OnixS C++ CME Market Data Handler  5.7.0
API documentation
RealtimeFeedLayout Struct Reference

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

Public Types

enum  Enum {
  FeedAOnly, FeedBOnly, FeedAWithFailoverToFeedB, FeedBWithFailoverToFeedA,
  BothFeedsWithArbitrage
}
 
typedef UInt32 Base
 

Detailed Description

Defines feed layout alternates available for real-time feed like incremental one.

Definition at line 917 of file FeedSettings.h.

Member Typedef Documentation

typedef UInt32 Base

Integral type used as basement for constants.

Definition at line 920 of file FeedSettings.h.

Member Enumeration Documentation

enum Enum
Enumerator
FeedAOnly 

Indicates only feed A is used as source for market data.

FeedBOnly 

Indicates only feed B is used as source for market data.

FeedAWithFailoverToFeedB 

Feed A is used as primary source of market data. If Handler detects absence of market data on feed A, it switches to feed B to continue market data processing. Feed B is used by Handler until market data absence is detected on it. In that case Handler will switch back to feed A. In other words, this layout instructs Handler to cycle between feeds if data absence is detected starting from feed A.

FeedBWithFailoverToFeedA 

Feed B is used as primary source of market data. If Handler detects absence of market data on feed B, it switches to feed A to continue market data processing. Feed A is used by Handler until market data absence is detected on it. In that case Handler will switch back to feed B. In other words, this layout instructs Handler to cycle between feeds if data absence is detected starting from feed B.

BothFeedsWithArbitrage 

Handler arbitrates between both feeds A and B.

Definition at line 922 of file FeedSettings.h.


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