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dxcity
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tagging release 3.290
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‎ReleaseNotes.txt‎

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@@ -1,4 +1,9 @@
11

2+
QDS 3.290:
3+
4+
* [QD-1238] Add getZoneId to Timing instances
5+
* [QD-1234] dxFeed API: Extend Underlying and Series events with putVolume and callVolume fields
6+
27
QDS 3.289:
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49
* [QD-1233] dxFeed API: Extend Trade and Profile events to support additional fields from QD records

‎auth/pom.xml‎

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@@ -14,7 +14,7 @@
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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
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<version>3.290</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

‎dxfeed-api/pom.xml‎

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@@ -14,7 +14,7 @@
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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
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<version>3.290</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

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

Lines changed: 53 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -53,7 +53,10 @@
5353
* <li>{@link #getSequence() sequence} - sequence of this series;
5454
* <li>{@link #getExpiration() expiration} - day id of expiration;
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* <li>{@link #getVolatility() volatility} - implied volatility index for this series based on VIX methodology;
56-
* <li>{@link #getPutCallRatio() putCallRatio} - ratio of put traded volume to call traded volume for a day;
56+
* <li>{@link #getCallVolume() callVolume} - call options traded volume for a day;
57+
* <li>{@link #getPutVolume() putVolume} - put options traded volume for a day;
58+
* <li>{@link #getOptionVolume() optionVolume} - options traded volume for a day;
59+
* <li>{@link #getPutCallRatio() putCallRatio} - ratio of put options traded volume to call options traded volume for a day;
5760
* <li>{@link #getForwardPrice() forwardPrice} - implied forward price for this option series;
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* <li>{@link #getDividend() dividend} - implied simple dividend return of the corresponding option series;
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* <li>{@link #getInterest() interest} - implied simple interest return of the corresponding option series.
@@ -82,7 +85,7 @@
8285
@XmlRootElement(name = "Series")
8386
@XmlType(propOrder = {
8487
"eventFlags", "index", "time", "sequence",
85-
"expiration", "volatility", "putCallRatio", "forwardPrice", "dividend", "interest"
88+
"expiration", "volatility", "callVolume", "putVolume", "putCallRatio", "forwardPrice", "dividend", "interest"
8689
})
8790
public class Series extends MarketEvent implements IndexedEvent<String> {
8891
private static final long serialVersionUID = 1;
@@ -107,6 +110,8 @@ public class Series extends MarketEvent implements IndexedEvent<String> {
107110
private long timeSequence;
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private int expiration;
109112
private double volatility = Double.NaN;
113+
private double callVolume = Double.NaN;
114+
private double putVolume = Double.NaN;
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private double putCallRatio = Double.NaN;
111116
private double forwardPrice = Double.NaN;
112117
private double dividend = Double.NaN;
@@ -267,8 +272,32 @@ public void setVolatility(double volatility) {
267272
}
268273

269274
/**
270-
* Returns ratio of put traded volume to call traded volume for a day.
271-
* @return ratio of put traded volume to call traded volume for a day.
275+
* Returns call options traded volume for a day.
276+
* @return call options traded volume for a day.
277+
*/
278+
public double getCallVolume() {
279+
return callVolume;
280+
}
281+
282+
/**
283+
* Returns put options traded volume for a day.
284+
* @return put options traded volume for a day.
285+
*/
286+
public double getPutVolume() {
287+
return putVolume;
288+
}
289+
290+
/**
291+
* Returns options traded volume for a day.
292+
* @return options traded volume for a day.
293+
*/
294+
public double getOptionVolume() {
295+
return Double.isNaN(putVolume) ? callVolume : Double.isNaN(callVolume) ? putVolume : putVolume + callVolume;
296+
}
297+
298+
/**
299+
* Returns ratio of put options traded volume to call options traded volume for a day.
300+
* @return ratio of put options traded volume to call options traded volume for a day.
272301
*/
273302
public double getPutCallRatio() {
274303
return putCallRatio;
@@ -327,8 +356,24 @@ public void setInterest(double interest) {
327356
}
328357

