MFProtoOutputBufferProvider Class Reference

Reusable thread-specific message structures. More...

#include <MFProtoOutputBufferProvider.h>

Static Public Member Functions
static MFProtoMsgWrapper < mfmarketdata::Logon > &	createMarketDataLogon ()
	Reset and get the reusable (and thread-specific) market data MarketDataLogon message.
static MFProtoMsgWrapper < mfmarketdata::Logon > &	getMarketDataLogon ()
	Get the reusable (and thread-specific) market data MarketDataLogon message.
static MFProtoMsgWrapper < mfmarketdata::SecurityDefinitionRequest > &	createSecurityDefinitionRequest ()
	Reset and get the reusable (and thread-specific) market data SecurityDefintionRequest message.
static MFProtoMsgWrapper < mfmarketdata::SecurityDefinitionRequest > &	getSecurityDefinitionRequest ()
	Get the reusable (and thread-specific) market data SecurityDefintionRequest message.
static MFProtoMsgWrapper < mfmarketdata::MarketDataRequest > &	createMarketDataRequest ()
	Reset and get the reusable (and thread-specific) market data MarketDataRequest message.
static MFProtoMsgWrapper < mfmarketdata::MarketDataRequest > &	getMarketDataRequest ()
	Get the reusable (and thread-specific) market data MarketDataRequest message.
static MFProtoMsgWrapper < mfmarketdata::MarketDataRequestHistoric > &	createMarketDataRequestHistoric (int numPairs)
	Reset and get the reusable (and thread-specific) market data MarketDataRequestHistoric message.
static MFProtoMsgWrapper < mfmarketdata::MarketDataRequestHistoric > &	getMarketDataRequestHistoric ()
	Get the reusable (and thread-specific) market data MarketDataRequestHistoric message.
static MFProtoMsgWrapper < mfmarketdata::RegisterForBatch > &	createRegisterForBatch (int numSecIDs)
	Reset and get the reusable (and thread-specific) market data RegisterForBatch message.
static MFProtoMsgWrapper < mfmarketdata::RegisterForBatch > &	getRegisterForBatch ()
	Get the reusable (and thread-specific) market data RegisterForBatch message.
static MFProtoMsgWrapper < mfmarketdata::UnregisterForBatch > &	createUnregisterForBatch ()
	Reset and get the reusable (and thread-specific) market data UnregisterForBatch message.
static MFProtoMsgWrapper < mfmarketdata::UnregisterForBatch > &	getUnregisterForBatch ()
	Get the reusable (and thread-specific) market data UnregisterForBatch message.
static MFProtoMsgWrapper < mfmarketdata::Logout > &	createMarketDataLogout ()
	Reset and get the reusable (and thread-specific) market data Logout message.
static MFProtoMsgWrapper < mfmarketdata::Logout > &	getMarketDataLogout ()
	Get the reusable (and thread-specific) market data Logout message.
static MFProtoMsgWrapper < mfmarketdata::LogoutResponse > &	createMarketDataLogoutResponse ()
	Reset and get the reusable (and thread-specific) market data LogoutResponse message.
static MFProtoMsgWrapper < mfmarketdata::LogoutResponse > &	getMarketDataLogoutResponse ()
	get the reusable (and thread-specific) market data LogoutResponse message.
static MFProtoMsgWrapper < mfmarketdata::Heartbeat > &	createMarketDataHeartbeat ()
	Reset and get the reusable (and thread-specific) market data Heartbeat message.
static MFProtoMsgWrapper < mfmarketdata::Heartbeat > &	getMarketDataHeartbeat ()
	Get the reusable (and thread-specific) market data Heartbeat message.
static MFProtoMsgWrapper < mftrading::TradingSessionStatusRequest > &	createTradingSessionStatusRequest ()
	Reset and get the reusable (and thread-specific) trading TradingSessionStatusRequest message.
static MFProtoMsgWrapper < mftrading::TradingSessionStatusRequest > &	getTradingSessionStatusRequest ()
	Get the reusable (and thread-specific) trading TradingSessionStatusRequest message.
static MFProtoMsgWrapper < mftrading::NewOrderSingle > &	createNewOrderSingle (const int nStratParams=0)
	Create the trading new order single message. Parameters nStratParams The number of trating strategy parameters. The default is 0 More...
static MFProtoMsgWrapper < mftrading::NewOrderSingle > &	getNewOrderSingle ()
	get the reusable (and thread-specific) trading NewOrderSingle message.
static MFProtoMsgWrapper < mftrading::Logon > &	createTradingLogon ()
	Reset and get the reusable (and thread-specific) trading Logon message.
static MFProtoMsgWrapper < mftrading::Logon > &	getTradingLogon ()
	Get the reusable (and thread-specific) trading Logon message.
