Handler ClassTable of ContentHandler Constructor

The Handler type exposes the following members.

Constructors

  NameDescription
Public methodHandler
Constructor.

Methods

  NameDescription
Public methodAddSecurityDescriptionFilter
Add the Secirity Description filtering value. The filter is inclusive.
Public methodAddSecurityGroupFilter
Add the Secirity Group filtering value. The filter is inclusive.
Public methodAddSecurityIdFilter
Public methodAddSubchannelFilter
Add the Subchannel filtering value. The filter is inclusive.
Public methodAddSymbolFilter
Add the Symbol filtering value. The filter is inclusive.
Public methodClearSecurityDescriptionFilters
Public methodClearSecurityGroupFilters
Public methodClearSecurityIdFilters
Public methodClearSubchannelFilters
Public methodClearSymbolFilters
Public methodEquals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Protected methodFinalize
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodStatic memberLogTrace
Put text message to log
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnConsolidatedOrderBookTopOfTheBookUpdated
Is called when the Consolidated Order Book top of the book is updated.
Protected methodOnConsolidatedOrderBookUpdated
Is called when the Consolidated Order Book is updated.
Protected methodOnDirectOrderBookUpdated
Is called when the regular order book is updated.
Protected methodOnError
Is called when Error is reported.
Protected methodOnImpliedOrderBookChanged
Is called when the implied order book is changed.
Protected methodOnImpliedOrderBookReset
Is called when the implied order book is reset.
Protected methodOnImpliedOrderBookTopOfTheBookUpdated
Is called when the implied order book top of the book is updated.
Protected methodOnImpliedOrderBookUpdated
Is called when the implied order book is updated.
Protected methodOnInfo
Is called when the information message is reported.
Protected methodOnMessageProcessingFinished
Is called when the message processing is finished.
Protected methodOnMessageProcessingStarted
Is called when the message processing is started.
Protected methodOnNewsReceived
Is called when the News message is received.
Protected methodOnNoDataOnFeedReceived
Is called when NoDataOnFeed is reported.
Protected methodOnRegularOrderBookChanged
Is called when the regular order book is changed.
Protected methodOnRegularOrderBookReset
Is called when the regular order book is reset.
Protected methodOnRegularOrderBookTopOfTheBookUpdated
Is called when the regular order book top of the book is updated.
Protected methodOnSecurityDefinitionDeleted
Is called when the security definition message is received.
Protected methodOnSecurityDefinitionReceived
Is called when the security definition message is received.
Protected methodOnSecurityStatusChanged
Is called when the Security Status is changed.
Protected methodOnStateChanged
Is called when Handler's state is changed.
Protected methodOnStatistcsReset
Is called when the Security Status is changed.
Protected methodOnStatistics
Is called when the statistics is received.
Protected methodOnTrade
Is called when the trade is received.
Protected methodOnWarning
Is called when the Warning is reported.
Public methodRemoveSecurityDescriptionFilter
Removes the Security Description filter value.
Public methodRemoveSecurityGroupFilter
Removes the Security Group filter value.
Public methodRemoveSecurityIdFilter
Removes the SecurityId filter value.
Public methodRemoveSubchannelFilter
Removes the Subchannel filter value.
Public methodRemoveSymbolFilter
Removes the Symbol filter value.
Public methodStart()()()()
Starts the receiving and processing of market data. All types of books are maintained. Security definitions was not cached.
Public methodStart(Boolean)
Starts the receiving and processing of market data using cache security definitions option. All types of books are maintained.
Public methodStart(BooksMaintenanceOptions)
Starts the receiving and processing of market data using the spelcified books maintainance options. Security definitions was not cached.
Public methodStart(ReplayOptions)
Starts handler in replaying logs mode. All types of books are maintained.
Public methodStart(BooksMaintenanceOptions, ReplayOptions)
Starts handler in replaying logs mode using the spelcified books maintainance options.
Public methodStart(BooksMaintenanceOptions, Boolean)
Starts the receiving and processing of market data using the spelcified books maintainance options and cache security definitions option.
Public methodStop
Stops the receiving and processing of market data.
Public methodToString
Returns a String that represents the current Object.
(Inherited from Object.)

