tagging release 3.290

ReleaseNotes.txt

@@ -1,4 +1,9 @@
 
+QDS 3.290:
+
+* [QD-1238] Add getZoneId to Timing instances
+* [QD-1234] dxFeed API: Extend Underlying and Series events with putVolume and callVolume fields
+
 QDS 3.289:
 
 * [QD-1233] dxFeed API: Extend Trade and Profile events to support additional fields from QD records

auth/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-api/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-api/src/main/java/com/dxfeed/event/option/Series.java

@@ -53,7 +53,10 @@
  * <li>{@link #getSequence() sequence} - sequence of this series;
  * <li>{@link #getExpiration() expiration} - day id of expiration;
  * <li>{@link #getVolatility() volatility} - implied volatility index for this series based on VIX methodology;
- * <li>{@link #getPutCallRatio() putCallRatio} - ratio of put traded volume to call traded volume for a day;
+ * <li>{@link #getCallVolume() callVolume} - call options traded volume for a day;
+ * <li>{@link #getPutVolume() putVolume} - put options traded volume for a day;
+ * <li>{@link #getOptionVolume() optionVolume} - options traded volume  for a day;
+ * <li>{@link #getPutCallRatio() putCallRatio} - ratio of put options traded volume to call options traded volume for a day;
  * <li>{@link #getForwardPrice() forwardPrice} - implied forward price for this option series;
  * <li>{@link #getDividend() dividend} - implied simple dividend return of the corresponding option series;
  * <li>{@link #getInterest() interest} - implied simple interest return of the corresponding option series.
@@ -82,7 +85,7 @@
 @XmlRootElement(name = "Series")
 @XmlType(propOrder = {
     "eventFlags", "index", "time", "sequence",
-    "expiration", "volatility", "putCallRatio", "forwardPrice", "dividend", "interest"
+    "expiration", "volatility", "callVolume", "putVolume", "putCallRatio", "forwardPrice", "dividend", "interest"
 })
 public class Series extends MarketEvent implements IndexedEvent<String> {
     private static final long serialVersionUID = 1;
@@ -107,6 +110,8 @@ public class Series extends MarketEvent implements IndexedEvent<String> {
     private long timeSequence;
     private int expiration;
     private double volatility = Double.NaN;
+    private double callVolume = Double.NaN;
+    private double putVolume = Double.NaN;
     private double putCallRatio = Double.NaN;
     private double forwardPrice = Double.NaN;
     private double dividend = Double.NaN;
@@ -267,8 +272,32 @@ public void setVolatility(double volatility) {
     }
 
     /**
-     * Returns ratio of put traded volume to call traded volume for a day.
-     * @return ratio of put traded volume to call traded volume for a day.
+     * Returns call options traded volume for a day.
+     * @return call options traded volume for a day.
+     */
+    public double getCallVolume() {
+        return callVolume;
+    }
+
+    /**
+     * Returns put options traded volume for a day.
+     * @return put options traded volume for a day.
+     */
+    public double getPutVolume() {
+        return putVolume;
+    }
+
+    /**
+     * Returns options traded volume for a day.
+     * @return options traded volume for a day.
+     */
+    public double getOptionVolume() {
+        return Double.isNaN(putVolume) ? callVolume : Double.isNaN(callVolume) ? putVolume : putVolume + callVolume;
+    }
+
+    /**
+     * Returns ratio of put options traded volume to call options traded volume for a day.
+     * @return ratio of put options traded volume to call options traded volume for a day.
      */
     public double getPutCallRatio() {
         return putCallRatio;
@@ -327,8 +356,24 @@ public void setInterest(double interest) {
     }
 
