dxFeed Graal CXX API v4.2.0
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DayFilter.hpp
1// Copyright (c) 2025 Devexperts LLC.
2// SPDX-License-Identifier: MPL-2.0
3
4#pragma once
5
6#include "../internal/Conf.hpp"
7
9
10#include "../internal/Common.hpp"
11
13
14/// Helper enum for DayFilter
15enum class DayFilterEnum : std::uint32_t {
16 /// Accepts any day - useful for pure calendar navigation.
17 ANY = 0,
18
19 /// Accepts trading days only - those with <code>(Day::isTrading() == true)</code>.
20 TRADING,
21
22 /// Accepts non-trading days only - those with <code>(Day::isTrading() == false)</code>.
23 NON_TRADING,
24
25 /// Accepts holidays only - those with <code>(Day::isHoliday() == true)</code>.
26 HOLIDAY,
27
28 /// Accepts short days only - those with <code>(Day::isShortDay() == true)</code>.
29 SHORT_DAY,
30
31 /// Accepts Mondays only - those with <code>(Day::getDayOfWeek() == 1)</code>.
32 MONDAY,
33
34 /// Accepts Tuesdays only - those with <code>(Day::getDayOfWeek() == 2)</code>.
35 TUESDAY,
36
37 /// Accepts Wednesdays only - those with <code>(Day::getDayOfWeek() == 3)</code>.
38 WEDNESDAY,
39
40 /// Accepts Thursdays only - those with <code>(Day::getDayOfWeek() == 4)</code>.
41 THURSDAY,
42
43 /// Accepts Fridays only - those with <code>(Day::getDayOfWeek() == 5)</code>.
44 FRIDAY,
45
46 /// Accepts Saturdays only - those with <code>(Day::getDayOfWeek() == 6)</code>.
47 SATURDAY,
48
49 /// Accepts Sundays only - those with <code>(Day::getDayOfWeek() == 7)</code>.
50 SUNDAY,
51
52 /// Accepts week-days only - those with <code>(Day::getDayOfWeek() <= 5)</code>.
53 WEEK_DAY,
54
55 /// Accepts weekends only - those with <code>(Day::getDayOfWeek() >= 6)</code>.
56 WEEK_END,
57};
58
59/**
60 * A filter for days used by various search methods.
61 * This class provides predefined filters for certain Day attributes,
62 * although users can create their own filters to suit their needs.
63 * <p>
64 * Please note that days can be either trading or non-trading, and this distinction can be
65 * either based on rules (e.g. weekends) or dictated by special occasions (e.g. holidays).
66 * Different filters treat this distinction differently - some accept only trading days,
67 * some only non-trading, and some ignore type of day altogether.
68 */
70 /// Accepts any day - useful for pure calendar navigation.
71 static const DayFilter ANY;
72
73 /// Accepts trading days only - those with <code>(Day::isTrading() == true)</code>.
74 static const DayFilter TRADING;
75
76 /// Accepts non-trading days only - those with <code>(Day::isTrading() == false)</code>.
77 static const DayFilter NON_TRADING;
78
79 /// Accepts holidays only - those with <code>(Day::isHoliday() == true)</code>.
80 static const DayFilter HOLIDAY;
81
82 /// Accepts short days only - those with <code>(Day::isShortDay() == true)</code>.
83 static const DayFilter SHORT_DAY;
84
85 /// Accepts Mondays only - those with <code>(Day::getDayOfWeek() == 1)</code>.
86 static const DayFilter MONDAY;
87
88 /// Accepts Tuesdays only - those with <code>(Day::getDayOfWeek() == 2)</code>.
89 static const DayFilter TUESDAY;
90
91 /// Accepts Wednesdays only - those with <code>(Day::getDayOfWeek() == 3)</code>.
92 static const DayFilter WEDNESDAY;
93
94 /// Accepts Thursdays only - those with <code>(Day::getDayOfWeek() == 4)</code>.
95 static const DayFilter THURSDAY;
96
97 /// Accepts Fridays only - those with <code>(Day::getDayOfWeek() == 5)</code>.
98 static const DayFilter FRIDAY;
99
100 /// Accepts Saturdays only - those with <code>(Day::getDayOfWeek() == 6)</code>.
101 static const DayFilter SATURDAY;
102
103 /// Accepts Sundays only - those with <code>(Day::getDayOfWeek() == 7)</code>.
104 static const DayFilter SUNDAY;
105
106 /// Accepts week-days only - those with <code>(Day::getDayOfWeek() <= 5)</code>.
107 static const DayFilter WEEK_DAY;
108
109 /// Accepts weekends only - those with <code>(Day::getDayOfWeek() >= 6)</code>.
110 static const DayFilter WEEK_END;
111
112 DayFilter(const DayFilter &) = delete;
113 DayFilter(DayFilter &&) noexcept = delete;
114 DayFilter &operator=(const DayFilter &) = delete;
115 DayFilter &operator=(const DayFilter &&) noexcept = delete;
116
117 private:
118 DayFilterEnum code_;
119
120 std::string name_;
121
122 /// Bitwise mask of required days (2 for Monday, 4 for Tuesday, 128 for Sunday), <code>0</code> if not relevant.
123 std::uint32_t dayOfWeekMask_;
124
125 public:
126 [[nodiscard]] DayFilterEnum getCode() const {
127 return code_;
128 }
129
130 [[nodiscard]] std::string getName() const {
131 return name_;
132 }
133
134 [[nodiscard]] std::uint32_t getDayOfWeekMask() const {
135 return dayOfWeekMask_;
136 }
137
138 [[nodiscard]] Tristate isHoliday() const {
139 return holiday_;
140 }
141
142 [[nodiscard]] Tristate isShortDay() const {
143 return shortDay_;
144 }
145
146 [[nodiscard]] Tristate isTrading() const {
147 return trading_;
148 }
149
150 private:
151 /// Required holiday flag, Tristate::NONE if not relevant.
152 Tristate holiday_;
153 /// Required short day flag, Tristate::NONE if not relevant.
154 Tristate shortDay_;
155 /// Required trading flag, Tristate::NONE if not relevant.
156 Tristate trading_;
157
158 mutable std::mutex mtx_{};
159 mutable JavaObjectHandle<DayFilter> handle_;
160
161 /**
162 * Creates filter with specified conditions.
163 * <p>
164 * The <code>dayOfWeekMask</code> is a bitwise mask with individual bits for each day of week.
165 * For the day of week number N the N'th bit is used - the Day will be accepted if corresponding bit is set.
166 * If no bits is set (if mask is zero) then day of week attribute is ignored (any value is accepted).
167 * <p>
168 * The boolean parameters specify what value corresponding attributes should have.
169 * If some parameter is Tristate::NONE then corresponding attribute is ignored (any value is accepted).
170 *
171 * @param code The enum code
172 * @param name The enum name
173 * @param dayOfWeekMask The bitwise mask of required days (2 for Monday, 4 for Tuesday, 128 for Sunday),
174 * <code>0</code> if not relevant
175 * @param holiday The required holiday flag, Tristate::NONE if not relevant
176 * @param shortDay The required short day flag, Tristate::NONE if not relevant
177 * @param trading The required trading flag, Tristate::NONE if not relevant
178 */
179 DayFilter(DayFilterEnum code, std::string name, std::uint32_t dayOfWeekMask, Tristate holiday, Tristate shortDay,
180 Tristate trading) noexcept;
181
182 public:
183 const JavaObjectHandle<DayFilter> &getHandle() const &;
184};
185
187
#define DXFCXX_DISABLE_MSC_WARNINGS_POP()
Definition Conf.hpp:22
#define DXFCPP_CXX20_CONSTEXPR_STRING
Definition Conf.hpp:121
#define DXFCPP_END_NAMESPACE
Definition Conf.hpp:70
#define DXFCPP_BEGIN_NAMESPACE
Definition Conf.hpp:67
#define DXFCXX_DISABLE_GCC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:38
#define DXFCXX_DISABLE_GCC_WARNINGS_POP()
Definition Conf.hpp:40
#define DXFCXX_DISABLE_MSC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:21
#define DXFCPP_TRACE_ISOLATES
Definition Debug.hpp:19
#define DXFCPP_DEBUG
Definition Debug.hpp:15
#define DXFCPP_TRACE_LISTS
Definition Debug.hpp:22
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_properties(dxfc_dxendpoint_builder_t builder, const dxfc_dxendpoint_property_t **properties, size_t size)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.cpp:700
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_password(dxfc_dxendpoint_t endpoint, const char *password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:943
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_publisher(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxpublisher_t *publisher)
Definition DXEndpoint.cpp:1133
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_supports_property(dxfc_dxendpoint_builder_t builder, const char *key, DXFC_OUT int *supports)
Checks if a property is supported.
Definition DXEndpoint.cpp:727
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_add_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Adds listener that is notified about changes in state property.
Definition DXEndpoint.cpp:1079
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections.
Definition DXEndpoint.cpp:994
#define DXFCPP_EXPORT
Definition api.h:35
void * dxfc_dxendpoint_builder_t
The dxFeed endpoint's builder handle.
Definition api.h:207
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close_and_await_termination(dxfc_dxendpoint_t endpoint)
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:892
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_not_connected(dxfc_dxendpoint_t endpoint)
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:1045
dxfc_dxendpoint_state_t
Represents the current state of endpoint.
Definition api.h:149
@ DXFC_DXENDPOINT_STATE_CLOSED
Endpoint was closed.
Definition api.h:169
@ DXFC_DXENDPOINT_STATE_NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition api.h:153
@ DXFC_DXENDPOINT_STATE_CONNECTING
The connect function was called to establish connection to remove endpoint, but connection is not act...
Definition api.h:159
@ DXFC_DXENDPOINT_STATE_CONNECTED
The connection to remote endpoint is established.
Definition api.h:164
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of dxFeed endpoint with a FEED role.
Definition DXEndpoint.cpp:785
#define DXFC_OUT
Definition api.h:17
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_state(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_state_t *state)
Returns the state of this endpoint.
Definition DXEndpoint.cpp:1062
void * dxfc_dxendpoint_t
The dxFeed endpoint handle.
Definition api.h:198
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_property(dxfc_dxendpoint_builder_t builder, const char *key, const char *value)
Sets the specified property.
Definition DXEndpoint.cpp:683
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_free(dxfc_dxendpoint_builder_t builder)
Removes a builder from the registry.
Definition DXEndpoint.cpp:773
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_connect(dxfc_dxendpoint_t endpoint, const char *address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:960
dxfc_error_code_t
List of error codes.
Definition api.h:49
@ DXFC_EC_ERROR
The error returned if the current operation cannot be completed.
Definition api.h:60
@ DXFC_EC_SUCCESS
OK.
Definition api.h:53
@ DXFC_EC_G_ERR
dxFeed Graal Native API error.
Definition api.h:57
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_remove_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Removes listener that is notified about changes in state property.
Definition DXEndpoint.cpp:1105
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_name(dxfc_dxendpoint_builder_t builder, const char *name)
Changes name that is used to distinguish multiple endpoints in the same process (GraalVM Isolate) in ...
Definition DXEndpoint.cpp:667
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_set_property(const char *key, const char *value)
Sets the system property indicated by the specified key.
Definition System.cpp:68
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_build(dxfc_dxendpoint_builder_t builder, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Builds the new dxFeed endpoint instance.
Definition DXEndpoint.cpp:744
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_feed(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxfeed_t *feed)
Definition DXEndpoint.cpp:1128
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_processed(dxfc_dxendpoint_t endpoint)
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:1028
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close(dxfc_dxendpoint_t endpoint)
Closes this endpoint.
Definition DXEndpoint.cpp:875
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_new_builder(DXFC_OUT dxfc_dxendpoint_builder_t *builder)
Creates new dxFeed endpoint's builder instance.
Definition DXEndpoint.cpp:634
void(* dxfc_dxendpoint_state_change_listener)(dxfc_dxendpoint_state_t old_state, dxfc_dxendpoint_state_t new_state, void *user_data)
The endpoint current state change listener.
Definition api.h:178
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_reconnect(dxfc_dxendpoint_t endpoint)
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:977
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_role(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_role_t *role)
Returns the role of this endpoint.
Definition DXEndpoint.cpp:909
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_user(dxfc_dxendpoint_t endpoint, const char *user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:926
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_get_property(const char *key, DXFC_OUT char *buffer, size_t buffer_size)
Gets the system property indicated by the specified key.
dxfc_dxendpoint_role_t
Represents the role of endpoint that was specified during its creation.
Definition api.h:89
@ DXFC_DXENDPOINT_ROLE_PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition api.h:127
@ DXFC_DXENDPOINT_ROLE_STREAM_FEED
STREAM_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED and also connects to the remote data fee...
Definition api.h:116
@ DXFC_DXENDPOINT_ROLE_FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition api.h:99
@ DXFC_DXENDPOINT_ROLE_STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXFC_DXENDPOINT_ROLE_PUBLISHER and also connects to the remot...
Definition api.h:136
@ DXFC_DXENDPOINT_ROLE_LOCAL_HUB
LOCAL_HUB endpoint is a local hub without ability to establish network connections.
