B2BITS FIX Antenna C++  2.27.0
Classes | Typedefs | Enumerations
Cqg Namespace Reference

Classes

class  InstrumentListener
 Instrument listener. Receives instrument related events. More...
 
class  Logger
 
class  MDApplication
 Provides access to the CQG FIX/FAST Direct Market Data feed. More...
 
class  MDApplicationListener
 MDApplication observer. More...
 
class  MDApplicationParams
 MDApplication parameters. More...
 
struct  MdGroup
 Market data group. More...
 
class  SecurityDefinitionListener
 
struct  TcpAddress
 UDP Channel configuration. More...
 
struct  UdpChannel
 UDP Channel configuration. More...
 

Typedefs

typedef FeedID const & AFeedID
 FeedID argument. More...
 
typedef std::string const & ASecurityDescription
 SecurityID argument. More...
 
typedef SecurityID ASecurityID
 SecurityID argument. More...
 
typedef SubChannelID ASubChannelID
 SubChannelID argument. More...
 
typedef std::string FeedID
 Feed ID A feed is a pair of UDP channels used to produce market data messages for a set of instruments and/or a set of instrument groups. More...
 
typedef std::string SecurityDescription
 SecurityID value. More...
 
typedef System::u64 SecurityID
 SecurityID value. More...
 
typedef System::u8 SubChannelID
 Sub-channel identifier. More...
 

Enumerations

enum  RecoveryOptions {
  RO_USE_MARKET_RECOVERY = 0, RO_USE_NATURAL_REFRESH, RO_USE_ALL_METHODS, RO_USE_MARKET_START_NATURAL_REFRESH_RECOVERY,
  RO_USE_MARKET_TCP_AS_POSIBLE_RECOVERY
}
 
enum  RecoveryReason {
  RR_NA = 0, RR_PACKET_ORDER, RR_SNAPSHOT, RR_NATURAL_RECOVERY,
  RR_RESET, RR_UNSUBSCRIBE, RR_EMPTYDATA, RR_HOLE_REASON,
  RR_OVERFLOW_REASON, RR_USER_REASON, RR_FIRST_RECOVERY_REASON, RR_FIRST_DATA_REASON
}
 

Typedef Documentation

◆ AFeedID

typedef FeedID const& Cqg::AFeedID

FeedID argument.

◆ ASecurityDescription

typedef std::string const& Cqg::ASecurityDescription

SecurityID argument.

◆ ASecurityID

SecurityID argument.

◆ ASubChannelID

SubChannelID argument.

◆ FeedID

typedef std::string Cqg::FeedID

Feed ID A feed is a pair of UDP channels used to produce market data messages for a set of instruments and/or a set of instrument groups.

◆ SecurityDescription

typedef std::string Cqg::SecurityDescription

SecurityID value.

◆ SecurityID

typedef System::u64 Cqg::SecurityID

SecurityID value.

◆ SubChannelID

typedef System::u8 Cqg::SubChannelID

Sub-channel identifier.

Extract from Message Specification: A preamble is sent before any FAST encoded message. It consists of 5 non-FAST encoded bytes in Big Endian format, of which the first 4 bytes represent the sequence number, followed by the 1-byte sub-channel identifier, which is always 0x00 at the moment.

Enumeration Type Documentation

◆ RecoveryOptions

Enumerator
RO_USE_MARKET_RECOVERY 
RO_USE_NATURAL_REFRESH 
RO_USE_ALL_METHODS 
RO_USE_MARKET_START_NATURAL_REFRESH_RECOVERY 
RO_USE_MARKET_TCP_AS_POSIBLE_RECOVERY 

◆ RecoveryReason

Enumerator
RR_NA 
RR_PACKET_ORDER 

Market Data Handler processes UDP messages in parallel inside.

sometimes one thread can process UDP message before another and pass it to the processing engine. It causes UDP message mix inside the library. Issue is not critical and handled inside library.

RR_SNAPSHOT 
RR_NATURAL_RECOVERY 
RR_RESET 
RR_UNSUBSCRIBE 
RR_EMPTYDATA 
RR_HOLE_REASON 
RR_OVERFLOW_REASON 

InstrumentListener processes messages too slow and causes message loss.

RR_USER_REASON 
RR_FIRST_RECOVERY_REASON 
RR_FIRST_DATA_REASON