OnixS C++ CME Streamlined Market Data Handler  1.1.0.5
API documentation
InstrumentSelection Class Reference

#include <Filtering.h>

Public Types

typedef TinySet< SecurityIdSecurityIds
 
typedef TinyStrSet Symbols
 
typedef TinyStrSet SecurityGroups
 
typedef TinyStrSet Assets
 

Public Member Functions

 InstrumentSelection ()
 
 InstrumentSelection (const InstrumentSelection &other)
 
const SecurityIdssecurityIds () const
 
SecurityIdssecurityIds ()
 
const SecurityGroupssecurityGroups () const
 
SecurityGroupssecurityGroups ()
 
const Symbolssymbols () const
 
Symbolssymbols ()
 
const Assetsassets () const
 
Assetsassets ()
 
void clear ()
 
InstrumentSelectionoperator= (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.

Collection of security groups specified for given instrument selection.

Definition at line 51 of file Filtering.h.

Collection of security ids specified for given instrument selection.

Definition at line 39 of file Filtering.h.

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.


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