Definition api.h:143
@ DXFC_DXENDPOINT_ROLE_ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED, but it is designed to be used with d...
Definition api.h:107
void * dxfc_dxpublisher_t
The dxFeed publisher handle.
Definition api.h:217
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:830
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:807
void * dxfc_dxfeed_t
The dxFeed handle.
Definition api.h:212
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_role(dxfc_dxendpoint_builder_t builder, dxfc_dxendpoint_role_t role)
Sets role for the created dxFeed endpoint.
Definition DXEndpoint.cpp:650
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:852
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_free(dxfc_dxendpoint_t endpoint)
Removes the dxFeed endpoint from the registry.
Definition DXEndpoint.cpp:1138
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect_and_clear(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:1011
AnalyticOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition AnalyticOrder.hpp:346
AnalyticOrder & withIcebergHiddenSize(double icebergHiddenSize) noexcept
Changes iceberg hidden size and returns the current analytic order.
Definition AnalyticOrder.hpp:474
AnalyticOrder & withTime(std::int64_t time) noexcept
Changes time of this analytic order and returns it.
Definition AnalyticOrder.hpp:204
double getIcebergHiddenSize() const noexcept
Returns iceberg hidden size of this analytic order.
Definition AnalyticOrder.hpp:455
AnalyticOrder() noexcept=default
Creates new analytic order event with default values.
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition AnalyticOrder.cpp:77
AnalyticOrder & withOrderSide(const Side &side) noexcept
Changes side of this analytic order.
Definition AnalyticOrder.hpp:390
AnalyticOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition AnalyticOrder.hpp:335
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition AnalyticOrder.cpp:89
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition AnalyticOrder.cpp:50
AnalyticOrder & withAction(const OrderAction &action) noexcept
Changes action of this analytic order and returns it.
Definition AnalyticOrder.hpp:248
AnalyticOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this analytic order and returns it.
Definition AnalyticOrder.hpp:238
AnalyticOrder & withMarketMaker(std::string marketMaker) noexcept
Changes market maker or other aggregate identifier of this analytic order.
Definition AnalyticOrder.hpp:414
const IcebergType & getIcebergType() const &noexcept
Returns iceberg type of this analytic order.
Definition AnalyticOrder.hpp:516
AnalyticOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current analytic order.
Definition AnalyticOrder.hpp:258
AnalyticOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this analytic order.
Definition AnalyticOrder.hpp:215
AnalyticOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this analytic order.
Definition AnalyticOrder.hpp:379
AnalyticOrder & withScope(const Scope &scope) noexcept
Changes scope of this analytic order.
Definition AnalyticOrder.hpp:401
void setIcebergPeakSize(double icebergPeakSize) noexcept
Changes iceberg peak size of this analytic order.
Definition AnalyticOrder.hpp:434
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition AnalyticOrder.cpp:108
double getIcebergPeakSize() const noexcept
Returns iceberg peak size of this analytic order.
Definition AnalyticOrder.hpp:425
AnalyticOrder & withPrice(double price) noexcept
Changes price of this analytic order.
Definition AnalyticOrder.hpp:291
void setIcebergExecutedSize(double icebergExecutedSize) noexcept
Changes iceberg executed size of this analytic order.
Definition AnalyticOrder.hpp:495
std::string toString() const override
Returns a string representation of the current object.
Definition AnalyticOrder.cpp:69
void setIcebergHiddenSize(double icebergHiddenSize) noexcept
Changes iceberg hidden size of this analytic order.
Definition AnalyticOrder.hpp:464
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition AnalyticOrder.hpp:85
AnalyticOrder & withCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition AnalyticOrder.hpp:324
AnalyticOrder(std::string eventSymbol) noexcept
Creates new analytic order event with the specified event symbol.
Definition AnalyticOrder.hpp:124
AnalyticOrder & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this analytic order and returns it.
Definition AnalyticOrder.hpp:193
AnalyticOrder & withEventSymbol(const std::string &eventSymbol) noexcept override
Changes event's symbol and returns the current analytic order.
Definition AnalyticOrder.hpp:135
AnalyticOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition AnalyticOrder.hpp:280
AnalyticOrder & withIcebergPeakSize(double icebergPeakSize) noexcept
Changes iceberg peak size and returns the current analytic order.
Definition AnalyticOrder.hpp:444
AnalyticOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this analytic order.
Definition AnalyticOrder.hpp:227
AnalyticOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition AnalyticOrder.hpp:357
double getIcebergExecutedSize() const noexcept
Returns iceberg executed size of this analytic order.
Definition AnalyticOrder.hpp:486
AnalyticOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current analytic order.
Definition AnalyticOrder.hpp:170
AnalyticOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition AnalyticOrder.hpp:269
AnalyticOrder & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current analytic order.
Definition AnalyticOrder.hpp:146
AnalyticOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current analytic order.
Definition AnalyticOrder.hpp:181
AnalyticOrder & withIcebergExecutedSize(double icebergExecutedSize) noexcept
Changes iceberg executed size and returns the current analytic order.
Definition AnalyticOrder.hpp:505
AnalyticOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this analytic order.
Definition AnalyticOrder.hpp:368
void setIcebergType(const IcebergType &icebergType) noexcept
Changes iceberg type of this analytic order.
Definition AnalyticOrder.hpp:525
AnalyticOrder & withSize(double size) noexcept
Changes size of this analytic order.
Definition AnalyticOrder.hpp:302
AnalyticOrder & withIcebergType(const IcebergType &icebergType) noexcept
Changes iceberg type and returns the current analytic order.
Definition AnalyticOrder.hpp:536
AnalyticOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this analytic order.
Definition AnalyticOrder.hpp:313
AnalyticOrder & withSource(const OrderSource &source) noexcept
Changes event's source and returns the current analytic order.
Definition AnalyticOrder.hpp:159
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition Candle.cpp:250
Candle & withBidVolume(double bidVolume) noexcept
Changes bid volume in this candle.
Definition Candle.cpp:372
double getImpVolatility() const noexcept
Returns the implied volatility.
Definition Candle.cpp:392
void setClose(double close) noexcept
Changes the last (close) price of this candle.
Definition Candle.cpp:326
Candle & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this event.
Definition Candle.cpp:260
void setTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition Candle.cpp:234
void setBidVolume(double bidVolume) noexcept
Changes bid volume in this candle.
Definition Candle.cpp:368
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Candle.cpp:192
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Candle.cpp:86
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Candle.cpp:117
void setImpVolatility(double impVolatility)
Changes the implied volatility.
Definition Candle.cpp:396
Candle & withOpen(double open) noexcept
Changes the first (open) price of this candle.
Definition Candle.cpp:288
Candle & withHigh(double high) noexcept
Changes the maximal (high) price of this candle.
Definition Candle.cpp:302
Candle & withCount(std::int64_t count) noexcept
Changes total number of original trade (or quote) events in this candle.
Definition Candle.cpp:274
Candle & withAskVolume(double askVolume) noexcept
Changes ask volume in this candle.
Definition Candle.cpp:386
double getAskVolume() const noexcept
Returns ask volume in this candle.
Definition Candle.cpp:378
std::int64_t getTime() const noexcept override
Returns timestamp of the event in milliseconds.
Definition Candle.cpp:228
Candle(CandleSymbol eventSymbol) noexcept
Creates new candle with the specified candle event symbol.
Definition Candle.cpp:143
void setEventSymbol(const CandleSymbol &eventSymbol) noexcept override
Changes event symbol that identifies this event type in subscription.
Definition Candle.cpp:158
void setOpen(double open) noexcept
Changes the first (open) price of this candle.
Definition Candle.cpp:284
Candle() noexcept=default
Creates new candle with default values.
const std::optional< CandleSymbol > & getEventSymbolOpt() const &noexcept override
Returns symbol of this event.
Definition Candle.cpp:154
double getOpen() const noexcept
Returns the first (open) price of this candle.
Definition Candle.cpp:280
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition Candle.cpp:172
std::int64_t getCount() const noexcept
Returns total number of original trade (or quote) events in this candle.
Definition Candle.cpp:266
void setAskVolume(double askVolume) noexcept
Changes ask volume in this candle.
Definition Candle.cpp:382
double getBidVolume() const noexcept
Returns bid volume in this candle.
Definition Candle.cpp:364
Candle & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current candle.
Definition Candle.cpp:206
const CandleSymbol & getEventSymbol() const &noexcept override
Returns symbol of this event.
Definition Candle.cpp:146
double getHigh() const noexcept
Returns the maximal (high) price of this candle.
Definition Candle.cpp:294
Candle & withClose(double close) noexcept
Changes the last (close) price of this candle.
Definition Candle.cpp:330
void setHigh(double high) noexcept
Changes the maximal (high) price of this candle.
Definition Candle.cpp:298
double getVWAP() const noexcept
Returns volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:350
Candle & withVolume(double volume) noexcept
Changes total volume in this candle.
Definition Candle.cpp:344
Candle & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current candle.
Definition Candle.cpp:196
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Candle.cpp:105
double getLow() const noexcept
Returns the minimal (low) price of this candle.
Definition Candle.cpp:308
Candle & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this event.
Definition Candle.cpp:216
Candle & withLow(double low) noexcept
Changes the minimal (low) price of this candle.
Definition Candle.cpp:316
Candle & withEventSymbol(const CandleSymbol &eventSymbol) noexcept
Changes event's symbol and returns the current candle.
Definition Candle.cpp:162
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Candle.cpp:188
double getVolume() const noexcept
Returns total volume in this candle.
Definition Candle.cpp:336
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Candle.cpp:224
void setLow(double low) noexcept
Changes the minimal (low) price of this candle.
Definition Candle.cpp:312
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Candle.cpp:202
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition Candle.cpp:212
Candle & withImpVolatility(double impVolatility) noexcept
Changes implied volatility.
Definition Candle.cpp:400
void setOpenInterest(double openInterest) noexcept
Changes the open interest.
Definition Candle.cpp:410
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Candle.cpp:124
Candle & withOpenInterest(double openInterest) noexcept
Changes the open interest.
Definition Candle.cpp:414
std::int64_t getEventTime() const noexcept override
Returns time when event was created or zero when time is not available.
Definition Candle.cpp:168
Candle & withTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition Candle.cpp:240
Candle & withVWAP(double vwap) noexcept
Changes volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:358
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Candle.hpp:120
void setVWAP(double vwap) noexcept
Changes volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:354
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Candle.hpp:113
double getClose() const noexcept
Returns the last (close) price of this candle.
Definition Candle.cpp:322
Candle & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current candle.
Definition Candle.cpp:176
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition Candle.cpp:246
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Candle.cpp:184
void setCount(std::int64_t count) noexcept
Changes total number of original trade (or quote) events in this candle.
Definition Candle.cpp:270
double getOpenInterest() const noexcept
Returns the open interest.
Definition Candle.cpp:406
std::string toString() const override
Returns a string representation of the current object.
Definition Candle.cpp:422
void setVolume(double volume) noexcept
Changes total volume in this candle.
Definition Candle.cpp:340
Builder class for DXEndpoint that supports additional configuration properties.
Definition DXEndpoint.hpp:860
bool supportsProperty(const std::string &key)
Checks if a property is supported.
Definition DXEndpoint.cpp:323
std::shared_ptr< DXEndpoint > build()
Builds DXEndpoint instance.
Definition DXEndpoint.cpp:332
std::shared_ptr< Builder > withProperty(const std::string &key, const std::string &value)
Sets the specified property.
Definition DXEndpoint.cpp:308
std::shared_ptr< Builder > withName(const std::string &name)
Changes name that is used to distinguish multiple endpoints in the same process (GraalVM Isolate) in ...
Definition DXEndpoint.cpp:362
std::shared_ptr< Builder > withProperties(Properties &&properties)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.hpp:949
~Builder() noexcept override
Releases the GraalVM handle.
Definition DXEndpoint.cpp:352
std::shared_ptr< Builder > withRole(Role role)
Sets role for the created DXEndpoint.
Definition DXEndpoint.cpp:296
Subscription for a set of symbols and event types.
Definition DXFeedSubscription.hpp:40
void removeEventListener(std::size_t listenerId)
Removes listener for events.
Definition DXFeedSubscription.cpp:254
bool containsEventType(const EventTypeEnum &eventType) override
Returns true if this subscription contains the corresponding event type.
Definition DXFeedSubscription.cpp:181
std::size_t addChangeListener(std::shared_ptr< ObservableSubscriptionChangeListener > listener) override
Adds subscription change listener.
Definition DXFeedSubscription.cpp:264
bool isClosed() override
Returns true if this subscription is closed.
Definition DXFeedSubscription.cpp:159
void addSymbols(SymbolIt begin, SymbolIt end) const
Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:431
static std::shared_ptr< DXFeedSubscription > create(std::initializer_list< EventTypeEnum > eventTypes)
Creates detached subscription for the given collection of event types.
Definition DXFeedSubscription.cpp:134
void close() const
Closes this subscription and makes it permanently detached.
Definition DXFeedSubscription.cpp:168
void setEventsBatchLimit(std::int32_t eventsBatchLimit) const
Sets maximum number of events in the single notification of OnEventHandler.
Definition DXFeedSubscription.cpp:300
std::unordered_set< EventTypeEnum > getEventTypes() override
Returns a set of subscribed event types.
Definition DXFeedSubscription.cpp:177
void setSymbols(std::initializer_list< SymbolWrapper > collection) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.cpp:212
void removeSymbols(SymbolIt begin, SymbolIt end) const
Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:503
void removeSymbols(SymbolsCollection &&collection) const
Removes the specified collection of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:529
static const std::int32_t MAX_BATCH_LIMIT
The maximum events' batch limit for single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:56
void removeSymbols(const SymbolWrapper &symbolWrapper) const
Removes the specified symbol from the set of subscribed symbols.
Definition DXFeedSubscription.cpp:231
static std::shared_ptr< DXFeedSubscription > create(EventTypeIt begin, EventTypeIt end)
Creates detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:212
void attach(std::shared_ptr< DXFeed > feed)
Attaches subscription to the specified feed.
Definition DXFeedSubscription.cpp:143
TimePeriod getAggregationPeriod() const
Returns the aggregation period for data for this subscription instance.
Definition DXFeedSubscription.cpp:246
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:101
static const std::int32_t OPTIMAL_BATCH_LIMIT
The optimal events' batch limit for single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:51
std::size_t addEventListener(std::function< void(const std::vector< std::shared_ptr< EventT > > &)> &&listener)
Adds typed listener for events.
Definition DXFeedSubscription.hpp:676
void addSymbols(std::initializer_list< SymbolWrapper > collection) const
Adds the specified collection (initializer list) of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.cpp:227
void setSymbols(SymbolsCollection &&collection) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.hpp:382
void setAggregationPeriod(const TimePeriod &aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.cpp:250
static std::shared_ptr< DXFeedSubscription > create(const EventTypeEnum &eventType)
Creates detached subscription for a single event type.
Definition DXFeedSubscription.cpp:120
std::int32_t getEventsBatchLimit() const
Definition DXFeedSubscription.cpp:296
std::size_t addEventListener(EventListener &&listener)
Adds listener for events.
Definition DXFeedSubscription.hpp:621
static std::shared_ptr< DXFeedSubscription > create(EventTypesCollection &&eventTypes)
Creates detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:258
OnEventHandler & onEvent()
Returns a reference to an incoming events' handler (delegate), to which listeners can be added and re...
Definition DXFeedSubscription.cpp:258
void addSymbols(const SymbolsCollection &collection) const
Adds the specified collection of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:457
void setSymbols(SymbolIt begin, SymbolIt end) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.hpp:356
void setAggregationPeriod(std::int64_t aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:585
void removeChangeListener(std::size_t changeListenerId) override
Removes subscription change listener by id.
Definition DXFeedSubscription.cpp:280
std::vector< SymbolWrapper > getDecoratedSymbols() const
Returns a set of decorated symbols (depending on the actual implementation of subscription).
Definition DXFeedSubscription.cpp:203
void clear() const
Clears the set of subscribed symbols.
Definition DXFeedSubscription.cpp:185
void detach(std::shared_ptr< DXFeed > feed)
Detaches subscription from the specified feed.
Definition DXFeedSubscription.cpp:151
void addSymbols(const SymbolWrapper &symbolWrapper) const
Adds the specified symbol to the set of subscribed symbols.
Definition DXFeedSubscription.cpp:216
void setAggregationPeriod(std::chrono::milliseconds aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:572
void removeSymbols(std::initializer_list< SymbolWrapper > collection) const
Removes the specified collection (initializer list) of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.cpp:242
std::vector< SymbolWrapper > getSymbols() const
Returns a set of subscribed symbols (depending on the actual implementation of subscription).
Definition DXFeedSubscription.cpp:194
Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols an...
Definition DXFeedSubscription.hpp:787
std::int64_t getFromTime()
Returns the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:329
void setFromTime(std::chrono::milliseconds fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:340
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:325
void setFromTime(std::int64_t fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:333
static std::shared_ptr< DXFeedTimeSeriesSubscription > create(std::initializer_list< EventTypeEnum > eventTypes)
Creates detached subscription for the given collection of event types.
bool in(std::uint32_t eventFlagsMask) const noexcept
Determines if the given flag is in the mask.
Definition EventFlag.hpp:199
std::uint32_t getFlag() const noexcept
Definition EventFlag.hpp:188
static bool isSnapshotSnip(const std::shared_ptr< Event > &event)
Determines if the given event is marked as a snapshot snip.
Definition EventFlag.hpp:349
friend std::uint32_t operator|(std::uint32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:294
friend std::uint32_t operator&(const EventFlag &eventFlag1, std::uint32_t eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:305
friend std::int32_t operator|(const EventFlag &eventFlag1, std::int32_t eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:239
EventFlag() noexcept
Creates the invalid event flag.
Definition EventFlag.hpp:182
static bool isSnapshotBegin(const std::shared_ptr< Event > &event)
Determines if the given event marks the beginning of a snapshot.
Definition EventFlag.hpp:327
friend std::int32_t operator&(const EventFlag &eventFlag1, std::int32_t eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:261
static const EventFlag SNAPSHOT_SNIP
0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
Definition EventFlag.hpp:12
friend std::int32_t operator|(std::int32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:250
static bool isPending(const std::shared_ptr< Event > &event)
Determines if the given event is in a pending state.
Definition EventFlag.hpp:370
friend std::int32_t operator&(std::int32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:272
static const EventFlag SNAPSHOT_MODE
0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.
Definition EventFlag.hpp:14
bool in(const EventFlagsMask &eventFlagsMask) const noexcept
Determines if the given flag is in the mask.
Definition EventFlag.hpp:212
static const EventFlag TX_PENDING
0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.
Definition EventFlag.hpp:8
friend std::uint32_t operator|(const EventFlag &eventFlag1, std::uint32_t eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:283
static bool isRemove(const std::shared_ptr< Event > &event)
Determines if the given event is marked for removal.
Definition EventFlag.hpp:381
static bool isSnapshotEndOrSnip(const std::shared_ptr< Event > &event)
Determines if the given event marks the end of a snapshot or a snapshot snip.
Definition EventFlag.hpp:359
static const EventFlag SNAPSHOT_BEGIN
0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.
Definition EventFlag.hpp:10
friend std::uint32_t operator&(std::uint32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:316
static const EventFlag REMOVE_SYMBOL
0x80 - For internal use.
Definition EventFlag.hpp:15
static const EventFlag SNAPSHOT_END
0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.
Definition EventFlag.hpp:11
static const EventFlag REMOVE_EVENT
0x02 - A bitmask to get removal indicator from the value of eventFlags property.
Definition EventFlag.hpp:9
static bool isSnapshotEnd(const std::shared_ptr< Event > &event)
Determines if the given event marks the end of a snapshot.
Definition EventFlag.hpp:338
constexpr std::uint32_t getMask() const noexcept
Returns an integer representation of event mask.
Definition EventFlag.hpp:445
bool contains(const EventFlag &flag) const noexcept
Definition EventFlag.hpp:453
friend EventFlagsMask operator|(const EventFlagsMask &eventFlagsMask, const EventFlag &eventFlag) noexcept
Performs a bit or operation with an event flags' mask and an event flag.
Definition EventFlag.hpp:464
EventFlagsMask() noexcept
Creates an empty event flags mask.
Definition EventFlag.hpp:405
EventFlagsMask(std::initializer_list< EventFlag > eventFlags) noexcept
Creates event flags mask by initializer list with flags.
Definition EventFlag.hpp:436
EventFlagsMask(MaskType mask) noexcept
Create event flags mask by integer value.
Definition EventFlag.hpp:415
EventFlagsMask(EventFlagIt begin, EventFlagIt end) noexcept
Creates event flags mask by iterators of container with flags.
Definition EventFlag.hpp:425
friend EventFlagsMask operator&(const EventFlagsMask &eventFlagsMask, const EventFlag &eventFlag) noexcept
Performs a bit and operation with an event flags' mask and an event flag.
Definition EventFlag.hpp:475
The enumeration type that provides additional information about the dxFeed Graal C++-API event type.
Definition EventTypeEnum.hpp:21
bool isTimeSeries() const noexcept
Definition EventTypeEnum.hpp:174
const std::string & getClassName() const &noexcept
Definition EventTypeEnum.hpp:117
bool isLasting() const noexcept
Definition EventTypeEnum.hpp:160
bool isOnlyIndexed() const noexcept
Definition EventTypeEnum.hpp:181
bool isIndexed() const noexcept
Definition EventTypeEnum.hpp:167
std::uint32_t getId() const noexcept
Definition EventTypeEnum.hpp:103
bool isMarket() const noexcept
Definition EventTypeEnum.hpp:188
const std::string & getName() const &noexcept
Definition EventTypeEnum.hpp:110
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition Greeks.hpp:228
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition Greeks.hpp:141
double getTheta() const noexcept
Returns option theta.
Definition Greeks.hpp:315
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option.
Definition Greeks.hpp:270
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Greeks.hpp:172
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition Greeks.hpp:186
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Greeks.cpp:66
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Greeks.cpp:108
double getPrice() const noexcept
Returns option market price.
Definition Greeks.hpp:243
double getGamma() const noexcept
Returns option gamma.
Definition Greeks.hpp:297
double getRho() const noexcept
Returns option rho.
Definition Greeks.hpp:333
void setVega(double vega) noexcept
Changes option vega.
Definition Greeks.hpp:360
double getVega() const noexcept
Returns option vega.
Definition Greeks.hpp:351
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition Greeks.hpp:218
std::string toString() const override
Returns a string representation of the current object.
Definition Greeks.cpp:85
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Greeks.hpp:91
Greeks() noexcept=default
Creates new greeks event with default values.
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Greeks.hpp:156
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Greeks.hpp:151
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Greeks.hpp:146
void setGamma(double gamma) noexcept
Changes option gamma.
Definition Greeks.hpp:306
double getDelta() const noexcept
Return option delta.
Definition Greeks.hpp:279
void setRho(double rho) noexcept
Changes option rho.
Definition Greeks.hpp:342
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Greeks.hpp:161
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Greeks.cpp:96
std::int64_t getTime() const noexcept override
Returns timestamp of the event in milliseconds.
Definition Greeks.hpp:195
void setTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition Greeks.hpp:205
double getVolatility() const noexcept
Returns Black-Scholes implied volatility of the option.
Definition Greeks.hpp:261
Greeks(std::string eventSymbol) noexcept
Creates new greeks event with the specified event symbol.
Definition Greeks.hpp:137
void setTheta(double theta) noexcept
Changes option theta.
Definition Greeks.hpp:324
void setPrice(double price) noexcept
Changes option market price.
Definition Greeks.hpp:252
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Greeks.hpp:107
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Greeks.cpp:127
void setDelta(double delta) noexcept
Changes option delta.
Definition Greeks.hpp:288
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:22
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:21
const std::string & name() const noexcept
Returns the string representation of the object.
Definition IndexedEventSource.hpp:90
static IndexedEventSource fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition IndexedEventSource.cpp:32
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:13
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:81
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:15
std::string toString() const
Returns the string representation of the object.
Definition IndexedEventSource.hpp:99
IndexedEventSource(std::int32_t id, std::string name) noexcept
Creates the new IndexedEvent's source by id and name.
Definition IndexedEventSource.hpp:73
Represents subscription to a specific source of indexed events.
Definition IndexedEventSubscriptionSymbol.hpp:40
virtual const std::unique_ptr< SymbolWrapper > & getEventSymbol() const
Returns the wrapped event symbol (CandleSymbol, WildcardSymbol, etc).
Definition IndexedEventSubscriptionSymbol.cpp:16
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:24
static IndexedEventSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure ...
Definition IndexedEventSubscriptionSymbol.cpp:46
virtual const std::unique_ptr< IndexedEventSource > & getSource() const
Returns indexed event source.
Definition IndexedEventSubscriptionSymbol.cpp:20
IndexedEventSubscriptionSymbol(const SymbolWrapper &eventSymbol, const IndexedEventSource &source)
Creates indexed event subscription symbol with a specified event symbol and source.
Definition IndexedEventSubscriptionSymbol.cpp:10
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:33
virtual std::string toString() const
Returns string representation of this indexed event subscription symbol.
Definition IndexedEventSubscriptionSymbol.cpp:61
static Ptr create()
Creates the new InstrumentProfileCollector.
Definition InstrumentProfileCollector.cpp:133
std::shared_ptr< IterableInstrumentProfile > view() const
Returns a concurrent view of the set of instrument profiles.
Definition InstrumentProfileCollector.cpp:158
std::chrono::milliseconds getLastUpdateTimeAsDuration() const
Returns last modification time (as std::chrono::milliseconds) of instrument profiles or zero if it is...
Definition InstrumentProfileCollector.hpp:97
void updateInstrumentProfile(std::shared_ptr< InstrumentProfile > ip) const
Convenience method to update one instrument profile in this collector.
