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 struct com::softwareag::marketdata::timeStampConfig	com::softwareag::marketdata::TimestampConfig
typedef int64_t	com::softwareag::marketdata::TimestampSetIndex
typedef double	com::softwareag::marketdata::TimestampSetTime
typedef std::shared_ptr< TimestampSet >	com::softwareag::marketdata::TimestampSetPtr

Enumerations
enum	com::softwareag::marketdata::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	com::softwareag::marketdata::AP_MDM_TransferMode { com::softwareag::marketdata::MDM_COMPOUND_DELTA = 1 , com::softwareag::marketdata::MDM_SNAPSHOT_ONLY }
enum	com::softwareag::marketdata::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

MDM_DEFAULT_FLOAT

#define MDM_DEFAULT_FLOAT   0.000001

Default float value to be used in the data setters API

MDM_DEFAULT_INT

#define MDM_DEFAULT_INT   -999999

Default integer value to be used in the data setters API

MDM_DEFAULT_STRING

#define MDM_DEFAULT_STRING   "~#"

Default string value to be used in the data setters API

STREAMTYPE_BBA

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

Best bid and ask Capability

STREAMTYPE_EP

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

Extra parameter Capability

STREAMTYPE_MBO

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

Depth by order Capability

STREAMTYPE_MBP

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

Depth by price Capability

STREAMTYPE_NEWS

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

News Capability

STREAMTYPE_QUOTEBOOK

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

Quotebook Capability

STREAMTYPE_TRADE

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

Trade Capability

Typedef Documentation

ExtraParam

typedef SchemaItem com::softwareag::marketdata::ExtraParam

ExtraParam typedef from SchemaItem

ExtraParamList

typedef std::list<ExtraParam> com::softwareag::marketdata::ExtraParamList

A List of ExtraParam items

ExtraParamValue

typedef SchemaItemValue com::softwareag::marketdata::ExtraParamValue

ExtraParamValue typedef from SchemaItemValue

ExtraParamValueList

typedef std::list<ExtraParamValue> com::softwareag::marketdata::ExtraParamValueList

A List of ExtraParamValue items

NewsData

typedef SchemaItem com::softwareag::marketdata::NewsData

NewsData typedef from SchemaItem

NewsDataList

typedef std::list<NewsData> com::softwareag::marketdata::NewsDataList

A List of NewsData items

StringDictionary

typedef std::vector<StringPair> com::softwareag::marketdata::StringDictionary

A List of StringPair items

StringList

typedef std::vector<std::string> com::softwareag::marketdata::StringList

A List of strings

StringPair

typedef SchemaItemValue com::softwareag::marketdata::StringPair

StringPair typedef from SchemaItemValue

StringSet

typedef std::set<std::string> com::softwareag::marketdata::StringSet

A Set of strings

TimestampConfig

typedef struct com::softwareag::marketdata::timeStampConfig com::softwareag::marketdata::TimestampConfig

Timestamp information container

TimestampSetIndex

typedef int64_t com::softwareag::marketdata::TimestampSetIndex

TimestampSetIndex definition

TimestampSetPtr

typedef std::shared_ptr<TimestampSet> com::softwareag::marketdata::TimestampSetPtr

shared pointer for TimestampSet

TimestampSetTime

typedef double com::softwareag::marketdata::TimestampSetTime

TimestampSetTime definition

Enumeration Type Documentation

AP_MDM_ErrorLevel

enum com::softwareag::marketdata::AP_MDM_ErrorLevel

Error severity

Enumerator
MDM_FATAL	Fatal level
MDM_ERROR	Error level
MDM_WARNING	Warning level
MDM_INFO	Info level

AP_MDM_StreamType

enum com::softwareag::marketdata::AP_MDM_StreamType

Basic stream enum types supported

Enumerator
MDM_UNKNOWN_STREAM	Unknown Stream type
MDM_BBA_STREAM	Best Bid/Ask Stream type
MDM_TRADE_STREAM	Trade Stream type
MDM_MBP_STREAM	Depth (Market by Price) Stream type
MDM_MBO_STREAM	Orderbook (Market by Order) Stream type
MDM_EP_STREAM	Extra Params Stream type
MDM_QUOTEBOOK_STREAM	Quotebook Stream type
MDM_NEWS_STREAM	News Stream type

AP_MDM_TransferMode

enum com::softwareag::marketdata::AP_MDM_TransferMode

Data transfer modes

Enumerator
MDM_COMPOUND_DELTA	Compound Delta mode
MDM_SNAPSHOT_ONLY	Snapshot Only mode