Class OrderSource

Namespace

DxFeed.Graal.Net.Events.Market

Assembly

DxFeed.Graal.Net.dll

Identifies source of Order, AnalyticOrder and SpreadOrder events.

• Synthetic sources COMPOSITE_BID, COMPOSITE_ASK, REGIONAL_BID and REGIONAL_ASK are provided for convenience of a consolidated order book and are automatically generated based on the corresponding Quote events.
• Aggregate sources AGGREGATE_BID and AGGREGATE_ASK provide futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker). These source cannot be directly published to via dxFeed API.
• IsPublishable(Type) sources DEFAULT, NTV and ISE support full range of dxFeed API features.

For more details see Javadoc.

public class OrderSource : IndexedEventSource

Inheritance

object

IndexedEventSource

OrderSource

Inherited Members

IndexedEventSource.Id

IndexedEventSource.Name

IndexedEventSource.ToString()

IndexedEventSource.Equals(object)

IndexedEventSource.GetHashCode()

object.Equals(object, object)

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Fields

ABE

ABE (abe.io) exchange.

public static readonly OrderSource ABE

Field Value

OrderSource

AGGREGATE_ASK

Ask side of an aggregate order book (futures depth and NASDAQ Level II). This source cannot be directly published via dxFeed API, but otherwise it is fully operational.

public static readonly OrderSource AGGREGATE_ASK

Field Value

OrderSource

AGGREGATE_BID

Bid side of an aggregate order book (futures depth and NASDAQ Level II). This source cannot be directly published via dxFeed API, but otherwise it is fully operational.

public static readonly OrderSource AGGREGATE_BID

Field Value

OrderSource

ARCA

NYSE Arca traded securities. Order events are IsPublishable(Type) on this source and the corresponding subscription can be observed via DXPublisher.

public static readonly OrderSource ARCA

Field Value

OrderSource

BATE

Bats Europe BXE Exchange.

public static readonly OrderSource BATE

Field Value

OrderSource

BI20

Borsa Istanbul Exchange. Record for particular top 20 order book.

public static readonly OrderSource BI20

Field Value

OrderSource

BXTR

Bats Europe TRF.

public static readonly OrderSource BXTR

Field Value

OrderSource

BYX

Bats BYX Exchange.

public static readonly OrderSource BYX

Field Value

OrderSource

BZX

Bats BZX Exchange.

public static readonly OrderSource BZX

Field Value

OrderSource

C2OX

CBOE Options C2 Exchange.

public static readonly OrderSource C2OX

Field Value

OrderSource

CEDX

Cboe European Derivatives. Order events are IsPublishable(Type) on this source and the corresponding subscription can be observed via DXPublisher.

public static readonly OrderSource CEDX

Field Value

OrderSource

CEUX

Bats Europe DXE Exchange.

public static readonly OrderSource CEUX

Field Value

OrderSource

CFE

CBOE Futures Exchange.

public static readonly OrderSource CFE

Field Value

OrderSource

CHIX

Bats Europe CXE Exchange.

public static readonly OrderSource CHIX

Field Value

OrderSource

COMPOSITE_ASK

Ask side of a composite Quote. It is a synthetic source. The subscription on composite Quote event is observed when this source is subscribed to.

public static readonly OrderSource COMPOSITE_ASK

Field Value

OrderSource

COMPOSITE_BID

Bid side of a composite Quote. It is a synthetic source. The subscription on composite Quote event is observed when this source is subscribed to.

public static readonly OrderSource COMPOSITE_BID

Field Value

OrderSource

DEA

Direct-Edge EDGA Exchange.

public static readonly OrderSource DEA

Field Value

OrderSource

DEFAULT

Default source for publishing custom order books.

public static readonly OrderSource DEFAULT

Field Value

OrderSource

DEX

Direct-Edge EDGX Exchange.

public static readonly OrderSource DEX

Field Value

OrderSource

ERIS

Eris Exchange group of companies.

public static readonly OrderSource ERIS

Field Value

OrderSource

ESPD

NASDAQ eSpeed.

public static readonly OrderSource ESPD

Field Value

OrderSource

FAIR

FAIR (FairX) exchange.

public static readonly OrderSource FAIR

Field Value

OrderSource

GLBX

CME Globex.

public static readonly OrderSource GLBX

Field Value

OrderSource

ICE

Intercontinental Exchange.