Properties

  NameDescription
Public propertyBestBidAskTrackingOptions
Describes parameters and thresholds wich will be used to track best bids and best asks.
Public propertyChannelConfigurationFile
Path to the CME Market Data Feed Channel configuration XML file.
Public propertyChannelId
CME Market Data Feed Channel ID.
Public propertyDisposeFixMessages
Gets or Set the flag to dispose fix messages after handler was process it. Default value is true.
Public propertyFastTemplateFile
Path to the CME FAST templates file.
Public propertyStatic memberFixDialectDescriptionFile
Path the CME FIX dialect description file.
Public propertyStatic memberFixMessagesTraceSwitch
Trace switch to control fix message processing related tracing and debug output.
Public propertyStatic memberLicenseFile
Path to the license file.
Public propertyLocalNetworkInterface
The local network interface that is used to receive UDP multicast packets.
Public propertyLocalNetworkInterfaceA
The local network interface that is used to receive UDP multicast packets for "A" feeds.
Public propertyLocalNetworkInterfaceB
The local network interface that is used to receive UDP multicast packets for "B" feeds.
Public propertyStatic memberMaximumNumberOfQueuedIncrementalRefreshMessages
Maximum number of queued Market Data Incremental Refresh (X) messages.
Public propertyStatic memberOrderBookTraceSwitch
Trace switch to control order books related tracing and debug output.
Public propertyStatic memberReceiversTraceSwitch
Trace switch to control udp receivers related tracing and debug output.
Public propertyReceiveTimeoutInMilliseconds
Gets or sets the amount of time a Handler will wait to receive data once a read operation is initiated.
Public propertyRecoverSecurityDefinitionsOnGap
Option to recover the Security Definition messages each time when the message sequence gap is detected.
Public propertyReportNoDataWarning
Gets or Set the flag to suppress OnWarning events for "NO DATA in Incremental A/B UdpReceiver during ReceiveTimeoutInMilliseconds"
Public propertySecurityDefinitionsCacheRoot
Gets or Sets path where Security Definitions cache will be stored.
Public propertySecurityDescriptionFilters
Public propertySecurityGroupFilters
Public propertySecurityIdFilters
Public propertyState
Handler's state.
Public propertySubchannelFilters
Public propertySymbolFilters
Public propertyTcpReplay
Option to use the TcpReplay Channel for recovory of missed messages.
Public propertyTcpReplayPassword
Password or passphrase to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
Public propertyTcpReplayReconnectAttempts
Number of attempts to receive missed messages via CME Tcp Replay service.
Public propertyTcpReplayReconnectIntervalInMilliseconds
Interval between attempts to receive missed messages via CME Tcp Replay service (in milliseconds).
Public propertyTcpReplayUsername
Userid or username to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
Public propertyStatic memberTimestamp
Timestamp delegate.
Public propertyStatic memberTraceSwitch
Trace switch to control Handler related tracing and debug output.
Public propertyUseIncrementalFeedA
Gets or Set the flag to use or not Incremental (UDP) Feed A
Public propertyUseIncrementalFeedB
Gets or Set the flag to use or not Incremental (UDP) Feed B
Public propertyUseInstrumentReplayFeedA
Gets or Set the flag to use or not Instrument Definition (UDP) Feed A
Public propertyUseInstrumentReplayFeedB
Gets or Set the flag to use or not Instrument Definition (UDP) Feed B
Public propertyUseSnapshotFeedA
Gets or Set the flag to use or not Market Recovery (UDP) Feed A
Public propertyUseSnapshotFeedB
Gets or Set the flag to use or not Market Recovery (UDP) Feed B

Events

  NameDescription
Public eventConsolidatedOrderBookTopOfTheBookUpdated
Consolidated Order Book top of the book is updated.
Public eventConsolidatedOrderBookUpdated
Consolidated Order Book is updated.
Public eventError
Error is reported.
Public eventImpliedOrderBookChanged
Implied Order Book is changed.
Public eventImpliedOrderBookReset
Implied Order Book is reset.
Public eventImpliedOrderBookTopOfTheBookUpdated
Implied Order Book top of the book is updated.
Public eventImpliedOrderBookUpdated
Implied Order Book is updated.
Public eventInfo
Information message is reported.
Public eventMessageProcessingFinished
Message Processing Finished.
Public eventMessageProcessingStarted
FIX message processing is started.
Public eventNewsReceived
News message is received.
Public eventNoDataOnFeedReceived
No data on feed is not received during ReceiveTimeoutInMilliseconds. To turn on this event property ReportNoDataWarning should be set to true.
Public eventRegularOrderBookChanged
Regular Order Book is changed.
Public eventRegularOrderBookReset
Regular Order Book is reset.
Public eventRegularOrderBookTopOfTheBookUpdated
Regular Order Book top of the book is updated.
Public eventRegularOrderBookUpdated
Regular Order Book is updated.
Public eventReplayError
Error during logs replay is reported.
Public eventReplayFinished
Logs replay finished.
Public eventSecurityDefinitionDeleted
Security Definition message is deleted.
Public eventSecurityDefinitionReceived
Security Definition message is received.
Public eventSecurityStatusChanged
Security Status is changed.
Public eventStateChanged
Handler's state is changed.
Public eventStatistics
Statistics is received.
Public eventStatisticsReset
Security Status is changed.
Public eventTrade
Trade is received.
Public eventWarning
Warning is reported.

See Also