Connection parameters. More...
Public Types | |
typedef std::vector< std::string > | SymbolRootArray |
Alias for collection. | |
Public Member Functions | |
ConnectionParameters () | |
Initialize default instance. | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
UInt32 | resetSequence |
Indicates the last message received. More... | |
bool | futures |
Client wants to receive all regular market messages on the Futures market. | |
bool | equityOptions |
Client wants to receive all regular market messages on the Options market. | |
bool | strategies |
Client wants to receive: More... | |
bool | marketSummaries |
Client wants to receive: More... | |
MarketDepth::Enum | marketDepth |
Client wants to receive: More... | |
SymbolRootArray | classesRequested |
Option class requested (using the 6 character Root Symbol, right padded with blanks). More... | |
Connection parameters.
SymbolRootArray classesRequested |
Option class requested (using the 6 character Root Symbol, right padded with blanks).
The client must also specify the 6 character Root Symbol for all option symbols linked to an underlying (ex: for NT, you need to request NT, ZNT, WNT)
MarketDepth::Enum marketDepth |
Client wants to receive:
Top5BidAsk : Market Depth messages (type H*) on the top 5 Bids/Asks for the type of trading instruments chosen Top5BidAskAndImplied : Market Depth messages (type H*) on the top 5 Bids/Asks and the calculated implied best limit BestBidAsk : The best Bid/Ask message (type F*) for the type of trading instrument chosen TradeWithoutQuotes : Trade messages (type C*) without Quotes or MarketDepth messages
bool marketSummaries |
Client wants to receive:
true = Client wants to receive ONLY the market summaries and the Instrument key messages false = Client wants to receive the regular market messages with the summaries and the Instrument key messages
UInt32 resetSequence |
Indicates the last message received.
Messages will restart at '0000000001' every day.
bool strategies |
Client wants to receive:
true = Regular market messages, andall the Strategies on the different trading instruments false = Only regular market messages