     /**
-     * Changes ratio of put traded volume to call traded volume for a day.
-     * @param putCallRatio ratio of put traded volume to call traded volume for a day.
+     * Changes call options traded volume for a day.
+     * @param callVolume call options traded volume for a day.
+     */
+    public void setCallVolume(double callVolume) {
+        this.callVolume = callVolume;
+    }
+
+    /**
+     * Changes put options traded volume for a day.
+     * @param putVolume put options traded volume for a day.
+     */
+    public void setPutVolume(double putVolume) {
+        this.putVolume = putVolume;
+    }
+
+    /**
+     * Changes ratio of put options traded volume to call options traded volume for a day.
+     * @param putCallRatio ratio of put options traded volume to call options traded volume for a day.
      */
     public void setPutCallRatio(double putCallRatio) {
         this.putCallRatio = putCallRatio;
@@ -348,6 +393,8 @@ public String toString() {
             ", sequence=" + getSequence() +
             ", expiration=" + DayUtil.getYearMonthDayByDayId(getExpiration()) +
             ", volatility=" + volatility +
+            ", callVolume=" + callVolume +
+            ", putVolume=" + putVolume +
             ", putCallRatio=" + putCallRatio +
             ", forwardPrice=" + forwardPrice +
             ", dividend=" + dividend +

dxfeed-api/src/main/java/com/dxfeed/event/option/Underlying.java

@@ -47,7 +47,10 @@
  * <li>{@link #getVolatility() volatility} - 30-day implied volatility for this underlying based on VIX methodology;
  * <li>{@link #getFrontVolatility() frontVolatility} - front month implied volatility for this underlying based on VIX methodology;
  * <li>{@link #getBackVolatility() backVolatility} - 3back month implied volatility for this underlying based on VIX methodology;
- * <li>{@link #getPutCallRatio() putCallRatio} - ratio of put traded volume to call traded volume for a day.
+ * <li>{@link #getCallVolume() callVolume} - call options traded volume for a day;
+ * <li>{@link #getPutVolume() putVolume} - put options traded volume for a day;
+ * <li>{@link #getOptionVolume() optionVolume} - options traded volume  for a day;
+ * <li>{@link #getPutCallRatio() putCallRatio} - ratio of put options traded volume to call options traded volume for a day.
  * </ul>
  *
  * <h3><a name="eventFlagsSection">Event flags, transactions and snapshots</a></h3>
@@ -77,7 +80,8 @@
  */
 @XmlRootElement(name = "Underlying")
 @XmlType(propOrder = {
-    "eventFlags", "index", "time", "sequence", "volatility", "frontVolatility", "backVolatility", "putCallRatio"
+    "eventFlags", "index", "time", "sequence", "volatility", "frontVolatility", "backVolatility",
+    "callVolume", "putVolume", "putCallRatio"
 })
 public class Underlying extends MarketEvent implements TimeSeriesEvent<String>, LastingEvent<String> {
     private static final long serialVersionUID = 0;
@@ -106,6 +110,8 @@ public class Underlying extends MarketEvent implements TimeSeriesEvent<String>,
     private double volatility = Double.NaN;
     private double frontVolatility = Double.NaN;
     private double backVolatility = Double.NaN;
+    private double callVolume = Double.NaN;
+    private double putVolume = Double.NaN;
     private double putCallRatio = Double.NaN;
 
     /**
@@ -259,16 +265,56 @@ public void setBackVolatility(double backVolatility) {
     }
 
