forwardFeedType Enumeration   Table of ContentHandler Constructor forward
Handler Class
Provides access to the CME Group market data via SBE protocols.
Inheritance Hierarchy
System.Object
  OnixS.CmeMdHandler.Handler

Namespace:  OnixS.CmeMdHandler
Assembly:  OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax
C#
public class Handler : IDisposable

The Handler type exposes the following members.

Constructors
  NameDescription
Public methodHandler
Constructor.
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Properties
  NameDescription
Public propertyBestBidOfferTrackingOptions
Describes parameters and thresholds which will be used to track best bids and best asks.
Public propertyBookUpdatedCallbackPolicy
Gets book updated callbacks policy.
Public propertyChannelConfigurationFile
Path to the CME Market Data Feed Channel configuration XML file.
Public propertyChannelId
CME Market Data Feed Channel ID.
Public propertyDecoderLibraryPath
Path to generated decoder library assembly.
Public propertyDecoderTypeFullName
Get or set the name of the decoder class which will be used when LoadDecoderLibrary is true.
Public propertyDirectBookDefaultDepth
Get or set default depth for direct book.
Public propertyStatic memberFixMessagesTraceSwitch
Trace switch to control fix message processing related tracing and debug output.
Public propertyImpliedBookDefaultDepth
Get or set default depth for implied book.
Public propertyLicenseExpirationDate
Gets license expiration date.
Public propertyStatic memberLicensePath
Path to the directory where license file located.
Public propertyLoadDecoderLibrary
Get or set if the handler should load existing decoding library or create a new one. DecoderTypeFullName property will specify decoder type full name.
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 propertyMaximumOutOfOrderIncrementalQueueSize
Get or set maximum incremental packets cache size. This cache are used for packet alignment. Default value is 5.
Public propertyNumberOfQueuedIncrementalRefreshMessages
Gets count of queued incremental refresh messages.
Public propertyStatic memberOrderBookTraceSwitch
Trace switch to control order books related tracing and debug output.
Public propertyOutOfOrderIncrementalQueueSize
Gets count of incremental messages, cached in sorting cache.
Public propertyReceiveBufferSize
Gets or sets size of receiving buffer in bytes. Increasing this buffer will decrease GC load. If value will be less or equal then 65536 bytes, then default system value of 65536 bytes will be used. Default value is 65536 * 10.
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 propertyReceivingThreadPriority
Get or set thread priority of receiving thread. Default value is normal.
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 propertySbeTemplatesFile
Path to the CME SBE templates file.
Public propertySecurityDefinitionsCacheRoot
Gets or Sets path where Security Definitions cache will be stored.
Public propertySecurityGroupFilters
Gets Security Group filtering values.
Public propertySecurityIdFilters
Gets Security ID filtering values.
Public propertyState
Handler's state.
Public propertySymbolFilters
Gets Symbol filtering values.
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 propertyUdpSocketBufferSize
Gets or sets socket receive buffer size in bytes. Default value is 4194304 = 4MB.
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 sets 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
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Methods
  NameDescription
Public methodAddSecurityGroupFilter
Add the Security Group filtering value. The filter is inclusive.
Public methodAddSecurityIdFilter
Add the Security ID filtering value. The filter is inclusive. Note: this method can be called only when handler was in STOPPED, STARTED or SECURITY_DEFINITIONS_RECOVERY_STARTED state or from onSecurityDefinition callback. If this method will be called from other place this can lead to order book build errors for specified security.
Public methodAddSymbolFilter
Add the Symbol filtering value. The filter is inclusive. Note: this method can be called only when handler was in STOPPED, STARTED or SECURITY_DEFINITIONS_RECOVERY_STARTED state or from onSecurityDefinition callback. If this method will be called from other place this can lead to order book build errors for specified security.
Public methodClearSecurityGroupFilters
Removes all the Security Group filters.
Public methodClearSecurityIdFilters
Removes all the Security ID filters.
Public methodClearSymbolFilters
Removes all the Symbol filters.
Public methodDispose()
Stops handler and clear resources.
Protected methodDispose(Boolean)
Stops handler and clear resources.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodStatic memberLogTrace
Write information text message to trace log.
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodPause
Pauses log replay.
Public methodRemoveSecurityGroupFilter
Removes the Security Group filter value.
Public methodRemoveSecurityIdFilter
Removes the SecurityId filter value.
Public methodRemoveSymbolFilter
Removes the Symbol filter value.
Public methodResume
Resumes log replay.
Public methodStart()
Starts the receiving and processing of market data. Market joining strategy is Late Join. Security definitions was not cached.
Public methodStart(Boolean)
Starts the receiving and processing of market data using cache security definitions option. Market joining strategy is Late Join.
Public methodStart(HandlerStartupStrategy)
Starts the receiving and processing of market data. Security definitions was not cached.
Public methodStart(ReplayOptions)
Starts handler in replaying logs mode.
Public methodStart(HandlerStartupStrategy, Boolean)
Starts the receiving and processing of market data using startupStrategy 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.)
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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 eventMarketByOrderBookChanged
Market by Order Book is changed.
Public eventMarketByOrderBookReset
Market by Order Book is reset.
Public eventMarketByOrderBookTopOfTheBookUpdated
Market By Order Book top of the book is updated.
Public eventMarketByOrderBookUpdated
Market by Order Book is updated.
Public eventMessageProcessingFinished
Message Processing Finished.
Public eventMessageProcessingStarted
FIX message processing is started.
Public eventNoDataOnFeedReceived
No data on feed is not received during ReceiveTimeoutInMilliseconds. To turn on this event property ReportNoDataWarning should be set to true.
Public eventOrderIds
Order ids are received.
Public eventPacketProcessingFinished
Packet Processing Finished.
Public eventPacketProcessingStarted
Packet processing is started.
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 eventRequestForQuote
Order ids are received.
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.
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See Also