public interface CoreMarketDataSession extends CoreSession
| 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.
|
getPort, getSendingTime, getUsername, isLoggedOn, logon, logout, logoutResponselong getVenueID()
java.lang.String getVenueName()
void securityDefinitionRequest()
throws MFException
MFException - If there is an error when attempting to
send this message.void marketDataRequest(mfmarketdata.SubscriptionRequestType subType,
long securityID)
throws MFException
MFException - If there is an error when attempting to
send this messagevoid marketDataRequestHistoric(mfmarketdata.SubscriptionRequestType subType,
long startTimestamp,
long endTimestamp,
long venueID,
long securityID)
throws MFException
subType - set subscribe or unsubscribe requeststartTimestamp - 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 IdssecurityID - repeating pairs of Venue and Security IdsMFException - If there is an error when attempting to send this messagevoid registerForBatch(int batchDefinitionID,
long[] securityIDs)
throws MFException
unregisterFromBatch(int)batchDefinitionID - identifier for the batch that you can use to later unregistersecurityIDs - list of ids of securities to include in this batchMFExceptionvoid unregisterFromBatch(int batchDefinitionID)
throws MFException
registerForBatch(int, long[])batchDefinitionID - identifier for the batch to unregisterMFException