Instrument Class Reference

Instrument. More...

#include <B2BITS_CmeMdpInstrument.h>

Public Member Functions
virtual Channel *	getChannel () const =0
	Returns owning channel. More...
virtual std::string	getSymbol () const =0
	Returns instrument symbol. More...
virtual InstrumentID	getId () const =0
	Returns instrument id. More...
virtual const InstrumentOptions &	getOptions () const =0
	Returns instrument options. More...
virtual unsigned int	getTradingStatus () const =0
	Returns instrument trading status. More...
virtual const ThresholdLimits *	getThresholdLimits () const =0
	Returns instrument theshold limits. More...
virtual const Trade *	getLastTrade () const =0
	Returns instrument last trade. More...
virtual u64	getElectronicVolume () const =0
	Returns instrument comulative traded volume. More...
virtual const OrderBook *	getDirectOrderBook () const =0
	Returns instrument direct order book. More...
virtual const OrderBook *	getImpliedOrderBook () const =0
	Returns instrument implied order book. More...
virtual const ConsolidatedOrderBookTop *	getConsolidatedOrderBookTop () const =0
	Returns instrument consolidated order book top. More...
virtual const TradeStatistics *	getTradeStatistics () const =0
	Returns instrument trade statistics. More...
virtual const Trade *	getNaturalRecoveryLastTrade () const =0
	Returns instrument natural recovery last trade. More...
virtual u64	getNaturalRecoveryElectronicVolume () const =0
	Returns instrument natural recovery comulative traded volume. More...
virtual const OrderBook *	getNaturalRecoveryDirectOrderBook () const =0
	Returns instrument natural recovery direct order book. More...
virtual const OrderBook *	getNaturalRecoveryImpliedOrderBook () const =0
	Returns instrument natural recovery implied order book. More...
virtual const ConsolidatedOrderBookTop *	getNaturalRecoveryConsolidatedOrderBookTop () const =0
	Returns instrument natural recovery consolidated order book top. More...
virtual bool	subscribed () const =0
	Indicates if the instrument is subscribed. More...
virtual void	subscribe (InstrumentListener *listener, bool skipRecovery=false)=0
	Subscribes to all instrument events. More...
virtual void	subscribe (InstrumentListener *listener, InstrumentSubscriptionMask subscriptionMask, bool skipRecovery=false)=0
	Subscribes to instrument events. More...
virtual void	unsubscribe ()=0
	Unsubscribes from instrument events. More...
virtual void	setTag (Tag tag)=0
	Assigns user tag to the instrument. More...
virtual Tag	getTag () const =0
	Returns instrument user tag. More...

Protected Member Functions
virtual	~Instrument ()

Detailed Description

Instrument object is used to receive market data of a particular instrument.

Constructor & Destructor Documentation

virtual ~Instrument ( )

inlineprotectedvirtual

Member Function Documentation

virtual Channel* getChannel ( ) const

pure virtual

Returns

Reference to the channel instance.

virtual std::string getSymbol ( ) const

pure virtual

Returns

Symbol of the instrument.

virtual InstrumentID getId ( ) const

pure virtual

Returns

Id of the instrument.

virtual const InstrumentOptions& getOptions ( ) const

pure virtual

Returns

Options of the instrument.

virtual unsigned int getTradingStatus ( ) const

pure virtual

Returns

MDSecurityTradingStatus value.

Note

See event ieStatusUpdate.

virtual const ThresholdLimits* getThresholdLimits ( ) const

pure virtual

Returns

Reference to the instrument theshold limits object.

Note

See event ieThresholdLimitsUpdate.

virtual const Trade* getLastTrade ( ) const

pure virtual

Returns

Reference to the instrument last trade object.

Note

See event ieTradeUpdate.

virtual u64 getElectronicVolume ( ) const

pure virtual

virtual const OrderBook* getDirectOrderBook ( ) const

pure virtual

Returns

Reference to the instrument direct order book object.

virtual const OrderBook* getImpliedOrderBook ( ) const

pure virtual

Returns

Reference to the instrument implied order book object.

virtual const ConsolidatedOrderBookTop* getConsolidatedOrderBookTop ( ) const

pure virtual

Returns

Reference to the instrument consolidated order book top object.

Note

See event ieConsolidatedBookTopUpdate.

virtual const TradeStatistics* getTradeStatistics ( ) const

pure virtual

Returns

Reference to the instrument trade statistics object.

virtual const Trade* getNaturalRecoveryLastTrade ( ) const

pure virtual

Returns

Reference to the instrument last trade object.

Note

See event ieTradeUpdate.

virtual u64 getNaturalRecoveryElectronicVolume ( ) const

pure virtual

virtual const OrderBook* getNaturalRecoveryDirectOrderBook ( ) const

pure virtual

Returns

Reference to the instrument natural recovery direct order book object.

virtual const OrderBook* getNaturalRecoveryImpliedOrderBook ( ) const

pure virtual

Returns

Reference to the instrument natural recovery implied order book object.

virtual const ConsolidatedOrderBookTop* getNaturalRecoveryConsolidatedOrderBookTop ( ) const

pure virtual

Returns

Reference to the instrument natural recovery consolidated order book top object.

Note

See event ieConsolidatedBookTopUpdate.

virtual bool subscribed ( ) const

pure virtual

Returns

True if the instrument is subscribed.

virtual void subscribe ( InstrumentListener *  listener, bool  skipRecovery = false  )

pure virtual

Parameters

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.

virtual void subscribe ( InstrumentListener *  listener, InstrumentSubscriptionMask  subscriptionMask, bool  skipRecovery = false  )

pure virtual

Parameters

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 void unsubscribe ( )

pure virtual

virtual void setTag ( Tag  tag )

pure virtual

Parameters

tag	Tag value.

virtual Tag getTag ( ) const

pure virtual

Returns

Tag value.