Filtering Products

Defining Products of Interest

By default, Handler processes market data for all products available in a particular market data service. For certain service, it may be a huge amount of data which may cause the Handler to allocate significant amount of system resources (like a memory). From other side, it often happens that not all products are the point of interest. For these reasons, Handler provides an ability to define a subset of products for which Handler will monitor market data, maintain books and report about changes in statistics. No events will be fired by the Handler for any product not present in the defined subset. This feature is called product filtering.

Operating over product filter is similar to the process of filling bag with apples. OnixS::Euronext::XDP::Handler::addFilter member must be used to put a product name into the collection of securities for which the Handler must process market data. There's no limits on quantity of products which can be included into filtering. Client code may put from single up to all securities available in the single market data channel.

If at least one product is added to the filter, Handler stops raising events for all product available in the market data channel. Since that moment Handler will fire events only for product included into filtering.

To remove security from the filter, it's necessary to call OnixS::Euronext::XDP::Handler::removeFilter member. Handler will continue processing market data and raising events only for the products which remain in the filter.

If collection of products in the filter becomes empty, Handler starts processing market data and event notifing for all products in the market data channel.

To ensure no products are available in the securities filter, use OnixS::Euronext::XDP::Handler::removeAllFilters member. It will clear the filter.