Definition InstrumentProfileCollector.cpp:150
std::int64_t getLastUpdateTime() const
Returns last modification time (in milliseconds) of instrument profiles or zero if it is unknown.
Definition InstrumentProfileCollector.cpp:142
std::shared_ptr< InstrumentProfile > next() const
Returns the next element in the iteration.
Definition IterableInstrumentProfile.cpp:36
bool hasNext() const noexcept
Returns true if the iterable has more elements.
Definition IterableInstrumentProfile.cpp:28
Message event with application-specific attachment.
Definition Message.hpp:33
void setEventSymbol(const std::string &eventSymbol) noexcept override
Changes symbol of this event.
Definition Message.hpp:131
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition Message.hpp:154
Message & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current message.
Definition Message.hpp:165
const std::string & getEventSymbol() const &noexcept override
Returns symbol of this event.
Definition Message.hpp:109
Message(std::string eventSymbol, std::string attachment) noexcept
Creates new message with the specified event symbol and attachment.
Definition Message.hpp:100
Message & withAttachment(std::string attachment) noexcept
Changes attachment.
Definition Message.hpp:209
std::int64_t getEventTime() const noexcept override
Returns time when event was created or zero when time is not available.
Definition Message.hpp:149
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Message.cpp:85
const std::optional< std::string > & getAttachmentOpt() const &noexcept
Returns attachment of this event.
Definition Message.hpp:189
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Message.hpp:52
std::string toString() const override
Returns a string representation of the current object.
Definition Message.cpp:124
Message(std::string eventSymbol) noexcept
Creates new message with the specified event symbol.
Definition Message.hpp:92
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Message.cpp:66
const std::string & getAttachment() const &
Returns attachment.
Definition Message.hpp:176
Message & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current message.
Definition Message.hpp:142
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Message.cpp:97
Message() noexcept=default
Creates new message with default values.
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns symbol of this event.
Definition Message.hpp:122
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Message.cpp:116
void setAttachment(std::string attachment)
Changes attachment.
Definition Message.hpp:198
void setUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of this option sale event.
Definition OptionSale.hpp:782
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition OptionSale.hpp:707
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this option sale event.
Definition OptionSale.hpp:658
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition OptionSale.hpp:667
std::string getExchangeCodeString() const noexcept
Returns exchange code of this option sale as UTF8 string.
Definition OptionSale.hpp:456
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.hpp:190
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into single long value.
Definition OptionSale.hpp:269
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OptionSale.hpp:103
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition OptionSale.hpp:245
OptionSale & withTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition OptionSale.hpp:292
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition OptionSale.hpp:281
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition OptionSale.hpp:175
std::int64_t getTime() const noexcept
Returns time of this event.
Definition OptionSale.hpp:304
OptionSale & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this option sale.
Definition OptionSale.hpp:385
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.hpp:487
void setPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.hpp:518
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:686
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:800
std::string toString() const override
Returns a string representation of the current object.
Definition OptionSale.cpp:114
double getPrice() const noexcept
Returns price of this option sale event.
Definition OptionSale.hpp:509
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:140
const std::string & getOptionSymbol() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:828
OptionSale & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current option sale.
Definition OptionSale.hpp:153
void setOptionSymbol(std::string optionSymbol) noexcept
Changes option symbol of this event.
Definition OptionSale.hpp:850
OptionSale & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current option sale.
Definition OptionSale.hpp:201
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this option sale event.
Definition OptionSale.hpp:447
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition OptionSale.hpp:745
void setTradeThroughExempt(char tradeThroughExempt)
Changes TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:638
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OptionSale.cpp:156
OptionSale & withPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.hpp:529
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition OptionSale.hpp:96
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:110
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:128
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:610
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition OptionSale.hpp:341
void setSize(double size) noexcept
Changes size of this option sale event.
Definition OptionSale.hpp:549
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition OptionSale.hpp:676
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition OptionSale.cpp:91
OptionSale & withTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition OptionSale.hpp:329
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:396
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:695
OptionSale & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this event.
Definition OptionSale.hpp:436
void setAskPrice(double askPrice) noexcept
Changes price of this time and sale event.the current ask price on the market when this option sale e...
Definition OptionSale.hpp:586
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition OptionSale.hpp:231
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition OptionSale.hpp:716
const TimeAndSaleType & getType() const &noexcept
Returns type of this option sale event.
Definition OptionSale.hpp:726
void setExchangeSaleConditions(std::string exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition OptionSale.hpp:619
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition OptionSale.hpp:407
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:567
void setType(const TimeAndSaleType &type) noexcept
Changes type of this option sale event.
Definition OptionSale.hpp:735
OptionSale & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current option sale.
Definition OptionSale.hpp:166
const std::optional< std::string > & getOptionSymbolOpt() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:841
OptionSale & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this option sale and returns it.
Definition OptionSale.hpp:363
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition OptionSale.hpp:418
void setDelta(double delta) noexcept
Changes option delta at the time of this option sale event.
Definition OptionSale.hpp:819
OptionSale(std::string eventSymbol) noexcept
Creates new option sale event with the specified event symbol.
Definition OptionSale.hpp:142
OptionSale & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.hpp:498
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition OptionSale.hpp:764
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition OptionSale.hpp:351
OptionSale & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.hpp:476
const Side & getAggressorSide() const &noexcept
Returns aggressor side of this option sale event.
Definition OptionSale.hpp:649
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OptionSale.hpp:180
OptionSale() noexcept=default
Creates new option sale event with default values.
const std::string & getExchangeSaleConditions() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:596
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:628
double getAskPrice() const noexcept
Returns the current ask price on the market when this option sale event had occurred.
Definition OptionSale.hpp:576
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OptionSale.hpp:185
double getVolatility() const noexcept
Returns Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:791
void setTime(std::int64_t time) noexcept
Changes time of this event.
Definition OptionSale.hpp:315
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition OptionSale.hpp:755
double getBidPrice() const noexcept
Returns the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:558
OptionSale & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current option sale.
Definition OptionSale.hpp:218
double getSize() const noexcept
Returns size of this option sale event.
Definition OptionSale.hpp:540
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:374
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.hpp:208
double getUnderlyingPrice() const noexcept
Returns underlying price at the time of this option sale event.
Definition OptionSale.hpp:773
OptionSale & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this event.
Definition OptionSale.hpp:256
double getDelta() const noexcept
Return option delta at the time of this option sale event.
Definition OptionSale.hpp:810
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:79
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:469
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:189
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:311
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:487
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:561
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:478
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:243
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:288
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:256
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:442
void setExchangeCode(char exchangeCode)
Changes exchange code of this order.
Definition OrderBase.hpp:621
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:205
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OrderBase.cpp:70
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:357
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:651
void setSequence(std::int32_t sequence)
Changes sequence number of this order.
Definition OrderBase.hpp:343
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:180
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:505
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:426
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:551
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:299
std::string baseFieldsToString() const
Returns string representation of this order event's fields.
Definition OrderBase.cpp:78
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:278
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:642
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:669
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:231
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:514
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:367
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:523
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:598
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:608
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:580
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:331
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:633
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:417
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:320
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:406
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:378
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:589
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:221
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:460
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:167
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:226
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:451
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:660
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:387
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:216
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:532
OrderBase() noexcept=default
Creates new order event with default values.
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:397
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:496
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:542
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:266
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:570
static const OrderSource GLBX
CME Globex.
Definition OrderSource.hpp:307
static const OrderSource smfe
Small Exchange.
Definition OrderSource.hpp:371
static const OrderSource bzx
Bats BZX Exchange.
Definition OrderSource.hpp:235
static const OrderSource DEX
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:202
static const OrderSource NTV
NASDAQ Total View.
Definition OrderSource.hpp:138
static const OrderSource AGGREGATE_ASK
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:123
static const OrderSource & valueOf(std::int32_t sourceId)
Returns order source for the specified source identifier.
Definition OrderSource.cpp:178
static const OrderSource ESPD
NASDAQ eSpeed.
Definition OrderSource.hpp:162
static const OrderSource CFE
CBOE Futures Exchange.
Definition OrderSource.hpp:347
static const OrderSource ntv
NASDAQ Total View.
Definition OrderSource.hpp:146
static const OrderSource ICE
Intercontinental Exchange.
Definition OrderSource.hpp:178
static const OrderSource BZX
Bats BZX Exchange.
Definition OrderSource.hpp:227
static const OrderSource C2OX
CBOE Options C2 Exchange.
Definition OrderSource.hpp:355
static const OrderSource REGIONAL_ASK
Ask side of a regional Quote.
Definition OrderSource.hpp:111
static const OrderSource REGIONAL_BID
Bid side of a regional Quote.
Definition OrderSource.hpp:104
static const OrderSource ABE
ABE (abe.io) exchange.
Definition OrderSource.hpp:291
static const OrderSource CEUX
Bats Europe DXE Exchange.
Definition OrderSource.hpp:259
static const OrderSource OCEA
Blue Ocean Technologies Alternative Trading System.
Definition OrderSource.hpp:403
static const OrderSource AGGREGATE_BID
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:117
static const OrderSource BXTR
Bats Europe TRF.
Definition OrderSource.hpp:267
static const OrderSource dex
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:211
static const OrderSource cedx
Cboe European Derivatives.
Definition OrderSource.hpp:444
static const OrderSource COMPOSITE_ASK
Ask side of a composite Quote.
Definition OrderSource.hpp:97
static const OrderSource XNFI
NASDAQ Fixed Income.
Definition OrderSource.hpp:170
static const OrderSource iex
Investors exchange.
Definition OrderSource.hpp:379
static const OrderSource xeur
Eurex Exchange.
Definition OrderSource.hpp:339
static const OrderSource CEDX
Cboe European Derivatives.
Definition OrderSource.hpp:436
static const OrderSource ISE
International Securities Exchange.
Definition OrderSource.hpp:186
static const OrderSource DEA
Direct-Edge EDGA Exchange.
Definition OrderSource.hpp:194
static const OrderSource glbx
CME Globex.
Definition OrderSource.hpp:315
static const OrderSource BI20
Borsa Istanbul Exchange.
Definition OrderSource.hpp:283
static const OrderSource BYX
Bats BYX Exchange.
Definition OrderSource.hpp:219
static const OrderSource FAIR
FAIR (FairX) exchange.
Definition OrderSource.hpp:299
static const OrderSource BATE
Bats Europe BXE Exchange.
Definition OrderSource.hpp:243
static const OrderSource pink
Pink Sheets.
Definition OrderSource.hpp:412
static const OrderSource DEFAULT
Default source for publishing custom order books.
Definition OrderSource.hpp:130
static const OrderSource NFX
NASDAQ Futures Exchange.
Definition OrderSource.hpp:154
static const OrderSource memx
Members Exchange.
Definition OrderSource.hpp:395
static bool isSpecialSourceId(std::int32_t sourceId) noexcept
Determines whether specified source identifier refers to special order source.
Definition OrderSource.cpp:174
static const OrderSource IST
Borsa Istanbul Exchange.
Definition OrderSource.hpp:275
static const OrderSource ARCA
NYSE Arca traded securities.
Definition OrderSource.hpp:420
static const OrderSource CHIX
Bats Europe CXE Exchange.
Definition OrderSource.hpp:251
static const OrderSource & valueOf(const std::string &name)
Returns order source for the specified source name.
Definition OrderSource.cpp:192
static const OrderSource ERIS
Eris Exchange group of companies.
Definition OrderSource.hpp:323
static const OrderSource XEUR
Eurex Exchange.
Definition OrderSource.hpp:331
static const OrderSource MEMX
Members Exchange.
Definition OrderSource.hpp:387
static const OrderSource COMPOSITE_BID
Bid side of a composite Quote.
Definition OrderSource.hpp:90
static const OrderSource arca
NYSE Arca traded securities.
Definition OrderSource.hpp:428
static const OrderSource SMFE
Small Exchange.
Definition OrderSource.hpp:363
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:95
Order & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition Order.hpp:429
Order & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order and returns it.
Definition Order.hpp:288
Order & withTime(std::int64_t time) noexcept
Changes time of this order and returns it.
Definition Order.hpp:248
Order & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition Order.hpp:275
Order() noexcept=default
Creates new order event with default values.
Order & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:325
Order & withMarketMaker(std::string marketMaker) noexcept
Changes market maker or other aggregate identifier of this order.
Definition Order.hpp:530
Order & withSource(const OrderSource &source) noexcept
Changes event's source and returns the current order.
Definition Order.hpp:195
Order & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition Order.hpp:442
void setMarketMaker(std::string marketMaker) noexcept
Changes market maker or other aggregate identifier of this order.
Definition Order.hpp:519
const std::string & getMarketMaker() const &noexcept
Returns market maker or other aggregate identifier of this order.
Definition Order.hpp:496
Order & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current order.
Definition Order.hpp:208
Order(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition Order.hpp:156
Order & withScope(const Scope &scope) noexcept
Changes scope of this order.
