CBOE One and forced delayed mode

README.md

@@ -1,5 +1,5 @@
 # Intrinio Java SDK for Real-Time Stock Prices
-SDK for working with Intrinio's realtime IEX, NASDAQ Basic, delayed SIP prices, and realtime/delayed [OPRA](https://www.opraplan.com/) options feeds.
+SDK for working with Intrinio's realtime IEX, NASDAQ Basic, CBOE One, delayed SIP prices, and realtime/delayed [OPRA](https://www.opraplan.com/) options feeds.
 
 [Intrinio](https://intrinio.com/) provides real-time and delayed stock prices via a two-way WebSocket connection. To get started, [subscribe to a real-time data feed](https://docs.intrinio.com/tutorial/websocket) and follow the instructions below.
 
@@ -86,6 +86,7 @@ public record Trade(String symbol, SubProvider subProvider, char marketCenter, d
   *    **`OTC`** - OTC in the DELAYED_SIP provider.
   *    **`NASDAQ_BASIC`** - NASDAQ Basic in the NASDAQ_BASIC provider.
   *    **`IEX`** - From the IEX exchange in the REALTIME provider.
+  *    **`CBOE_ONE`** - From the CBOE One exchanges provider.
 * **marketCenter** - Provides the market center
 * **price** - the price in USD
 * **size** - the size of the last trade.
@@ -111,13 +112,110 @@ public record Quote(QuoteType type, String symbol, SubProvider subProvider, char
   *    **`OTC`** - OTC in the DELAYED_SIP provider.
   *    **`NASDAQ_BASIC`** - NASDAQ Basic in the NASDAQ_BASIC provider.
   *    **`IEX`** - From the IEX exchange in the REALTIME provider.
+  *    **`CBOE_ONE`** - From the CBOE One exchanges provider.
 * **marketCenter** - Provides the market center
 * **symbol** - Ticker symbol.
 * **price** - the price in USD
 * **size** - the size of the last ask or bid).
 * **timestamp** - a Unix timestamp in nanoseconds since unix epoch.
 * **conditions** - Provides the conditions
 
