OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++  1.1.2.0
Public Types | Public Member Functions | Public Attributes | List of all members
ConnectionParameters Class Reference

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...
 

Detailed Description

Connection parameters.

Member Data Documentation

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