OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
iLink 3 Session

Inner Contents

 Universally Unique Identifier (UUID)
 
 
 Exchanging Messages
 
 Message Sequence Numbers
 

Detailed Description

An iLink 3 session is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. It is represented by the OnixS::CME::iLink3::Session class. Each iLink 3 session is identified by a Universally Unique Identifier (UUID).

For iLink order entry CME provides two gateway models: CGW and MSGW.

Constructing iLink 3 Market Segment Gateway (MSGW) Session

To create a Market Segment Gateway (MSGW) session, use OnixS::CME::iLink3::Session class with the correspondent constructors:

Example

using namespace OnixS::CME::iLink3;
SessionSettings settings;
settings.licenseStore("../../license")
.sessionId("SessionId")
.secretKey("secretKey")
.accessKey("accessKey")
.firmId("firmId");
const int MarketSegmentId = 54;
Session session(settings, MarketSegmentId, &sessionListener);

Constructing iLink 3 Convenience Gateway (CGW) Session

To create a Convenience Gateway (CGW) session, use the OnixS::CME::iLink3::CgwSession class:

Example

using namespace OnixS::CME::iLink3;
SessionSettings settings;
settings.licenseStore("../../license")
.sessionId("SessionId")
.secretKey("secretKey")
.accessKey("accessKey")
.firmId("firmId");
CgwSession session(settings, &sessionListener);