static MFProtoMsgWrapper < mftrading::MarketDefinitionRequest > &	createMarketDefinitionRequest ()
	Reset and get the reusable (and thread-specific) trading MarketDefinitionRequest message.
static MFProtoMsgWrapper < mftrading::MarketDefinitionRequest > &	getMarketDefinitionRequest ()
	Get the reusable (and thread-specific) trading MarketDefinitionRequest message.
static MFProtoMsgWrapper < mftrading::OrderCancelReplaceRequest > &	createOrderCancelReplaceRequest ()
	Reset and get the reusable (and thread-specific) trading OrderCancelReplaceRequest message.
static MFProtoMsgWrapper < mftrading::OrderCancelReplaceRequest > &	getOrderCancelReplaceRequest ()
	Get the reusable (and thread-specific) trading OrderCancelReplaceRequest message.
static MFProtoMsgWrapper < mftrading::OrderCancelRequest > &	createOrderCancelRequest ()
	Reset and get the reusable (and thread-specific) trading OrderCancelRequest message.
static MFProtoMsgWrapper < mftrading::OrderCancelRequest > &	createOrderCancelRequest (const long venueID, const long securityID, const std::string &clOrdID, const std::string &origOrdID, const long orderID)
	Create the trading new order single message. Parameters venueID long securityID long clOrdID Client order id. A string up to 32 characters long which is null-terminated unless the length is 32 (in which case, no null-termination necessary). origOrdID The original client order id. A string up to 32 characters long which is null-terminated unless the length is 32 (in which case, no null-termination necessary). orderID long. The id of the order to be cancelled. More...
static MFProtoMsgWrapper < mftrading::OrderCancelRequest > &	getOrderCancelRequest ()
	Reset and get the reusable (and thread-specific) trading OrderCancelRequest message.
static MFProtoMsgWrapper < mftrading::Logout > &	createTradingLogout ()
	Reset and get the reusable (and thread-specific) trading Logout message.
static MFProtoMsgWrapper < mftrading::Logout > &	getTradingLogout ()
	Get the reusable (and thread-specific) trading Logout message.
static MFProtoMsgWrapper < mftrading::LogoutResponse > &	createTradingLogoutResponse ()
	Reset and get the reusable (and thread-specific) trading LogoutResponse message.
static MFProtoMsgWrapper < mftrading::LogoutResponse > &	getTradingLogoutResponse ()
	Get the reusable (and thread-specific) trading LogoutResponse message.
static MFProtoMsgWrapper < mftrading::Heartbeat > &	createTradingHeartbeat ()
	Reset and get the reusable (and thread-specific) trading Heartbeat message.
static MFProtoMsgWrapper < mftrading::Heartbeat > &	getTradingHeartbeat ()
	Get the reusable (and thread-specific) trading Heartbeat message.
static MFProtoMsgWrapper < mfstp_booking::Logon > &	createStpBookingLogon ()
	Reset and get the reusable (and thread-specific) stp booking Logon message.
static MFProtoMsgWrapper < mfstp_booking::Logon > &	getStpBookingLogon ()
	Get the reusable (and thread-specific) stp booking Logon message.
static MFProtoMsgWrapper < mfstp_booking::SecurityDefinitionRequest > &	createStpBookingSecurityDefinitionRequest ()
	Reset and get the reusable (and thread-specific) stp booking SecurityDefinitionRequest message.
static MFProtoMsgWrapper < mfstp_booking::TradeCaptureReportSpotForward > &	createStpBookingTradeCaptureReportSpotForward (int numPartyIDs)
	Reset and get the reusable (and thread-specific) stp booking TradeCaptureReportSpotForward message.
static MFProtoMsgWrapper < mfstp_booking::TradeCaptureReportSpotForward > &	getStpBookingTradeCaptureReportSpotForward ()
	Get the reusable (and thread-specific) stp booking TradeCaptureReportSpotForward message.
static MFProtoMsgWrapper < mfstp_booking::TradeCaptureReportSwap > &	createStpBookingTradeCaptureReportSwap (int numPartyIDs)
	Reset and get the reusable (and thread-specific) stp booking TradeCaptureReportSwap message.
static MFProtoMsgWrapper < mfstp_booking::TradeCaptureReportSwap > &	getStpBookingTradeCaptureReportSwap ()
	Get the reusable (and thread-specific) stp booking TradeCaptureReportSwap message.
static MFProtoMsgWrapper < mfstp_booking::Confirmation > &	createStpBookingConfirmation ()
	Reset and get the reusable (and thread-specific) stp booking Confirmation message.
static MFProtoMsgWrapper < mfstp_booking::Confirmation > &	getStpBookingConfirmation ()
	Get the reusable (and thread-specific) stp booking Confirmation message.
