Class Session

Session is base class for CME STP connection.

Inheritance

object

Session

Implements

IDisposable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: OnixS.CmeStpHandler

Assembly: OnixS.CmeStpHandler.dll

Syntax

public class Session : IDisposable

Constructors

Session(Uri, string, string, string)

Session constructor. Polling interval = 3 sec.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.

Session(Uri, string, string, string, ProxySettings)

Session constructor. Polling interval = 3 sec.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, ProxySettings proxy)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
ProxySettings	proxy	Proxy information.

Session(Uri, string, string, string, bool)

Session constructor. Polling interval = 3 sec.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, bool useDefaultProxy)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
bool	useDefaultProxy	true, if default Internet Explorer proxy should be used

Session(Uri, string, string, string, int)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.

Session(Uri, string, string, string, int, ProxySettings)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval, ProxySettings proxy)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.
ProxySettings	proxy	Proxy information.

Session(Uri, string, string, string, int, bool)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval, bool useDefaultProxy)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.
bool	useDefaultProxy	true, if default Internet Explorer proxy should be used

Session(Uri, string, string, string, int, SslProtocols, ProxySettings)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval, SslProtocols sslProtocol = SslProtocols.Tls12, ProxySettings proxy = null)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.
SslProtocols	sslProtocol	Ssl protocol type. Default value - Tls1.2
ProxySettings	proxy	Proxy information.

Session(Uri, string, string, string, int, SslProtocols, ProxySettings, bool)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval, SslProtocols sslProtocol = SslProtocols.Tls12, ProxySettings proxy = null, bool useDefaultProxy = false)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.
SslProtocols	sslProtocol	Ssl protocol type. Default value - Tls1.2
ProxySettings	proxy	Proxy information.
bool	useDefaultProxy	true, if default Internet Explorer proxy should be used

Session(Uri, string, string, string, int, SslProtocols, bool)

Session constructor.

Declaration

public Session(Uri uri, string senderCompID, string senderSubID, string password, int pollingInterval, SslProtocols sslProtocol = SslProtocols.Tls12, bool useDefaultProxy = false)

Parameters

Type	Name	Description
Uri	uri	Uri of CME server.
string	senderCompID	Assigned value used to identify customer firm sending message.
string	senderSubID	The user ID assigned to the sender must be provided in all uppercase letters.
string	password	CME assigned password.
int	pollingInterval	Interval in msec of subscription polling.
SslProtocols	sslProtocol	Ssl protocol type. Default value - Tls1.2
bool	useDefaultProxy	true, if default Internet Explorer proxy should be used

Properties

FixmlLogger

Logger to control logging of FIXML messages.

Declaration

public static Logger FixmlLogger { get; }

Property Value

Type	Description
Logger

HandlerLogger

Logger to control Handler related tracing and debug output.

Declaration

public static Logger HandlerLogger { get; }

Property Value

Type	Description
Logger

LicenseAlertingDaysBeforeExpiration

The number of days to alert before the license expiration.

If the number of remaining license days is less or equal to this number then the warning will be reported to the FIX Engine's log and Warning event will be invoked. The verification is performed during the Session creation.

The default value is LicenseAlertingDaysBeforeExpiration.

Declaration

public static int LicenseAlertingDaysBeforeExpiration { get; set; }

Property Value

Type	Description
int	The number of days to alert before the license expiration.

LicenseExpirationDate

Declaration

public DateTime LicenseExpirationDate { get; }

Property Value

Type	Description
DateTime

LicenseStorage

The path(s) to the folder(s) that contains the license file(s). The symbol '|' is used as a path delimiter.

The default value is LicenseStore.

Declaration

public static string LicenseStorage { get; set; }

Property Value

Type	Description
string

LicenseStores

Paths to folders that contain license files.

The default value is LicenseStore.

Declaration

public static List<string> LicenseStores { get; }

Property Value

Type	Description
List<string>

LicenseString

The string that contains the license file content.

The default value is LicenseString.