Definition Order.hpp:481
Order & withExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition Order.hpp:377
Order & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current order.
Definition Order.hpp:221
Order & withAction(const OrderAction &action) noexcept
Changes action of this order and returns it.
Definition Order.hpp:300
Order & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition Order.hpp:261
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Order.cpp:110
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Order.cpp:79
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Order.cpp:91
Order & withSize(double size) noexcept
Changes size of this order.
Definition Order.hpp:364
Order & withPrice(double price) noexcept
Changes price of this order.
Definition Order.hpp:351
std::string toString() const override
Returns a string representation of the current object.
Definition Order.cpp:75
Order & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition Order.hpp:338
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Order.cpp:56
virtual Order & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current order.
Definition Order.hpp:167
Order & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this order and returns it.
Definition Order.hpp:235
Order & withOrderSide(const Side &side) noexcept
Changes side of this order.
Definition Order.hpp:468
Order & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current order.
Definition Order.hpp:180
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Order.hpp:117
Order & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition Order.hpp:455
Order & withCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:390
Order & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition Order.hpp:403
Order & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition Order.hpp:416
Order & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current order.
Definition Order.hpp:312
const std::optional< std::string > & getMarketMakerOpt() const &noexcept
Returns market maker or other aggregate identifier of this order.
Definition Order.hpp:510
OtcMarketsOrder & withPrice(double price) noexcept
Changes price of this OTC Markets order.
Definition OtcMarketsOrder.hpp:358
bool isSaturated() const noexcept
Returns whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:625
OtcMarketsOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OtcMarketsOrder.hpp:347
OtcMarketsOrder & withAutoExecution(bool autoExecution) noexcept
Changes whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:681
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition OtcMarketsOrder.cpp:86
OtcMarketsOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this OTC Markets order.
Definition OtcMarketsOrder.hpp:380
void setNmsConditional(bool nmsConditional) noexcept
Changes whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:704
const OtcMarketsPriceType & getOtcMarketsPriceType() const &noexcept
Returns OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:592
bool isNmsConditional() const noexcept
Returns whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:695
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OtcMarketsOrder.cpp:105
OtcMarketsOrder() noexcept=default
Creates new OTC Markets order event with default values.
OtcMarketsOrder & withAction(const OrderAction &action) noexcept
Changes action of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:315
void setUnsolicited(bool unsolicited) noexcept
Changes whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:568
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition OtcMarketsOrder.hpp:152
std::string toString() const override
Returns a string representation of the current object.
Definition OtcMarketsOrder.cpp:67
OtcMarketsOrder & withSource(const OrderSource &source) noexcept
Changes event's source and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:226
OtcMarketsOrder & withCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OtcMarketsOrder.hpp:391
void setQuoteAccessPayment(std::int32_t quoteAccessPayment) noexcept
Changes Quote Access Payment (QAP) of this OTC Markets order.
Definition OtcMarketsOrder.hpp:505
OtcMarketsOrder & withMarketMaker(std::string marketMaker) noexcept
Changes market maker or other aggregate identifier of this OTC Markets order.
Definition OtcMarketsOrder.hpp:481
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition OtcMarketsOrder.cpp:48
OtcMarketsOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:248
void setSaturated(bool saturated) noexcept
Changes whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:634
void setOtcMarketsPriceType(const OtcMarketsPriceType &otcPriceType) noexcept
Changes OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:602
OtcMarketsOrder & withSize(double size) noexcept
Changes size of this OTC Markets order.
Definition OtcMarketsOrder.hpp:369
OtcMarketsOrder & withScope(const Scope &scope) noexcept
Changes scope of this OTC Markets order.
Definition OtcMarketsOrder.hpp:468
OtcMarketsOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OtcMarketsOrder.hpp:424
OtcMarketsOrder & withQuoteAccessPayment(std::int32_t quoteAccessPayment) noexcept
Changes Quote Access Payment (QAP) and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:515
OtcMarketsOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OtcMarketsOrder.hpp:336
std::int32_t getQuoteAccessPayment() const noexcept
Returns Quote Access Payment (QAP) of this OTC Markets order.
Definition OtcMarketsOrder.hpp:496
OtcMarketsOrder & withUnsolicited(bool unsolicited) noexcept
Changes whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:581
OtcMarketsOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this OTC Markets order.
Definition OtcMarketsOrder.hpp:435
OtcMarketsOrder & withOrderSide(const Side &side) noexcept
Changes side of this OTC Markets order.
Definition OtcMarketsOrder.hpp:457
void setOpen(bool open) noexcept
Changes whether this event is available for business within the operating hours of the OTC Link syste...
Definition OtcMarketsOrder.hpp:536
bool isAutoExecution() const noexcept
Returns whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:659
OtcMarketsOrder & withEventSymbol(const std::string &eventSymbol) noexcept override
Changes event's symbol and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:202
OtcMarketsOrder & withOtcMarketsPriceType(const OtcMarketsPriceType &otcPriceType) noexcept
Changes OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:614
OtcMarketsOrder & withSaturated(bool saturated) noexcept
Changes whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:647
OtcMarketsOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OtcMarketsOrder.hpp:413
OtcMarketsOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current OTC Markets order.
Definition OtcMarketsOrder.hpp:325
OtcMarketsOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this OTC Markets order.
Definition OtcMarketsOrder.hpp:446
void setAutoExecution(bool autoExecution) noexcept
Changes whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:668
bool isUnsolicited() const noexcept
Returns whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:559
OtcMarketsOrder & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:213
OtcMarketsOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:305
bool isOpen() const noexcept
Returns whether this event is available for business within the operating hours of the OTC Link syste...
Definition OtcMarketsOrder.hpp:527
OtcMarketsOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this OTC Markets order.
Definition OtcMarketsOrder.hpp:282
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition OtcMarketsOrder.cpp:74
OtcMarketsOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this OTC Markets order.
Definition OtcMarketsOrder.hpp:294
OtcMarketsOrder & withNmsConditional(bool nmsConditional) noexcept
Changes whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:717
OtcMarketsOrder & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:260
OtcMarketsOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:237
OtcMarketsOrder & withOpen(bool open) noexcept
Changes whether this event is available for business within the operating hours of the OTC Link syste...
Definition OtcMarketsOrder.hpp:548
OtcMarketsOrder(std::string eventSymbol) noexcept
Creates new OTC Markets order event with the specified event symbol.
Definition OtcMarketsOrder.hpp:191
OtcMarketsOrder & withTime(std::int64_t time) noexcept
Changes time of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:271
OtcMarketsOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OtcMarketsOrder.hpp:402
bool isShortSaleRestricted() const noexcept
Returns short sale restriction status of the security instrument.
Definition Profile.hpp:179
const TradingStatus & getTradingStatus() const &noexcept
Returns trading status of the security instrument.
Definition Profile.hpp:188
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Profile.hpp:83
double getLow52WeekPrice() const noexcept
Returns the minimal (low) price in last 52 weeks.
Definition Profile.hpp:340
double getHigh52WeekPrice() const noexcept
Returns the maximal (high) price in last 52 weeks.
Definition Profile.hpp:322
double getExDividendAmount() const noexcept
Returns the amount of the last paid dividend.
Definition Profile.hpp:412
void setHaltEndTime(std::int64_t haltEndTime) noexcept
Changes ending time of the trading halt interval.
Definition Profile.hpp:277
void setHigh52WeekPrice(double high52WeekPrice) noexcept
Changes the maximal (high) price in last 52 weeks.
Definition Profile.hpp:331
double getBeta() const noexcept
Returns the correlation coefficient of the instrument to the S&P500 index.
Definition Profile.hpp:358
double getFreeFloat() const noexcept
Returns free-float - the number of shares outstanding that are available to the public for trade.
Definition Profile.hpp:468
double getLowLimitPrice() const noexcept
Returns the minimal (low) allowed price.
Definition Profile.hpp:304
void setEarningsPerShare(double earningsPerShare) noexcept
Changes Earnings per share (the company’s profits divided by the number of shares).
Definition Profile.hpp:385
bool isTradingHalted() const noexcept
Returns trading halt status of the security instrument.
Definition Profile.hpp:206
double getHighLimitPrice() const noexcept
Returns the maximal (high) allowed price.
Definition Profile.hpp:286
double getDividendFrequency() const noexcept
Returns frequency of cash dividends payments per year (calculated).
Definition Profile.hpp:394
void setExDividendAmount(double exDividendAmount) noexcept
Changes the amount of the last paid dividend.
Definition Profile.hpp:421
void setFreeFloat(double freeFloat) noexcept
Changes free-float - the number of shares outstanding that are available to the public for trade.
Definition Profile.hpp:476
void setStatusReason(std::string statusReason) noexcept
Changes description of the reason that trading was halted.
Definition Profile.hpp:237
void setDividendFrequency(double dividendFrequency) noexcept
Changes frequency of cash dividends payments per year.
Definition Profile.hpp:403
const ShortSaleRestriction & getShortSaleRestriction() const &noexcept
Returns short sale restriction of the security instrument.
Definition Profile.hpp:161
const std::string & getDescription() const &noexcept
Returns description of the security instrument.
Definition Profile.hpp:130
void setHighLimitPrice(double highLimitPrice) noexcept
Changes the maximal (high) allowed price.
Definition Profile.hpp:295
double getEarningsPerShare() const noexcept
Returns earnings per share (the company’s profits divided by the number of shares).
Definition Profile.hpp:376
Profile() noexcept=default
Creates new profile event with default values.
std::string toString() const override
Returns a string representation of the current object.
Definition Profile.cpp:112
std::int64_t getHaltStartTime() const noexcept
Returns starting time of the trading halt interval.
Definition Profile.hpp:247
const std::optional< std::string > & getStatusReasonOpt() const &noexcept
Returns description of the reason that trading was halted.
Definition Profile.hpp:228
void setLowLimitPrice(double lowLimitPrice) noexcept
Changes the minimal (low) allowed price.
Definition Profile.hpp:313
void setLow52WeekPrice(double low52WeekPrice) noexcept
Changes the minimal (low) price in last 52 weeks.
Definition Profile.hpp:349
void setShortSaleRestriction(const ShortSaleRestriction &restriction) noexcept
Changes short sale restriction of the security instrument.
Definition Profile.hpp:170
void setShares(double shares) noexcept
Changes the number of shares outstanding.
Definition Profile.hpp:459
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Profile.cpp:128
double getShares() const noexcept
Returns the number of shares outstanding.
Definition Profile.hpp:450
const std::optional< std::string > & getDescriptionOpt() const &noexcept
Returns description of the security instrument.
Definition Profile.hpp:143
std::int32_t getExDividendDayId() const noexcept
Returns identifier of the day of the last dividend payment (ex-dividend date).
Definition Profile.hpp:431
void setExDividendDayId(std::int32_t exDividendDayId) noexcept
Changes identifier of the day of the last dividend payment (ex-dividend date).
Definition Profile.hpp:441
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Profile.cpp:140
void setDescription(std::string description) noexcept
Changes description of the security instrument.
Definition Profile.hpp:152
void setTradingStatus(const TradingStatus &status) noexcept
Changes trading status of the security instrument.
Definition Profile.hpp:197
void setBeta(double beta) noexcept
Changes the correlation coefficient of the instrument to the S&P500 index.
Definition Profile.hpp:367
void setHaltStartTime(std::int64_t haltStartTime) noexcept
Changes starting time of the trading halt interval.
Definition Profile.hpp:257
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Profile.cpp:159
const std::string & getStatusReason() const &noexcept
Returns description of the reason that trading was halted.
Definition Profile.hpp:215
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Profile.cpp:93
std::int64_t getHaltEndTime() const noexcept
Returns ending time of the trading halt interval.
Definition Profile.hpp:267
Profile(std::string eventSymbol) noexcept
Creates new profile event with the specified event symbol.
Definition Profile.hpp:122
Quote & withAskSize(double askSize) noexcept
Changes ask size and returns the current quote.
Definition Quote.hpp:544
Quote & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current quote.
Definition Quote.hpp:124
std::string getAskExchangeCodeString() const noexcept
Returns ask exchange code as UTF8 string.
Definition Quote.cpp:44
Quote & withAskExchangeCode(char askExchangeCode) noexcept
Changes ask exchange code and returns the current quote.
Definition Quote.hpp:465
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Quote.hpp:69
std::int16_t getBidExchangeCode() const noexcept
Returns bid exchange code.
Definition Quote.cpp:22
void setBidTime(std::int64_t bidTime) noexcept
Changes time of the last bid change.
Definition Quote.hpp:260
std::int64_t getTimeNanos() const noexcept
Returns time of the last bid or ask change in nanoseconds.
Definition Quote.hpp:202
double getAskSize() const
Returns ask size.
Definition Quote.hpp:525
Quote & withAskExchangeCode(std::int16_t askExchangeCode) noexcept
Changes ask exchange code and returns the current quote.
Definition Quote.hpp:484
void setAskExchangeCode(char askExchangeCode) noexcept
Changes ask exchange code.
Definition Quote.cpp:50
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds part of time of the last bid or ask change.
