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

enum Globex::RecoveryOptions

Enumerator
RO_USE_MARKET_RECOVERY
RO_USE_NATURAL_REFRESH
RO_USE_ALL_METHODS
RO_USE_MARKET_START_NATURAL_REFRESH_RECOVERY

RecoveryReason

enum Globex::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