#include <B2BITS_CmeMdpInstrument.h>

Classes
struct	LockGuard
	Helper class, provides thread-safe access to Instrument data. More...

Public Member Functions
virtual Channel *	getChannel () const =0

virtual std::string	getSymbol () const =0

virtual InstrumentID	getId () const =0

virtual const InstrumentOptions &	getOptions () const =0

virtual unsigned int	getTradingStatus () const =0

virtual const ThresholdLimits *	getThresholdLimits () const =0

virtual const Trade *	getLastTrade () const =0

virtual u64	getElectronicVolume () const =0
	Returns instrument comulative traded volume. More...

virtual const OrderBook *	getDirectOrderBook () const =0

virtual const OrderBook *	getImpliedOrderBook () const =0

virtual const ConsolidatedOrderBookTop *	getConsolidatedOrderBookTop () const =0

virtual const TradeStatistics *	getTradeStatistics () const =0

virtual const Trade *	getNaturalRecoveryLastTrade () const =0

virtual u64	getNaturalRecoveryElectronicVolume () const =0
	Returns instrument natural recovery comulative traded volume. More...

virtual const OrderBook *	getNaturalRecoveryDirectOrderBook () const =0

virtual const OrderBook *	getNaturalRecoveryImpliedOrderBook () const =0

virtual const ConsolidatedOrderBookTop *	getNaturalRecoveryConsolidatedOrderBookTop () const =0

virtual bool	isNaturalRecoveryState () const noexcept=0
	Checks that instrument is in natural recovery state. More...

virtual bool	subscribed () const =0

virtual void	subscribe (InstrumentListener *listener, bool skipRecovery=false)=0

virtual void	subscribe (InstrumentListener *listener, InstrumentSubscriptionMask subscriptionMask, bool skipRecovery=false)=0

virtual void	unsubscribe ()=0
	Unsubscribes from instrument events. More...

virtual void	setTag (Tag tag)=0

virtual Tag	getTag () const =0

Protected Member Functions
virtual	~Instrument ()

Detailed Description

Instrument. Instrument object is used to receive market data of a particular instrument.

Constructor & Destructor Documentation

virtual Cme::Mdp::Instrument::~Instrument ( )

inlineprotectedvirtual

Member Function Documentation

virtual Channel* Cme::Mdp::Instrument::getChannel ( ) const

pure virtual

Returns owning channel.

Returns: Reference to the channel instance.

virtual const ConsolidatedOrderBookTop* Cme::Mdp::Instrument::getConsolidatedOrderBookTop ( ) const

pure virtual

Returns instrument consolidated order book top.

Returns: Reference to the instrument consolidated order book top object.

Note: See event ieConsolidatedBookTopUpdate.

virtual const OrderBook* Cme::Mdp::Instrument::getDirectOrderBook ( ) const

pure virtual

Returns instrument direct order book.

Returns: Reference to the instrument direct order book object.

virtual u64 Cme::Mdp::Instrument::getElectronicVolume ( ) const

pure virtual

Returns instrument comulative traded volume.

virtual InstrumentID Cme::Mdp::Instrument::getId ( ) const

pure virtual

Returns instrument id.

Returns: Id of the instrument.

virtual const OrderBook* Cme::Mdp::Instrument::getImpliedOrderBook ( ) const

pure virtual

Returns instrument implied order book.

Returns: Reference to the instrument implied order book object.

virtual const Trade* Cme::Mdp::Instrument::getLastTrade ( ) const

pure virtual

Returns instrument last trade.

Returns: Reference to the instrument last trade object.

Note: See event ieTradeUpdate.

virtual const ConsolidatedOrderBookTop* Cme::Mdp::Instrument::getNaturalRecoveryConsolidatedOrderBookTop ( ) const

pure virtual

Returns instrument natural recovery consolidated order book top.

Returns: Reference to the instrument natural recovery consolidated order book top object.

Note: See event ieConsolidatedBookTopUpdate.

virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryDirectOrderBook ( ) const

pure virtual

Returns instrument natural recovery direct order book.

Returns: Reference to the instrument natural recovery direct order book object.

virtual u64 Cme::Mdp::Instrument::getNaturalRecoveryElectronicVolume ( ) const

pure virtual

Returns instrument natural recovery comulative traded volume.

virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryImpliedOrderBook ( ) const

pure virtual

Returns instrument natural recovery implied order book.

Returns: Reference to the instrument natural recovery implied order book object.

virtual const Trade* Cme::Mdp::Instrument::getNaturalRecoveryLastTrade ( ) const

pure virtual

Returns instrument natural recovery last trade.

Returns: Reference to the instrument last trade object.

Note: See event ieTradeUpdate.

virtual const InstrumentOptions& Cme::Mdp::Instrument::getOptions ( ) const

pure virtual

Returns instrument options.

Returns: Options of the instrument.

virtual std::string Cme::Mdp::Instrument::getSymbol ( ) const

pure virtual

Returns instrument symbol.

Returns: Symbol of the instrument.

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

pure virtual

Returns instrument user tag.

Returns: Tag value.

virtual const ThresholdLimits* Cme::Mdp::Instrument::getThresholdLimits ( ) const

pure virtual

Returns instrument theshold limits.

Returns: Reference to the instrument theshold limits object.

Note: See event ieThresholdLimitsUpdate.

virtual const TradeStatistics* Cme::Mdp::Instrument::getTradeStatistics ( ) const

pure virtual

Returns instrument trade statistics.

Returns: Reference to the instrument trade statistics object.

virtual unsigned int Cme::Mdp::Instrument::getTradingStatus ( ) const

pure virtual

Returns instrument trading status.

Returns: MDSecurityTradingStatus value.

Note: See event ieStatusUpdate.

virtual bool Cme::Mdp::Instrument::isNaturalRecoveryState ( ) const

pure virtualnoexcept

Checks that instrument is in natural recovery state.

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

pure virtual

Assigns user tag to the instrument.

Parameters

tag	Tag value.

virtual void Cme::Mdp::Instrument::subscribe	(	InstrumentListener *	listener,
		bool	skipRecovery = `false`
	)

pure virtual

Subscribes to all instrument events.

Parameters

listener	Reference to callback interface to listen to instrument events.
skipRecovery	Set to true if Recovery should not be started (for example if 35=d just received from the Instrument feed) The listener must stay alive until the unsubcribe method is called.

virtual void Cme::Mdp::Instrument::subscribe	(	InstrumentListener *	listener,
		InstrumentSubscriptionMask	subscriptionMask,
		bool	skipRecovery = `false`
	)

pure virtual

Subscribes to instrument events.

Parameters

listener	Reference to callback interface to listen to instrument events. The listener must stay alive until the unsubcribe method is called.
subscriptionMask	Mask of instrument events to listen to.
skipRecovery	Set to true if Recovery should not be started (for example if 35=d just received from the Instrument feed)

virtual bool Cme::Mdp::Instrument::subscribed ( ) const

pure virtual

Indicates if the instrument is subscribed.

Returns: True if the instrument is subscribed.

virtual void Cme::Mdp::Instrument::unsubscribe ( )

pure virtual

Unsubscribes from instrument events.

Classes

Public Member Functions

Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation