Package org.drip.oms.fix4_2

Class AgentResponse

java.lang.Object
org.drip.oms.fix4_2.AgentResponse
public class AgentResponse
extends java.lang.Object
AgentResponse implements the Response out of a FIX Agent. The References are:

  • Berkowitz, S. A., D. E. Logue, and E. A. J. Noser (1988): The Total Cost of Transactions on the NYSE Journal of Finance 43 (1) 97-112
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • Vassilis, P. (2005a): A Realistic Model of Market Liquidity and Depth Journal of Futures Markets 25 (5) 443-464
  • Vassilis, P. (2005b): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
  • Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AgentResponse​(java.util.Date processingStartTime, java.util.Date processingUpdateTime, int messageType, Order order, java.lang.String requestID, int executionType, int executionTransactionType, java.lang.String comment)
    AgentResponse Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String comment()
    Retrieve the Agent Request Comment
    int executionTransactionType()
    Retrieve the Response Execution Transaction Type
    int executionType()
    Retrieve the Response Execution Type
    int messageType()
    Retrieve the Response Message Type
    Order order()
    Retrieve the Order Instance
    java.util.Date processingStartTime()
    Retrieve the Agent Processing Start Time
    java.util.Date processingUpdateTime()
    Retrieve the Agent Processing Update Time
    java.lang.String requestID()
    Retrieve the Agent Request ID

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • AgentResponse

      public AgentResponse​(java.util.Date processingStartTime, java.util.Date processingUpdateTime, int messageType, Order order, java.lang.String requestID, int executionType, int executionTransactionType, java.lang.String comment) throws java.lang.Exception
      AgentResponse Constructor
      Parameters:
      processingStartTime - Processing Start Time
      processingUpdateTime - Processing Update Time
      messageType - Agent Response Message Type
      order - Order Instance
      requestID - Request ID
      executionType - Response Execution Type
      executionTransactionType - Response Execution Transaction Type
      comment - Comment
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • processingStartTime

      public java.util.Date processingStartTime()
      Retrieve the Agent Processing Start Time
      Returns:
      Agent Processing Start Time

    • processingUpdateTime

      public java.util.Date processingUpdateTime()
      Retrieve the Agent Processing Update Time
      Returns:
      Agent Processing Update Time

    • messageType

      public int messageType()
      Retrieve the Response Message Type
      Returns:
      Response Message Type

    • order

      public Order order()
      Retrieve the Order Instance
      Returns:
      Order Instance

    • requestID

      public java.lang.String requestID()
      Retrieve the Agent Request ID
      Returns:
      Agent Request ID

    • executionType

      public int executionType()
      Retrieve the Response Execution Type
      Returns:
      Response Execution Type

    • executionTransactionType

      public int executionTransactionType()
      Retrieve the Response Execution Transaction Type
      Returns:
      Response Execution Transaction Type

    • comment

      public java.lang.String comment()
      Retrieve the Agent Request Comment
      Returns:
      Agent Request Comment