API2::COMMON::MktData Class Reference

The MktData class, The wrapper class for getting Market Feed for both Snapshot and Tick-By-Tick. More...

#include <sgMktData.h>

Public Member Functions
COMMON::MarketDataWrapper	getQuote () const
	Quote.
COMMON::MarketDataWrapper &	getRefQuote ()
void	setQuote (const COMMON::MarketDataWrapper &value)
bool	getIsSnapShot () const
	IsSnapShot, If Set true, will provide Snapshot Data, else Tick-By-Tick Data.
bool &	getRefIsSnapShot ()
void	setIsSnapShot (const bool &value)
int	getmultiplier () const
	multiplier
int &	getRefmultiplier ()
void	setmultiplier (const int &value)
std::queue< TradeTick >	getTradeTicks () const
std::queue< TradeTick > &	getRefTradeTicks ()
void	setTradeTicks (const std::queue< TradeTick > &value)
DATA_TYPES::PRICE	getOpenPrice ()
	getOpenPrice More...
DATA_TYPES::PRICE	getHighPrice ()
	getHighPrice More...
DATA_TYPES::PRICE	getLowPrice ()
	getLowPrice More...
DATA_TYPES::PRICE	getClosePrice ()
	getClosePrice More...
DATA_TYPES::VOLUME	getVolume ()
	getVolume More...
DATA_TYPES::QTY	getLastTradeQty ()
	getLastTradeQty More...
DATA_TYPES::PRICE	getLastTradePrice ()
	getLastTradePrice More...
DATA_TYPES::PRICE	getPrice (size_t position, const DATA_TYPES::OrderMode &mode)
	getPrice More...
DATA_TYPES::QTY	getQty (size_t position, const DATA_TYPES::OrderMode &mode)
	getQty More...
DATA_TYPES::PRICE	getBidPrice (size_t pos)
	getBidPrice More...
DATA_TYPES::QTY	getBidQty (size_t pos)
	getBidQty More...
DATA_TYPES::PRICE	getAskPrice (size_t pos)
	getAskPrice More...
DATA_TYPES::QTY	getAskQty (size_t pos)
	getAskQty More...
bool	subscribe (DATA_TYPES::SYMBOL_ID symbol, bool isSnapshot)
	subscribe More...
void	unsubscribe ()
	unsubscribe
	MktData (DATA_TYPES::SYMBOL_ID symbolId, bool isSnapshot=true)
	MktData. More...
bool	update ()
	update More...
bool	updateTbtTradeTicks ()
	updateTbtTradeTicks More...
void	operator() ()
	operator ()
void	dump ()
	dump

Detailed Description

The MktData class, The wrapper class for getting Market Feed for both Snapshot and Tick-By-Tick.

Constructor & Destructor Documentation

API2::COMMON::MktData::MktData	(	DATA_TYPES::SYMBOL_ID	symbolId,
		bool	isSnapshot = true
	)

MktData.

Parameters

symbolId
isSnapshot

Member Function Documentation

DATA_TYPES::PRICE API2::COMMON::MktData::getAskPrice

(

size_t

pos

)

getAskPrice

Parameters

pos

Returns

DATA_TYPES::QTY API2::COMMON::MktData::getAskQty

(

size_t

pos

)

getAskQty

Parameters

pos

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getBidPrice

(

size_t

pos

)

getBidPrice

Parameters

pos

Returns

DATA_TYPES::QTY API2::COMMON::MktData::getBidQty

(

size_t

pos

)

getBidQty

Parameters

pos

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getClosePrice

(

)

getClosePrice

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getHighPrice

(

)

getHighPrice

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getLastTradePrice

(

)

getLastTradePrice

Returns

DATA_TYPES::QTY API2::COMMON::MktData::getLastTradeQty

(

)

getLastTradeQty

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getLowPrice

(

)

getLowPrice

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getOpenPrice

(

)

getOpenPrice

Returns

DATA_TYPES::PRICE API2::COMMON::MktData::getPrice	(	size_t	position,
		const DATA_TYPES::OrderMode &	mode
	)

getPrice

Parameters

position
mode

Returns

DATA_TYPES::QTY API2::COMMON::MktData::getQty	(	size_t	position,
		const DATA_TYPES::OrderMode &	mode
	)

getQty

Parameters

position
mode

Returns

DATA_TYPES::VOLUME API2::COMMON::MktData::getVolume

(

)

getVolume

Returns

bool API2::COMMON::MktData::subscribe	(	DATA_TYPES::SYMBOL_ID	symbol,
		bool	isSnapshot
	)

subscribe

Parameters

symbol
isSnapshot

Returns

bool API2::COMMON::MktData::update

(

)

update

Returns

bool API2::COMMON::MktData::updateTbtTradeTicks

(

)

updateTbtTradeTicks

Returns

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

• api_includes/sgMktData.h