#include <B2BITS_CmeMdpChannel.h>

Public Member Functions
virtual MarketDataService *	getService () const =0

virtual ChannelID	getId () const =0

virtual const ChannelOptions &	getOptions () const =0

virtual Resolver *	getResolver ()=0

virtual Resolver *	getResolver (const std::string &id)=0

virtual void	getResolvers (ResolverVector *resolverVector)=0

virtual Resolver *	findResolver (const std::string &id)=0

virtual Resolver *	addResolver (const std::string &id)=0

virtual void	removeResolver (const std::string &id)=0

virtual void	removeResolvers ()=0
	Removes all resolvers from the channel. More...

virtual Instrument *	getInstrument (const std::string &symbol)=0

virtual Instrument *	getInstrument (InstrumentID id)=0

virtual void	getInstruments (InstrumentVector &instrumentVector)=0

virtual Instrument *	findInstrument (const std::string &symbol)=0

virtual Instrument *	findInstrument (InstrumentID id)=0

virtual Instrument *	addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &options)=0

virtual Instrument *	addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &options, InstrumentBuildOptions instrumentBuildOptions)=0

virtual Instrument *	addInstrument (const InstrumentDefinition *instrumentDefinition)=0

virtual Instrument *	addInstrument (const InstrumentDefinition *instrumentDefinition, InstrumentBuildOptions instrumentBuildOptions)=0

virtual Instrument *	addInstrument (const MessageHeader &message)=0

virtual Instrument *	addInstrument (const MessageHeader &message, InstrumentBuildOptions instrumentBuildOptions)=0

virtual void	removeInstrument (const std::string &symbol)=0

virtual void	removeInstrument (InstrumentID id)=0

virtual void	removeInstruments ()=0
	Removes all instruments from the channel. More...

virtual bool	connectedInstrumentDefinitionData () const =0

virtual void	connectInstrumentDefinitionData (ChannelDataListener *listener)=0

virtual void	disconnectInstrumentDefinitionData ()=0
	Disconnects from the instrument definition data feeds of the channel. More...

virtual bool	connectedSnapshotData () const =0

virtual void	connectSnapshotData (ChannelDataListener *listener)=0

virtual void	disconnectSnapshotData ()=0
	Disconnects from the snapshot data feeds of the channel. More...

virtual bool	connectedIncrementalData () const =0

virtual void	connectIncrementalData (ChannelDataListener *listener)=0

virtual void	disconnectIncrementalData ()=0
	Disconnects from the incremental data feeds of the channel. More...

virtual void	getStatistics (ChannelStatistics &statistics)=0

virtual void	setTag (Tag tag)=0

virtual Tag	getTag () const =0

virtual void	attachListener (ChannelListener *listener)=0

Protected Member Functions
virtual	~Channel ()

Detailed Description

Channel. Channel object provides access to market data of a particular CME channel. Channel object maintains a collection of resolvers and a collection of instruments.

Constructor & Destructor Documentation

virtual Cme::Mdp::Channel::~Channel ( )

inlineprotectedvirtual

Member Function Documentation

virtual Instrument* Cme::Mdp::Channel::addInstrument	(	const std::string &	symbol,
		InstrumentID	id,
		const InstrumentOptions &	options
	)

pure virtual

Adds a new instrument to the channel. All instrument build options are enabled.

Parameters

symbol	Unique name of the instrument to add.
id	Unique id of the instrument to add.
options	Instrument options.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

virtual Instrument* Cme::Mdp::Channel::addInstrument	(	const std::string &	symbol,
		InstrumentID	id,
		const InstrumentOptions &	options,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

Adds a new instrument to the channel.

Parameters

symbol	Unique name of the instrument to add.
id	Unique id of the instrument to add.
options	Instrument options.
instrumentBuildOptions	Instrument build options.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

virtual Instrument* Cme::Mdp::Channel::addInstrument ( const InstrumentDefinition * instrumentDefinition )

pure virtual

Adds a new instrument to the channel based on an instrument definition object. All instrument build options are enabled.

Parameters

instrumentDefinition Instrument definition to derive instrument options from.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

Note: This overload is intended to add instrument from Resolver::onEvent callback.

virtual Instrument* Cme::Mdp::Channel::addInstrument	(	const InstrumentDefinition *	instrumentDefinition,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

Adds a new instrument to the channel based on an instrument definition object.

Parameters

instrumentDefinition	Instrument definition to derive instrument options from.
instrumentBuildOptions	Instrument build options.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

Note: This overload is intended to add instrument from Resolver::onEvent callback.

virtual Instrument* Cme::Mdp::Channel::addInstrument ( const MessageHeader & message )

pure virtual

Adds a new instrument to the channel based on an instrument definition message. All instrument build options are enabled.

Parameters

message Instrument definition (d) message to derive instrument options from.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

Note: This overload is intended to add instrument from Resolver::onMessage callback.

virtual Instrument* Cme::Mdp::Channel::addInstrument	(	const MessageHeader &	message,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

Adds a new instrument to the channel based on an instrument definition message.

Parameters

message	Instrument definition (d) message to derive instrument options from.
instrumentBuildOptions	Instrument build options.

Returns: Reference to the instrument added.

Exceptions

Generates exception if the instrument already exists.

Note: This overload is intended to add instrument from Resolver::onMessage callback.

virtual Resolver* Cme::Mdp::Channel::addResolver ( const std::string & id )

pure virtual

Adds a new resolver to the channel.

Parameters

id	Unique id of the resolver to add.

Returns: Reference to the resolver added.

Exceptions

Generates exception if the resolver already exists.

virtual void Cme::Mdp::Channel::attachListener ( ChannelListener * listener )

pure virtual

Attaches event listener. Listener can be assigned only once and cannot be reset.

