B2BITS FIX Antenna C++  2.27.1
Public Member Functions | Protected Member Functions | List of all members
Cqg::MDApplication Class Referenceabstract

Provides access to the CQG FIX/FAST Direct Market Data feed. More...

#include <B2BITS_CqgMDApplication.h>

Public Member Functions

virtual void join ()=0
 Waits until all threads and asynchronous operations assigned to instance are completed. More...
 
virtual void release () const =0
 Destroys the object and cleanup all assigned resources. More...
 
virtual void stop ()=0
 Stops all threads assigned to instance. More...
 
virtual void subscribeBySecurityDescription (InstrumentListener *listener, ASecurityDescription securityDesc, RecoveryOptions recoveryMode=RO_USE_MARKET_RECOVERY)=0
 Subscribes for market data for instrument given by SecurityID. More...
 
virtual void subscribeBySecurityID (InstrumentListener *listener, ASecurityID securityID, AFeedID feedID=FeedID(), ASubChannelID subChannel=0, RecoveryOptions recoveryMode=RO_USE_MARKET_RECOVERY)=0
 Subscribes for market data for instrument given by SecurityID. More...
 
virtual void unsubscribeAll ()=0
 Stop data processing for all instruments. More...
 
virtual void unsubscribeBySecurityDescription (ASecurityDescription securityDesc)=0
 Stop processing data for specified instrument. More...
 
virtual void unsubscribeBySecurityID (ASecurityID securityID, AFeedID feedID=FeedID())=0
 Stop processing data for specified instrument. More...
 

Protected Member Functions

virtual ~MDApplication ()
 Virtual destructor. More...
 

Detailed Description

Provides access to the CQG FIX/FAST Direct Market Data feed.

Constructor & Destructor Documentation

◆ ~MDApplication()

virtual Cqg::MDApplication::~MDApplication ( )
inlineprotectedvirtual

Virtual destructor.

Use MDApplication::release to destroy the instance.

Member Function Documentation

◆ join()

virtual void Cqg::MDApplication::join ( )
pure virtual

Waits until all threads and asynchronous operations assigned to instance are completed.

◆ release()

virtual void Cqg::MDApplication::release ( ) const
pure virtual

Destroys the object and cleanup all assigned resources.

◆ stop()

virtual void Cqg::MDApplication::stop ( )
pure virtual

Stops all threads assigned to instance.

Method is non-blocking. Use MDApplication::join to complete the operation

◆ subscribeBySecurityDescription()

virtual void Cqg::MDApplication::subscribeBySecurityDescription ( InstrumentListener listener,
ASecurityDescription  securityDesc,
RecoveryOptions  recoveryMode = RO_USE_MARKET_RECOVERY 
)
pure virtual

Subscribes for market data for instrument given by SecurityID.

Parameters
listenerInstance of InstrumentListener to receive notifications
securityDescSecurityDescription(107) of instrument Kind of recovery
Note
SecurityDescription is not unique identifier of instrument, subscription will failed if duplicates exists

◆ subscribeBySecurityID()

virtual void Cqg::MDApplication::subscribeBySecurityID ( InstrumentListener listener,
ASecurityID  securityID,
AFeedID  feedID = FeedID(),
ASubChannelID  subChannel = 0,
RecoveryOptions  recoveryMode = RO_USE_MARKET_RECOVERY 
)
pure virtual

Subscribes for market data for instrument given by SecurityID.

Parameters
listenerInstance of InstrumentListener to receive notifications
securityIDSecurityID(48) of instrument
feedIDID of the feed on which instrument is published
subChannelSub-channel identifier. Should be 0 at the moment, Kind of recovery

◆ unsubscribeAll()

virtual void Cqg::MDApplication::unsubscribeAll ( )
pure virtual

Stop data processing for all instruments.

◆ unsubscribeBySecurityDescription()

virtual void Cqg::MDApplication::unsubscribeBySecurityDescription ( ASecurityDescription  securityDesc)
pure virtual

Stop processing data for specified instrument.

◆ unsubscribeBySecurityID()

virtual void Cqg::MDApplication::unsubscribeBySecurityID ( ASecurityID  securityID,
AFeedID  feedID = FeedID() 
)
pure virtual

Stop processing data for specified instrument.