MarketSubscription Struct Reference

Defines which books should be maintained for given market type id. More...

Public Member Functions
	MarketSubscription (MarketType marketType=static_cast< MarketType >(-1), MarketSubType::Enum marketSubType=MarketSubType::NonImplied, SecurityType::Enum securityType=SecurityType::Futures, BookDepth::Enum bookDepth=BookDepth::TOP5PL)
	Initializes subscription attributes for given market type id, security type and book depth.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketType	marketType
	Id of market type for which books should be maintained.
MarketSubType::Enum	marketSubType
	Specifies type of market functionality. More...
SecurityType::Enum	securityType
	Specifies type of securities received in product definition response.
BookDepth::Enum	bookDepth
	Specifies book depth.
MarketIds	marketIds
	Specifies a list of market ID's for which Handler calls callbacks. More...

Detailed Description

Defines which books should be maintained for given market type id.

Member Data Documentation

MarketIds marketIds

Specifies a list of market ID's for which Handler calls callbacks.

Note

If the list is empty, calls will be made for all ID's.

MarketSubType::Enum marketSubType

Specifies type of market functionality.

Note

As a result of the increased messaging over the full implied channels, you may experience additional latency as compared to the non-full implied channels.

By default all subscription is for non-implied channels.