switch (type) { case MDEntryType.BID: px = group.getDecimal(MDEntryPx.FIELD); tickerBuilder.bid(px); break; case MDEntryType.OFFER: px = group.getDecimal(MDEntryPx.FIELD); tickerBuilder.ask(px); break; case MDEntryType.TRADE: px = group.getDecimal(MDEntryPx.FIELD); tickerBuilder.last(px); break; px = group.getDecimal(MDEntryPx.FIELD); tickerBuilder.high(px); break; case MDEntryType.TRADING_SESSION_LOW_PRICE: px = group.getDecimal(MDEntryPx.FIELD); tickerBuilder.low(px); break; size = group.getDecimal(MDEntrySize.FIELD); tickerBuilder.volume(size);
int level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); bidBuilder.withLevel(level); bidBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); bidBuilder.withProcessedTimestamp(System.nanoTime()); bidBuilder.withProvider(provider); bidBuilder.withQuoteDate(eventDate); bidBuilder.withReceivedTimestamp(inReceivedTimestamp); bidBuilder.withSize(mdEntry.getDecimal(quickfix.field.MDEntrySize.FIELD)); bidBuilder.withSource(requestId); if(instrument instanceof Option) { level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); askBuilder.withLevel(level); askBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); askBuilder.withProcessedTimestamp(System.nanoTime()); askBuilder.withProvider(provider); askBuilder.withQuoteDate(eventDate); askBuilder.withReceivedTimestamp(inReceivedTimestamp); askBuilder.withSize(mdEntry.getDecimal(quickfix.field.MDEntrySize.FIELD)); askBuilder.withSource(requestId); if(instrument instanceof Option) { tradeBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); tradeBuilder.withExchange(exchange); tradeBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); tradeBuilder.withProcessedTimestamp(System.nanoTime()); tradeBuilder.withProvider(provider); tradeBuilder.withTradeDate(eventDate); tradeBuilder.withReceivedTimestamp(inReceivedTimestamp);
int level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); bidBuilder.withLevel(level); bidBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); bidBuilder.withProcessedTimestamp(System.nanoTime()); bidBuilder.withProvider(ExsimFeedModuleFactory.IDENTIFIER); bidBuilder.withQuoteDate(eventDate); bidBuilder.withReceivedTimestamp(receivedTimestamp); bidBuilder.withSize(mdEntry.getDecimal(quickfix.field.MDEntrySize.FIELD)); bidBuilder.withSource(requestId); if(instrument instanceof Option) { level = mdEntry.getInt(quickfix.field.MDEntryPositionNo.FIELD); askBuilder.withLevel(level); askBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); askBuilder.withProcessedTimestamp(System.nanoTime()); askBuilder.withProvider(ExsimFeedModuleFactory.IDENTIFIER); askBuilder.withQuoteDate(eventDate); askBuilder.withReceivedTimestamp(receivedTimestamp); askBuilder.withSize(mdEntry.getDecimal(quickfix.field.MDEntrySize.FIELD)); askBuilder.withSource(requestId); if(instrument instanceof Option) { tradeBuilder.withEventType(inIsSnapshot?EventType.SNAPSHOT_PART:EventType.UPDATE_PART); tradeBuilder.withExchange(exchange); tradeBuilder.withPrice(mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD)); tradeBuilder.withProcessedTimestamp(System.nanoTime()); tradeBuilder.withProvider(ExsimFeedModuleFactory.IDENTIFIER); tradeBuilder.withTradeDate(eventDate); tradeBuilder.withReceivedTimestamp(receivedTimestamp);
final BigDecimal px = group.getDecimal(MDEntryPx.FIELD); final BigDecimal size = group.getDecimal(MDEntrySize.FIELD);