Security Filtering

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

Filtering must be manipulated only when Handler is stopped or receiving security definitions. Once the 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:

• AddSecurityIdFilter(Int32) puts a security id into the collection of security ids for which Handler must process market data.
• RemoveSecurityIdFilter(Int32) excludes single security id from the set of security ids for which Handler processes market data.
• ClearSecurityIdFilters() removes all security id filters and restores default behavior when all market data are processed by Handler.

Filtering By Symbol

There're three Handler members which affect symbol filtering:

• AddSymbolFilter(String) puts a symbol into the collection of security descriptions for which Handler must process market data.
• RemoveSymbolFilter(String) excludes single symbol from the set of security descriptions for which Handler processes market data.
• ClearSymbolFilters() removes all symbol filters and restores default behavior when all market data are processed by Handler.

Filtering By Security Group

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

• AddSecurityGroupFilter(String) puts a security group into the collection of security descriptions for which Handler must process market data.
• RemoveSecurityGroupFilter(String) excludes single security group from the set of security descriptions for which Handler processes market data.
• ClearSecurityGroupFilters() removes all security group filters and restores default behavior when all market data are processed by Handler.