OnixS C++ CME Market Data Handler  5.4.0
API documentation
InstrumentRecoveryOptions Struct Reference

#include <OnixS/CME/MDH/SessionSettings.h>

Public Types

enum  Enum { Accurate, Fast }
 
typedef UInt32 Base
 

Detailed Description

Definition at line 124 of file SessionSettings.h.

Member Typedef Documentation

typedef UInt32 Base

Integral type used as basement for constants.

Definition at line 128 of file SessionSettings.h.

Member Enumeration Documentation

enum Enum
Enumerator
Accurate 

The given strategy tells the Handler to recover instruments in the most accurate way. In particular, the Handler processes instrument definitions from the beginning of a recovery loop. If the Handler joins instrument recovery feed in the middle of a recovery loop, incoming data is ignored until a new loop begins. Also, if the Handler detects gap in a sequence of incoming packets, it will stop processing instrument definitions till the end of a loop and restart the recovery from the beginning of a new loop. The given way to recover instruments is highly recommended for the channels, where user-defined instruments are frequently added or removed during the trading week. Accurate recovery may take longer due to necessity to wait for the beginning of a new loop caused by join at the middle of a prior loop or data loss.

Fast 

The fast mode allows to start processing instrument definitions from the middle of a recovery loop without waiting for the beginning of the next loop. In case of data loss, missing definitions are recovered from the next loops. The given approach allows to recover quickly. However, the recovered set of instruments may not be accurate because of differences in the recovery loops from where the recovery data was taken.

Definition at line 130 of file SessionSettings.h.


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