ticktype.java

来自「TWS Source code for IB interface」· Java 代码 · 共 109 行

/*
 * TickType.java
 *
 */
package com.ib.client;

public class TickType {
    // constants - tick types
    public static final int BID_SIZE   = 0;
    public static final int BID        = 1;
    public static final int ASK        = 2;
    public static final int ASK_SIZE   = 3;
    public static final int LAST       = 4;
    public static final int LAST_SIZE  = 5;
    public static final int HIGH       = 6;
    public static final int LOW        = 7;
    public static final int VOLUME     = 8;
    public static final int CLOSE      = 9;
    public static final int BID_OPTION = 10;
    public static final int ASK_OPTION = 11;
    public static final int LAST_OPTION = 12;
    public static final int MODEL_OPTION = 13;
    public static final int OPEN         = 14;
    public static final int LOW_13_WEEK  = 15;
    public static final int HIGH_13_WEEK = 16;
    public static final int LOW_26_WEEK  = 17;
    public static final int HIGH_26_WEEK = 18;
    public static final int LOW_52_WEEK  = 19;
    public static final int HIGH_52_WEEK = 20;
    public static final int AVG_VOLUME   = 21;
    public static final int OPEN_INTEREST = 22;
    public static final int OPTION_HISTORICAL_VOL = 23;
    public static final int OPTION_IMPLIED_VOL = 24;
    public static final int OPTION_BID_EXCH = 25;
    public static final int OPTION_ASK_EXCH = 26;
    public static final int OPTION_CALL_OPEN_INTEREST = 27;
    public static final int OPTION_PUT_OPEN_INTEREST = 28;
    public static final int OPTION_CALL_VOLUME = 29;
    public static final int OPTION_PUT_VOLUME = 30;
    public static final int INDEX_FUTURE_PREMIUM = 31;
    public static final int BID_EXCH = 32;
    public static final int ASK_EXCH = 33;
    public static final int AUCTION_VOLUME = 34;
    public static final int AUCTION_PRICE = 35;
    public static final int AUCTION_IMBALANCE = 36;
    public static final int MARK_PRICE = 37;
    public static final int BID_EFP_COMPUTATION  = 38;
    public static final int ASK_EFP_COMPUTATION  = 39;
    public static final int LAST_EFP_COMPUTATION = 40;
    public static final int OPEN_EFP_COMPUTATION = 41;
    public static final int HIGH_EFP_COMPUTATION = 42;
    public static final int LOW_EFP_COMPUTATION = 43;
    public static final int CLOSE_EFP_COMPUTATION = 44;
    public static final int LAST_TIMESTAMP = 45;
    public static final int SHORTABLE = 46;

    public static String getField( int tickType) {
        switch( tickType) {
            case BID_SIZE:                    return "bidSize";
            case BID:                         return "bidPrice";
            case ASK:                         return "askPrice";
            case ASK_SIZE:                    return "askSize";
            case LAST:                        return "lastPrice";
            case LAST_SIZE:                   return "lastSize";
            case HIGH:                        return "high";
            case LOW:                         return "low";
            case VOLUME:                      return "volume";
            case CLOSE:                       return "close";
            case BID_OPTION:                  return "bidOptComp";
            case ASK_OPTION:                  return "askOptComp";
            case LAST_OPTION:                 return "lastOptComp";
            case MODEL_OPTION:                return "modelOptComp";
            case OPEN:                        return "open";
            case LOW_13_WEEK:                 return "13WeekLow";
            case HIGH_13_WEEK:                return "13WeekHigh";
            case LOW_26_WEEK:                 return "26WeekLow";
            case HIGH_26_WEEK:                return "26WeekHigh";
            case LOW_52_WEEK:                 return "52WeekLow";
            case HIGH_52_WEEK:                return "52WeekHigh";
            case AVG_VOLUME:                  return "AvgVolume";
            case OPEN_INTEREST:               return "OpenInterest";
            case OPTION_HISTORICAL_VOL:       return "OptionHistoricalVolatility";
            case OPTION_IMPLIED_VOL:          return "OptionImpliedVolatility";
            case OPTION_BID_EXCH:             return "OptionBidExchStr";
            case OPTION_ASK_EXCH:             return "OptionAskExchStr";
            case OPTION_CALL_OPEN_INTEREST:   return "OptionCallOpenInterest";
            case OPTION_PUT_OPEN_INTEREST:    return "OptionPutOpenInterest";
            case OPTION_CALL_VOLUME:          return "OptionCallVolume";
            case OPTION_PUT_VOLUME:           return "OptionPutVolume";
            case INDEX_FUTURE_PREMIUM:        return "IndexFuturePremium";
            case BID_EXCH:                    return "bidExch";
            case ASK_EXCH:                    return "askExch";
            case AUCTION_VOLUME:              return "auctionVolume";
            case AUCTION_PRICE:               return "auctionPrice";
            case AUCTION_IMBALANCE:           return "auctionImbalance";
            case MARK_PRICE:                  return "markPrice";
            case BID_EFP_COMPUTATION:         return "bidEFP";
            case ASK_EFP_COMPUTATION:         return "askEFP";
            case LAST_EFP_COMPUTATION:        return "lastEFP";
            case OPEN_EFP_COMPUTATION:        return "openEFP";
            case HIGH_EFP_COMPUTATION:        return "highEFP";
            case LOW_EFP_COMPUTATION:         return "lowEFP";
            case CLOSE_EFP_COMPUTATION:       return "closeEFP";
            case LAST_TIMESTAMP:              return "lastTimestamp";
            case SHORTABLE:                   return "shortable";
            default:                          return "unknown";
        }
    }
}