Apama Capital Markets Foundation  10.3.1.0
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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< ExtraParamcom::softwareag::marketdata::ExtraParamList
 
typedef std::list
< ExtraParamValue
com::softwareag::marketdata::ExtraParamValueList
 
typedef SchemaItem com::softwareag::marketdata::NewsData
 
typedef std::list< NewsDatacom::softwareag::marketdata::NewsDataList
 
typedef SchemaItemValue com::softwareag::marketdata::StringPair
 
typedef std::vector< StringPaircom::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  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.

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