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
 
BROKER_STATUS_PROCESS_FAILED - 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_CURRENCY_POSITION - 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_currency_positions_as_of(Date) - Method in class org.marketcetera.strategy.ruby.Strategy
Gets all open Currency positions at the given point in time.
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_currency_position_as_of(Date, String) - Method in class org.marketcetera.strategy.ruby.Strategy
Gets the position in the given Currency at the given point in time.
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.
getAllCurrencyPositionsAsOf(Date) - Method in class org.marketcetera.strategy.AbstractRunningStrategy
Gets all open Currency positions at the given point in time.
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.
getCurrencyPositionAsOf(Date, String) - Method in class org.marketcetera.strategy.AbstractRunningStrategy
Gets the position in the given Currency at the given point in time.
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_CURRENCY_POSITION_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

JavaClasspathExecutionEngine - Class in org.marketcetera.strategy
Executes a Java strategy using the default classpath.
JavaClasspathExecutionEngine() - Constructor for class org.marketcetera.strategy.JavaClasspathExecutionEngine
 
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 request_callback_at(Date, Object) or 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_receive_status(BrokerStatus) - Method in class org.marketcetera.strategy.ruby.Strategy
Invoked when the Strategy receives a BrokerStatus.
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.
onReceiveBrokerStatus(BrokerStatus) - Method in class org.marketcetera.strategy.java.Strategy
 
onReceiveBrokerStatus(BrokerStatus) - Method in class org.marketcetera.strategy.ruby.Strategy
 
onReceiveBrokerStatus(BrokerStatus) - Method in interface org.marketcetera.strategy.RunningStrategy
Indicates a BrokerStatus has been received.
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.JavaClasspathExecutionEngine
 
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

receiveBrokerStatus(BrokerStatus) - Method in class org.marketcetera.strategy.AbstractRunningStrategy
Supplies a broker status to the strategy.
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.JavaClasspathExecutionEngine
 
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.JavaClasspathExecutionEngine
 
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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