Cme::Mdp::MarketDataServiceOptions Struct Reference

Market data service options. More...

#include <B2BITS_CmeMdpMarketDataService.h>

Collaboration diagram for Cme::Mdp::MarketDataServiceOptions:

Public Member Functions
	MarketDataServiceOptions ()

Public Attributes
std::string	channelConfigFile_
	Channel configuration file path. More...
std::set< ChannelID >	activeChannels_
union {
RecoveryType   lateJoinRecoveryType_
RecoveryType   joinRecoveryType_
};
	Type of recovery to restore data on initial late join. More...
RecoveryType	gapRecoveryType_
	Type of recovery to restore data on gaps and resets. More...
MarketDataServiceSequenceOptions	recoverySequenceOptions_
	Options to control recovery (instrument deinfition and snapshot) sequencing. More...
MarketDataServiceThreadOptions	recoveryThreadOptions_
	Options to control recovery (instrument deinfition and snapshot) threads. More...
MarketDataServiceSocketOptions	recoverySocketOptions_
	Options to control recovery (instrument deinfition and snapshot) sockets. More...
MarketDataServiceSequenceOptions	incrementalSequenceOptions_
	Options to control incremental sequencing. More...
MarketDataServiceThreadOptions	incrementalThreadOptions_
	Options to control incremental threads. More...
MarketDataServiceSocketOptions	incrementalSocketOptions_
	Options to control incremental sockets. More...
MarketDataServiceLoggingOptions	loggingOptions_
	Options to control logging. More...
std::string	username_
	Username for TCP Recovery. More...
std::string	password_
	Credentials for TCP Recovery. More...
std::string	gatewayAddress_
	Gateway address for internal testing purpose. More...
bool	useMBOFeeds_
	Defines whether to use MBO or MBP market data feeds. More...
bool	useFIXUpdates_
	When set to true - FIXMessage versions of callback will be called instead of regular ones. More...

Detailed Description

Market data service options.

Constructor & Destructor Documentation

Cme::Mdp::MarketDataServiceOptions::MarketDataServiceOptions ( )

inline

Member Data Documentation

union { ... }

Type of recovery to restore data on initial late join.

std::set<ChannelID> Cme::Mdp::MarketDataServiceOptions::activeChannels_

List of channels from Channel configuration file which will be used by Market Data Service

std::string Cme::Mdp::MarketDataServiceOptions::channelConfigFile_

Channel configuration file path.

RecoveryType Cme::Mdp::MarketDataServiceOptions::gapRecoveryType_

Type of recovery to restore data on gaps and resets.

std::string Cme::Mdp::MarketDataServiceOptions::gatewayAddress_

Gateway address for internal testing purpose.

MarketDataServiceSequenceOptions Cme::Mdp::MarketDataServiceOptions::incrementalSequenceOptions_

Options to control incremental sequencing.

MarketDataServiceSocketOptions Cme::Mdp::MarketDataServiceOptions::incrementalSocketOptions_

Options to control incremental sockets.

MarketDataServiceThreadOptions Cme::Mdp::MarketDataServiceOptions::incrementalThreadOptions_

Options to control incremental threads.

RecoveryType Cme::Mdp::MarketDataServiceOptions::joinRecoveryType_

RecoveryType Cme::Mdp::MarketDataServiceOptions::lateJoinRecoveryType_

MarketDataServiceLoggingOptions Cme::Mdp::MarketDataServiceOptions::loggingOptions_

Options to control logging.

std::string Cme::Mdp::MarketDataServiceOptions::password_

Credentials for TCP Recovery.

MarketDataServiceSequenceOptions Cme::Mdp::MarketDataServiceOptions::recoverySequenceOptions_

Options to control recovery (instrument deinfition and snapshot) sequencing.

MarketDataServiceSocketOptions Cme::Mdp::MarketDataServiceOptions::recoverySocketOptions_

Options to control recovery (instrument deinfition and snapshot) sockets.

MarketDataServiceThreadOptions Cme::Mdp::MarketDataServiceOptions::recoveryThreadOptions_

Options to control recovery (instrument deinfition and snapshot) threads.

bool Cme::Mdp::MarketDataServiceOptions::useFIXUpdates_

When set to true - FIXMessage versions of callback will be called instead of regular ones.

bool Cme::Mdp::MarketDataServiceOptions::useMBOFeeds_

Defines whether to use MBO or MBP market data feeds.

std::string Cme::Mdp::MarketDataServiceOptions::username_

Username for TCP Recovery.