public static readonly OrderSource ICE

Field Value

OrderSource

ISE

International Securities Exchange.

public static readonly OrderSource ISE

Field Value

OrderSource

IST

Borsa Istanbul Exchange.

public static readonly OrderSource IST

Field Value

OrderSource

MEMX

Members Exchange.

public static readonly OrderSource MEMX

Field Value

OrderSource

NFX

NASDAQ Futures Exchange.

public static readonly OrderSource NFX

Field Value

OrderSource

NTV

NASDAQ Total View.

public static readonly OrderSource NTV

Field Value

OrderSource

OCEA

Blue Ocean Technologies Alternative Trading System.

public static readonly OrderSource OCEA

Field Value

OrderSource

REGIONAL_ASK

Ask side of a regional Quote. It is a synthetic source. The subscription on regional Quote event is observed when this source is subscribed to.

public static readonly OrderSource REGIONAL_ASK

Field Value

OrderSource

REGIONAL_BID

Bid side of a regional Quote. It is a synthetic source. The subscription on regional Quote event is observed when this source is subscribed to.

public static readonly OrderSource REGIONAL_BID

Field Value

OrderSource

SMFE

Small Exchange.

public static readonly OrderSource SMFE

Field Value

OrderSource

XEUR

Eurex Exchange.

public static readonly OrderSource XEUR

Field Value

OrderSource

XNFI

NASDAQ Fixed Income.

public static readonly OrderSource XNFI

Field Value

OrderSource

arca

NYSE Arca traded securities. Record for price level book. Order events are IsPublishable(Type) on this source and the corresponding subscription can be observed via DXPublisher.

public static readonly OrderSource arca

Field Value

OrderSource

cedx

public static readonly OrderSource cedx

Field Value

OrderSource

glbx

CME Globex. Record for price level book.

public static readonly OrderSource glbx

Field Value

OrderSource

iex

Investors exchange. Record for price level book.

public static readonly OrderSource iex

Field Value

OrderSource

memx

Members Exchange. Record for price level book.

public static readonly OrderSource memx

Field Value

OrderSource

ntv

NASDAQ Total View. Record for price level book.

public static readonly OrderSource ntv

Field Value

OrderSource

pink

Pink Sheets. Record for price level book. Pink sheets are listings for stocks that trade over-the-counter (OTC).

public static readonly OrderSource pink

Field Value

OrderSource

smfe

Small Exchange. Record for price level book.

public static readonly OrderSource smfe

Field Value

OrderSource

xeur

Eurex Exchange. Record for price level book.

public static readonly OrderSource xeur

Field Value

OrderSource

Properties

IsFullOrderBook

Gets a value indicating whether this source supports Full Order Book.

public bool IsFullOrderBook { get; }

Property Value

bool

Methods

GetEventTypeMask(Type)

Gets type mask by specified event type.

public static int GetEventTypeMask(Type eventType)

Parameters

eventType Type

The type of event.

Returns

int

Returns type mask.

Exceptions

ArgumentException

If the eventType does not inherit OrderBase. OrderBase.

IsPublishable(Type)

Gets a value indicating whether the given event type can be directly published with this source. Subscription on such sources can be observed directly via DXPublisher. Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol<T> class.

public bool IsPublishable(Type eventType)

Parameters

eventType Type

Typeof Order or AnalyticOrder or SpreadOrder.

Returns

bool

true if Order , AnalyticOrder and SpreadOrder events can be directly published with this source.

Exceptions

ArgumentException

If eventType differs from Order , AnalyticOrder, SpreadOrder.

IsSpecialSourceId(int)

Determines whether specified source identifier refers to special order source. Special order sources are used for wrapping non-order events into order events.

public static bool IsSpecialSourceId(int sourceId)

Parameters

sourceId int

The source identifier.

Returns

bool

Returns true if it is a special source identifier.

ValueOf(int)

Returns order source for the specified source identifier.

public static OrderSource ValueOf(int sourceId)

Parameters

sourceId int

The source identifier.

Returns

OrderSource

Return OrderSource.

Exceptions

ArgumentException

If sourceId is negative or zero.

ValueOf(string)

Returns order source for the specified source name. The name must be either predefined, or contain at most 4 alphanumeric characters.

public static OrderSource ValueOf(string name)

Parameters

name string

The name of the source.

Returns

OrderSource

Return OrderSource.

Exceptions

ArgumentException

If name is malformed.