Globex::MDApplication Class Reference

Represents CME Globex application. More...

#include <B2BITS_MDApplication.h>

Public Member Functions
virtual MDApplicationListener *	getListener () const =0
	Returns listener assigned to application.
virtual void	join ()=0
	Waits until application is stopped.
virtual bool	join (unsigned int timeout)=0
	Waits until application is stopped or timeout accured.
virtual Engine::FIXMessage *	parseFixMessage (std::string const &fixMessage)=0
	parce string representation of FIX message into Engine::FIXMessage class param fixMessage -string representation of FIX message
virtual void	release ()=0
	Releases resources assigned to application.
virtual void	resolveInstrumentBySecDesc (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
	Subscribes to instrument replay by security description.
virtual void	resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener)=0
	Subscribes to instrument replay by security ID.
virtual void	resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener, std::string const &channel_id)=0
	Subscribes to instrument replay by security ID in channel defined by channel_id.
virtual void	resolveInstrumentBySecurityGroup (std::string const &secGroup, SecurityDefinitionListener *listener)=0
	Subscribes to instrument replay by security group.
virtual void	resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener)=0
	Subscribes to instrument replay by symbol.
virtual void	resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener, std::string const &channel_id)=0
	Subscribes to instrument replay by symbol in channel defined by channel_id.
virtual bool	resolveInstrumentsByChannelID (std::string const &channel_id, SecurityDefinitionListener *listener)=0
	Subscribes to instrument replay channel by channel ID.
virtual void	startListeningXMessagesByApplication (std::string const &channelId)=0
	start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty std::string for all channels
virtual void	stop ()=0
	Stops application.
virtual void	stopChannelListener (std::string const &channel_id, SecurityDefinitionListener *listener)=0
	Unsubscribe ftom instrument replay by channel id.
virtual void	stopListeningXMessagesByApplication (std::string const &channelId)=0
	param channelId -id of channel or empty std::string for all channels
virtual void	stopSecDescListener (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
	Unsubscribe from instrument replay by security description.
virtual void	stopSecGroupListener (std::string const &secGroup, SecurityDefinitionListener *listener)=0
	Unsubscribe from instrument replay by security group.
virtual void	stopSecIDListener (SecurityID const &secID, SecurityDefinitionListener *listener)=0
	Unsubscribe from instrument replay by security ID.
virtual void	stopSymbolListener (Symbol const &symbol, SecurityDefinitionListener *listener)=0
	Unsubscribe from instrument replay by symbol.
virtual void	subscribe (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
	Subscribes to market data for instrument by security description.
virtual void	subscribeAll (RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
	Subscribes to the market data for all instruments on market.
virtual void	subscribeBySecurityDesc (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
	Subscribes to market data for instrument by security description.
virtual bool	subscribeBySecurityID (SecurityID const &secID, const Globex::SecurityDesc &secDesc, std::string const &channel_id, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
	Subscribes to market data for instrument by security ID and channel info.
virtual void	unsubscribe (SecurityDesc const &symbol)=0
	Unsubscribes from instrument by security description.
virtual void	unsubscribeAll ()=0
	Unsubscribe from all instruments.
virtual void	unsubscribeBySecurityDesc (SecurityDesc const &secDesc)=0
	Unsubscribes from instrument by security description.
virtual void	unsubscribeBySecurityID (SecurityID const &secID)=0
	Unsubscribes from instrument by security ID.

Protected Member Functions
virtual	~MDApplication (void)

Detailed Description

Represents CME Globex application.

Constructor & Destructor Documentation

~MDApplication()

virtual Globex::MDApplication::~MDApplication ( void )

inlineprotectedvirtual

Member Function Documentation

getListener()

virtual MDApplicationListener * Globex::MDApplication::getListener ( ) const

pure virtual

Returns listener assigned to application.

join() [1/2]

virtual void Globex::MDApplication::join ( )

pure virtual

Waits until application is stopped.

join() [2/2]

virtual bool Globex::MDApplication::join ( unsigned int timeout )

pure virtual

Waits until application is stopped or timeout accured.

return true, if application was stopped

parseFixMessage()

virtual Engine::FIXMessage * Globex::MDApplication::parseFixMessage ( std::string const & fixMessage )

pure virtual

parce string representation of FIX message into Engine::FIXMessage class param fixMessage -string representation of FIX message

release()

virtual void Globex::MDApplication::release ( )

pure virtual

Releases resources assigned to application.

resolveInstrumentBySecDesc()

virtual void Globex::MDApplication::resolveInstrumentBySecDesc ( SecurityDesc const & secDesc, SecurityDefinitionListener * listener )

pure virtual

Subscribes to instrument replay by security description.

resolveInstrumentBySecID() [1/2]

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const & secID, SecurityDefinitionListener * listener )

pure virtual

Subscribes to instrument replay by security ID.

resolveInstrumentBySecID() [2/2]

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const & secID, SecurityDefinitionListener * listener, std::string const & channel_id )

pure virtual

Subscribes to instrument replay by security ID in channel defined by channel_id.

resolveInstrumentBySecurityGroup()

virtual void Globex::MDApplication::resolveInstrumentBySecurityGroup ( std::string const & secGroup, SecurityDefinitionListener * listener )

pure virtual

Subscribes to instrument replay by security group.

resolveInstrumentBySymbol() [1/2]

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const & symbol, SecurityDefinitionListener * listener )

pure virtual

Subscribes to instrument replay by symbol.

resolveInstrumentBySymbol() [2/2]

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const & symbol, SecurityDefinitionListener * listener, std::string const & channel_id )

pure virtual

Subscribes to instrument replay by symbol in channel defined by channel_id.

resolveInstrumentsByChannelID()

virtual bool Globex::MDApplication::resolveInstrumentsByChannelID ( std::string const & channel_id, SecurityDefinitionListener * listener )

pure virtual

Subscribes to instrument replay channel by channel ID.

startListeningXMessagesByApplication()

virtual void Globex::MDApplication::startListeningXMessagesByApplication ( std::string const & channelId )

pure virtual

start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty std::string for all channels

stop()

virtual void Globex::MDApplication::stop ( )

pure virtual

Stops application.

Method does not stop application immediately. Use join method to wait until will stop.

stopChannelListener()

virtual void Globex::MDApplication::stopChannelListener ( std::string const & channel_id, SecurityDefinitionListener * listener )

pure virtual

Unsubscribe ftom instrument replay by channel id.

stopListeningXMessagesByApplication()

virtual void Globex::MDApplication::stopListeningXMessagesByApplication ( std::string const & channelId )

pure virtual

param channelId -id of channel or empty std::string for all channels

stopSecDescListener()

virtual void Globex::MDApplication::stopSecDescListener ( SecurityDesc const & secDesc, SecurityDefinitionListener * listener )

pure virtual

Unsubscribe from instrument replay by security description.

stopSecGroupListener()

virtual void Globex::MDApplication::stopSecGroupListener ( std::string const & secGroup, SecurityDefinitionListener * listener )

pure virtual

Unsubscribe from instrument replay by security group.

stopSecIDListener()

virtual void Globex::MDApplication::stopSecIDListener ( SecurityID const & secID, SecurityDefinitionListener * listener )

pure virtual

Unsubscribe from instrument replay by security ID.

stopSymbolListener()

virtual void Globex::MDApplication::stopSymbolListener ( Symbol const & symbol, SecurityDefinitionListener * listener )

pure virtual

Unsubscribe from instrument replay by symbol.

subscribe()

virtual void Globex::MDApplication::subscribe ( SecurityDesc const & secDesc, InstrumentListener * listener, RecoveryOptions recovery = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes to market data for instrument by security description.

Deprecated

This method is deprecated, use Globex::MDApplication::subscribeBySecurityDesc instead

subscribeAll()

virtual void Globex::MDApplication::subscribeAll ( RecoveryOptions recovery = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes to the market data for all instruments on market.

subscribeBySecurityDesc()

virtual void Globex::MDApplication::subscribeBySecurityDesc ( SecurityDesc const & secDesc, InstrumentListener * listener, RecoveryOptions recovery = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes to market data for instrument by security description.

subscribeBySecurityID()

virtual bool Globex::MDApplication::subscribeBySecurityID ( SecurityID const & secID, const Globex::SecurityDesc & secDesc, std::string const & channel_id, InstrumentListener * listener, RecoveryOptions recovery = RO_USE_MARKET_RECOVERY )

pure virtual

Subscribes to market data for instrument by security ID and channel info.

unsubscribe()

virtual void Globex::MDApplication::unsubscribe ( SecurityDesc const & symbol )

pure virtual

Unsubscribes from instrument by security description.

Deprecated

This method is deprecated, use Globex::MDApplication::unsubscribeBySecurityDesc instead

unsubscribeAll()

virtual void Globex::MDApplication::unsubscribeAll ( )

pure virtual

Unsubscribe from all instruments.

unsubscribeBySecurityDesc()

virtual void Globex::MDApplication::unsubscribeBySecurityDesc ( SecurityDesc const & secDesc )

pure virtual

Unsubscribes from instrument by security description.

unsubscribeBySecurityID()

virtual void Globex::MDApplication::unsubscribeBySecurityID ( SecurityID const & secID )

pure virtual

Unsubscribes from instrument by security ID.