Micex::Mfix Namespace Reference

Classes
class	MicexFeedStatistics
class	MicexFeed
	Represents micex feed (stream) More...
class	MDApplication
	Represents micex mfix application. More...
struct	MDApplicationParams
	Startup parameters. More...
struct	ReferenceCounterBase
class	SecurityDefinitionListener
class	InstrumentListener
class	MDApplicationListener
struct	MfixIncrement

Typedefs
typedef std::vector< std::string >	ChannelIds
typedef std::string	Symbol
typedef std::string	SecurityId
typedef std::string	SecurityDescription
typedef std::vector < MfixIncrement >	Increments
typedef std::vector < MD::FIXMessage >	Snapshots

Enumerations
enum	MfixRecoveryMode {   RM_USE_MARKET_RECOVERY = 0, RM_USE_NATURAL_REFRESH, RM_USE_ALL_METHODS, RM_USE_MARKET_START_NATURAL_REFRESH_RECOVERY,   RM_TCP_REPLAY_WITH_MARKET_RECOVERY_ON_START }
enum	MfixRecoveryReason {   RR_NA = 0, RR_PACKET_ORDER, RR_SNAPSHOT, RR_NATURAL_RECOVERY,   RR_UNSUBSCRIBE, RR_TCP_RECOVERY, RR_RESET_CONNECTION }
enum	MfixFeedType {   UNKNOWN_FEED_TYPE, STATISTICS_FEED, ORDERS_FEED, TRADES_FEED,   STATUS_FEED }

Typedef Documentation

typedef std::vector<std::string> Micex::Mfix::ChannelIds

typedef std::vector<MfixIncrement> Micex::Mfix::Increments

typedef std::string Micex::Mfix::SecurityDescription

typedef std::string Micex::Mfix::SecurityId

typedef std::vector<MD::FIXMessage> Micex::Mfix::Snapshots

typedef std::string Micex::Mfix::Symbol

Enumeration Type Documentation

enum Micex::Mfix::MfixFeedType

Enumerator
UNKNOWN_FEED_TYPE
STATISTICS_FEED
ORDERS_FEED
TRADES_FEED
STATUS_FEED

enum Micex::Mfix::MfixRecoveryMode

Recovery modes

Note

Natural refresh methods should be used only for Orderbook feeds.

Enumerator
RM_USE_MARKET_RECOVERY	Recovery via snapshots.
RM_USE_NATURAL_REFRESH	Attempt to reconstruct orderbook using incremental refresh messages.
RM_USE_ALL_METHODS	Both methods, snapshots and natural refresh, whichever succeeds first.
RM_USE_MARKET_START_NATURAL_REFRESH_RECOVERY	First recovery is performed via snapshots, and all the subsequent via natural refresh.
RM_TCP_REPLAY_WITH_MARKET_RECOVERY_ON_START	First recovery is performed via snapshots, and all the subsequent via TCP-replay.

enum Micex::Mfix::MfixRecoveryReason

Enumerator
RR_NA
RR_PACKET_ORDER
RR_SNAPSHOT
RR_NATURAL_RECOVERY
RR_UNSUBSCRIBE
RR_TCP_RECOVERY
RR_RESET_CONNECTION