Declaration

public string LicenseString { get; set; }

Property Value

Type	Description
string

SocketReceiveTimeout

Gets or sets socket receive timeout in milliseconds. Default value is 60000 msec.

Declaration

public int SocketReceiveTimeout { get; set; }

Property Value

Type	Description
int

Subscriptions

Returns list of all active subscriptions to Trade Capture Reports.

Declaration

public ReadOnlyCollection<TradeCaptureReportRequest> Subscriptions { get; }

Property Value

Type	Description
ReadOnlyCollection<TradeCaptureReportRequest>

Methods

Dispose()

Disposes resources.

Declaration

public void Dispose()

Query(TradeCaptureReportRequest)

Query request to retrieve the current status of trades.

Declaration

public void Query(TradeCaptureReportRequest request)

Parameters

Type	Name	Description
TradeCaptureReportRequest	request	Request which contains filtering information.

Subscribe()

Subscribe to Trade Capture Reporting without filtering (all trades).

Declaration

public string Subscribe()

Returns

Type	Description
string	Subscription ID.

Subscribe(TradeCaptureReportRequest)

Subscribe to Trade Capture Reporting with filtering.

Declaration

public string Subscribe(TradeCaptureReportRequest request)

Parameters

Type	Name	Description
TradeCaptureReportRequest	request	Request which contains filtering information.

Returns

Type	Description
string	Subscription ID.

Subscribe(DateTime)

Subscribe to Trade Capture Reporting without filtering (all trades).

Declaration

public string Subscribe(DateTime startTime)

Parameters

Type	Name	Description
DateTime	startTime	The starting time of the subscription.

Returns

Type	Description
string	Subscription ID.

Unsubscribe(string)

Unsubscribe from Trade Capture Reporting.

Declaration

public void Unsubscribe(string id)

Parameters

Type	Name	Description
string	id	Subscription ID.

Events

CollateralReportReceived

Raised when TradeCaptureReport message received.

Declaration

public event EventHandler<CollateralReportEventArgs> CollateralReportReceived

Event Type

Type	Description
EventHandler<CollateralReportEventArgs>

EndOfQuery

Raised when last report on query was received.

Declaration

public event EventHandler<TradeCaptureReportRequestEventArgs> EndOfQuery

Event Type

Type	Description
EventHandler<TradeCaptureReportRequestEventArgs>

Error

Raised when unhandled error occurs.

Declaration

public event EventHandler<ErrorEventArgs> Error

Event Type

Type	Description
EventHandler<ErrorEventArgs>

FixmlMessageReceived

Raised when Fixml message received.

Declaration

public event EventHandler<FixmlMessageEventArgs> FixmlMessageReceived

Event Type

Type	Description
EventHandler<FixmlMessageEventArgs>

FixmlMessageSent

Raised when Fixml message sent.

Declaration

public event EventHandler<FixmlMessageEventArgs> FixmlMessageSent

Event Type

Type	Description
EventHandler<FixmlMessageEventArgs>

TradeCaptureReportReceived

Raised when TradeCaptureReport message received.

Declaration

public event EventHandler<TradeCaptureReportEventArgs> TradeCaptureReportReceived

Event Type

Type	Description
EventHandler<TradeCaptureReportEventArgs>

TradeCaptureReportRequestAcknowledgementReceived

Raised when TradeCaptureReportRequestAcknowledgement message received.

Declaration

public event EventHandler<TradeCaptureReportRequestAcknowledgementEventArgs> TradeCaptureReportRequestAcknowledgementReceived

Event Type

Type	Description
EventHandler<TradeCaptureReportRequestAcknowledgementEventArgs>

TradeCaptureReportRequestSent

Raised when TradeCaptureReportRequest message sent.

Declaration

public event EventHandler<TradeCaptureReportRequestEventArgs> TradeCaptureReportRequestSent

Event Type

Type	Description
EventHandler<TradeCaptureReportRequestEventArgs>

Warning

Raised when non-critical warning occurs.

Declaration

public event EventHandler<WarningEventArgs> Warning

Event Type

Type	Description
EventHandler<WarningEventArgs>

Implements

IDisposable