329358
/**
330-
* Changes ratio of put traded volume to call traded volume for a day.
331-
* @param putCallRatio ratio of put traded volume to call traded volume for a day.
359+
* Changes call options traded volume for a day.
360+
* @param callVolume call options traded volume for a day.
361+
*/
362+
public void setCallVolume(double callVolume) {
363+
this.callVolume = callVolume;
364+
}
365+
366+
/**
367+
* Changes put options traded volume for a day.
368+
* @param putVolume put options traded volume for a day.
369+
*/
370+
public void setPutVolume(double putVolume) {
371+
this.putVolume = putVolume;
372+
}
373+
374+
/**
375+
* Changes ratio of put options traded volume to call options traded volume for a day.
376+
* @param putCallRatio ratio of put options traded volume to call options traded volume for a day.
332377
*/
333378
public void setPutCallRatio(double putCallRatio) {
334379
this.putCallRatio = putCallRatio;
@@ -348,6 +393,8 @@ public String toString() {
348393
", sequence=" + getSequence() +
349394
", expiration=" + DayUtil.getYearMonthDayByDayId(getExpiration()) +
350395
", volatility=" + volatility +
396+
", callVolume=" + callVolume +
397+
", putVolume=" + putVolume +
351398
", putCallRatio=" + putCallRatio +
352399
", forwardPrice=" + forwardPrice +
353400
", dividend=" + dividend +

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

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Original file line numberDiff line numberDiff line change
@@ -47,7 +47,10 @@
4747
* <li>{@link #getVolatility() volatility} - 30-day implied volatility for this underlying based on VIX methodology;
4848
* <li>{@link #getFrontVolatility() frontVolatility} - front month implied volatility for this underlying based on VIX methodology;
4949
* <li>{@link #getBackVolatility() backVolatility} - 3back month implied volatility for this underlying based on VIX methodology;
50-
* <li>{@link #getPutCallRatio() putCallRatio} - ratio of put traded volume to call traded volume for a day.
50+
* <li>{@link #getCallVolume() callVolume} - call options traded volume for a day;
51+
* <li>{@link #getPutVolume() putVolume} - put options traded volume for a day;
52+
* <li>{@link #getOptionVolume() optionVolume} - options traded volume for a day;
53+
* <li>{@link #getPutCallRatio() putCallRatio} - ratio of put options traded volume to call options traded volume for a day.
5154
* </ul>
5255
*
5356
* <h3><a name="eventFlagsSection">Event flags, transactions and snapshots</a></h3>
@@ -77,7 +80,8 @@
7780
*/
7881
@XmlRootElement(name = "Underlying")
7982
@XmlType(propOrder = {
80-
"eventFlags", "index", "time", "sequence", "volatility", "frontVolatility", "backVolatility", "putCallRatio"
83+
"eventFlags", "index", "time", "sequence", "volatility", "frontVolatility", "backVolatility",
84+
"callVolume", "putVolume", "putCallRatio"
8185
})
8286
public class Underlying extends MarketEvent implements TimeSeriesEvent<String>, LastingEvent<String> {
8387
private static final long serialVersionUID = 0;
@@ -106,6 +110,8 @@ public class Underlying extends MarketEvent implements TimeSeriesEvent<String>,
106110
private double volatility = Double.NaN;
107111
private double frontVolatility = Double.NaN;
108112
private double backVolatility = Double.NaN;
113+
private double callVolume = Double.NaN;
114+
private double putVolume = Double.NaN;
109115
private double putCallRatio = Double.NaN;
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111117
/**
@@ -259,16 +265,56 @@ public void setBackVolatility(double backVolatility) {
259265
}
260266

