ConnectionMessage Class Reference

List of all members.

Public Types
typedef std::vector< std::string >	OptionClassesRequested
Public Member Functions
	ConnectionMessage (const ConnectionMessage &)
const ConnectionMessage &	operator= (const ConnectionMessage &)
const HighResolutionTime &	receivingTime () const
	Returns high-resolution time when message was received.
MessageType::Enum	type () const
	Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeader &	header () const
	Access to the message header.
MessageHeader &	header ()
void	resetSequence (UInt64)
	Indicates the last message received.
UInt64	resetSequence () const
void	equityOptions (bool)
	Client wants to receive all regular market messages on the Options market.
bool	equityOptions () const
void	futures (bool)
	Client wants to receive all regular market messages on the Futures market.
bool	futures () const
void	marketDepth (MarketDepth::Enum)
	Client wants to receive (see MarketDepth in Enums.h for constant names):
MarketDepth::Enum	marketDepth () const
void	strategies (bool)
	Client wants to receive: true: Regular market messages, and all the Strategies on the different trading instruments false: Only regular market messages.
bool	strategies () const
void	marketSummaries (bool)
	true: Client wants to receive ONLY the market summaries and the Instrument key messages
bool	marketSummaries () const
void	gapControl (bool)
	Client will receive GAP messages:
bool	gapControl () const
void	protocolVersion (HsvfProtocolVersion::Enum)
	Values supported (see HsvfProtocolVersion in Enums.h for constant names):
HsvfProtocolVersion::Enum	protocolVersion () const
void	optionClassesRequested (const OptionClassesRequested &)
	Option class requested (using the 6 character Root Symbol, right padded with blanks).
const OptionClassesRequested &	optionClassesRequested () const
std::string	toString () const
	Returns the human-friendly representation of the message.
Protected Attributes
Implementation *	impl

---

Member Function Documentation

void equityOptions

(

bool

)

Client wants to receive all regular market messages on the Options market.

Note: Options can be filtered by class. See 'optionClassesRequested' methods.

void gapControl

(

bool

)

Client will receive GAP messages:

true: Yes Note: Applicable only if 'Number of Options Classes Requested is greater than 000. Is not available under HSVF Protocol Version D2.

false: No Note: The sequence number will not be in an n+1 order.

void marketDepth

(

MarketDepth::Enum

)

Client wants to receive (see MarketDepth in Enums.h for constant names):

MarketDepth::TopFiveBidAsks: Market Depth messages (type H*) on the top 5 Bids/ Asks for the type of trading instruments chosen

MarketDepth::BestBidAsk: The best Bid/Ask message (type F*) for the type of trading instrument chosen

MarketDepth::TradeWithoutQuotes: Trade messages (type C*) without Quotes or Market Depth messages

void marketSummaries

(

bool

)

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

void optionClassesRequested

(

const OptionClassesRequested &

)

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).

Maximum: 999 option classes

Note: Option classes which represented with shorter then 6-character string are padded automatically to fit 6-characters length. This paddign performed by the optionClassesRequested(const OptionClassesRequested &) method, i.e. vector returned by optionClassesRequested() ALWAYS contains 6-character symbols.

void protocolVersion

(

HsvfProtocolVersion::Enum

)

Values supported (see HsvfProtocolVersion in Enums.h for constant names):

HsvfProtocolVersion::NewSymbology: to receive the new Symbology message format and Implied Price changes.

HsvfProtocolVersion::Default: to receive the actual message format.

const HighResolutionTime& receivingTime

(

)

const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

void resetSequence

(

UInt64

)

Indicates the last message received.

Messages will restart at ’0000000001’ every day.

MessageType::Enum type

(

)

const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::ConnectionMessage. The same value is accessible through header().type() call.

Implements Message.