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

CME FAST/FIX Globex namespace. More...

Classes

struct  ChannelConnection
 Represents CME channel connection. More...
 
class  InstrumentListener
 Receives instrument related events. More...
 
class  MDApplication
 Represents CME Globex application. More...
 
class  MDApplicationListener
 Represents CME Globex application listener. More...
 
struct  MDApplicationParams
 Startup parameters. More...
 
class  MDThreadManager
 Represents CME Globex thread manager. More...
 
class  SecurityDefinitionListener
 Receives Security Definition messages. More...
 
struct  TCPReplayParams
 Represents TCPReplay params. More...
 

Typedefs

typedef std::vector< Engine::TagValue * > Increments
 
typedef std::string SecurityDesc
 
typedef System::u64 SecurityID
 
typedef std::string Symbol
 

Enumerations

enum  RecoveryOptions { RO_USE_MARKET_RECOVERY = 0, RO_USE_NATURAL_REFRESH, RO_USE_ALL_METHODS, RO_USE_MARKET_START_NATURAL_REFRESH_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
}
 

Detailed Description

CME FAST/FIX Globex namespace.

Typedef Documentation

◆ Increments

typedef std::vector<Engine::TagValue*> Globex::Increments

◆ SecurityDesc

typedef std::string Globex::SecurityDesc

◆ SecurityID

typedef System::u64 Globex::SecurityID

◆ Symbol

typedef std::string Globex::Symbol

Enumeration Type Documentation

◆ RecoveryOptions

Enumerator
RO_USE_MARKET_RECOVERY 
RO_USE_NATURAL_REFRESH 
RO_USE_ALL_METHODS 
RO_USE_MARKET_START_NATURAL_REFRESH_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