+### Equities Trade Conditions
+
+| Value | Description                                       |
+|-------|---------------------------------------------------|
+| @     | Regular Sale                                      |
+| A     | Acquisition                                       |
+| B     | Bunched Trade                                     |
+| C     | Cash Sale                                         |
+| D     | Distribution                                      |
+| E     | Placeholder                                       |
+| F     | Intermarket Sweep                                 |
+| G     | Bunched Sold Trade                                |
+| H     | Priced Variation Trade                            |
+| I     | Odd Lot Trade                                     |
+| K     | Rule 155 Trade (AMEX)                             |
+| L     | Sold Last                                         |
+| M     | Market Center Official Close                      |
+| N     | Next Day                                          |
+| O     | Opening Prints                                    |
+| P     | Prior Reference Price                             |
+| Q     | Market Center Official Open                       |
+| R     | Seller                                            |
+| S     | Split Trade                                       |
+| T     | Form T                                            |
+| U     | Extended Trading Hours (Sold Out of Sequence)     |
+| V     | Contingent Trade                                  |
+| W     | Average Price Trade                               |
+| X     | Cross/Periodic Auction Trade                      |
+| Y     | Yellow Flag Regular Trade                         |
+| Z     | Sold (Out of Sequence)                            |
+| 1     | Stopped Stock (Regular Trade)                     |
+| 4     | Derivatively Priced                               |
+| 5     | Re-Opening Prints                                 |
+| 6     | Closing Prints                                    |
+| 7     | Qualified Contingent Trade (QCT)                  |
+| 8     | Placeholder for 611 Exempt                        |
+| 9     | Corrected Consolidated Close (Per Listing Market) |
+
+
+### Equities Trade Conditions (CBOE One)
+Trade conditions for CBOE One are represented as the integer representation of a bit flag.
+
+None                      = 0,
+UpdateHighLowConsolidated = 1,
+UpdateLastConsolidated    = 2,
+UpdateHighLowMarketCenter = 4,
+UpdateLastMarketCenter    = 8,
+UpdateVolumeConsolidated  = 16,
+OpenConsolidated          = 32,
+OpenMarketCenter          = 64,
+CloseConsolidated         = 128,
+CloseMarketCenter         = 256,
+UpdateVolumeMarketCenter  = 512
+
+
+### Equities Quote Conditions
+
+| Value | Description                                 |
+|-------|---------------------------------------------|
+| R     | Regular                                     |
+| A     | Slow on Ask                                 |
+| B     | Slow on Bid                                 |
+| C     | Closing                                     |
+| D     | News Dissemination                          |
+| E     | Slow on Bid (LRP or Gap Quote)              |
+| F     | Fast Trading                                |
+| G     | Trading Range Indication                    |
+| H     | Slow on Bid and Ask                         |
+| I     | Order Imbalance                             |
+| J     | Due to Related - News Dissemination         |
+| K     | Due to Related - News Pending               |
+| O     | Open                                        |
+| L     | Closed                                      |
+| M     | Volatility Trading Pause                    |
+| N     | Non-Firm Quote                              |
+| O     | Opening                                     |
+| P     | News Pending                                |
+| S     | Due to Related                              |
+| T     | Resume                                      |
+| U     | Slow on Bid and Ask (LRP or Gap Quote)      |
+| V     | In View of Common                           |
+| W     | Slow on Bid and Ask (Non-Firm)              |
+| X     | Equipment Changeover                        |
+| Y     | Sub-Penny Trading                           |
+| Z     | No Open / No Resume                         |
+| 1     | Market Wide Circuit Breaker Level 1         |
+| 2     | Market Wide Circuit Breaker Level 2         |        
+| 3     | Market Wide Circuit Breaker Level 3         |
+| 4     | On Demand Intraday Auction                  |        
+| 45    | Additional Information Required (CTS)       |      
+| 46    | Regulatory Concern (CTS)                    |     
+| 47    | Merger Effective                            |    
+| 49    | Corporate Action (CTS)                      |   
+| 50    | New Security Offering (CTS)                 |  
+| 51    | Intraday Indicative Value Unavailable (CTS) |
+
 ### Options Trade Message
 
 ```java
@@ -289,7 +387,7 @@ client.leave()
 ```json
 {
 	"apiKey": "",
-	"provider": "REALTIME", //or DELAYED_SIP or NASDAQ_BASIC or MANUAL
+	"provider": "IEX", //or DELAYED_SIP or NASDAQ_BASIC or CBOE_ONE or MANUAL
 	"symbols": [ "AAPL", "MSFT", "GOOG" ], //This is a list of individual tickers to subscribe to, or "lobby" to subscribe to all at once (firehose).
 	"tradesOnly": true, //This indicates whether you only want trade events (true) or you want trade, ask, and bid events (false).
 	"numThreads": 4 //The number of threads to use for processing events.

pom.xml

@@ -2,7 +2,7 @@
   <modelVersion>4.0.0</modelVersion>
   <groupId>com.intrinio</groupId>
   <artifactId>IntrinioRealtimeJavaSDK</artifactId>
-  <version>7.1.2</version>
+  <version>7.2.0</version>
   <packaging>jar</packaging>
   <name>IntrinioRealtimeJavaSDK</name>
   <build>

src/SampleApp/CompositeSampleApp.java

@@ -21,7 +21,7 @@ public static void run(String[] args){
 
         intrinio.realtime.equities.Config equitiesConfig = null;
         try{
-            equitiesConfig = new intrinio.realtime.equities.Config(apiKey, intrinio.realtime.equities.Provider.NASDAQ_BASIC, null, new String[]{"MSFT", "NVDA", "AAPL"}, true, 4);
+            equitiesConfig = new intrinio.realtime.equities.Config(apiKey, intrinio.realtime.equities.Provider.NASDAQ_BASIC, null, new String[]{"MSFT", "NVDA", "AAPL"}, true, 4, false);
         }catch (Exception e){
             System.out.println("Error parsing equities config: " + e.getMessage());
             return;

src/intrinio/realtime/equities/Client.java

@@ -52,7 +52,7 @@ public class Client implements WebSocket.Listener {
 	private Thread[] processDataThreads;
 	private boolean isCancellationRequested = false;
 	private String HeaderClientInformationKey = "Client-Information";
-	private String HeaderClientInformationValue = "IntrinioRealtimeJavaSDKv7.1";
+	private String HeaderClientInformationValue = "IntrinioRealtimeJavaSDKv7.2";
 	private String HeaderMessageVersionKey = "UseNewEquitiesFormat";
 	private String HeaderMessageVersionValue = "v2";
 	//endregion Data Members
@@ -119,10 +119,14 @@ private String getAuthUrl() throws Exception {
 		switch (config.getEquitiesProvider()) {
 			case REALTIME: authUrl = "https://realtime-mx.intrinio.com/auth?api_key=" + config.getEquitiesApiKey();
 				break;
+			case IEX: authUrl = "https://realtime-mx.intrinio.com/auth?api_key=" + config.getEquitiesApiKey();
+				break;
 			case DELAYED_SIP: authUrl = "https://realtime-delayed-sip.intrinio.com/auth?api_key=" + config.getEquitiesApiKey();
 				break;
 			case NASDAQ_BASIC: authUrl = "https://realtime-nasdaq-basic.intrinio.com/auth?api_key=" + config.getEquitiesApiKey();
 				break;
+			case CBOE_ONE: authUrl = "https://cboe-one.intrinio.com/auth?api_key=" + config.getEquitiesApiKey();
+				break;
 			case MANUAL: authUrl = "http://" + config.getEquitiesIpAddress() + "/auth?api_key=" + config.getEquitiesApiKey();
 				break;
 			default: throw new Exception("Provider not specified!");
@@ -132,14 +136,19 @@ private String getAuthUrl() throws Exception {
 
 	private String getWebSocketUrl (String token) throws Exception {
 		String wsUrl;
+		String delayedPart = config.isEquitiesDelayed() ? "&delayed=true" : "";
 		switch (config.getEquitiesProvider()) {
-			case REALTIME: wsUrl = "wss://realtime-mx.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token;
+			case REALTIME: wsUrl = "wss://realtime-mx.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
+				break;
+			case IEX: wsUrl = "wss://realtime-mx.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
+				break;
+			case DELAYED_SIP: wsUrl = "wss://realtime-delayed-sip.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
 				break;
-			case DELAYED_SIP: wsUrl = "wss://realtime-delayed-sip.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token;
+			case NASDAQ_BASIC: wsUrl = "wss://realtime-nasdaq-basic.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
 				break;
-			case NASDAQ_BASIC: wsUrl = "wss://realtime-nasdaq-basic.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token;
+			case CBOE_ONE: wsUrl = "wss://cboe-one.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
 				break;
-			case MANUAL: wsUrl = "ws://" + config.getEquitiesIpAddress() + "/socket/websocket?vsn=1.0.0&token=" + token;
+			case MANUAL: wsUrl = "ws://" + config.getEquitiesIpAddress() + "/socket/websocket?vsn=1.0.0&token=" + token + delayedPart;
 				break;
 			default: throw new Exception("Provider not specified!");
 		}

src/intrinio/realtime/equities/Config.java

@@ -15,14 +15,16 @@ public class Config {
 	private String equitiesIpAddress;
 	private String[] equitiesSymbols;
 	private boolean equitiesTradesOnly = true;
+	private boolean equitiesDelayed = false;
 	private int equitiesNumThreads = 4;
 
