OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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InstrumentSelection Class Reference

Public Types

typedef TinySet< SecurityIdSecurityIds
typedef TinyStrSet Symbols
typedef TinyStrSet SecurityGroups
typedef TinyStrSet Assets

Public Member Functions

 InstrumentSelection ()
 InstrumentSelection (const InstrumentSelection &other)
const SecurityIdssecurityIds () const
SecurityIdssecurityIds ()
const SecurityGroupssecurityGroups () const
SecurityGroupssecurityGroups ()
const Symbolssymbols () const
Symbolssymbols ()
const Assetsassets () const
Assetsassets ()
void clear ()
InstrumentSelectionoperator= (const InstrumentSelection &other)

Detailed Description

Represents selection of instruments whose market data is to be processed by the Handler.

Definition at line 31 of file Filtering.h.

Member Typedef Documentation

◆ Assets

typedef TinyStrSet Assets

Collection of assets specified for given instrument selection.

Definition at line 57 of file Filtering.h.

◆ SecurityGroups

Collection of security groups specified for given instrument selection.

Definition at line 51 of file Filtering.h.

◆ SecurityIds

Collection of security ids specified for given instrument selection.

Definition at line 39 of file Filtering.h.

◆ Symbols

Collection of symbols specified for given instrument selection.

Definition at line 45 of file Filtering.h.

Constructor & Destructor Documentation

◆ InstrumentSelection() [1/2]

InstrumentSelection ( )
inline

Initializes empty selection.

Definition at line 60 of file Filtering.h.

◆ InstrumentSelection() [2/2]

InstrumentSelection ( const InstrumentSelection & other)
inline

Initializes selection as copy of the other instance.

Definition at line 66 of file Filtering.h.

Member Function Documentation

◆ assets() [1/2]

Assets & assets ( )
inline

Securities selected by their assets.

Definition at line 135 of file Filtering.h.

◆ assets() [2/2]

const Assets & assets ( ) const
inline

Securities selected by their assets.

Definition at line 128 of file Filtering.h.

◆ clear()

void clear ( )
inline

Clears selection.

Definition at line 141 of file Filtering.h.

◆ operator=()

InstrumentSelection & operator= ( const InstrumentSelection & other)
inline

Re-initializes selection as copy of the other instance.

Definition at line 153 of file Filtering.h.

◆ securityGroups() [1/2]

SecurityGroups & securityGroups ( )
inline

Securities selected by their groups.

Definition at line 105 of file Filtering.h.

◆ securityGroups() [2/2]

const SecurityGroups & securityGroups ( ) const
inline

Securities selected by their groups.

Definition at line 98 of file Filtering.h.

◆ securityIds() [1/2]

SecurityIds & securityIds ( )
inline

Securities selected by their identifiers.

Definition at line 90 of file Filtering.h.

◆ securityIds() [2/2]

const SecurityIds & securityIds ( ) const
inline

Securities selected by their identifiers.

Definition at line 83 of file Filtering.h.

◆ symbols() [1/2]

Symbols & symbols ( )
inline

Securities selected by their symbols.

Definition at line 120 of file Filtering.h.

◆ symbols() [2/2]

const Symbols & symbols ( ) const
inline

Securities selected by their symbols.

Definition at line 113 of file Filtering.h.