/* * Copyright (C) 2012 - present by Yann Le Tallec. * Please see distribution for license. */ package com.assylias.jbloomberg; /** * A list of all supported real time fields that can be subscribed to. The list is based on the BLPAPI developer's guide * version 1.36 [October 3, 2012]. Not all fields are available for all securities. */ public enum RealtimeField { ALL_PRICE, ALL_PRICE_COND_CODE, ALL_PRICE_SIZE, ALL_PRICE_TIME, API_INTERNAL_TIME, ARBITRAGE_ASK_ORD_NOT_MATCHED_RT, ARBITRAGE_ASK_ORD_VOLUME_RT, ARBITRAGE_BID_ORD_NOT_MATCHED_RT, ARBITRAGE_BID_ORD_VOLUME_RT, ASK, ASK_ALL_SESSION, ASK_BEST_TIME, ASK_BROKER_CODE, ASK_COND_CODE, ASK_DIR, ASK_DIR_YLD, ASK_LIFT_TIME, ASK_MKT_MAKER_TIME, ASK_SIZE, ASK_SIZE_TDY, ASK_SPREAD_TIME, ASK_TDY, ASK_TIME, ASK_WEIGHTED_AVG_SPREAD, ASK_WEIGHTED_AVG_SPREAD_TIME, ASK_YEILD_TIME, ASK_YIELD, ASK_YLD_COND_CODE, ASK_YLD_TDY, ASK2, ASK2_YLD, AT_TRADE_TIME, BEST_ASK, BEST_ASK1, BEST_ASK1_SZ, BEST_ASK2, BEST_ASK2_SZ, BEST_ASK3, BEST_ASK3_SZ, BEST_ASK4, BEST_ASK4_SZ, BEST_ASK5, BEST_ASK5_SZ, BEST_BID, BEST_BID1, BEST_BID1_SZ, BEST_BID2, BEST_BID2_SZ, BEST_BID3, BEST_BID3_SZ, BEST_BID4, BEST_BID4_SZ, BEST_BID5, BEST_BID5_SZ, BID, BID_ALL_SESSION, BID_ASK_TIME, BID_BEST_TIME, BID_BROKER_CODE, BID_COND_CODE, BID_DIR, BID_DIR_YLD, BID_LIFT_TIME, BID_MKT_MAKER_TIME, BID_SIZE, BID_SIZE_TDY, BID_SPREAD_TIME, BID_TDY, BID_TIME, BID_WEIGHTED_AVG_SPREAD, BID_WEIGHTED_AVG_SPREAD_TIME, BID_YEILD_TIME, BID_YIELD, BID_YLD_COND_CODE, BID_YLD_TDY, BID2, BID2_YLD, BLP_ASW_SPRD_CHG_RT, BLP_ASW_SPRD_PCT_CHG_RT, BLP_ASW_SPREAD_LAST_RT, BLP_ASW_SPREAD_MID_RT, BLP_CDS_BASIS_CHG_RT, BLP_CDS_BASIS_MID_RT, BLP_CDS_BASIS_PCT_CHG_RT, BLP_I_SPRD_CHG_RT, BLP_I_SPRD_LAST_RT, BLP_I_SPRD_MID_RT, BLP_I_SPRD_PCT_CHG_RT, BLP_RT_SPRD_TO_BENCH_LAST_RT, BLP_SPRD_TO_BENCH_ASK_RT, BLP_SPRD_TO_BENCH_BID_RT, BLP_SPRD_TO_BENCH_CHG_RT, BLP_SPRD_TO_BENCH_MID_RT, BLP_SPRD_TO_BENCH_PCT_CHG_RT, BLP_SPREAD_BENCHMARK_NAME_RT, BLP_SWAP_CURVE_NAME_RT, BLP_Z_SPRD_CHG_RT, BLP_Z_SPRD_LAST_RT, BLP_Z_SPRD_MID_RT, BLP_Z_SPRD_PCT_CHG_RT, BT_ASK_RECAP_TIME, BT_BID_RECAP_TIME, BT_LAST_RECAP_TIME, BT_LSE_LAST_TIME, BT_MID_PRICE_TIME, BT_MKT_TURN_TIME, BT_SEC_ASK_TIME, BT_SEC_BID_TIME, BUY_SELL_INFO_TIME, CANCEL_CORRECT_TIME, COOLING_DAYS_REALTIME, CR_OBSERVATION_DATE, DOWN_LIMIT, EBS_TOUCH_HIGH_REALTIME, EBS_TOUCH_LOW_REALTIME, EQY_SH_FOREIGN_RT, EVAL_JAPANESE_TIME, EXCH_VWAP, FINANCIAL_STATUS_INDICATOR_RT, FIXING_RATE_REALTIME, FOREIGN_HOLDING_PCT_RT, HEATING_DAYS_REALTIME, HIGH, HIGH_TDY, HIGH_TEMP_REALTIME, HIGH_TIME, HIGH_YIELD_TIME, HIGH_YLD, HIGH_YLD_TDY, HIT_TIME, IMBALANCE_ASK, IMBALANCE_BID, IMBALANCE_INDIC_RT, IND_ASK_FLAG, IND_BID_FLAG, INDICATIVE_ASK, INDICATIVE_ASK_TIME, INDICATIVE_BID, INDICATIVE_BID_TIME, INDICATIVE_FAR, INDICATIVE_NEAR, IS_DELAYED_STREAM, LAST_ALL_SESSIONS, LAST_AT_TRADE, LAST_AT_TRADE_TDY, LAST_DIR, LAST_DIR_YLD, LAST_PRICE, LAST_PRICE_TDY, LAST_TRADE, LAST_TRADE_TIME, LAST_YLD, LAST_YLD_TDY, LAST2_AT_TRADE, LAST2_DIR, LAST2_DIR_YLD, LAST2_PRICE, LAST2_YLD, LISTED_SH_RT, LOW, LOW_TDY, LOW_TEMP_REALTIME, LOW_TIME, LOW_YIELD_TIME, LOW_YLD, LOW_YLD_TDY, MAN_TRADE_WITH_SIZE_TIME, MARKET_DEFINED_VWAP_REALTIME, MARKET_DEPTH_TIME, MAX_LIMIT, MAX_LIMIT_OUT_OF_SESSION, MAX_LIMIT_OUT_OF_SESSION_TIME, MAX_LIMIT_TIME, MEAN_TEMP_REALTIME, MGF_SETTING_RT, MGF_VOLUME_RT, MID, MID_DIR, MID_TDY, MID2, MID2_DIR, MIN_LIMIT, MIN_LIMIT_OUT_OF_SESSION, MIN_LIMIT_OUT_OF_SESSION_TIME, MIN_LIMIT_TIME, MKT_INDICATOR_TIME, NASDAQ_CLOSING_CROSS_ELIGIBLE_RT, NASDAQ_FIRST_TRADE, NASDAQ_OPEN, NASDAQ_PREV_ASK, NASDAQ_PREV_BID, NEW_MKT_DAY_TIME, NEWS_STORY_TIME, NON_ARBIT_ASK_ORD_VOLUME_RT, NON_ARBIT_BID_ORD_VOLUME_RT, NON_ARBITRAGE_ASK_NOT_MATCHED_RT, NON_ARBITRAGE_BID_NOT_MATCHED_RT, NUM_TRADES_CLOSING_AUCTION_RT, NUM_TRADES_OPENING_AUCTION_RT, NUM_TRADES_RT, NYSE_LIQUIDITY_ASK_TIME, NYSE_LIQUIDITY_BID_TIME, NYSE_LRP_HIGH_PRICE_RT, NYSE_LRP_LOW_PRICE_RT, NYSE_LRP_SEND_TIME_RT, OFF_EXCH_VOLUME_RT, OFF_ON_EXCH_VOLUME_RT, OPEN, OPEN_INTEREST_TIME, OPEN_TDY, OPEN_TIME, OPEN_YLD, OPEN_YLD_TDY, DELTA_ASK_RT, DELTA_BID_RT, DELTA_LAST_RT, DELTA_MID_RT, GAMMA_ASK_RT, GAMMA_BID_RT, GAMMA_LAST_RT, GAMMA_MID_RT, IVOL_ASK_RT, IVOL_BID_RT, IVOL_LAST_RT, IVOL_MID_RT, OPT_VEGA_ASK_RT, OPT_VEGA_BID_RT, OPT_VEGA_LAST_RT, OPT_VEGA_MID_RT, ORDER_IMB_BUY_VOLUME, ORDER_IMB_SELL_VOLUME, OWNERSHIP_LIMIT_RATIO_RT, PRE_ANNOUNCE_NUM_PROG_ASK_RT, PRE_ANNOUNCE_NUM_PROG_BID_RT, PRE_POST_MARKET_TIME, PRECIPITATION_REALTIME, PREV_CLOSE_VALUE_REALTIME, PREV_SES_LAST_PRICE, PREV_SES_LAST_YLD, PRICE_UPDATE_TIME, PRIOR_OBSERVATION_DATE, PROPRIETARY_ASK_ORD_VALUE_RT, PROPRIETARY_ASK_ORD_VOLUME_RT, PROPRIETARY_BID_ORD_VALUE_RT, PROPRIETARY_BID_ORD_VOLUME_RT, PX_EVAL_JAPANESE_REALTIME, PX_INDICATIVE_ASK_SIZE_RT, PX_INDICATIVE_BID_SIZE_RT, PX_