FeedType Enumeration | Table of Content | Handler Constructor |
Handler Class |
Namespace: OnixS.CmeMdHandler
public class Handler : IDisposable
The Handler type exposes the following members.
Name | Description | |
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BestBidOfferTrackingOptions |
Describes parameters and thresholds which
will be used to track best bids and best asks.
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BookUpdatedCallbackPolicy |
Gets book updated callbacks policy.
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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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DecoderLibraryPath |
Path to generated decoder library assembly.
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DecoderTypeFullName |
Get or set the name of the decoder class which will be used when LoadDecoderLibrary is true.
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DirectBookDefaultDepth |
Get or set default depth for direct book.
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FixMessagesTraceSwitch |
Trace switch to control fix message processing related tracing and debug output.
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ImpliedBookDefaultDepth |
Get or set default depth for implied book.
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LicenseExpirationDate |
Gets license expiration date.
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LicensePath |
Path to the directory where license file located.
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LoadDecoderLibrary |
Get or set if the handler should load existing decoding library or create a new one.
DecoderTypeFullName property will specify decoder type full name.
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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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MaximumOutOfOrderIncrementalQueueSize |
Get or set maximum incremental packets cache size. This cache are used for packet alignment. Default value is 5.
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NumberOfQueuedIncrementalRefreshMessages |
Gets count of queued incremental refresh messages.
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OrderBookTraceSwitch |
Trace switch to control order books related tracing and debug output.
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OutOfOrderIncrementalQueueSize |
Gets count of incremental messages, cached in sorting cache.
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ReceiveBufferSize |
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.
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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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ReceivingThreadPriority |
Get or set thread priority of receiving thread.
Default value is normal.
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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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SbeTemplatesFile |
Path to the CME SBE templates file.
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SecurityDefinitionsCacheRoot |
Gets or Sets path where Security Definitions cache will be stored.
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SecurityGroupFilters |
Gets Security Group filtering values.
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SecurityIdFilters |
Gets Security ID filtering values.
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State |
Handler's state.
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SymbolFilters |
Gets Symbol filtering values.
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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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UdpSocketBufferSize |
Gets or sets socket receive buffer size in bytes.
Default value is 4194304 = 4MB.
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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 sets 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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Name | Description | |
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AddSecurityGroupFilter |
Add the Security Group filtering value.
The filter is inclusive.
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AddSecurityIdFilter |
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.
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AddSymbolFilter |
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.
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ClearSecurityGroupFilters |
Removes all the Security Group filters.
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ClearSecurityIdFilters |
Removes all the Security ID filters.
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ClearSymbolFilters |
Removes all the Symbol filters.
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Dispose() |
Stops handler and clear resources.
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Dispose(Boolean) |
Stops handler and clear resources.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
LogTrace |
Write information text message to trace log.
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MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
Pause |
Pauses log replay.
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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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RemoveSymbolFilter |
Removes the Symbol filter value.
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Resume |
Resumes log replay.
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Start() |
Starts the receiving and processing of market data.
Market joining strategy is Late Join.
Security definitions was not cached.
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Start(Boolean) |
Starts the receiving and processing of market
data using cache security definitions option.
Market joining strategy is Late Join.
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Start(HandlerStartupStrategy) |
Starts the receiving and processing of market data.
Security definitions was not cached.
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Start(ReplayOptions) |
Starts handler in replaying logs mode.
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Start(HandlerStartupStrategy, Boolean) |
Starts the receiving and processing of market data using startupStrategy and cache security definitions option.
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Stop |
Stops the receiving and processing of market data.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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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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MarketByOrderBookChanged |
Market by Order Book is changed.
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MarketByOrderBookReset |
Market by Order Book is reset.
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MarketByOrderBookTopOfTheBookUpdated |
Market By Order Book top of the book is updated.
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MarketByOrderBookUpdated |
Market by Order Book is updated.
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MessageProcessingFinished |
Message Processing Finished.
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MessageProcessingStarted |
FIX message processing is started.
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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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OrderIds |
Order ids are received.
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PacketProcessingFinished |
Packet Processing Finished.
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PacketProcessingStarted |
Packet processing is started.
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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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RequestForQuote |
Order ids are received.
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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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