261267
/**
262-
* Returns ratio of put traded volume to call traded volume for a day.
263-
* @return ratio of put traded volume to call traded volume for a day.
268+
* Returns call options traded volume for a day.
269+
* @return call options traded volume for a day.
270+
*/
271+
public double getCallVolume() {
272+
return callVolume;
273+
}
274+
275+
/**
276+
* Changes call options traded volume for a day.
277+
* @param callVolume call options traded volume for a day.
278+
*/
279+
public void setCallVolume(double callVolume) {
280+
this.callVolume = callVolume;
281+
}
282+
283+
/**
284+
* Returns put options traded volume for a day.
285+
* @return put options traded volume for a day.
286+
*/
287+
public double getPutVolume() {
288+
return putVolume;
289+
}
290+
291+
/**
292+
* Changes put options traded volume for a day.
293+
* @param putVolume put options traded volume for a day.
294+
*/
295+
public void setPutVolume(double putVolume) {
296+
this.putVolume = putVolume;
297+
}
298+
299+
/**
300+
* Returns options traded volume for a day.
301+
* @return options traded volume for a day.
302+
*/
303+
public double getOptionVolume() {
304+
return Double.isNaN(putVolume) ? callVolume : Double.isNaN(callVolume) ? putVolume : putVolume + callVolume;
305+
}
306+
307+
/**
308+
* Returns ratio of put options traded volume to call options traded volume for a day.
309+
* @return ratio of put options traded volume to call options traded volume for a day.
264310
*/
265311
public double getPutCallRatio() {
266312
return putCallRatio;
267313
}
268314

269315
/**
270-
* Changes ratio of put traded volume to call traded volume for a day.
271-
* @param putCallRatio ratio of put traded volume to call traded volume for a day.
316+
* Changes ratio of put options traded volume to call options traded volume for a day.
317+
* @param putCallRatio ratio of put options traded volume to call options traded volume for a day.
272318
*/
273319
public void setPutCallRatio(double putCallRatio) {
274320
this.putCallRatio = putCallRatio;
@@ -294,6 +340,8 @@ protected String baseFieldsToString() {
294340
", volatility=" + volatility +
295341
", frontVolatility=" + frontVolatility +
296342
", backVolatility=" + backVolatility +
297-
", putCallRatio=" + putCallRatio;
343+
", callVolume=" + callVolume +
344+
", putVolume=" + putVolume +
345+
", putCallRatio=" + putCallRatio;
298346
}
299347
}

‎dxfeed-bin/pom.xml‎

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@@ -14,7 +14,7 @@
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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
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<version>3.290</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

‎dxfeed-codegen-verify/pom.xml‎

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
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<version>3.290</version>
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</parent>
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<modelVersion>4.0.0</modelVersion>
2020

‎dxfeed-codegen/pom.xml‎

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
17+
<version>3.290</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

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

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@@ -509,6 +509,8 @@ public void runForDxfeedImpl() throws IOException {
509509
map("Volatility", FieldType.DECIMAL_AS_DOUBLE).optional().
510510
map("FrontVolatility", FieldType.DECIMAL_AS_DOUBLE).optional().
511511
map("BackVolatility", FieldType.DECIMAL_AS_DOUBLE).optional().
512+
map("CallVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
513+
map("PutVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
512514
map("PutCallRatio", FieldType.DECIMAL_AS_DOUBLE).optional().
513515
publishable();
514516

@@ -524,6 +526,8 @@ public void runForDxfeedImpl() throws IOException {
524526
mapTimeAndSequence().optional().prevOptional().
525527
map("Expiration", "Expiration", FieldType.DATE).
526528
map("Volatility", FieldType.DECIMAL_AS_DOUBLE).
529+
map("CallVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
530+
map("PutVolume", FieldType.DECIMAL_AS_DOUBLE).optional().
527531
map("PutCallRatio", FieldType.DECIMAL_AS_DOUBLE).
528532
map("ForwardPrice", FieldType.DECIMAL_AS_DOUBLE).
529533
map("Dividend", FieldType.DECIMAL_AS_DOUBLE).optional().

‎dxfeed-impl/pom.xml‎

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.289</version>
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<version>3.290</version>
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</parent>
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<modelVersion>4.0.0</modelVersion>
2020

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