Definition Quote.hpp:221
void setBidPrice(double bidPrice) noexcept
Changes bid price.
Definition Quote.hpp:348
Quote & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds part of time of the last bid or ask change and returns the curre...
Definition Quote.hpp:232
Quote & withBidExchangeCode(std::int16_t bidExchangeCode) noexcept
Changes bid exchange code and returns the current quote.
Definition Quote.hpp:328
Quote & withBidExchangeCode(char bidExchangeCode) noexcept
Changes bid exchange code and returns the current quote.
Definition Quote.hpp:309
void setAskPrice(double askPrice)
Changes ask price.
Definition Quote.hpp:504
std::int64_t getBidTime() const noexcept
Returns time of the last bid change.
Definition Quote.hpp:247
void setAskSize(double askSize)
Changes ask size.
Definition Quote.hpp:534
double getBidPrice() const noexcept
Returns bid price.
Definition Quote.hpp:339
void setAskExchangeCode(std::int16_t askExchangeCode) noexcept
Changes ask exchange code.
Definition Quote.cpp:54
Quote(std::string eventSymbol) noexcept
Creates new quote event with the specified event symbol.
Definition Quote.hpp:115
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Quote.cpp:164
std::int64_t getAskTime() const noexcept
Returns time of the last ask change.
Definition Quote.hpp:403
Quote & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current quote.
Definition Quote.hpp:137
Quote & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this quote and returns the current quote.
Definition Quote.hpp:179
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Quote.cpp:145
Quote & withBidSize(double bidSize) noexcept
Changes bid size and returns the current quote.
Definition Quote.hpp:388
Quote & withBidPrice(double bidPrice) noexcept
Changes bid price and returns the current quote.
Definition Quote.hpp:358
Quote & withAskPrice(double askPrice) noexcept
Changes ask price and returns the current quote.
Definition Quote.hpp:514
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Quote.cpp:114
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Quote.cpp:133
Quote & withBidTime(std::int64_t bidTime) noexcept
Changes time of the last bid change and returns the current quote.
Definition Quote.hpp:276
void setAskTime(std::int64_t askTime) noexcept
Changes time of the last ask change.
Definition Quote.hpp:416
std::string toString() const override
Returns a string representation of the current object.
Definition Quote.cpp:103
std::int64_t getTime() const noexcept
Returns time of the last bid or ask change.
Definition Quote.hpp:191
double getBidSize() const noexcept
Returns bid size.
Definition Quote.hpp:369
Quote & withAskTime(std::int64_t askTime) noexcept
Changes time of the last ask change and returns the current quote.
Definition Quote.hpp:432
Quote() noexcept=default
Creates new quote event with default values.
void setSequence(std::int32_t sequence)
Changes sequence number of this quote.
Definition Quote.hpp:162
void setBidExchangeCode(char bidExchangeCode) noexcept
Changes bid exchange code.
Definition Quote.cpp:32
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds part of time of the last bid or ask change.
Definition Quote.hpp:211
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Quote.hpp:76
std::int32_t getSequence() const noexcept
Returns sequence number of this quote to distinguish quotes that have the same time.
Definition Quote.hpp:150
std::string getBidExchangeCodeString() const noexcept
Returns bid exchange code as UTF8 string.
Definition Quote.cpp:26
void setBidExchangeCode(std::int16_t bidExchangeCode) noexcept
Changes bid exchange code.
Definition Quote.cpp:36
void setBidSize(double bidSize) noexcept
Changes bid size.
Definition Quote.hpp:378
std::int16_t getAskExchangeCode() const noexcept
Returns ask exchange code.
Definition Quote.cpp:40
double getAskPrice() const
Returns ask price.
Definition Quote.hpp:495
Series & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current series.
Definition Series.hpp:205
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into single long value.
Definition Series.hpp:262
Series(std::string eventSymbol) noexcept
Creates new series event with the specified event symbol.
Definition Series.hpp:145
std::string toString() const override
Returns a string representation of the current object.
Definition Series.cpp:89
Series & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current series.
Definition Series.hpp:218
double getDividend() const noexcept
Returns implied simple dividend return of the corresponding option series.
Definition Series.hpp:490
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition Series.hpp:274
Series & withTime(std::int64_t time) noexcept
Changes time of this series and returns it.
Definition Series.hpp:309
double getPutVolume() const noexcept
Returns put options traded volume for a day.
Definition Series.hpp:419
Series & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this series and returns it.
Definition Series.hpp:251
void setVolatility(double volatility) noexcept
Changes implied volatility index for this series based on VIX methodology.
Definition Series.hpp:392
void setSequence(std::int32_t sequence)
Changes sequence number of this series event.
Definition Series.hpp:333
void setInterest(double interest) noexcept
Changes implied simple interest return of the corresponding option series.
Definition Series.hpp:517
void setDividend(double dividend) noexcept
Changes implied simple dividend return of the corresponding option series.
Definition Series.hpp:499
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Series.hpp:184
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Series.hpp:99
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Series.cpp:70
Series & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current series.
Definition Series.hpp:154
double getVolatility() const noexcept
Returns implied volatility index for this series based on VIX methodology.
Definition Series.hpp:383
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Series.hpp:106
double getPutCallRatio() const noexcept
Returns ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:454
void setTime(std::int64_t time) noexcept
Changes time of this series event.
Definition Series.hpp:295
double getOptionVolume() const noexcept
Returns options traded volume for a day.
Definition Series.hpp:437
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Series.hpp:231
std::int64_t getTime() const noexcept
Returns time of this series event.
Definition Series.hpp:284
Series & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current series.
Definition Series.hpp:167
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:194
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Series.cpp:131
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:112
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:463
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Series.hpp:179
void setExpiration(std::int32_t expiration) noexcept
Changes day id of expiration.
Definition Series.hpp:374
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition Series.hpp:174
Series() noexcept=default
Creates new series event with default values.
double getCallVolume() const noexcept
Returns call options traded volume for a day.
Definition Series.hpp:401
double getForwardPrice() const noexcept
Returns implied forward price for this option series.
Definition Series.hpp:472
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition Series.hpp:241
std::int32_t getSequence() const noexcept
Returns sequence number of this series event to distinguish trades that have the same time.
Definition Series.hpp:322
void setForwardPrice(double forwardPrice) noexcept
Changes implied forward price for this option series.
Definition Series.hpp:481
std::int32_t getExpiration() const noexcept
Returns day id of expiration.
Definition Series.hpp:364
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:189
void setCallVolume(double callVolume) noexcept
Changes call options traded volume for a day.
Definition Series.hpp:410
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition Series.hpp:508
Series & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this series.
Definition Series.hpp:351
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:100
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Series.hpp:428
Spread order event is a snapshot for a full available market depth for all spreads on a given underly...
Definition SpreadOrder.hpp:94
SpreadOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current spread order.
Definition SpreadOrder.hpp:203
const std::string & getSpreadSymbol() const &noexcept
Returns spread symbol of this event.
Definition SpreadOrder.hpp:487
const std::optional< std::string > & getSpreadSymbolOpt() const &noexcept
Returns spread symbol of this event.
Definition SpreadOrder.hpp:500
SpreadOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this spread order.
Definition SpreadOrder.hpp:372
SpreadOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current spread order.
Definition SpreadOrder.hpp:216
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SpreadOrder.cpp:91
SpreadOrder & withTime(std::int64_t time) noexcept
Changes time of this spread order and returns it.
Definition SpreadOrder.hpp:243
SpreadOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this spread order.
Definition SpreadOrder.hpp:256
SpreadOrder & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this spread order and returns it.
Definition SpreadOrder.hpp:230
SpreadOrder & withSize(double size) noexcept
Changes size of this spread order.
Definition SpreadOrder.hpp:359
SpreadOrder() noexcept=default
Creates new spread order event with default values.
SpreadOrder & withPrice(double price) noexcept
Changes price of this spread order.
Definition SpreadOrder.hpp:346
SpreadOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition SpreadOrder.hpp:411
SpreadOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition SpreadOrder.hpp:398
SpreadOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current spread order.
Definition SpreadOrder.hpp:307
SpreadOrder(std::string eventSymbol) noexcept
Creates new spread order event with the specified event symbol.
Definition SpreadOrder.hpp:155
SpreadOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition SpreadOrder.hpp:424
SpreadOrder & withAction(const OrderAction &action) noexcept
Changes action of this spread order and returns it.
Definition SpreadOrder.hpp:295
SpreadOrder & withOrderSide(const Side &side) noexcept
Changes side of this spread order.
Definition SpreadOrder.hpp:463
SpreadOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this spread order.
Definition SpreadOrder.hpp:437
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition SpreadOrder.cpp:56
void setSpreadSymbol(std::string spreadSymbol) noexcept
Changes spread symbol of this event.
Definition SpreadOrder.hpp:509
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SpreadOrder.cpp:79
SpreadOrder & withCount(std::int64_t count) noexcept
Changes number of individual spread orders in this aggregate spread order.
Definition SpreadOrder.hpp:385
std::string toString() const override
Returns a string representation of the current object.
Definition SpreadOrder.cpp:75
SpreadOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this spread order and returns it.
Definition SpreadOrder.hpp:283
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition SpreadOrder.cpp:110
SpreadOrder & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current spread order.
Definition SpreadOrder.hpp:177
SpreadOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this spread order.
Definition SpreadOrder.hpp:270
SpreadOrder & withSpreadSymbol(std::string spreadSymbol) noexcept
Changes spread symbol of this event.
Definition SpreadOrder.hpp:520
SpreadOrder & withSource(const OrderSource &source) noexcept
Changes event's source and returns the current spread order.
Definition SpreadOrder.hpp:190
SpreadOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary spread order ID.
Definition SpreadOrder.hpp:333
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition SpreadOrder.hpp:116
SpreadOrder & withScope(const Scope &scope) noexcept
Changes scope of this spread order.
Definition SpreadOrder.hpp:476
SpreadOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this spread order.
Definition SpreadOrder.hpp:450
SpreadOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition SpreadOrder.hpp:320
SpreadOrder & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current spread order.
Definition SpreadOrder.hpp:164
void setPrevDayId(std::int32_t prevDayId) noexcept
Changes identifier of the previous day that this summary represents.
Definition Summary.hpp:242
std::string toString() const override
Returns a string representation of the current object.
Definition Summary.cpp:87
double getDayOpenPrice() const noexcept
Returns the first (open) price for the day.
Definition Summary.hpp:141
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Summary.cpp:68
void setDayOpenPrice(double dayOpenPrice) noexcept
Changes the first (open) price for the day.
Definition Summary.hpp:150
Summary() noexcept=default
Creates new summary event with default values.
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Summary.hpp:74
double getDayLowPrice() const noexcept
Returns the minimal (low) price for the day.
Definition Summary.hpp:177
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Summary.cpp:100
void setPrevDayClosePrice(double prevDayClosePrice) noexcept
Changes the last (close) price for the previous day.
Definition Summary.hpp:260
const PriceType & getDayClosePriceType() const &noexcept
Returns the price type of the last (close) price for the day.
Definition Summary.hpp:213
double getPrevDayVolume() const noexcept
Returns total volume traded for the previous day.
Definition Summary.hpp:289
const PriceType & getPrevDayClosePriceType() const &noexcept
Returns the price type of the last (close) price for the previous day.
Definition Summary.hpp:269
void setDayClosePriceType(const PriceType &type) noexcept
Changes the price type of the last (close) price for the day.
Definition Summary.hpp:222
void setDayClosePrice(double dayClosePrice) noexcept
Changes the last (close) price for the day.
Definition Summary.hpp:204
double getDayHighPrice() const noexcept
Returns the maximal (high) price for the day.
Definition Summary.hpp:159
void setPrevDayClosePriceType(const PriceType &type) noexcept
Changes the price type of the last (close) price for the previous day.
Definition Summary.hpp:279
Summary(std::string eventSymbol) noexcept
Creates new summary event with the specified event symbol.
Definition Summary.hpp:113
void setDayId(std::int32_t dayId) noexcept
Changes identifier of the day that this summary represents.
Definition Summary.hpp:132
void setPrevDayVolume(double prevDayVolume) noexcept
Changes total volume traded for the previous day.
Definition Summary.hpp:298
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Summary.cpp:112
double getPrevDayClosePrice() const noexcept
Returns the last (close) price for the previous day.
Definition Summary.hpp:251
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Summary.cpp:131
double getDayClosePrice() const noexcept
Returns the last (close) price for the day.
Definition Summary.hpp:195
std::int32_t getDayId() const noexcept
Returns identifier of the day that this summary represents.
Definition Summary.hpp:122
void setOpenInterest(std::int64_t openInterest) noexcept
Changes open interest of the symbol as the number of open contracts.
Definition Summary.hpp:316
void setDayLowPrice(double dayLowPrice) noexcept
Changes the minimal (low) price for the day.
Definition Summary.hpp:186
void setDayHighPrice(double dayHighPrice) noexcept
Changes the maximal (high) price for the day.
Definition Summary.hpp:168
std::int64_t getOpenInterest() const noexcept
Returns open interest of the symbol as the number of open contracts.
Definition Summary.hpp:307
std::int32_t getPrevDayId() const noexcept
Returns identifier of the previous day that this summary represents.
Definition Summary.hpp:232
Message event with text payload.
Definition TextMessage.hpp:32
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of text message packaged into single long value.
Definition TextMessage.hpp:201
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TextMessage.cpp:88
std::int32_t getSequence() const noexcept
Returns sequence number of the text message to distinguish messages that have the same time.
Definition TextMessage.hpp:260
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition TextMessage.cpp:69
const std::string & getText() const &
Returns text.
Definition TextMessage.hpp:297
TextMessage & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current message.
Definition TextMessage.hpp:167
void setTime(std::int64_t time) noexcept
Changes time of the text message.
Definition TextMessage.hpp:234
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition TextMessage.hpp:179
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TextMessage.hpp:64
TextMessage & withText(std::string text) noexcept
Changes text and returns the current message.
Definition TextMessage.hpp:318
void setSequence(std::int32_t sequence)
Changes getSequence() sequence number of the text message.
Definition TextMessage.hpp:271
TextMessage(std::string eventSymbol, std::string text) noexcept
Creates new message with the specified event symbol and text.
Definition TextMessage.hpp:113
const std::string & getEventSymbol() const &noexcept override
Returns symbol of this event.
Definition TextMessage.hpp:134
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TextMessage.cpp:119
TextMessage() noexcept=default
Creates new message with default values.
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of text message.
Definition TextMessage.hpp:213
TextMessage & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current message.
Definition TextMessage.hpp:190
std::string toString() const override
Returns a string representation of the current object.
Definition TextMessage.cpp:128
TextMessage & withSequence(std::int32_t sequence) noexcept
Changes event's sequence number and returns the current message.
Definition TextMessage.hpp:286
void setText(std::string text)
Changes text.
Definition TextMessage.hpp:306
TextMessage & withTime(std::int64_t time) noexcept
Changes time and returns the current message.
Definition TextMessage.hpp:247
std::int64_t getEventTime() const noexcept override
Returns time when event was created or zero when time is not available.
Definition TextMessage.hpp:174
TextMessage(std::string eventSymbol) noexcept
Creates new message with the specified event symbol.
Definition TextMessage.hpp:104
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TextMessage.hpp:55
TextMessage(std::string eventSymbol, std::int64_t time, std::string text) noexcept
Creates new message with the specified event symbol, time and text.
Definition TextMessage.hpp:123
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TextMessage.cpp:100
void setEventSymbol(const std::string &eventSymbol) noexcept override
Changes symbol of this event.
Definition TextMessage.hpp:156
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns symbol of this event.
Definition TextMessage.hpp:147
std::int64_t getTime() const noexcept
Returns time of the text message.
Definition TextMessage.hpp:223
void setInterest(double interest) noexcept
Changes implied simple interest return of the corresponding option series.
Definition TheoPrice.hpp:351
void setGamma(double gamma) noexcept
Changes gamma of the theoretical price.
Definition TheoPrice.hpp:315
void setPrice(double price) noexcept
Changes theoretical option price.
Definition TheoPrice.hpp:259
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition TheoPrice.hpp:163
void setUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of theo price computation.
Definition TheoPrice.hpp:277
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition TheoPrice.hpp:235
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition TheoPrice.hpp:153
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition TheoPrice.hpp:179
double getPrice() const noexcept
Returns theoretical option price.
Definition TheoPrice.hpp:250
double getGamma() const noexcept
Returns gamma of the theoretical price.
Definition TheoPrice.hpp:306
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition TheoPrice.hpp:158
std::int64_t getTime() const noexcept override
Returns timestamp of the event in milliseconds.
Definition TheoPrice.hpp:202
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition TheoPrice.hpp:148
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition TheoPrice.cpp:64
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TheoPrice.hpp:105
void setTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition TheoPrice.hpp:212
void setDelta(double delta) noexcept
Changes delta of the theoretical price.
Definition TheoPrice.hpp:296
double getDividend() const noexcept
Returns implied simple dividend return of the corresponding option series.
Definition TheoPrice.hpp:324
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TheoPrice.cpp:93
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition TheoPrice.hpp:168
TheoPrice() noexcept=default
Creates new theoprice event with default values.
void setDividend(double dividend) noexcept
Changes implied simple dividend return of the corresponding option series.
Definition TheoPrice.hpp:333
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TheoPrice.hpp:98
double getUnderlyingPrice() const noexcept
Returns underlying price at the time of theo price computation.
Definition TheoPrice.hpp:268
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition TheoPrice.hpp:193
TheoPrice(std::string eventSymbol) noexcept
Creates new theoprice event with the specified event symbol.
Definition TheoPrice.hpp:144
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition TheoPrice.hpp:225
std::string toString() const override
Returns a string representation of the current object.
Definition TheoPrice.cpp:83
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TheoPrice.cpp:124
double getDelta() const noexcept
Returns delta of the theoretical price.
Definition TheoPrice.hpp:287
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TheoPrice.cpp:105
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition TheoPrice.hpp:342
const TimeAndSaleType & getType() const &noexcept
Returns type of this time and sale event.
Definition TimeAndSale.hpp:552
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this time and sale event.
Definition TimeAndSale.cpp:21
TimeAndSale() noexcept=default
Creates new time and sale event with default values.
std::string getExchangeCodeString() const noexcept
Returns exchange code of this time and sale event as UTF8 string.
Definition TimeAndSale.hpp:325
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:397
std::int64_t getTime() const noexcept override
Returns timestamp of the event in milliseconds.
Definition TimeAndSale.hpp:228
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition TimeAndSale.hpp:571
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition TimeAndSale.hpp:219
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition TimeAndSale.hpp:301
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition TimeAndSale.hpp:205
void setSeller(std::string seller) noexcept
Changes seller of this time and sale event.
Definition TimeAndSale.hpp:652
double getBidPrice() const noexcept
Returns the current bid price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:388
double getAskPrice() const noexcept
Returns the current ask price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:406
const std::string & getExchangeSaleConditions() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:426
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition TimeAndSale.hpp:543
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition TimeAndSale.cpp:90
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition TimeAndSale.hpp:534
void setAskPrice(double askPrice) noexcept
Changes price of this time and sale event.the current ask price on the market when this time and sale...
Definition TimeAndSale.hpp:416
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition TimeAndSale.hpp:270
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition TimeAndSale.hpp:523
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition TimeAndSale.hpp:514
double getSize() const noexcept
Returns size of this time and sale event.
Definition TimeAndSale.hpp:370
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition TimeAndSale.hpp:290
void setExchangeSaleConditions(std::string exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:449
std::string toString() const override
Returns a string representation of the current object.
Definition TimeAndSale.cpp:109
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this time and sale event.
Definition TimeAndSale.hpp:487
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition TimeAndSale.hpp:194
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition TimeAndSale.hpp:189
void setSize(double size) noexcept
Changes size of this time and sale event.
Definition TimeAndSale.hpp:379
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition TimeAndSale.hpp:174
void setTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition TimeAndSale.hpp:238
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TimeAndSale.hpp:131
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition TimeAndSale.hpp:250
void setBuyer(std::string buyer) noexcept
Changes buyer of this time and sale event.
Definition TimeAndSale.hpp:621
const std::optional< std::string > & getSellerOpt() const &noexcept
Returns seller of this time and sale event.
Definition TimeAndSale.hpp:643
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeAndSale.cpp:124
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition TimeAndSale.hpp:590
TimeAndSale(std::string eventSymbol) noexcept
Creates new time and sale event with the specified event symbol.
Definition TimeAndSale.hpp:170
const std::optional< std::string > & getBuyerOpt() const &noexcept
Returns buyer of this time and sale event.
Definition TimeAndSale.hpp:612
void setPrice(double price) noexcept
Changes price of this time and sale event.
Definition TimeAndSale.hpp:361
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition TimeAndSale.hpp:581
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition TimeAndSale.hpp:505
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition TimeAndSale.hpp:279
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition TimeAndSale.hpp:179
double getPrice() const noexcept
Returns price of this time and sale event.
Definition TimeAndSale.hpp:352
const std::string & getSeller() const &noexcept
Returns seller of this time and sale event.
Definition TimeAndSale.hpp:630
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeAndSale.cpp:136
const std::string & getBuyer() const &noexcept
Returns buyer of this time and sale event.
Definition TimeAndSale.hpp:599
void setType(const TimeAndSaleType &type) noexcept
Changes type of this time and sale event.
Definition TimeAndSale.hpp:561
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TimeAndSale.hpp:124
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this time and sale event.
Definition TimeAndSale.hpp:316
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition TimeAndSale.hpp:260
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this time and sale event.
Definition TimeAndSale.hpp:458
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:440
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition TimeAndSale.hpp:496
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this time and sale event.
Definition TimeAndSale.hpp:343
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition TimeAndSale.hpp:184
const Side & getAggressorSide() const &noexcept
Returns aggressor side of this time and sale event.
Definition TimeAndSale.hpp:478
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TimeAndSale.cpp:155
void setTradeThroughExempt(char tradeThroughExempt)
Changes TradeThroughExempt flag of this time and sale event.
Definition TimeAndSale.hpp:467
TimeSeriesSubscriptionSymbol(const SymbolWrapper &eventSymbol, std::int64_t fromTime)
Creates time-series subscription symbol with a specified event symbol and subscription time.
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:19
std::string toString() const override
Returns string representation of this time-series subscription symbol.
Definition TimeSeriesSubscriptionSymbol.cpp:63
std::int64_t getFromTime() const
Returns the subscription time.
Definition TimeSeriesSubscriptionSymbol.cpp:15
static TimeSeriesSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure ...
Definition TimeSeriesSubscriptionSymbol.cpp:48
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:32
Base class for common fields of Trade} and TradeETH events.
Definition TradeBase.hpp:36
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of the last trade.
Definition TradeBase.hpp:244
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TradeBase.cpp:60
void setSequence(std::int32_t sequence)
Changes sequence number of the last trade.
Definition TradeBase.hpp:200
double getChange() const noexcept
Returns change of the last trade.
Definition TradeBase.hpp:383
TradeBase() noexcept=default
Creates new trade event with default values.
void setChange(double change) noexcept
Changes change of the last trade.
Definition TradeBase.hpp:392
void setDayId(std::int32_t dayId) noexcept
Changes identifier of the current trading day.
Definition TradeBase.hpp:300
std::string baseFieldsToString() const
Returns string representation of this trade event's fields.
Definition TradeBase.cpp:68
std::int64_t getTime() const noexcept
Returns time of the last trade.
Definition TradeBase.hpp:125
std::int32_t getDayId() const noexcept
Returns identifier of the current trading day.
Definition TradeBase.hpp:290
double getSize() const noexcept
Returns size of the last trade as floating number with fractions.
Definition TradeBase.hpp:271
std::int16_t getExchangeCode() const noexcept
Returns exchange code of the last trade.
Definition TradeBase.hpp:215
TradeBase(std::string eventSymbol) noexcept
Creates new trade event with the specified event symbol.
Definition TradeBase.hpp:95
std::int32_t getSequence() const noexcept
Returns sequence number of the last trade to distinguish trades that have the same time.
Definition TradeBase.hpp:189
void setTickDirection(const Direction &direction) noexcept
Changes tick direction of the last trade.
Definition TradeBase.hpp:355
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TradeBase.hpp:82
double getDayTurnover() const noexcept
Returns total turnover traded for a day.
Definition TradeBase.hpp:328
void setDayTurnover(double dayTurnover) noexcept
Changes total turnover traded for a day.
Definition TradeBase.hpp:337
void setSize(double size) noexcept
Changes size of the last trade as floating number with fractions.
Definition TradeBase.hpp:280
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the last trade.
Definition TradeBase.hpp:169
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of last trade packaged into single long value.
Definition TradeBase.hpp:103
bool isExtendedTradingHours() const noexcept
Returns whether last trade was in extended trading hours.
Definition TradeBase.hpp:364
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of last trade.
Definition TradeBase.hpp:115
const Direction & getTickDirection() const &noexcept
Returns tick direction of the last trade.
Definition TradeBase.hpp:346
double getDayVolume() const noexcept
Returns total volume traded for a day as floating number with fractions.
Definition TradeBase.hpp:309
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of the last trade.
Definition TradeBase.hpp:235
void setTime(std::int64_t time) noexcept
Changes time of the last trade.
Definition TradeBase.hpp:136
double getPrice() const noexcept
Returns price of the last trade.
Definition TradeBase.hpp:253
std::string getExchangeCodeString() const noexcept
Returns exchange code of last trade as UTF8 string.
Definition TradeBase.hpp:224
void setPrice(double price) noexcept
Changes price of the last trade.
Definition TradeBase.hpp:262
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the last trade.
Definition TradeBase.hpp:178
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether last trade was in extended trading hours.
Definition TradeBase.hpp:373
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the last trade.
