com.marketfactory.mfclient.internal

Interface CoreMarketDataSession

All Superinterfaces:

CoreSession

public interface CoreMarketDataSession
extends CoreSession

A session used to interact with a single venue for market data.

Method Summary

Modifier and Type	Method and Description
long	getVenueID() Gets the venue ID associated with this session.
java.lang.String	getVenueName() Gets the venue name associated with this session.
void	marketDataRequest(mfmarketdata.SubscriptionRequestType subType, long securityID) A request to subscribe or unsubscribe to a particular security.
void	marketDataRequestHistoric(mfmarketdata.SubscriptionRequestType subType, long startTimestamp, long endTimestamp, long venueID, long securityID) A request to subscribe or unsubscribe for historic data.
void	registerForBatch(int batchDefinitionID, long[] securityIDs) Register for a given list of securities.
void	securityDefinitionRequest() Requests information about the securities supported on this venue.
void	unregisterFromBatch(int batchDefinitionID) Unregister for a previously subscribed for batch of securities.

Methods inherited from interface com.marketfactory.mfclient.internal.CoreSession

getPort, getSendingTime, getUsername, isLoggedOn, logon, logout, logoutResponse

Method Detail

getVenueID

long getVenueID()

Gets the venue ID associated with this session.

getVenueName

java.lang.String getVenueName()

Gets the venue name associated with this session.

securityDefinitionRequest

void securityDefinitionRequest()
                        throws MFException

Requests information about the securities supported on this venue.

Throws:

MFException - If there is an error when attempting to send this message.

marketDataRequest

void marketDataRequest(mfmarketdata.SubscriptionRequestType subType,
                       long securityID)
                throws MFException

A request to subscribe or unsubscribe to a particular security.

Throws:

MFException - If there is an error when attempting to send this message

marketDataRequestHistoric

void marketDataRequestHistoric(mfmarketdata.SubscriptionRequestType subType,
                               long startTimestamp,
                               long endTimestamp,
                               long venueID,
                               long securityID)
                        throws MFException

A request to subscribe or unsubscribe for historic data.
Subscribe:
SubType: SnapshotAndUpdates
startTimestamp: time to start streaming the historic data from (ns)
endTimestamp: time to stop streaming the historic data at (ns). Provide Long.Max to stream all available data
venueID: venueID of the venue to stream from
securityID: securityID of the security to stream from the venue. Use 0 to stream all securities
Unsubscribe:
SubType: Disable
startTimestamp: irrelevant for unsubscribe
endTimestamp: irrelevant for unsubscribe
idPairs: Venue and Security pair. Provide '0' as the securityId in the pair to request all securities for the venue.

Parameters:

subType - set subscribe or unsubscribe request

startTimestamp - time to start streaming data from (in nanoseconds since epoch)

endTimestamp - time to end streaming at (in nanoseconds since epoch)

venueID - repeating pairs of Venue and Security Ids

securityID - repeating pairs of Venue and Security Ids

Throws:

MFException - If there is an error when attempting to send this message

registerForBatch

void registerForBatch(int batchDefinitionID,
                      long[] securityIDs)
               throws MFException

Register for a given list of securities. The provided batchDefinitionID will be sent back in all callbacks. It is also needed when you unregisterFromBatch(int)

Parameters:

batchDefinitionID - identifier for the batch that you can use to later unregister

securityIDs - list of ids of securities to include in this batch

Throws:

MFException

unregisterFromBatch

void unregisterFromBatch(int batchDefinitionID)
                  throws MFException

Unregister for a previously subscribed for batch of securities. Use the batchDefinitionID used when registering for batch registerForBatch(int, long[])

Parameters:

batchDefinitionID - identifier for the batch to unregister

Throws:

MFException