Channels

Channel object is used to receive market data of a particular CME channel. More...

Classes
struct	Cme::Mdp::ChannelOptions
	Channel options. More...
struct	Cme::Mdp::ChannelDataEvent
	Channel data event. More...
struct	Cme::Mdp::ChannelStatistics
	Channel statistics. More...
class	Cme::Mdp::Channel
class	Cme::Mdp::ChannelDataListener
class	Cme::Mdp::ChannelListener

Typedefs
typedef std::vector< Channel * >	Cme::Mdp::ChannelVector

Enumerations
enum	Cme::Mdp::ChannelDataEventType { Cme::Mdp::cdeFeedConnected, Cme::Mdp::cdeFeedDisconnected, Cme::Mdp::cdeFeedFail }
	Channel data event type. More...
enum	Cme::Mdp::ChannelDataControlCode { Cme::Mdp::cdccContinue }

Detailed Description

Channel object is used to receive market data of a particular CME channel.

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Channel object is used to receive market data of a particular CME channel and maintains a collection of resolvers and a collection of instruments. Channel objects for channels defined in the channel configuration file are instantiated automatically by the open method.

Typedef Documentation

typedef std::vector<Channel*> Cme::Mdp::ChannelVector

Enumeration Type Documentation

enum Cme::Mdp::ChannelDataControlCode

Channel data control code. Channel data control code is used to control channel data processing from channel data listener callback functions.

Enumerator
cdccContinue

enum Cme::Mdp::ChannelDataEventType

Channel data event type.

Enumerator
cdeFeedConnected	Feed connected.
cdeFeedDisconnected	Feed disconnected.
cdeFeedFail