OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
MarketSubscription Struct Reference

#include <MarketSubscription.h>

Public Member Functions

 MarketSubscription (MarketType marketType=static_cast< MarketType >(-1), MarketSubType::Enum marketSubType=MarketSubType::NonImplied, SecurityType::Enum securityType=SecurityType::Futures, BookDepth::Enum bookDepth=BookDepth::TOP5PL, int priority=0)
bool operator== (const MarketSubscription &) const
bool operator!= (const MarketSubscription &) const
bool operator< (const MarketSubscription &) const
std::string toString () const

Static Public Member Functions

static MarketSubscription deserialize (const char *)

Public Attributes

MarketType marketType
MarketSubType::Enum marketSubType
SecurityType::Enum securityType
BookDepth::Enum bookDepth
int priority
MarketIds marketIds

Detailed Description

Definition at line 33 of file MarketSubscription.h.

Constructor & Destructor Documentation

MarketSubscription ( MarketType  marketType = static_cast< MarketType >(-1),
MarketSubType::Enum  marketSubType = MarketSubType::NonImplied,
SecurityType::Enum  securityType = SecurityType::Futures,
BookDepth::Enum  bookDepth = BookDepth::TOP5PL,
int  priority = 0 

Initializes subscription attributes for given market type id, security type and book depth.

Member Function Documentation

static MarketSubscription deserialize ( const char *  )

Deserialize from a string representation.

bool operator!= ( const MarketSubscription rhs) const

Returns true if current instance is not equal to the given.

Definition at line 112 of file MarketSubscription.h.

bool operator< ( const MarketSubscription right) const

Returns true if this market subscription is less than a given.

Definition at line 117 of file MarketSubscription.h.

bool operator== ( const MarketSubscription rhs) const

Returns true if current instance is equal to the given.

Definition at line 89 of file MarketSubscription.h.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

BookDepth::Enum bookDepth

Specifies book depth.

Definition at line 50 of file MarketSubscription.h.

MarketIds marketIds

Specifies a list of market ID's for which Handler calls callbacks.

If the list is empty, calls will be made for all ID's.

Definition at line 59 of file MarketSubscription.h.

MarketSubType::Enum marketSubType

Specifies type of market functionality.

As a result of the increased messaging over the full implied channels, you may experience additional latency as compared to the non-full implied channels.

By default all subscription is for non-implied channels.

Definition at line 44 of file MarketSubscription.h.

MarketType marketType

Id of market type for which books should be maintained.

Definition at line 36 of file MarketSubscription.h.

int priority

Priority (to arrarange product definition requests).

By default, the priority set to zero.

Definition at line 55 of file MarketSubscription.h.

SecurityType::Enum securityType

Specifies type of securities received in product definition response.

Definition at line 47 of file MarketSubscription.h.

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