NASDAQ_VWOP_REALTIME, PX_OFFICIAL_AUCTION_RT, PX_PREV_TO_LAST_REALTIME, PX_SETTLE_ACTUAL_RT, PX_TARGIN_OFFCIAL_REALTIME, PX_TARGIN_SERVICE_REALTIME, PX_VOLUME_BAL_RT, REL_HUMIDITY_REALTIME, RT_EVAL_JAPANESE_CHG_ON_DAY, RT_EVAL_JAPANESE_PCT_CHG_ON_DAY, RT_EXCH_MARKET_STATUS, RT_EXCH_TRADE_STATUS, RT_NYSE_LIQUIDITY_ASK_SIZE, RT_NYSE_LIQUIDITY_BID_SIZE, RT_NYSE_LIQUIDITY_PX_ASK, RT_NYSE_LIQUIDITY_PX_BID, RT_OPEN_INTEREST, RT_PRICING_SOURCE, RT_PX_CHG_NET_1D, RT_PX_CHG_PCT_1D, RT_QUOTE_STATUS, RT_SIMP_SEC_STATUS, RT_TIME_OF_TRADE, RT_TRADING_PERIOD, RT_YLD_CHG_NET_1D, RT_YLD_CHG_PCT_1D, SES_END, SES_START, SETS_MID_PRICE_TIME, SETTLE_TIME, SETTLE_YIELD_TIME, SIZE_LAST_AT_TRADE, SIZE_LAST_AT_TRADE_TDY, SIZE_LAST_TRADE, SIZE_LAST_TRADE_TDY, SMART_QUOTE_TIME, SMART_TIME, SMARTMAX_TIME, TAKE_TIME, THEO_PRICE, THEO_PRICE_TIME, TICK_NUM_TIME, TIME, TORONTO_MOC_ELIGIBLE_REALTIME, TOTAL_VALUE_PROGRAM_TRADE_RT, TOTAL_VOLUME_PROGRAM_TRADE_RT, TRADE_SPREAD_TIME, TRADING_DT_REALTIME, TRADING_PERIOD_TIME, TRUST_ASK_ORD_VALUE_RT, TRUST_ASK_ORD_VOLUME_RT, TRUST_BID_ORD_VALUE_RT, TRUST_BID_ORD_VOLUME_RT, UP_LIMIT, VOLUME, VOLUME_TDY, VOLUME_THEO, VOLUME_TIME, VOLUME_UPDATE_TIME, VWAP, VWAP_TIME, WEATHER_CODE_REALTIME, WIND_SPEED_REALTIME, YIELD_TIME, YLD_COND_CODE; /** * * @param fieldName the field to check * @return true if fieldName is a valid enum name * * @throws NullPointerException if fieldName is null */ public static boolean contains(String fieldName) { try { valueOf(fieldName); return true; } catch (IllegalArgumentException e) { return false; } } /** * * @param fieldName the field to check * @return true if fieldName is a valid enum name, ignoring case * * @throws NullPointerException if fieldName is null */ public static boolean containsIgnoreCase(String fieldName) { try { valueOfIgnoreCase(fieldName); return true; } catch (IllegalArgumentException e) { return false; } } /** * Returns the enum constant of this type with the specified name. The string must match an identifier used to * declare an enum constant in this type (ignoring the case). * * @return the enum constant with the specified name * * @throws IllegalArgumentException if this enum type has no constant with the specified name * @throws NullPointerException if fieldName is null */ public static RealtimeField valueOfIgnoreCase(String fieldName) { return valueOf(fieldName.toUpperCase()); } }