InstrumentCsvFileParser Struct Reference

Instrument Csv File Parser. More...

Public Member Functions
	InstrumentCsvFileParser (const std::string &filename, const std::string &micCode="")
	Constructor.
	InstrumentCsvFileParser (const std::string &filename, std::set< std::string > micCodes)
	Constructor.
MdiFeedDescriptors	findMdiFeedDescriptorsByInstruments (const std::set< SecurityId > &ids) const
	Returns the list of feed descriptors to process given securities.
MdiFeedDescriptors	findMdiFeedDescriptorsByInstrumentGroups (const std::set< std::string > &names) const
	Returns the list of feed descriptors to process given instrument groups.
const InstrumentDescriptions &	instruments () const
	Returns all security definitions related to segment.
SecurityIds	fetchIds ()
	Returns all security ids related to segment.

Detailed Description

Instrument Csv File Parser.