Parameters

listener Listener

virtual bool Cme::Mdp::Channel::connectedIncrementalData ( ) const

pure virtual

Indicates if the channel incremental data is connected.

Returns: True if the channel incremental data is connected.

virtual bool Cme::Mdp::Channel::connectedInstrumentDefinitionData ( ) const

pure virtual

Indicates if the channel instrument definition data is connected.

Returns: True if the channel instrument definition data is connected.

virtual bool Cme::Mdp::Channel::connectedSnapshotData ( ) const

pure virtual

Indicates if the channel snapshot data is connected.

Returns: True if the channel snapshot data is connected.

virtual void Cme::Mdp::Channel::connectIncrementalData ( ChannelDataListener * listener )

pure virtual

Connects to the incremental data feeds of the channel.

Parameters

listener Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectIncrementalData method is called.

virtual void Cme::Mdp::Channel::connectInstrumentDefinitionData ( ChannelDataListener * listener )

pure virtual

Connects to the instrument definition data feeds of the channel.

Parameters

listener Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectInstrumentDefinitionData method is called.

virtual void Cme::Mdp::Channel::connectSnapshotData ( ChannelDataListener * listener )

pure virtual

Connects to the snapshot data feeds of the channel.

Parameters

listener Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectSnapshotData method is called.

virtual void Cme::Mdp::Channel::disconnectIncrementalData ( )

pure virtual

Disconnects from the incremental data feeds of the channel.

virtual void Cme::Mdp::Channel::disconnectInstrumentDefinitionData ( )

pure virtual

Disconnects from the instrument definition data feeds of the channel.

virtual void Cme::Mdp::Channel::disconnectSnapshotData ( )

pure virtual

Disconnects from the snapshot data feeds of the channel.

virtual Instrument* Cme::Mdp::Channel::findInstrument ( const std::string & symbol )

pure virtual

Finds instrument by symbol.

Parameters

symbol Symbol of the instrument to return.

Returns: Reference to the instrument. Returns null if the instrument doesn't exist.

virtual Instrument* Cme::Mdp::Channel::findInstrument ( InstrumentID id )

pure virtual

Finds instrument by id.

Parameters

id	Id of the instrument to return,

Returns: Reference to the instrument. Returns null if the instrument doesn't exist.

virtual Resolver* Cme::Mdp::Channel::findResolver ( const std::string & id )

pure virtual

Finds resolver by id.

Parameters

id	Id of the resolver to return.

Returns: Reference to the resolver. Returns null if the resolver doesn't exist.

virtual ChannelID Cme::Mdp::Channel::getId ( ) const

pure virtual

Returns channel id.

Returns: Id of the channel.

virtual Instrument* Cme::Mdp::Channel::getInstrument ( const std::string & symbol )

pure virtual

Returns instrument by symbol.

Parameters

symbol Symbol of the instrument to return.

Returns: Reference to the instrument.

Exceptions

Generates exception if the instrument doesn't exist.

virtual Instrument* Cme::Mdp::Channel::getInstrument ( InstrumentID id )

pure virtual

Returns instrument by id.

Parameters

id	Id of the instrument to return,

Returns: Reference to the instrument.

Exceptions

Generates exception if the instrument doesn't exist.

virtual void Cme::Mdp::Channel::getInstruments ( InstrumentVector & instrumentVector )

pure virtual

Returns all instruments of the channel.

Parameters

instrumentVector Vector of instrument references to fill.

virtual const ChannelOptions& Cme::Mdp::Channel::getOptions ( ) const

pure virtual

Returns channel options.

Returns: Options of the channel.

virtual Resolver* Cme::Mdp::Channel::getResolver ( )

pure virtual

Returns default resolver.

Returns: Reference to the default resolver.

virtual Resolver* Cme::Mdp::Channel::getResolver ( const std::string & id )

pure virtual

Returns resolver by id.

Parameters

id	Id of the resolver to return.

Returns: Reference to the resolver.

Exceptions

Generates exception if the resolver doesn't exist.

virtual void Cme::Mdp::Channel::getResolvers ( ResolverVector * resolverVector )

pure virtual

Returns all resolvers of the channel.

Parameters

resolverVector Vector of resolver references to fill.

virtual MarketDataService* Cme::Mdp::Channel::getService ( ) const

pure virtual

Returns owning market data service.

Returns: Reference to the market data service instance.

virtual void Cme::Mdp::Channel::getStatistics ( ChannelStatistics & statistics )

pure virtual

Returns channel statistics.

Parameters

statistics Reference to ChannelStatistics structure to fill.

virtual Tag Cme::Mdp::Channel::getTag ( ) const

pure virtual

Returns channel user tag.

Returns: Tag value.

virtual void Cme::Mdp::Channel::removeInstrument ( const std::string & symbol )

pure virtual

Removes instrument from the channel.

Parameters

symbol of the instrument to remove.

virtual void Cme::Mdp::Channel::removeInstrument ( InstrumentID id )

pure virtual

Removes instrument from the channel.

Parameters

id	of the instrument to remove.

virtual void Cme::Mdp::Channel::removeInstruments ( )

pure virtual

Removes all instruments from the channel.

virtual void Cme::Mdp::Channel::removeResolver ( const std::string & id )

pure virtual

Removes resolver from the channel.

Parameters

id	id of the resolver to remove.

virtual void Cme::Mdp::Channel::removeResolvers ( )

pure virtual

Removes all resolvers from the channel.

virtual void Cme::Mdp::Channel::setTag ( Tag tag )

pure virtual

Assigns user tag to the channel.

Parameters

tag	Tag value.

Public Member Functions

Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation