Connectivity_MDInterfaces.h File Reference

MarketData interfaces. More...

#include <string>
#include <memory>
#include <vector>
#include <list>
#include <set>
#include "sag_connectivity_plugins.hpp"

Go to the source code of this file.

Classes
class	com::softwareag::marketdata::SchemaItemValue
class	com::softwareag::marketdata::SchemaItem
struct	com::softwareag::marketdata::TimestampConfig
class	com::softwareag::marketdata::MDMInterface
class	com::softwareag::marketdata::MarketDataManager
class	com::softwareag::marketdata::MDManagerFactory
class	com::softwareag::marketdata::MarketDataSession
class	com::softwareag::marketdata::TimestampSet

Macros
#define	STREAMTYPE_BBA   ("com.apama.md.BBA")
#define	STREAMTYPE_TRADE   ("com.apama.md.T")
#define	STREAMTYPE_MBP   ("com.apama.md.D")
#define	STREAMTYPE_MBO   ("com.apama.md.O")
#define	STREAMTYPE_EP   ("com.apama.md.EP")
#define	STREAMTYPE_QUOTEBOOK   ("com.apama.md.QB")
#define	STREAMTYPE_NEWS   ("com.apama.md.N")
#define	MDM_DEFAULT_STRING   "~#"
#define	MDM_DEFAULT_FLOAT   0.000001
#define	MDM_DEFAULT_INT   -999999

Typedefs
typedef std::vector< std::string >	com::softwareag::marketdata::StringList
typedef std::set< std::string >	com::softwareag::marketdata::StringSet
typedef SchemaItem	com::softwareag::marketdata::ExtraParam
typedef SchemaItemValue	com::softwareag::marketdata::ExtraParamValue
typedef std::list< ExtraParam >	com::softwareag::marketdata::ExtraParamList
typedef std::list < ExtraParamValue >	com::softwareag::marketdata::ExtraParamValueList
typedef SchemaItem	com::softwareag::marketdata::NewsData
typedef std::list< NewsData >	com::softwareag::marketdata::NewsDataList
typedef SchemaItemValue	com::softwareag::marketdata::StringPair
typedef std::vector< StringPair >	com::softwareag::marketdata::StringDictionary
typedef int64_t	com::softwareag::marketdata::TimestampSetIndex
typedef double	com::softwareag::marketdata::TimestampSetTime
typedef std::shared_ptr < TimestampSet >	com::softwareag::marketdata::TimestampSetPtr

Enumerations
enum	AP_MDM_StreamType {   com::softwareag::marketdata::MDM_UNKNOWN_STREAM = 0, com::softwareag::marketdata::MDM_BBA_STREAM = 1, com::softwareag::marketdata::MDM_TRADE_STREAM = 2, com::softwareag::marketdata::MDM_MBP_STREAM = 8,   com::softwareag::marketdata::MDM_MBO_STREAM = 16, com::softwareag::marketdata::MDM_EP_STREAM = 32, com::softwareag::marketdata::MDM_QUOTEBOOK_STREAM = 64, com::softwareag::marketdata::MDM_NEWS_STREAM = 128 }
enum	AP_MDM_TransferMode { com::softwareag::marketdata::MDM_COMPOUND_DELTA = 1, com::softwareag::marketdata::MDM_SNAPSHOT_ONLY }
enum	AP_MDM_ErrorLevel { com::softwareag::marketdata::MDM_FATAL, com::softwareag::marketdata::MDM_ERROR, com::softwareag::marketdata::MDM_WARNING, com::softwareag::marketdata::MDM_INFO }

Detailed Description

MarketData interfaces.

MarketDataPublisher for all types of streams.

Copyright

$Copyright (c) 2017 Software AG, Darmstadt, Germany and/or Software AG USA Inc., Reston, VA, USA, and/or its subsidiaries and/or its affiliates and/or their licensors.$ Use, reproduction, transfer, publication or disclosure is prohibited except as specifically provided for in your License Agreement with Software AG

Macro Definition Documentation

#define MDM_DEFAULT_FLOAT   0.000001

Default float value to be used in the data setters API

#define MDM_DEFAULT_INT   -999999

Default integer value to be used in the data setters API

#define MDM_DEFAULT_STRING   "~#"

Default string value to be used in the data setters API

#define STREAMTYPE_BBA   ("com.apama.md.BBA")

Best bid and ask Capability

#define STREAMTYPE_EP   ("com.apama.md.EP")

Extra parameter Capability

#define STREAMTYPE_MBO   ("com.apama.md.O")

Depth by order Capability

#define STREAMTYPE_MBP   ("com.apama.md.D")

Depth by price Capability

#define STREAMTYPE_NEWS   ("com.apama.md.N")

News Capability

#define STREAMTYPE_QUOTEBOOK   ("com.apama.md.QB")

Quotebook Capability

#define STREAMTYPE_TRADE   ("com.apama.md.T")

Trade Capability