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Apama Capital Markets Foundation
10.3.0.0
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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.
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 |
MarketData interfaces.
MarketDataPublisher for all types of streams.
#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