MFMarketDataSession Class Reference

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

#include <MFMarketDataSession.h>

Inheritance diagram for MFMarketDataSession:

Public Member Functions
uint16_t	getVenueID () const
	Get the venue ID associated with this session. More...
const std::string	getVenueName () const
	Get the venue name associated with this session. More...
uint64_t	getSendingTime () const
	Retrieve the sending time of the current frame. More...
void	logon ()
	Sends a logon message with the supplied username and password. Should only be called in the event loop by the handler. More...
void	logout (const char *text)
	Initiates logout. This should be called so a clean and dirty (one where the socket closes w/o a logout) can be easily differentiated. Should only be called in the event loop by the handler. More...
void	logoutResponse ()
	The response to a logout from the server. This should be called if a logout is received so that the client can indicate a clean logout. Should only be called in the event loop by the handler. More...
void	securityDefinitionRequest ()
	Requests information about the securities supported on this venue. See MFMarketDataHandler::on(const mfmarketdata::SecurityDefinition& securityDefinition, MFMarketDataSession& session) More...
void	marketDataRequest (mfmarketdata::SubscriptionRequestType::Value subType, MFProto::SecurityID securityID)
	A request to subscribe or unsubscribe to a particular security. Parameters subType mfmarketdata::SubscriptionRequestType::Value - SnapshotAndUpdates, Disable, or Resubscribe securityID MFProto::SecurityID See MFMarketDataHandler More...
void	marketDataRequestHistoric (mfmarketdata::SubscriptionRequestType::Value subType, MFProto::VenueID venueID, MFProto::SecurityID securityID, uint64_t startTime, uint64_t endTime)
void	registerForBatch (MFProto::VenueID venueID, MFProto::BatchDefID batchDefID, MFProto::SecurityID *securityIDs, int numSecurityIDs)
	Register for a given list of markets on a given feed. Parameters venueID MFProto::VenueID batchDefID MFProto::BatchDefID securityIDs Array of MFProto::SecurityID entries. numSecurityIDs Number of MFProto::SecurityID entries.
void	unregisterFromBatch (MFProto::BatchDefID batchDefID)
	Unregister market combination based on the id provided in onBatchEvent callback. Parameters batchDefID MFProto::BatchDefID More...
bool	isLoggedOn () const
	Returns whether this session is connected. More...

Friends
class	MFClient

Detailed Description

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

Member Function Documentation

uint64_t MFMarketDataSession::getSendingTime ( ) const

inline

Retrieve the sending time of the current frame.

uint16_t MFMarketDataSession::getVenueID ( ) const

inline

Get the venue ID associated with this session.

const std::string MFMarketDataSession::getVenueName ( ) const

inline

Get the venue name associated with this session.

bool MFMarketDataSession::isLoggedOn

(

)

const

Returns whether this session is connected.

void MFMarketDataSession::logon

(

)

Sends a logon message with the supplied username and password. Should only be called in the event loop by the handler.

void MFMarketDataSession::logout

(

const char *

text

)

Initiates logout. This should be called so a clean and dirty (one where the socket closes w/o a logout) can be easily differentiated. Should only be called in the event loop by the handler.

void MFMarketDataSession::logoutResponse

(

)

The response to a logout from the server. This should be called if a logout is received so that the client can indicate a clean logout. Should only be called in the event loop by the handler.

void MFMarketDataSession::marketDataRequest	(	mfmarketdata::SubscriptionRequestType::Value	subType,
		MFProto::SecurityID	securityID
	)

A request to subscribe or unsubscribe to a particular security.

Parameters

subType	mfmarketdata::SubscriptionRequestType::Value - SnapshotAndUpdates, Disable, or Resubscribe
securityID	MFProto::SecurityID

See MFMarketDataHandler

void MFMarketDataSession::marketDataRequestHistoric	(	mfmarketdata::SubscriptionRequestType::Value	subType,
		MFProto::VenueID	venueID,
		MFProto::SecurityID	securityID,
		uint64_t	startTime,
		uint64_t	endTime
	)

void MFMarketDataSession::securityDefinitionRequest

(

)

Requests information about the securities supported on this venue. See MFMarketDataHandler::on(const mfmarketdata::SecurityDefinition& securityDefinition, MFMarketDataSession& session)

void MFMarketDataSession::unregisterFromBatch

(

MFProto::BatchDefID

batchDefID

)

Unregister market combination based on the id provided in onBatchEvent callback.

Parameters

batchDefID

MFProto::BatchDefID

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The documentation for this class was generated from the following files:

• src/main/cpp/mfclient/MFMarketDataSession.h
• src/main/cpp/mfclient/MFMarketDataSession.cpp