static MFProtoMsgWrapper < mfstp_booking::Logout > &	createStpBookingLogout ()
	Reset and get the reusable (and thread-specific) stp booking Logout message.
static MFProtoMsgWrapper < mfstp_booking::Logout > &	getStpBookingLogout ()
	Get the reusable (and thread-specific) stp booking Logout message.
static MFProtoMsgWrapper < mfstp_booking::LogoutResponse > &	createStpBookingLogoutResponse ()
	Reset and get the reusable (and thread-specific) stp booking LogoutResponse message.
static MFProtoMsgWrapper < mfstp_booking::LogoutResponse > &	getStpBookingLogoutResponse ()
	Get the reusable (and thread-specific) stp booking LogoutResponse message.
static MFProtoMsgWrapper < mfstp_booking::Heartbeat > &	createStpBookingHeartbeat ()
	Reset and get the reusable (and thread-specific) stp booking Heartbeat message.
static MFProtoMsgWrapper < mfstp_booking::Heartbeat > &	getStpBookingHeartbeat ()
	Get the reusable (and thread-specific) stp booking Heartbeat message.
static MFProtoMsgWrapper < mftradedaterollover::Logon > &	createTradeDateRollOverLogon ()
	Reset and get the reusable (and thread-specific) trade date rollover Logon message.
static MFProtoMsgWrapper < mftradedaterollover::Logon > &	getTradeDateRollOverLogon ()
	Get the reusable (and thread-specific) trade date rollover Logon message.
static MFProtoMsgWrapper < mftradedaterollover::TradeDateRequest > &	getTradeDateRequest ()
	Get the reusable (and thread-specific) trade date rollover TradeDateRequest message.
static MFProtoMsgWrapper < mftradedaterollover::TradeDateRequest > &	createTradeDateRequest ()
	Reset and get the reusable (and thread-specific) trade date rollover TradeDateRequest message.
static MFProtoMsgWrapper < mftradedaterollover::TradeDateReport > &	getTradeDateRollOverTradeDateReport ()
	Get the reusable (and thread-specific) trade date rollover TradeDateReport message.
static MFProtoMsgWrapper < mftradedaterollover::Logout > &	createTradeDateRollOverLogout ()
	Reset and get the reusable (and thread-specific) trade date rollover Logout message.
static MFProtoMsgWrapper < mftradedaterollover::Logout > &	getTradeDateRollOverLogout ()
	Get the reusable (and thread-specific) trade date rollover Logout message.
static MFProtoMsgWrapper < mftradedaterollover::LogoutResponse > &	createTradeDateRollOverLogoutResponse ()
	Reset and get the reusable (and thread-specific) trade date rollover LogoutResponse message.
static MFProtoMsgWrapper < mftradedaterollover::LogoutResponse > &	getTradeDateRollOverLogoutResponse ()
	Get the reusable (and thread-specific) trade date rollover LogoutResponse message.
static MFProtoMsgWrapper < mftradedaterollover::Heartbeat > &	createTradeDateRollOverHeartbeat ()
	Reset and get the reusable (and thread-specific) trade date rollover Heartbeat message.
static MFProtoMsgWrapper < mftradedaterollover::Heartbeat > &	getTradeDateRollOverHeartbeat ()
	Get the reusable (and thread-specific) trade date rollover Heartbeat message.

Detailed Description

Reusable thread-specific message structures.

Member Function Documentation

static MFProtoMsgWrapper<mftrading::NewOrderSingle>& MFProtoOutputBufferProvider::createNewOrderSingle ( const int  nStratParams = 0 )

inlinestatic

Create the trading new order single message.

Parameters

nStratParams

The number of trating strategy parameters. The default is 0

Reset and get the reusable (and thread-specific) trading NewOrderSingle message.

static MFProtoMsgWrapper<mftrading::OrderCancelRequest>& MFProtoOutputBufferProvider::createOrderCancelRequest ( const long  venueID, const long  securityID, const std::string &  clOrdID, const std::string &  origOrdID, const long  orderID  )

inlinestatic

Create the trading new order single message.

Parameters

venueID	long
securityID	long
clOrdID	Client order id. A string up to 32 characters long which is null-terminated unless the length is 32 (in which case, no null-termination necessary).
origOrdID	The original client order id. A string up to 32 characters long which is null-terminated unless the length is 32 (in which case, no null-termination necessary).
orderID	long. The id of the order to be cancelled.

Reset and get the reusable (and thread-specific) trading OrderCancelRequest message.

---

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

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