-	public Config(String equitiesApiKey, Provider equitiesProvider, String equitiesIpAddress, String[] equitiesSymbols, boolean equitiesTradesOnly, int equitiesNumThreads) throws Exception {
+	public Config(String equitiesApiKey, Provider equitiesProvider, String equitiesIpAddress, String[] equitiesSymbols, boolean equitiesTradesOnly, int equitiesNumThreads, boolean equitiesDelayed) throws Exception {
 		this.equitiesApiKey = equitiesApiKey;
 		this.equitiesProvider = equitiesProvider;
 		this.equitiesIpAddress = equitiesIpAddress;
 		this.equitiesSymbols = equitiesSymbols;
 		this.equitiesTradesOnly = equitiesTradesOnly;
+		this.equitiesDelayed = equitiesDelayed;
 		this.equitiesNumThreads = equitiesNumThreads;
 
 		if (this.equitiesApiKey.isBlank()) {
@@ -56,6 +58,10 @@ public boolean isEquitiesTradesOnly() {
 		return equitiesTradesOnly;
 	}
 
+	public boolean isEquitiesDelayed() {
+		return equitiesDelayed;
+	}
+
 	public int getEquitiesNumThreads() {
 		return equitiesNumThreads;
 	}
@@ -67,6 +73,7 @@ public String toString() {
 				this.equitiesIpAddress,
 				String.join(", ", this.equitiesSymbols),
 				this.equitiesTradesOnly,
+				this.equitiesDelayed,
 				this.equitiesNumThreads);
 	}
 

src/intrinio/realtime/equities/Provider.java

@@ -2,8 +2,10 @@
 
 public enum Provider {
 	NONE,
-	REALTIME,
+	REALTIME, //Equivalent to IEX
 	MANUAL,
 	DELAYED_SIP,
-	NASDAQ_BASIC
+	NASDAQ_BASIC,
+	CBOE_ONE,
+	IEX
 }

src/intrinio/realtime/equities/SubProvider.java

@@ -7,5 +7,6 @@ public enum SubProvider {
 	UTP,
 	OTC,
 	NASDAQ_BASIC,
-	IEX
+	IEX,
+	CBOE_ONE
 }

src/intrinio/realtime/equities/Trade.java

@@ -67,6 +67,8 @@ public static Trade parse(byte[] bytes) {
 				break;
 			case 6: subProvider = SubProvider.IEX;
 				break;
+			case 7: subProvider = SubProvider.CBOE_ONE;
+				break;
 			default: subProvider = SubProvider.IEX;
 		}
 
@@ -119,6 +121,8 @@ public static Trade parse(ByteBuffer bytes) {
 				break;
 			case 6: source = SubProvider.IEX;
 				break;
+			case 7: source = SubProvider.CBOE_ONE;
+				break;
 			default: source = SubProvider.IEX;
 		}
 

src/intrinio/realtime/equities/config.json

@@ -1,7 +1,8 @@
 {
 	"equitiesApiKey": "",
-	"equitiesProvider": "REALTIME",
+	"equitiesProvider": "IEX",
 	"equitiesSymbols": [ "GOOG", "MSFT", "AAPL" ],
 	"equitiesTradesOnly": false,
-	"equitiesNumThreads": 2
+	"equitiesNumThreads": 2,
+	"equitiesDelayed": false
 }

src/intrinio/realtime/options/Client.java

@@ -35,7 +35,7 @@ public class Client implements WebSocket.Listener {
 	private final Lock dataBucketLock = new ReentrantLock();
 	private final LinkedBlockingDeque<Tuple<byte[], Boolean>> dataBucket = new LinkedBlockingDeque<Tuple<byte[], Boolean>>();
 	private final WebSocketState wsState = new WebSocketState();
-	private final String Version = "IntrinioRealtimeOptionsJavaSDKv7.1";
+	private final String Version = "IntrinioRealtimeOptionsJavaSDKv7.2";
 	//endregion Final data members
 
 	//region Data Members