IceImpact::SubscriptionParams Struct Reference

SubscriptionParams specifies details to manage instrument subscriptions. More...

#include <B2BITS_IceImpactInstruments.h>

Public Member Functions
	SubscriptionParams ()

Public Attributes
bool	useBBOConflation
bool	highlyConcurrentBBOFanout_PriceLevel
bool	highlyConcurrentMessageFanout_PriceLevel
bool	highlyConcurrentMessageFanout_FOD
bool	tickerPlantMode
	Keep all known instruments' BBO updated regardless if instrument was subscribed or not. More...
bool	subscribeToAllInstrumentsFOD
bool	subscribeToAllInstrumentsTOP5
bool	subscribeToAllInstrumentsTOB
subscription_mask_t	defaultSubscriptionMask
Int64	defaultUserCookie

Detailed Description

SubscriptionParams specifies details to manage instrument subscriptions.

Constructor & Destructor Documentation

IceImpact::SubscriptionParams::SubscriptionParams ( )

inline

Member Data Documentation

subscription_mask_t IceImpact::SubscriptionParams::defaultSubscriptionMask

Subscription Mask to be used when subscribeToAllInstrumentsXXX is enabled this mask is overriden by the subscription parameter passed to subscribeToAllInstruments()

Int64 IceImpact::SubscriptionParams::defaultUserCookie

user Cookie to be passed to onBBO/onMessage callbacks when subscribeToAllInstruments is enabled Default value can be overridden by subscribeToAllInstruments calls

bool IceImpact::SubscriptionParams::highlyConcurrentBBOFanout_PriceLevel

Deliver instrument updates to user callbacks in highly concurrent manner, splitting event flows into multiple threads whenever possible. One incoming UDP packet can cause user callbacks invoked in multiple threads. This helps to decrease the average latency in case of mass subscription, but will increase the latency when subscribing to smaller number of instruments. This mode works when PerformanceParameters::performanceProfile is set to LowLatency (this is the default setting) provided there's enough number of cpu cores to activate this feature. This setting controls the BBO flow splitting behavior on TOP5 and TOB channels. Caution: enabling the feature results in onMessageFlowReset and one of the instrument specific onBBO, onMessage, onInstrumentReset callbacks to be potentially called concurrently

See Also

spreadEventFlows_PriceLevel Default value: false

bool IceImpact::SubscriptionParams::highlyConcurrentMessageFanout_FOD

See Also

spreadEventFlows_PriceLevel This setting controls the flow splitting behavior on Full Order Depth (FOD) channels. Note: messages related to the same instrument are delivered sequentially to the same thread (not concurrently). Caution: enabling the feature results in onMessageFlowReset and one of the instrument specific onMessage, onInstrumentReset callbacks to be potentially called concurrently Default value: false

bool IceImpact::SubscriptionParams::highlyConcurrentMessageFanout_PriceLevel

See Also

spreadEventFlows_PriceLevel This setting controls the message flow splitting behavior on Full Order Depth (FOD) channels. Note: messages related to the same instrument are delivered sequentially to the same thread (not concurrently). Caution: enabling the feature results in onMessageFlowReset and one of the instrument specific onBBO, onMessage, onInstrumentReset callbacks to be potentially called concurrently Default value: false

bool IceImpact::SubscriptionParams::subscribeToAllInstrumentsFOD

Subscribe to all instruments including new product definitions that appear intra-day defaultSubscriptionMask, defaultUserCookie values are applied to each instrument when subscribed or the same parameters passed to subscribeToAllInstruments() are used respectively This affects all FOD channels.

bool IceImpact::SubscriptionParams::subscribeToAllInstrumentsTOB

Subscribe to all instruments including new product definitions that appear intra-day defaultSubscriptionMask, defaultUserCookie values are applied to each instrument when subscribed or the same parameters passed to subscribeToAllInstruments() are used respectively This affects all TOB channels (Options).

bool IceImpact::SubscriptionParams::subscribeToAllInstrumentsTOP5

Subscribe to all instruments including new product definitions that appear intra-day defaultSubscriptionMask, defaultUserCookie values are applied to each instrument when subscribed or the same parameters passed to subscribeToAllInstruments() are used respectively This affects all TOP5 channels.

bool IceImpact::SubscriptionParams::tickerPlantMode

Keep all known instruments' BBO updated regardless if instrument was subscribed or not.

bool IceImpact::SubscriptionParams::useBBOConflation

Conflate BBO updates. If a newer BBO update available it will supercede an older one at the moment of delivery. This helps to keep the user appication up-to-date at times when it becomes slower to consume the events.