     /**
-     * Returns ratio of put traded volume to call traded volume for a day.
-     * @return ratio of put traded volume to call traded volume for a day.
+     * Returns call options traded volume for a day.
+     * @return call options traded volume for a day.
+     */
+    public double getCallVolume() {
+        return callVolume;
+    }
+
+    /**
+     * Changes call options traded volume for a day.
+     * @param callVolume call options traded volume for a day.
+     */
+    public void setCallVolume(double callVolume) {
+        this.callVolume = callVolume;
+    }
+
+    /**
+     * Returns put options traded volume for a day.
+     * @return put options traded volume for a day.
+     */
+    public double getPutVolume() {
+        return putVolume;
+    }
+
+    /**
+     * Changes put options traded volume for a day.
+     * @param putVolume put options traded volume for a day.
+     */
+    public void setPutVolume(double putVolume) {
+        this.putVolume = putVolume;
+    }
+
+    /**
+     * Returns options traded volume for a day.
+     * @return options traded volume for a day.
+     */
+    public double getOptionVolume() {
+        return Double.isNaN(putVolume) ? callVolume : Double.isNaN(callVolume) ? putVolume : putVolume + callVolume;
+    }
+
+    /**
+     * Returns ratio of put options traded volume to call options traded volume for a day.
+     * @return ratio of put options traded volume to call options traded volume for a day.
      */
     public double getPutCallRatio() {
         return putCallRatio;
     }
 
     /**
-     * Changes ratio of put traded volume to call traded volume for a day.
-     * @param putCallRatio ratio of put traded volume to call traded volume for a day.
+     * Changes ratio of put options traded volume to call options traded volume for a day.
+     * @param putCallRatio ratio of put options traded volume to call options traded volume for a day.
      */
     public void setPutCallRatio(double putCallRatio) {
         this.putCallRatio = putCallRatio;
@@ -294,6 +340,8 @@ protected String baseFieldsToString() {
             ", volatility=" + volatility +
             ", frontVolatility=" + frontVolatility +
             ", backVolatility=" + backVolatility +
+            ", callVolume=" + callVolume +
+            ", putVolume=" + putVolume +
             ", putCallRatio=" + putCallRatio;
     }
 }

dxfeed-bin/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-codegen-verify/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
     </parent>
     <modelVersion>4.0.0</modelVersion>
 

dxfeed-codegen/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-codegen/src/main/java/com/dxfeed/api/codegen/ImplCodeGen.java

@@ -509,6 +509,8 @@ public void runForDxfeedImpl() throws IOException {
             map("Volatility", FieldType.DECIMAL_AS_DOUBLE).optional().
             map("FrontVolatility", FieldType.DECIMAL_AS_DOUBLE).optional().
             map("BackVolatility", FieldType.DECIMAL_AS_DOUBLE).optional().
+            map("CallVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
+            map("PutVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
             map("PutCallRatio", FieldType.DECIMAL_AS_DOUBLE).optional().
             publishable();
 
@@ -524,6 +526,8 @@ public void runForDxfeedImpl() throws IOException {
             mapTimeAndSequence().optional().prevOptional().
             map("Expiration", "Expiration", FieldType.DATE).
             map("Volatility", FieldType.DECIMAL_AS_DOUBLE).
+            map("CallVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
+            map("PutVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
             map("PutCallRatio", FieldType.DECIMAL_AS_DOUBLE).
             map("ForwardPrice", FieldType.DECIMAL_AS_DOUBLE).
             map("Dividend", FieldType.DECIMAL_AS_DOUBLE).optional().

dxfeed-impl/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.289</version>
+        <version>3.290</version>
     </parent>
     <modelVersion>4.0.0</modelVersion>
 

dxfeed-impl/src/main/java/com/dxfeed/event/option/OptionFactoryImpl.java

@@ -60,6 +60,8 @@ public void buildScheme(SchemeBuilder builder) {
         builder.addOptionalField("Underlying", "Volatility", select(SerialFieldType.DECIMAL), "Underlying", "Volatility", true);
         builder.addOptionalField("Underlying", "FrontVolatility", select(SerialFieldType.DECIMAL), "Underlying", "FrontVolatility", true);
         builder.addOptionalField("Underlying", "BackVolatility", select(SerialFieldType.DECIMAL), "Underlying", "BackVolatility", true);
+        builder.addOptionalField("Underlying", "CallVolume", select(SerialFieldType.DECIMAL), "Underlying", "CallVolume", true);
+        builder.addOptionalField("Underlying", "PutVolume", select(SerialFieldType.DECIMAL), "Underlying", "PutVolume", true);
         builder.addOptionalField("Underlying", "PutCallRatio", select(SerialFieldType.DECIMAL), "Underlying", "PutCallRatio", true);
 
