EPAM B2BITS CME MDP Handler C++
5.4.2
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Market data service options. More...
#include <B2BITS_CmeMdpMarketDataService.h>
Public Member Functions | |
MarketDataServiceOptions () | |
Public Attributes | |
std::string | channelConfigFile_ |
Channel configuration file path. More... | |
std::set< ChannelID > | activeChannels_ |
union { | |
RecoveryType lateJoinRecoveryType_ | |
RecoveryType joinRecoveryType_ | |
}; | |
Type of recovery to restore data on initial late join. More... | |
RecoveryType | gapRecoveryType_ |
Type of recovery to restore data on gaps and resets. More... | |
MarketDataServiceSequenceOptions | recoverySequenceOptions_ |
Options to control recovery (instrument deinfition and snapshot) sequencing. More... | |
MarketDataServiceThreadOptions | recoveryThreadOptions_ |
Options to control recovery (instrument deinfition and snapshot) threads. More... | |
MarketDataServiceSocketOptions | recoverySocketOptions_ |
Options to control recovery (instrument deinfition and snapshot) sockets. More... | |
MarketDataServiceSequenceOptions | incrementalSequenceOptions_ |
Options to control incremental sequencing. More... | |
MarketDataServiceThreadOptions | incrementalThreadOptions_ |
Options to control incremental threads. More... | |
MarketDataServiceSocketOptions | incrementalSocketOptions_ |
Options to control incremental sockets. More... | |
MarketDataServiceLoggingOptions | loggingOptions_ |
Options to control logging. More... | |
std::string | username_ |
Username for TCP Recovery. More... | |
std::string | password_ |
Credentials for TCP Recovery. More... | |
std::string | gatewayAddress_ |
Gateway address for internal testing purpose. More... | |
bool | useMBOFeeds_ |
Defines whether to use MBO or MBP market data feeds. More... | |
bool | useFIXUpdates_ |
When set to true - FIXMessage versions of callback will be called instead of regular ones. More... | |
Market data service options.
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inline |
union { ... } |
Type of recovery to restore data on initial late join.
std::set<ChannelID> Cme::Mdp::MarketDataServiceOptions::activeChannels_ |
List of channels from Channel configuration file which will be used by Market Data Service
std::string Cme::Mdp::MarketDataServiceOptions::channelConfigFile_ |
Channel configuration file path.
RecoveryType Cme::Mdp::MarketDataServiceOptions::gapRecoveryType_ |
Type of recovery to restore data on gaps and resets.
std::string Cme::Mdp::MarketDataServiceOptions::gatewayAddress_ |
Gateway address for internal testing purpose.
MarketDataServiceSequenceOptions Cme::Mdp::MarketDataServiceOptions::incrementalSequenceOptions_ |
Options to control incremental sequencing.
MarketDataServiceSocketOptions Cme::Mdp::MarketDataServiceOptions::incrementalSocketOptions_ |
Options to control incremental sockets.
MarketDataServiceThreadOptions Cme::Mdp::MarketDataServiceOptions::incrementalThreadOptions_ |
Options to control incremental threads.
RecoveryType Cme::Mdp::MarketDataServiceOptions::joinRecoveryType_ |
RecoveryType Cme::Mdp::MarketDataServiceOptions::lateJoinRecoveryType_ |
MarketDataServiceLoggingOptions Cme::Mdp::MarketDataServiceOptions::loggingOptions_ |
Options to control logging.
std::string Cme::Mdp::MarketDataServiceOptions::password_ |
Credentials for TCP Recovery.
MarketDataServiceSequenceOptions Cme::Mdp::MarketDataServiceOptions::recoverySequenceOptions_ |
Options to control recovery (instrument deinfition and snapshot) sequencing.
MarketDataServiceSocketOptions Cme::Mdp::MarketDataServiceOptions::recoverySocketOptions_ |
Options to control recovery (instrument deinfition and snapshot) sockets.
MarketDataServiceThreadOptions Cme::Mdp::MarketDataServiceOptions::recoveryThreadOptions_ |
Options to control recovery (instrument deinfition and snapshot) threads.
bool Cme::Mdp::MarketDataServiceOptions::useFIXUpdates_ |
When set to true - FIXMessage versions of callback will be called instead of regular ones.
bool Cme::Mdp::MarketDataServiceOptions::useMBOFeeds_ |
Defines whether to use MBO or MBP market data feeds.
std::string Cme::Mdp::MarketDataServiceOptions::username_ |
Username for TCP Recovery.