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 *  )

static

Deserialize from a string representation.

bool operator!= ( const MarketSubscription &  rhs ) const

inline

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

inline

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

inline

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.

Note

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.

Note

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:

• OnixS/ICE/iMpact/MarketData/MarketSubscription.h