#include <B2BITS_CmeMdpChannel.h>

Public Member Functions
virtual MarketDataService *	getService () const =0
	Returns owning market data service. More...

virtual ChannelID	getId () const =0
	Returns channel id. More...

virtual const ChannelOptions &	getOptions () const =0
	Returns channel options. More...

virtual Resolver *	getResolver ()=0
	Returns default resolver. More...

virtual Resolver *	getResolver (const std::string &id)=0
	Returns resolver by id. More...

virtual void	getResolvers (ResolverVector *resolverVector)=0
	Returns all resolvers of the channel. More...

virtual Resolver *	findResolver (const std::string &id)=0
	Finds resolver by id. More...

virtual Resolver *	addResolver (const std::string &id)=0
	Adds a new resolver to the channel. More...

virtual void	removeResolver (const std::string &id)=0
	Removes resolver from the channel. More...

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

virtual Instrument *	getInstrument (const std::string &symbol)=0
	Returns instrument by symbol. More...

virtual Instrument *	getInstrument (InstrumentID id)=0
	Returns instrument by id. More...

virtual void	getInstruments (InstrumentVector &instrumentVector)=0
	Returns all instruments of the channel. More...

virtual Instrument *	findInstrument (const std::string &symbol)=0
	Finds instrument by symbol. More...

virtual Instrument *	findInstrument (InstrumentID id)=0
	Finds instrument by id. More...

virtual Instrument *	addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &instrumentOptions)=0
	Adds a new instrument to the channel. More...

virtual Instrument *	addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &instrumentOptions, InstrumentBuildOptions instrumentBuildOptions)=0
	Adds a new instrument to the channel. More...

virtual Instrument *	addInstrument (const InstrumentDefinition *instrumentDefinition)=0
	Adds a new instrument to the channel based on an instrument definition object. More...

virtual Instrument *	addInstrument (const InstrumentDefinition *instrumentDefinition, InstrumentBuildOptions instrumentBuildOptions)=0
	Adds a new instrument to the channel based on an instrument definition object. More...

virtual Instrument *	addInstrument (const MessageHeader &message)=0
	Adds a new instrument to the channel based on an instrument definition message. More...

virtual Instrument *	addInstrument (const MessageHeader &message, InstrumentBuildOptions instrumentBuildOptions)=0
	Adds a new instrument to the channel based on an instrument definition message. More...

virtual void	removeInstrument (const std::string &symbol)=0
	Removes instrument from the channel. More...

virtual void	removeInstrument (InstrumentID id)=0
	Removes instrument from the channel. More...

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

virtual bool	connectedInstrumentDefinitionData () const =0
	Indicates if the channel instrument definition data is connected. More...

virtual void	connectInstrumentDefinitionData (ChannelDataListener *dataListener)=0
	Connects to the instrument definition data feeds of the channel. More...

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

virtual bool	connectedSnapshotData () const =0
	Indicates if the channel snapshot data is connected. More...

virtual void	connectSnapshotData (ChannelDataListener *dataListener)=0
	Connects to the snapshot data feeds of the channel. More...

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

virtual bool	connectedIncrementalData () const =0
	Indicates if the channel incremental data is connected. More...

virtual void	connectIncrementalData (ChannelDataListener *dataListener)=0
	Connects to the incremental data feeds of the channel. More...

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

virtual void	getStatistics (ChannelStatistics &statistics)=0
	Returns channel statistics. More...

virtual void	setTag (Tag tag)=0
	Assigns user tag to the channel. More...

virtual Tag	getTag () const =0
	Returns channel user tag. More...

virtual void	attachListener (ChannelListener *listener)=0
	Attaches event listener. More...

Protected Member Functions
virtual	~Channel ()

Detailed Description

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 ~Channel ( )

inlineprotectedvirtual

Member Function Documentation

virtual MarketDataService* getService ( ) const

pure virtual

Returns: Reference to the market data service instance.

virtual ChannelID getId ( ) const

pure virtual

Returns: Id of the channel.

virtual const ChannelOptions& getOptions ( ) const

pure virtual

Returns: Options of the channel.

virtual Resolver* getResolver ( )

pure virtual

Returns: Reference to the default resolver.

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

pure virtual

Parameters

id	Id of the resolver to return.

Returns: Reference to the resolver.

Exceptions

Generates exception if the resolver doesn't exist.

virtual void getResolvers ( ResolverVector * resolverVector )

pure virtual

Parameters

resolverVector Vector of resolver references to fill.

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

pure virtual

Parameters

id	Id of the resolver to return.

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

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

pure virtual

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 removeResolver ( const std::string & id )

pure virtual

Parameters

id	id of the resolver to remove.

virtual void removeResolvers ( )

pure virtual

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

pure virtual

Parameters

id	Symbol of the instrument to return.

Returns: Reference to the instrument.

Exceptions

Generates exception if the instrument doesn't exist.

virtual Instrument* getInstrument ( InstrumentID id )

pure virtual

Parameters

id	Id of the instrument to return,

Returns: Reference to the instrument.

Exceptions

Generates exception if the instrument doesn't exist.

virtual void getInstruments ( InstrumentVector & instrumentVector )

pure virtual

Parameters

instrumentVector Vector of instrument references to fill.

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

pure virtual

Parameters

id	Symbol of the instrument to return.

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

virtual Instrument* findInstrument ( InstrumentID id )

pure virtual

Parameters

id	Id of the instrument to return,

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

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

pure virtual

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* addInstrument	(	const std::string &	symbol,
		InstrumentID	id,
		const InstrumentOptions &	instrumentOptions,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

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* addInstrument ( const InstrumentDefinition * instrumentDefinition )

pure virtual

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* addInstrument	(	const InstrumentDefinition *	instrumentDefinition,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

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* addInstrument ( const MessageHeader & message )

pure virtual

All instrument build options are enabled.

Parameters

instrumentMessage 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* addInstrument	(	const MessageHeader &	message,
		InstrumentBuildOptions	instrumentBuildOptions
	)

pure virtual

Parameters

instrumentMessage	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 void removeInstrument ( const std::string & symbol )

pure virtual

Parameters

Symbol of the instrument to remove.

virtual void removeInstrument ( InstrumentID id )

pure virtual

Parameters

Id	of the instrument to remove.

virtual void removeInstruments ( )

pure virtual

virtual bool connectedInstrumentDefinitionData ( ) const

pure virtual

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

virtual void connectInstrumentDefinitionData ( ChannelDataListener * dataListener )

pure virtual

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 disconnectInstrumentDefinitionData ( )

pure virtual

virtual bool connectedSnapshotData ( ) const

pure virtual

Returns: True if the channel snapshot data is connected.

virtual void connectSnapshotData ( ChannelDataListener * dataListener )

pure virtual

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 disconnectSnapshotData ( )

pure virtual

virtual bool connectedIncrementalData ( ) const

pure virtual

Returns: True if the channel incremental data is connected.

virtual void connectIncrementalData ( ChannelDataListener * dataListener )

pure virtual

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 disconnectIncrementalData ( )

pure virtual

virtual void getStatistics ( ChannelStatistics & statistics )

pure virtual

Parameters

statistics Reference to ChannelStatistics structure to fill.

virtual void setTag ( Tag tag )

pure virtual

Parameters

tag	Tag value.

virtual Tag getTag ( ) const

pure virtual

Returns: Tag value.

virtual void attachListener ( ChannelListener * listener )

pure virtual

Listener can be assigned only once and cannot be reset.

Parameters

listener Listener

Public Member Functions

Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation