NULL_RESULT - Static variable in interface org.marketcetera.strategy.Messages

STRATEGY_MESSAGES - Static variable in interface org.marketcetera.strategy.Strategy

logger category which collects strategy messages

STRATEGY_NOT_READY_TO_RECEIVE_DATA - Static variable in interface org.marketcetera.strategy.Messages

StrategyException - Exception in org.marketcetera.strategy

An exception thrown during execution of a Strategy.

StrategyException(Throwable) - Constructor for exception org.marketcetera.strategy.StrategyException

Create a new StrategyException instance.

StrategyException(I18NBoundMessage) - Constructor for exception org.marketcetera.strategy.StrategyException

Create a new StrategyException instance.

StrategyException(Throwable, I18NBoundMessage) - Constructor for exception org.marketcetera.strategy.StrategyException

Create a new StrategyException instance.

StrategyModuleFactory - Class in org.marketcetera.strategy

Strategy Agent module factory implementation for the strategy module.

StrategyModuleFactory() - Constructor for class org.marketcetera.strategy.StrategyModuleFactory

Create a new MarketceteraFeedModuleFactory instance.

StrategyMXBean - Interface in org.marketcetera.strategy

MXBean interface for Strategies.

SUBMITTING_CANCEL_ALL_ORDERS_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_CANCEL_ORDER_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_CANCEL_REPLACE_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_CEP_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_EVENT_TO_CEP - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_FIX_MESSAGE - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_MARKET_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_ORDER - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_OTHER - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_PROCESSED_MARKET_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

SUBMITTING_TRADE_SUGGESTION - Static variable in interface org.marketcetera.strategy.Messages

suggest_trade(OrderSingle, BigDecimal, String) - Method in class org.marketcetera.strategy.ruby.Strategy

Suggests a trade.

suggestTrade(OrderSingle, BigDecimal, String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Suggests a trade.

T

toString() - Method in class org.marketcetera.strategy.AbstractRunningStrategy

toString() - Method in class org.marketcetera.strategy.CompilationFailed.Diagnostic

toString() - Method in exception org.marketcetera.strategy.CompilationFailed

toString() - Method in class org.marketcetera.strategy.util.OptionChain

U

UNABLE_TO_CANCEL_DATA_REQUEST - Static variable in interface org.marketcetera.strategy.Messages

UNKNOWN_ORDER_TYPE - Static variable in interface org.marketcetera.strategy.Messages

USING_EXECUTION_REPORT - Static variable in interface org.marketcetera.strategy.Messages

USING_ORDER_HISTORY_ORIGIN - Static variable in interface org.marketcetera.strategy.Messages

V

valueOf(String) - Static method in enum org.marketcetera.strategy.CompilationFailed.Type

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.marketcetera.strategy.Language

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.marketcetera.strategy.OutputType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum org.marketcetera.strategy.Status

Returns the enum constant of this type with the specified name.

values() - Static method in enum org.marketcetera.strategy.CompilationFailed.Type

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum org.marketcetera.strategy.Language

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum org.marketcetera.strategy.OutputType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum org.marketcetera.strategy.Status

Returns an array containing the constants of this enum type, in the order they are declared.

W

warn(String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy

Emits the given warn message to the strategy log output.

warn(String) - Method in class org.marketcetera.strategy.java.Strategy

Emits the given warn message to the strategy log output.

warn(String) - Method in class org.marketcetera.strategy.ruby.Strategy

Emits the given warn message to the strategy log output.

warning(String) - Static method in class org.marketcetera.strategy.CompilationFailed.Diagnostic

Creates a warning diagnostic.

WRONG_DIVIDEND_EQUITY_FOR_OPTION_CHAIN - Static variable in interface org.marketcetera.strategy.Messages

WRONG_EQUITY_FOR_OPTION_CHAIN - Static variable in interface org.marketcetera.strategy.Messages

WRONG_UNDERLYING_FOR_OPTION_CHAIN - Static variable in interface org.marketcetera.strategy.Messages

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