Package com.illumon.modelfarm.fitterfarm

Interface FitDataUnderlyingFutures

All Known Implementing Classes:
FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface
public interface FitDataUnderlyingFutures
A snapshot of market data needed to define future prices for an underlying security.

  • Method Details

    • getFutureIds

      long[] getFutureIds()
      Gets the future ids.
      Returns:
      future ids.

    • getFutureSyms

      String[] getFutureSyms()
      Gets the future symbols.
      Returns:
      future symbols.

    • getFutureExpirations

      DBDateTime[] getFutureExpirations()
      Gets the future expirations.
      Returns:
      future expirations.

    • getFutureBids

      double[] getFutureBids()
      Gets the future bids.
      Returns:
      future bids.

    • getFutureAsks

      double[] getFutureAsks()
      Gets the future asks.
      Returns:
      future asks.

    • getFutureMids

      default double[] getFutureMids()
      Mid-market futures prices.
      Returns:
      mid-market futures prices.

    • getFutureLasts

      double[] getFutureLasts()
      Gets the future last prices.
      Returns:
      future last prices.

    • getFutureBidSizes

      double[] getFutureBidSizes()
      Gets the future bid sizes.
      Returns:
      future bid sizes.

    • getFutureAskSizes

      double[] getFutureAskSizes()
      Gets the future ask sizes.
      Returns:
      future ask sizes.

    • getFutureBidGaps

      double[] getFutureBidGaps()
      Gets the future bid gaps.
      Returns:
      future bid gaps.

    • getFutureAskGaps

      double[] getFutureAskGaps()
      Gets the future ask gaps.
      Returns:
      future ask gaps.