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B2BITS CME MDP Handler API Reference
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Market data service options.
#include <B2BITS_CmeMdpMarketDataService.h>
Public Member Functions | |
| MarketDataServiceOptions () | |
Public Attributes | |
| std::string | channelConfigFile_ |
| Channel configuration file path. More... | |
| std::set< ChannelID > | activeChannels_ |
| List of channels from Channel configuration file which will be used by Market Data Service. More... | |
| 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_ |
| Credentials for TCP Recovery. More... | |
| std::string | password_ |
| std::string | gatewayAddress_ |
| Gateway address for internal testing purpose. More... | |
| bool | useMBOFeeds_ |
| Defines whether to use MBO or MBP market data feeds. More... | |
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inline |
| std::string channelConfigFile_ |
| std::set<ChannelID> activeChannels_ |
| RecoveryType lateJoinRecoveryType_ |
| RecoveryType joinRecoveryType_ |
| union { ... } |
| RecoveryType gapRecoveryType_ |
| MarketDataServiceSequenceOptions recoverySequenceOptions_ |
| MarketDataServiceThreadOptions recoveryThreadOptions_ |
| MarketDataServiceSocketOptions recoverySocketOptions_ |
| MarketDataServiceSequenceOptions incrementalSequenceOptions_ |
| MarketDataServiceThreadOptions incrementalThreadOptions_ |
| MarketDataServiceSocketOptions incrementalSocketOptions_ |
| MarketDataServiceLoggingOptions loggingOptions_ |
| std::string username_ |
| std::string password_ |
| std::string gatewayAddress_ |
| bool useMBOFeeds_ |
1.8.6