The Handler type exposes the following members.
Constructors
Name | Description | |
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![]() | Handler |
Constructor.
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Methods
Name | Description | |
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![]() | AddSecurityDescriptionFilter |
Add the Secirity Description filtering value.
The filter is inclusive.
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![]() | AddSecurityGroupFilter |
Add the Secirity Group filtering value.
The filter is inclusive.
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![]() | AddSecurityIdFilter | |
![]() | AddSubchannelFilter |
Add the Subchannel filtering value.
The filter is inclusive.
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![]() | AddSymbolFilter |
Add the Symbol filtering value. The filter is inclusive.
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![]() | ClearSecurityDescriptionFilters | |
![]() | ClearSecurityGroupFilters | |
![]() | ClearSecurityIdFilters | |
![]() | ClearSubchannelFilters | |
![]() | ClearSymbolFilters | |
![]() | Equals | (Inherited from Object.) |
![]() | Finalize | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. (Inherited from Object.) |
![]() | GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
![]() | GetType | Gets the Type of the current instance. (Inherited from Object.) |
![]() ![]() | LogTrace |
Put text message to log
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![]() | MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
![]() | OnConsolidatedOrderBookTopOfTheBookUpdated |
Is called when the Consolidated Order Book top of the book is updated.
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![]() | OnConsolidatedOrderBookUpdated |
Is called when the Consolidated Order Book is updated.
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![]() | OnDirectOrderBookUpdated |
Is called when the regular order book is updated.
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![]() | OnError |
Is called when Error is reported.
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![]() | OnImpliedOrderBookChanged |
Is called when the implied order book is changed.
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![]() | OnImpliedOrderBookReset |
Is called when the implied order book is reset.
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![]() | OnImpliedOrderBookTopOfTheBookUpdated |
Is called when the implied order book top of the book is updated.
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![]() | OnImpliedOrderBookUpdated |
Is called when the implied order book is updated.
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![]() | OnInfo |
Is called when the information message is reported.
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![]() | OnMessageProcessingFinished |
Is called when the message processing is finished.
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![]() | OnMessageProcessingStarted |
Is called when the message processing is started.
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![]() | OnNewsReceived |
Is called when the News message is received.
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![]() | OnNoDataOnFeedReceived |
Is called when NoDataOnFeed is reported.
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![]() | OnRegularOrderBookChanged |
Is called when the regular order book is changed.
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![]() | OnRegularOrderBookReset |
Is called when the regular order book is reset.
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![]() | OnRegularOrderBookTopOfTheBookUpdated |
Is called when the regular order book top of the book is updated.
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![]() | OnSecurityDefinitionDeleted |
Is called when the security definition message is received.
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![]() | OnSecurityDefinitionReceived |
Is called when the security definition message is received.
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![]() | OnSecurityStatusChanged |
Is called when the Security Status is changed.
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![]() | OnStateChanged |
Is called when Handler's state is changed.
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![]() | OnStatistcsReset |
Is called when the Security Status is changed.
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![]() | OnStatistics |
Is called when the statistics is received.
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![]() | OnTrade |
Is called when the trade is received.
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![]() | OnWarning |
Is called when the Warning is reported.
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![]() | RemoveSecurityDescriptionFilter |
Removes the Security Description filter value.
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![]() | RemoveSecurityGroupFilter |
Removes the Security Group filter value.
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![]() | RemoveSecurityIdFilter |
Removes the SecurityId filter value.
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![]() | RemoveSubchannelFilter |
Removes the Subchannel filter value.
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![]() | RemoveSymbolFilter |
Removes the Symbol filter value.
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![]() | Start()()()() |
Starts the receiving and processing of market data.
All types of books are maintained.
Security definitions was not cached.
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![]() | Start(Boolean) |
Starts the receiving and processing of market
data using cache security definitions option.
All types of books are maintained.
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![]() | Start(BooksMaintenanceOptions) |
Starts the receiving and processing of market
data using the spelcified books maintainance options.
Security definitions was not cached.
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![]() | Start(ReplayOptions) |
Starts handler in replaying logs mode.
All types of books are maintained.
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![]() | Start(BooksMaintenanceOptions, ReplayOptions) |
Starts handler in replaying logs mode using the spelcified books maintainance options.
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![]() | Start(BooksMaintenanceOptions, Boolean) |
Starts the receiving and processing of market data using the spelcified
books maintainance options and cache security definitions option.
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![]() | Stop |
Stops the receiving and processing of market data.
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![]() | ToString | (Inherited from Object.) |
Properties
Name | Description | |
---|---|---|
![]() | BestBidAskTrackingOptions |
Describes parameters and thresholds wich
will be used to track best bids and best asks.
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![]() | ChannelConfigurationFile |
Path to the CME Market Data Feed Channel configuration XML file.
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![]() | ChannelId |
CME Market Data Feed Channel ID.
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![]() | DisposeFixMessages |
Gets or Set the flag to dispose fix messages after handler was process it. Default value is true.
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![]() | FastTemplateFile |
Path to the CME FAST templates file.
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![]() ![]() | FixDialectDescriptionFile |
Path the CME FIX dialect description file.
