InstrumentSelection Class Reference

#include <OnixS/CME/ConflatedUDP/Filtering.h>

Public Types
typedef TinySet< SecurityId >	SecurityIds
typedef TinyStrSet	Symbols
typedef TinyStrSet	SecurityGroups
typedef TinyStrSet	Assets

Public Member Functions
	InstrumentSelection ()
	InstrumentSelection (const InstrumentSelection &other)
const SecurityIds &	securityIds () const
SecurityIds &	securityIds ()
const SecurityGroups &	securityGroups () const
SecurityGroups &	securityGroups ()
const Symbols &	symbols () const
Symbols &	symbols ()
const Assets &	assets () const
Assets &	assets ()
void	clear ()
InstrumentSelection &	operator= (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

typedef TinyStrSet Assets

Collection of assets specified for given instrument selection.

Definition at line 57 of file Filtering.h.

typedef TinyStrSet SecurityGroups

Collection of security groups specified for given instrument selection.

Definition at line 51 of file Filtering.h.

typedef TinySet<SecurityId> SecurityIds

Collection of security ids specified for given instrument selection.

Definition at line 39 of file Filtering.h.

typedef TinyStrSet Symbols

Collection of symbols specified for given instrument selection.

Definition at line 45 of file Filtering.h.

Constructor & Destructor Documentation

InstrumentSelection ( )

inline

Initializes empty selection.

Definition at line 60 of file Filtering.h.

InstrumentSelection ( const InstrumentSelection &  other )

inline

Initializes selection as copy of the other instance.

Definition at line 66 of file Filtering.h.

Member Function Documentation

const Assets& assets ( ) const

inline

Securities selected by their assets.

Definition at line 128 of file Filtering.h.

Assets& assets ( )

inline

Securities selected by their assets.

Definition at line 135 of file Filtering.h.

void clear ( )

inline

Clears selection.

Definition at line 141 of file Filtering.h.

InstrumentSelection& operator= ( const InstrumentSelection &  other )

inline

Re-initializes selection as copy of the other instance.

Definition at line 153 of file Filtering.h.

const SecurityGroups& securityGroups ( ) const

inline

Securities selected by their groups.

Definition at line 98 of file Filtering.h.

SecurityGroups& securityGroups ( )

inline

Securities selected by their groups.

Definition at line 105 of file Filtering.h.

const SecurityIds& securityIds ( ) const

inline

Securities selected by their identifiers.

Definition at line 83 of file Filtering.h.

SecurityIds& securityIds ( )

inline

Securities selected by their identifiers.

Definition at line 90 of file Filtering.h.

const Symbols& symbols ( ) const

inline

Securities selected by their symbols.

Definition at line 113 of file Filtering.h.

Symbols& symbols ( )

inline

Securities selected by their symbols.

Definition at line 120 of file Filtering.h.

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The documentation for this class was generated from the following file:

• include/OnixS/CME/ConflatedUDP/Filtering.h