Public Member Functions

Globex::MDApplication Class Reference

Represents CME Globex application. More...

#include <B2BITS_MDApplication.h>

List of all members.

Public Member Functions

virtual MDApplicationListenergetListener () const =0
 Returns listener assigned to application.
virtual bool join (time_t timeout)=0
 Waits until application is stopped or timeout accured.
virtual void join ()=0
 Waits until application is stopped.
virtual void release ()=0
 Releases resources assigned to application.
virtual void resolveInstrumentBySecDesc (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security description.
virtual void resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security ID.
virtual void resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener, std::string const &channel_id)=0
 Subscribes to instrument replay by security ID in channel defined by channel_id.
virtual void resolveInstrumentBySecurityGroup (std::string const &secGroup, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security group.
virtual void resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by symbol.
virtual void resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener, std::string const &channel_id)=0
 Subscribes to instrument replay by symbol in channel defined by channel_id.
virtual bool resolveInstrumentsByChannelID (std::string const &channel_id, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay channel by channel ID.
virtual void startListeningXMessagesByApplication (std::string const &channelId)=0
 start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty string for all channels
virtual void stop ()=0
 Stops application.
virtual void stopChannelListener (std::string const &channel_id, SecurityDefinitionListener *listener)=0
 Unsubscribe ftom instrument replay by channel id.
virtual void stopListeningXMessagesByApplication (std::string const &channelId)=0
 param channelId -id of channel or empty string for all channels
virtual void stopSecDescListener (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security description.
virtual void stopSecGroupListener (std::string const &secGroup, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security group.
virtual void stopSecIDListener (SecurityID const &secID, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security ID.
virtual void stopSymbolListener (Symbol const &symbol, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by symbol.
virtual void subscribe (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security description.
virtual void subscribeAll (RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to the market data for all instruments on market.
virtual void subscribeBySecurityDesc (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security description.
virtual bool subscribeBySecurityID (SecurityID const &secID, const Globex::SecurityDesc &secDesc, std::string const &channel_id, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security ID and channel info.
virtual void unsubscribe (SecurityDesc const &symbol)=0
 Unsubscribes from instrument by security description.
virtual void unsubscribeAll ()=0
 Unsubscribe from all instruments.
virtual void unsubscribeBySecurityDesc (SecurityDesc const &secDesc)=0
 Unsubscribes from instrument by security description.
virtual void unsubscribeBySecurityID (SecurityID const &secID)=0
 Unsubscribes from instrument by security ID.
virtual ~MDApplication (void)

Detailed Description

Represents CME Globex application.

Definition at line 247 of file B2BITS_MDApplication.h.


Constructor & Destructor Documentation

virtual Globex::MDApplication::~MDApplication ( void   ) [inline, virtual]

Definition at line 250 of file B2BITS_MDApplication.h.


Member Function Documentation

virtual MDApplicationListener* Globex::MDApplication::getListener (  ) const [pure virtual]

Returns listener assigned to application.

virtual void Globex::MDApplication::join (  ) [pure virtual]

Waits until application is stopped.

virtual bool Globex::MDApplication::join ( time_t  timeout ) [pure virtual]

Waits until application is stopped or timeout accured.

return true, if application was stopped

virtual void Globex::MDApplication::release (  ) [pure virtual]

Releases resources assigned to application.

virtual void Globex::MDApplication::resolveInstrumentBySecDesc ( SecurityDesc const &  secDesc,
SecurityDefinitionListener listener 
) [pure virtual]

Subscribes to instrument replay by security description.

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const &  secID,
SecurityDefinitionListener listener 
) [pure virtual]

Subscribes to instrument replay by security ID.

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const &  secID,
SecurityDefinitionListener listener,
std::string const &  channel_id 
) [pure virtual]

Subscribes to instrument replay by security ID in channel defined by channel_id.

virtual void Globex::MDApplication::resolveInstrumentBySecurityGroup ( std::string const &  secGroup,
SecurityDefinitionListener listener 
) [pure virtual]

Subscribes to instrument replay by security group.

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const &  symbol,
SecurityDefinitionListener listener 
) [pure virtual]

Subscribes to instrument replay by symbol.

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const &  symbol,
SecurityDefinitionListener listener,
std::string const &  channel_id 
) [pure virtual]

Subscribes to instrument replay by symbol in channel defined by channel_id.

virtual bool Globex::MDApplication::resolveInstrumentsByChannelID ( std::string const &  channel_id,
SecurityDefinitionListener listener 
) [pure virtual]

Subscribes to instrument replay channel by channel ID.

virtual void Globex::MDApplication::startListeningXMessagesByApplication ( std::string const &  channelId ) [pure virtual]

start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty string for all channels

virtual void Globex::MDApplication::stop (  ) [pure virtual]

Stops application.

Method does not stop application immediately. Use join method to wait until will stop.

virtual void Globex::MDApplication::stopChannelListener ( std::string const &  channel_id,
SecurityDefinitionListener listener 
) [pure virtual]

Unsubscribe ftom instrument replay by channel id.

virtual void Globex::MDApplication::stopListeningXMessagesByApplication ( std::string const &  channelId ) [pure virtual]

param channelId -id of channel or empty string for all channels

virtual void Globex::MDApplication::stopSecDescListener ( SecurityDesc const &  secDesc,
SecurityDefinitionListener listener 
) [pure virtual]

Unsubscribe from instrument replay by security description.

virtual void Globex::MDApplication::stopSecGroupListener ( std::string const &  secGroup,
SecurityDefinitionListener listener 
) [pure virtual]

Unsubscribe from instrument replay by security group.

virtual void Globex::MDApplication::stopSecIDListener ( SecurityID const &  secID,
SecurityDefinitionListener listener 
) [pure virtual]

Unsubscribe from instrument replay by security ID.

virtual void Globex::MDApplication::stopSymbolListener ( Symbol const &  symbol,
SecurityDefinitionListener listener 
) [pure virtual]

Unsubscribe from instrument replay by symbol.

virtual void Globex::MDApplication::subscribe ( SecurityDesc const &  secDesc,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
) [pure virtual]

Subscribes to market data for instrument by security description.

Deprecated:
This method is deprecated, use subscribeBySecurityDesc instead
virtual void Globex::MDApplication::subscribeAll ( RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY ) [pure virtual]

Subscribes to the market data for all instruments on market.

virtual void Globex::MDApplication::subscribeBySecurityDesc ( SecurityDesc const &  secDesc,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
) [pure virtual]

Subscribes to market data for instrument by security description.

virtual bool Globex::MDApplication::subscribeBySecurityID ( SecurityID const &  secID,
const Globex::SecurityDesc secDesc,
std::string const &  channel_id,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
) [pure virtual]

Subscribes to market data for instrument by security ID and channel info.

virtual void Globex::MDApplication::unsubscribe ( SecurityDesc const &  symbol ) [pure virtual]

Unsubscribes from instrument by security description.

Deprecated:
This method is deprecated, use unsubscribeBySecurityDesc instead
virtual void Globex::MDApplication::unsubscribeAll (  ) [pure virtual]

Unsubscribe from all instruments.

virtual void Globex::MDApplication::unsubscribeBySecurityDesc ( SecurityDesc const &  secDesc ) [pure virtual]

Unsubscribes from instrument by security description.

virtual void Globex::MDApplication::unsubscribeBySecurityID ( SecurityID const &  secID ) [pure virtual]

Unsubscribes from instrument by security ID.