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![]() ![]() | FixMessagesTraceSwitch |
Trace switch to control fix message processing related tracing and debug output.
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![]() ![]() | LicenseFile |
Path to the license file.
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![]() | LocalNetworkInterface |
The local network interface that is used to receive UDP multicast packets.
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![]() | LocalNetworkInterfaceA |
The local network interface that is used to receive UDP multicast packets for "A" feeds.
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![]() | LocalNetworkInterfaceB |
The local network interface that is used to receive UDP multicast packets for "B" feeds.
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![]() ![]() | MaximumNumberOfQueuedIncrementalRefreshMessages |
Maximum number of queued Market Data Incremental Refresh (X) messages.
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![]() ![]() | OrderBookTraceSwitch |
Trace switch to control order books related tracing and debug output.
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![]() ![]() | ReceiversTraceSwitch |
Trace switch to control udp receivers related tracing and debug output.
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![]() | ReceiveTimeoutInMilliseconds |
Gets or sets the amount of time a Handler will wait to receive data once a read operation is initiated.
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![]() | RecoverSecurityDefinitionsOnGap |
Option to recover the Security Definition messages each time when the message sequence gap is detected.
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![]() | ReportNoDataWarning |
Gets or Set the flag to suppress OnWarning events for "NO DATA in Incremental A/B UdpReceiver during ReceiveTimeoutInMilliseconds"
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![]() | SecurityDefinitionsCacheRoot |
Gets or Sets path where Security Definitions cache will be stored.
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![]() | SecurityDescriptionFilters | |
![]() | SecurityGroupFilters | |
![]() | SecurityIdFilters | |
![]() | State |
Handler's state.
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![]() | SubchannelFilters | |
![]() | SymbolFilters | |
![]() | TcpReplay |
Option to use the TcpReplay Channel for recovory of missed messages.
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![]() | TcpReplayPassword |
Password or passphrase to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
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![]() | TcpReplayReconnectAttempts |
Number of attempts to receive missed messages via CME Tcp Replay service.
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![]() | TcpReplayReconnectIntervalInMilliseconds |
Interval between attempts to receive missed messages via CME Tcp Replay service (in milliseconds).
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![]() | TcpReplayUsername |
Userid or username to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
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![]() ![]() | Timestamp |
Timestamp delegate.
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![]() ![]() | TraceSwitch |
Trace switch to control Handler related tracing and debug output.
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![]() | UseIncrementalFeedA |
Gets or Set the flag to use or not Incremental (UDP) Feed A
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![]() | UseIncrementalFeedB |
Gets or Set the flag to use or not Incremental (UDP) Feed B
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![]() | UseInstrumentReplayFeedA |
Gets or Set the flag to use or not Instrument Definition (UDP) Feed A
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![]() | UseInstrumentReplayFeedB |
Gets or Set the flag to use or not Instrument Definition (UDP) Feed B
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![]() | UseSnapshotFeedA |
Gets or Set the flag to use or not Market Recovery (UDP) Feed A
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![]() | UseSnapshotFeedB |
Gets or Set the flag to use or not Market Recovery (UDP) Feed B
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Events
Name | Description | |
---|---|---|
![]() | ConsolidatedOrderBookTopOfTheBookUpdated |
Consolidated Order Book top of the book is updated.
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![]() | ConsolidatedOrderBookUpdated |
Consolidated Order Book is updated.
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![]() | Error |
Error is reported.
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![]() | ImpliedOrderBookChanged |
Implied Order Book is changed.
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![]() | ImpliedOrderBookReset |
Implied Order Book is reset.
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![]() | ImpliedOrderBookTopOfTheBookUpdated |
Implied Order Book top of the book is updated.
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![]() | ImpliedOrderBookUpdated |
Implied Order Book is updated.
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![]() | Info |
Information message is reported.
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![]() | MessageProcessingFinished |
Message Processing Finished.
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![]() | MessageProcessingStarted |
FIX message processing is started.
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![]() | NewsReceived |
News message is received.
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![]() | NoDataOnFeedReceived |
No data on feed is not received during ReceiveTimeoutInMilliseconds.
To turn on this event property ReportNoDataWarning should be set to true.
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![]() | RegularOrderBookChanged |
Regular Order Book is changed.
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![]() | RegularOrderBookReset |
Regular Order Book is reset.
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![]() | RegularOrderBookTopOfTheBookUpdated |
Regular Order Book top of the book is updated.
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![]() | RegularOrderBookUpdated |
Regular Order Book is updated.
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![]() | ReplayError |
Error during logs replay is reported.
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![]() | ReplayFinished |
Logs replay finished.
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![]() | SecurityDefinitionDeleted |
Security Definition message is deleted.
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![]() | SecurityDefinitionReceived |
Security Definition message is received.
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![]() | SecurityStatusChanged |
Security Status is changed.
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![]() | StateChanged |
Handler's state is changed.
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![]() | Statistics |
Statistics is received.
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![]() | StatisticsReset |
Security Status is changed.
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![]() | Trade |
Trade is received.
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![]() | Warning |
Warning is reported.
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