Cqg::MDApplication Class Reference

Provides access to the CQG FIX/FAST Direct Market Data feed. More...

#include <B2BITS_CqgMDApplication.h>

Public Member Functions
virtual void	join ()=0
	Waits until all threads and asynchronous operations assigned to instance are completed.
virtual void	release () const =0
	Destroys the object and cleanup all assigned resources.
virtual void	stop ()=0
	Stops all threads assigned to instance.
virtual void	subscribeBySecurityDescription (InstrumentListener *listener, ASecurityDescription securityDesc, RecoveryOptions recoveryMode=RO_USE_MARKET_RECOVERY)=0
	Subscribes for market data for instrument given by SecurityID.
virtual void	subscribeBySecurityID (InstrumentListener *listener, ASecurityID securityID, AFeedID feedID=FeedID(), ASubChannelID subChannel=0, RecoveryOptions recoveryMode=RO_USE_MARKET_RECOVERY)=0
	Subscribes for market data for instrument given by SecurityID.
virtual void	unsubscribeAll ()=0
	Stop data processing for all instruments.
virtual void	unsubscribeBySecurityDescription (ASecurityDescription securityDesc)=0
	Stop processing data for specified instrument.
virtual void	unsubscribeBySecurityID (ASecurityID securityID, AFeedID feedID=FeedID())=0
	Stop processing data for specified instrument.

Protected Member Functions
virtual	~MDApplication ()
	Virtual destructor.

Detailed Description

Provides access to the CQG FIX/FAST Direct Market Data feed.

Constructor & Destructor Documentation

~MDApplication()

virtual Cqg::MDApplication::~MDApplication ( )

inlineprotectedvirtual

Virtual destructor.

Use MDApplication::release to destroy the instance.

Member Function Documentation

join()

virtual void Cqg::MDApplication::join ( )

pure virtual

Waits until all threads and asynchronous operations assigned to instance are completed.

release()

virtual void Cqg::MDApplication::release ( ) const

pure virtual

Destroys the object and cleanup all assigned resources.

stop()

virtual void Cqg::MDApplication::stop ( )

pure virtual

Stops all threads assigned to instance.

Method is non-blocking. Use MDApplication::join to complete the operation

subscribeBySecurityDescription()

virtual void Cqg::MDApplication::subscribeBySecurityDescription ( InstrumentListener * listener, ASecurityDescription securityDesc, RecoveryOptions recoveryMode = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes for market data for instrument given by SecurityID.

Parameters

listener	Instance of InstrumentListener to receive notifications
securityDesc	SecurityDescription(107) of instrument @recoveryMode Kind of recovery

Note

SecurityDescription is not unique identifier of instrument, subscription will failed if duplicates exists

subscribeBySecurityID()

virtual void Cqg::MDApplication::subscribeBySecurityID ( InstrumentListener * listener, ASecurityID securityID, AFeedID feedID = FeedID(), ASubChannelID subChannel = 0, RecoveryOptions recoveryMode = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes for market data for instrument given by SecurityID.

Parameters

listener	Instance of InstrumentListener to receive notifications
securityID	SecurityID(48) of instrument
feedID	ID of the feed on which instrument is published
subChannel	Sub-channel identifier. Should be 0 at the moment, @recoveryMode Kind of recovery

unsubscribeAll()

virtual void Cqg::MDApplication::unsubscribeAll ( )

pure virtual

Stop data processing for all instruments.

unsubscribeBySecurityDescription()

virtual void Cqg::MDApplication::unsubscribeBySecurityDescription ( ASecurityDescription securityDesc )

pure virtual

Stop processing data for specified instrument.

unsubscribeBySecurityID()

virtual void Cqg::MDApplication::unsubscribeBySecurityID ( ASecurityID securityID, AFeedID feedID = FeedID() )

pure virtual

Stop processing data for specified instrument.