System RequirementsTable of ContentRecommended Development Environment

By default, Handler processes market data for all securities available in a particular market data channel. For certain channels, it may be a huge amount of data which may cause the Handler to allocate significant amount of system resources (like a memory). From other side, it often happens that not all securities are the point of interest. For these reasons, Handler provides an ability to define a subset of securities for which Handler will monitor market data, maintain books and report about changes in statistics. No events will be fired by the Handler for any security not present in a defined subset. Subsets can be specified by security id, security description and subchannel. The subchannel identifiers are be mapped to group codes in the config.xml file.

Filtering must be manipulated only when the Handler is stopped. Once Handler is started to process market data, filters must not be modified.

Filtering By Security Id

There're three Handler members which affect security id filtering:

  1. AddSecurityIdFilter()()()() puts a security id into the collection of security ids for which the Handler must process market data.
  2. RemoveSecurityIdFilter()()()() excludes single security id from the set of security ids for which the Handler processes market data.
  3. ClearSecurityIdFilters()()()() removes all security id filters and restores default behavior when all the market data is processed by the Handler.

Filtering By Security Description

There're three Handler members which affect security description filtering:

  1. AddSecurityDescriptionFilter()()()() puts a security description into the collection of security descriptions for which the Handler must process market data.
  2. RemoveSecurityDescriptionFilter()()()() excludes single security description from the set of security descriptions for which the Handler processes market data.
  3. ClearSecurityDescriptionFilters()()()() removes all security description filters and restores default behavior when all the market data is processed by the Handler.

Filtering Securities using Sub-Channel Identifiers

There're three Handler members which affect sub-channel filtering:

  1. AddSubchannelFilter()()()() puts a sub-channel id into the collection of sub-channels for which the Handler must process market data.
  2. RemoveSubchannelFilter()()()() excludes single sub-channel id from the set of sub-channels for which the Handler processes market data.
  3. ClearSubchannelFilters()()()() removes all sub-channel filters and restores default behavior when all the market data is processed by the Handler.