         builder.addOptionalField("Series", "Void", SerialFieldType.VOID, "Series", "Void", true, SchemeFieldTime.FIRST_TIME_INT_FIELD);
@@ -68,6 +70,8 @@ public void buildScheme(SchemeBuilder builder) {
         builder.addOptionalField("Series", "Sequence", SerialFieldType.SEQUENCE, "Series", "Sequence", true);
         builder.addRequiredField("Series", "Expiration", SerialFieldType.DATE);
         builder.addRequiredField("Series", "Volatility", select(SerialFieldType.DECIMAL));
+        builder.addOptionalField("Series", "CallVolume", select(SerialFieldType.DECIMAL), "Series", "CallVolume", true);
+        builder.addOptionalField("Series", "PutVolume", select(SerialFieldType.DECIMAL), "Series", "PutVolume", true);
         builder.addRequiredField("Series", "PutCallRatio", select(SerialFieldType.DECIMAL));
         builder.addRequiredField("Series", "ForwardPrice", select(SerialFieldType.DECIMAL));
         builder.addOptionalField("Series", "Dividend", select(SerialFieldType.DECIMAL), "Series", "Dividend", true);

dxfeed-impl/src/main/java/com/dxfeed/event/option/SeriesDelegate.java

@@ -48,6 +48,8 @@ public Series getEvent(Series event, RecordCursor cursor) {
         event.setTimeSequence((((long) m.getTimeSeconds(cursor)) << 32) | (m.getSequence(cursor) & 0xFFFFFFFFL));
         event.setExpiration(m.getExpiration(cursor));
         event.setVolatility(m.getVolatility(cursor));
+        event.setCallVolume(m.getCallVolume(cursor));
+        event.setPutVolume(m.getPutVolume(cursor));
         event.setPutCallRatio(m.getPutCallRatio(cursor));
         event.setForwardPrice(m.getForwardPrice(cursor));
         event.setDividend(m.getDividend(cursor));
@@ -65,6 +67,8 @@ public RecordCursor putEvent(Series event, RecordBuffer buf) {
         m.setSequence(cursor, (int) event.getTimeSequence());
         m.setExpiration(cursor, event.getExpiration());
         m.setVolatility(cursor, event.getVolatility());
+        m.setCallVolume(cursor, event.getCallVolume());
+        m.setPutVolume(cursor, event.getPutVolume());
         m.setPutCallRatio(cursor, event.getPutCallRatio());
         m.setForwardPrice(cursor, event.getForwardPrice());
         m.setDividend(cursor, event.getDividend());

dxfeed-impl/src/main/java/com/dxfeed/event/option/UnderlyingDelegate.java

@@ -48,6 +48,8 @@ public Underlying getEvent(Underlying event, RecordCursor cursor) {
         event.setVolatility(m.getVolatility(cursor));
         event.setFrontVolatility(m.getFrontVolatility(cursor));
         event.setBackVolatility(m.getBackVolatility(cursor));
+        event.setCallVolume(m.getCallVolume(cursor));
+        event.setPutVolume(m.getPutVolume(cursor));
         event.setPutCallRatio(m.getPutCallRatio(cursor));
         return event;
     }
@@ -61,6 +63,8 @@ public RecordCursor putEvent(Underlying event, RecordBuffer buf) {
         m.setVolatility(cursor, event.getVolatility());
         m.setFrontVolatility(cursor, event.getFrontVolatility());
         m.setBackVolatility(cursor, event.getBackVolatility());
+        m.setCallVolume(cursor, event.getCallVolume());
+        m.setPutVolume(cursor, event.getPutVolume());
         m.setPutCallRatio(cursor, event.getPutCallRatio());
         return cursor;
     }