OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
AccurateLateJoinMbpSession Struct Reference

#include <SessionSettings.h>

Collaboration diagram for AccurateLateJoinMbpSession:

Public Member Functions

 AccurateLateJoinMbpSession ()
 
- Public Member Functions inherited from AccurateLateJoinSession
 AccurateLateJoinSession ()
 
- Public Member Functions inherited from SessionSettings
 SessionSettings ()
 
 ~SessionSettings ()
 
JoinRecoveryOptions::Enum joinRecovery () const
 
void joinRecovery (JoinRecoveryOptions::Enum recovery)
 
GapAndErrorHandlingOptions::Enum gapAndErrorHandling () const
 
void gapAndErrorHandling (GapAndErrorHandlingOptions::Enum handling)
 
MarketRecoveryOptions::Enum marketRecovery () const
 
void marketRecovery (MarketRecoveryOptions::Enum recovery)
 

Detailed Description

Settings for session with accurate book maintenance and considering market data processing is started at the middle of weekly session (late join). Market recovery is limited to recover market by price books only.

Definition at line 391 of file SessionSettings.h.

Constructor & Destructor Documentation

Configures session settings according to specialization.

Definition at line 397 of file SessionSettings.h.


The documentation for this struct was generated from the following file: