OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
Loading...
Searching...
No Matches
GapAndErrorHandlingOptions Struct Reference

Public Types

enum  Enum
typedef UInt32 Base

Detailed Description

Defines the way Handler has to handle gap in real-time (incremental) data.

Definition at line 81 of file SessionSettings.h.

Member Typedef Documentation

◆ Base

typedef UInt32 Base

Integral type serving as basement for given enumeration.

Definition at line 86 of file SessionSettings.h.

Member Enumeration Documentation

◆ Enum

enum Enum

Defines the way Handler has to handle gap in real-time (incremental) data.

Enumerator
RecoverMarketState 

Handler recovers market state from snapshots.

RecoverInstrumentsAndMarketState 

Handler recovers instruments and market state afterwards.

ContinueProcessing 

Handler continues processing of real-time market data.

Definition at line 90 of file SessionSettings.h.