#include <B2BITS_CmeMdpInstrument.h>
Instrument. Instrument object is used to receive market data of a particular instrument.
virtual Cme::Mdp::Instrument::~Instrument |
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inlineprotectedvirtual |
virtual Channel* Cme::Mdp::Instrument::getChannel |
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const |
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pure virtual |
Returns owning channel.
- Returns
- Reference to the channel instance.
Returns instrument consolidated order book top.
- Returns
- Reference to the instrument consolidated order book top object.
- Note
- See event ieConsolidatedBookTopUpdate.
virtual const OrderBook* Cme::Mdp::Instrument::getDirectOrderBook |
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const |
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pure virtual |
Returns instrument direct order book.
- Returns
- Reference to the instrument direct order book object.
virtual u64 Cme::Mdp::Instrument::getElectronicVolume |
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const |
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pure virtual |
Returns instrument comulative traded volume.
Returns instrument id.
- Returns
- Id of the instrument.
virtual const OrderBook* Cme::Mdp::Instrument::getImpliedOrderBook |
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const |
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pure virtual |
Returns instrument implied order book.
- Returns
- Reference to the instrument implied order book object.
virtual const Trade* Cme::Mdp::Instrument::getLastTrade |
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const |
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pure virtual |
Returns instrument last trade.
- Returns
- Reference to the instrument last trade object.
- Note
- See event ieTradeUpdate.
Returns instrument natural recovery consolidated order book top.
- Returns
- Reference to the instrument natural recovery consolidated order book top object.
- Note
- See event ieConsolidatedBookTopUpdate.
virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryDirectOrderBook |
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const |
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pure virtual |
Returns instrument natural recovery direct order book.
- Returns
- Reference to the instrument natural recovery direct order book object.
virtual u64 Cme::Mdp::Instrument::getNaturalRecoveryElectronicVolume |
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const |
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pure virtual |
Returns instrument natural recovery comulative traded volume.
virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryImpliedOrderBook |
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const |
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pure virtual |
Returns instrument natural recovery implied order book.
- Returns
- Reference to the instrument natural recovery implied order book object.
virtual const Trade* Cme::Mdp::Instrument::getNaturalRecoveryLastTrade |
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const |
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pure virtual |
Returns instrument natural recovery last trade.
- Returns
- Reference to the instrument last trade object.
- Note
- See event ieTradeUpdate.
Returns instrument options.
- Returns
- Options of the instrument.
virtual std::string Cme::Mdp::Instrument::getSymbol |
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const |
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pure virtual |
Returns instrument symbol.
- Returns
- Symbol of the instrument.
virtual Tag Cme::Mdp::Instrument::getTag |
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const |
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pure virtual |
Returns instrument user tag.
- Returns
- Tag value.
virtual const ThresholdLimits* Cme::Mdp::Instrument::getThresholdLimits |
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const |
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pure virtual |
Returns instrument theshold limits.
- Returns
- Reference to the instrument theshold limits object.
- Note
- See event ieThresholdLimitsUpdate.
virtual const TradeStatistics* Cme::Mdp::Instrument::getTradeStatistics |
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const |
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pure virtual |
Returns instrument trade statistics.
- Returns
- Reference to the instrument trade statistics object.
virtual unsigned int Cme::Mdp::Instrument::getTradingStatus |
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const |
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pure virtual |
Returns instrument trading status.
- Returns
- MDSecurityTradingStatus value.
- Note
- See event ieStatusUpdate.
virtual bool Cme::Mdp::Instrument::isNaturalRecoveryState |
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const |
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pure virtualnoexcept |
Checks that instrument is in natural recovery state.
virtual void Cme::Mdp::Instrument::setTag |
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Tag |
tag | ) |
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pure virtual |
Assigns user tag to the instrument.
- Parameters
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virtual void Cme::Mdp::Instrument::subscribe |
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InstrumentListener * |
listener, |
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bool |
skipRecovery = false |
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) |
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pure virtual |
Subscribes to all instrument events.
- Parameters
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listener | Reference to callback interface to listen to instrument events. |
skipRecovery | Set to true if Recovery should not be started (for example if 35=d just received from the Instrument feed) The listener must stay alive until the unsubcribe method is called. |
Subscribes to instrument events.
- Parameters
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listener | Reference to callback interface to listen to instrument events. The listener must stay alive until the unsubcribe method is called. |
subscriptionMask | Mask of instrument events to listen to. |
skipRecovery | Set to true if Recovery should not be started (for example if 35=d just received from the Instrument feed) |
virtual bool Cme::Mdp::Instrument::subscribed |
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const |
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pure virtual |
Indicates if the instrument is subscribed.
- Returns
- True if the instrument is subscribed.
virtual void Cme::Mdp::Instrument::unsubscribe |
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pure virtual |
Unsubscribes from instrument events.