Definition TradeBase.hpp:159
std::int64_t getTimeNanos() const noexcept
Returns time of the last trade in nanoseconds.
Definition TradeBase.hpp:149
void setDayVolume(double dayVolume) noexcept
Changes total volume traded for a day as floating number with fractions.
Definition TradeBase.hpp:318
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TradeETH.cpp:97
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TradeETH.cpp:78
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TradeETH.cpp:66
TradeETH(std::string eventSymbol) noexcept
Creates new trade event with the specified event symbol.
Definition TradeETH.hpp:152
std::string toString() const override
Returns a string representation of the current object.
Definition TradeETH.cpp:62
TradeETH() noexcept=default
Creates new trade event with default values.
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition TradeETH.cpp:43
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TradeETH.hpp:113
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Trade.cpp:97
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Trade.hpp:88
Trade() noexcept=default
Creates new trade event with default values.
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Trade.cpp:78
Trade(std::string eventSymbol) noexcept
Creates new trade event with the specified event symbol.
Definition Trade.hpp:127
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Trade.cpp:43
std::string toString() const override
Returns a string representation of the current object.
Definition Trade.cpp:62
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Trade.cpp:66
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Underlying.hpp:175
double getCallVolume() const noexcept
Returns call options traded volume for a day.
Definition Underlying.hpp:300
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Underlying.cpp:94
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Underlying.hpp:101
void setFrontVolatility(double frontVolatility) noexcept
Changes front month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:273
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Underlying.hpp:327
void setVolatility(double volatility) noexcept
Changes 30-day implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:255
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition Underlying.hpp:189
const IndexedEventSource & getSource() const &noexcept override
Returns the source identifier for this event, which is always DEFAULT for time-series events.
Definition Underlying.hpp:144
void setTime(std::int64_t time) noexcept
Changes timestamp of the event in milliseconds.
Definition Underlying.hpp:208
Underlying() noexcept=default
Creates new underlying event with default values.
double getBackVolatility() const noexcept
Returns back month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:282
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition Underlying.hpp:231
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Underlying.hpp:362
void setBackVolatility(double backVolatility) noexcept
Changes back month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:291
void setCallVolume(double callVolume) noexcept
Changes call options traded volume for a day.
Definition Underlying.hpp:309
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Underlying.hpp:154
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition Underlying.cpp:64
std::int64_t getTime() const noexcept override
Returns timestamp of the event in milliseconds.
Definition Underlying.hpp:198
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Underlying.hpp:149
double getPutVolume() const noexcept
Returns put options traded volume for a day.
Definition Underlying.hpp:318
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition Underlying.hpp:221
std::string toString() const override
Returns a string representation of the current object.
Definition Underlying.cpp:83
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Underlying.hpp:94
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Underlying.cpp:106
double getFrontVolatility() const noexcept
Returns front month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:264
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Underlying.hpp:159
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Underlying.cpp:125
double getOptionVolume() const noexcept
Returns options traded volume for a day.
Definition Underlying.hpp:336
double getVolatility() const noexcept
Returns 30-day implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:246
Underlying(std::string eventSymbol) noexcept
Creates new underlying event with the specified event symbol.
Definition Underlying.hpp:140
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Underlying.hpp:164
double getPutCallRatio() const noexcept
Returns ratio of put options traded volume to call options traded volume for a day.
Definition Underlying.hpp:353
The AuthToken class represents an authorization token and encapsulates information about the authoriz...
Definition AuthToken.hpp:30
std::string getScheme() const
Returns the authentication scheme.
Definition AuthToken.cpp:85
static AuthToken createBasicTokenOrNull(const StringLikeWrapper &user, const StringLikeWrapper &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:33
static AuthToken valueOf(const StringLikeWrapper &string)
Constructs an AuthToken from the specified string.
Definition AuthToken.cpp:21
static AuthToken createBasicToken(const StringLikeWrapper &user, const StringLikeWrapper &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:29
static AuthToken createBearerTokenOrNull(const StringLikeWrapper &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:47
std::string getPassword() const
Returns the password or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:77
static AuthToken createBasicToken(const StringLikeWrapper &userPassword)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:25
static AuthToken createBearerToken(const StringLikeWrapper &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:43
static AuthToken createCustomToken(const StringLikeWrapper &scheme, const StringLikeWrapper &value)
Constructs an AuthToken with a custom scheme and value.
Definition AuthToken.cpp:57
std::string getHttpAuthorization() const
Returns the HTTP authorization header value.
Definition AuthToken.cpp:61
std::string getValue() const
Returns the access token for RFC6750 or the Base64-encoded "username:password" for RFC2617.
Definition AuthToken.cpp:93
std::string getUser() const
Returns the username or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:69
Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time.
Definition CandleAlignment.hpp:32
static const CandleAlignment DEFAULT
Default alignment is CandleAlignment::MIDNIGHT.
Definition CandleAlignment.hpp:46
static const CandleAlignment MIDNIGHT
Align candles on midnight.
Definition CandleAlignment.hpp:12
static std::reference_wrapper< const CandleAlignment > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle alignment of the given candle symbol string.
Definition CandleAlignment.cpp:79
static const CandleAlignment SESSION
Align candles on trading sessions.
Definition CandleAlignment.hpp:13
std::string toString() const
Returns string representation of this candle alignment.
Definition CandleAlignment.cpp:37
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle alignment attribute.
Definition CandleAlignment.cpp:91
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleAlignment in a symbol string using methods...
Definition CandleAlignment.hpp:15
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle alignment set.
Definition CandleAlignment.cpp:32
static std::reference_wrapper< const CandleAlignment > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle alignment into object.
Definition CandleAlignment.cpp:53
Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the ...
Definition CandleExchange.hpp:30
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this exchange set.
Definition CandleExchange.hpp:65
static const CandleExchange COMPOSITE
Composite exchange where data is taken from all exchanges.
Definition CandleExchange.hpp:11
char getExchangeCode() const noexcept
Returns exchange code.
Definition CandleExchange.hpp:55
static CandleExchange getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns exchange attribute object of the given candle symbol string.
Definition CandleExchange.hpp:101
static const CandleExchange DEFAULT
Default exchange is CandleExchange::COMPOSITE.
Definition CandleExchange.hpp:39
std::string toString() const
Returns string representation of this exchange.
Definition CandleExchange.hpp:76
static CandleExchange valueOf(char exchangeCode) noexcept
Returns exchange attribute object that corresponds to the specified exchange code character.
Definition CandleExchange.hpp:90
Period attribute of CandleSymbol defines aggregation period of the candles.
Definition CandlePeriod.hpp:37
static CandlePeriod parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of aggregation period into object.
Definition CandlePeriod.hpp:155
double getValue() const noexcept
Returns aggregation period value.
Definition CandlePeriod.hpp:109
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePeriod in a symbol string using methods of...
Definition CandlePeriod.hpp:53
static const CandlePeriod TICK
Tick aggregation where each candle represents an individual tick.
Definition CandlePeriod.hpp:50
static const CandlePeriod DEFAULT
Default period is CandlePeriod::TICK.
Definition CandlePeriod.hpp:51
std::int64_t getPeriodIntervalMillis() const noexcept
Returns aggregation period in milliseconds as closely as possible.
Definition CandlePeriod.hpp:88
static const CandlePeriod DAY
Day aggregation where each candle represents a day.
Definition CandlePeriod.hpp:51
static CandlePeriod valueOf(double value, const CandleType &type) noexcept
Returns candle period with the given value and type.
Definition CandlePeriod.hpp:188
const CandleType & getType() const &noexcept
Returns aggregation period type.
Definition CandlePeriod.hpp:117
const std::string & toString() const &
Returns string representation of this aggregation period.
Definition CandlePeriod.hpp:131
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this aggregation period set.
Definition CandlePeriod.hpp:97
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle period attribute.
Definition CandlePeriod.hpp:219
static CandlePeriod getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle period of the given candle symbol string.
Definition CandlePeriod.hpp:207
Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to pr...
Definition CandlePriceLevel.hpp:40
std::string toString() const
Returns string representation of this price level.
Definition CandlePriceLevel.hpp:80
double getValue() const noexcept
Returns price level value.
Definition CandlePriceLevel.hpp:69
static CandlePriceLevel parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle price level into object.
Definition CandlePriceLevel.hpp:111
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePriceLevel in a symbol string using method...
Definition CandlePriceLevel.hpp:13
static CandlePriceLevel valueOf(double value)
Returns candle price level with the given value.
Definition CandlePriceLevel.hpp:122
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle price level attribute.
Definition CandlePriceLevel.hpp:149
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle price level set.
Definition CandlePriceLevel.hpp:98
static const CandlePriceLevel DEFAULT
Default price level corresponds to NaN (std::numeric_limits<double>::quiet_NaN())
Definition CandlePriceLevel.hpp:11
static CandlePriceLevel getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle price level of the given candle symbol string.
Definition CandlePriceLevel.hpp:137
Price type attribute of CandleSymbol defines price that is used to build the candles.
Definition CandlePrice.hpp:34
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle price type attribute.
Definition CandlePrice.hpp:165
static const CandlePrice BID
Quote bid price.
Definition CandlePrice.hpp:12
static const CandlePrice ASK
Quote ask price.
Definition CandlePrice.hpp:13
static const CandlePrice LAST
Last trading price.
Definition CandlePrice.hpp:11
static std::reference_wrapper< const CandlePrice > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle price type of the given candle symbol string.
Definition CandlePrice.hpp:153
static const CandlePrice MARK
Market price defined as average between quote bid and ask prices.
Definition CandlePrice.hpp:14
static std::reference_wrapper< const CandlePrice > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle price type into object.
Definition CandlePrice.hpp:123
const std::string & toString() const &noexcept
Returns string representation of this candle price type.
Definition CandlePrice.hpp:107
static const CandlePrice DEFAULT
Default price type is CandlePrice::LAST.
Definition CandlePrice.hpp:65
static const CandlePrice SETTLEMENT
Official settlement price that is defined by exchange or last trading price otherwise.
Definition CandlePrice.hpp:15
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle price type set.
Definition CandlePrice.hpp:95
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePrice in a symbol string using methods of ...
Definition CandlePrice.hpp:18
const std::string & toString() const &noexcept
Returns string representation of this candle session attribute.
Definition CandleSession.hpp:102
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this session attribute set.
Definition CandleSession.hpp:90
static const CandleSession REGULAR
Only regular trading session data is used to build candles.
Definition CandleSession.hpp:45
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle symbol string with the normalized representation of the candle session attribute.
Definition CandleSession.hpp:159
const SessionFilter & getSessionFilter() const &noexcept
Returns session filter that corresponds to this session attribute.
Definition CandleSession.hpp:81
static std::reference_wrapper< const CandleSession > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle session attribute into object.
Definition CandleSession.hpp:118
static const CandleSession ANY
All trading sessions are used to build candles.
Definition CandleSession.hpp:44
static std::reference_wrapper< const CandleSession > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle session attribute of the given candle symbol string.
Definition CandleSession.hpp:147
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleSession in a symbol string using methods o...
Definition CandleSession.hpp:60
static const CandleSession DEFAULT
Default trading session is CandleSession::ANY.
Definition CandleSession.hpp:51
Attribute of the CandleSymbol.
Definition CandleSymbolAttribute.hpp:19
virtual std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const =0
Returns candle event symbol string with this attribute set.
Symbol that should be used with DXFeedSubscription class to subscribe for Candle events.
Definition CandleSymbol.hpp:83
static CandleSymbol valueOf(std::string symbol, CandleSymbolAttributesCollection &&attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set.
Definition CandleSymbol.hpp:347
const std::optional< CandlePeriod > & getPeriod() const &noexcept
Returns aggregation period of this symbol.
Definition CandleSymbol.hpp:210
const std::optional< CandlePriceLevel > & getPriceLevel() const &noexcept
Returns price level attribute of this symbol.
Definition CandleSymbol.hpp:228
static CandleSymbol valueOf(std::string symbol, std::initializer_list< CandleSymbolAttributeVariant > attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set (ini...
Definition CandleSymbol.hpp:329
const std::optional< CandleExchange > & getExchange() const &noexcept
Returns exchange attribute of this symbol.
Definition CandleSymbol.hpp:183
const std::string & getBaseSymbol() const &noexcept
Returns base market symbol without attributes.
Definition CandleSymbol.hpp:174
static CandleSymbol valueOf(std::string symbol, CandleSymbolAttributeIt begin, CandleSymbolAttributeIt end) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set (iter...
Definition CandleSymbol.hpp:316
const std::optional< CandlePrice > & getPrice() const &noexcept
Returns price type attribute of this symbol.
Definition CandleSymbol.hpp:192
static CandleSymbol valueOf(std::string symbol) noexcept
Converts the given string symbol into the candle symbol object.
Definition CandleSymbol.hpp:291
static CandleSymbol valueOf(std::string symbol, const CandleSymbolAttributeVariant &attribute) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set.
Definition CandleSymbol.hpp:302
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:11
const std::string & toString() const &noexcept
Returns string representation of this symbol.
Definition CandleSymbol.hpp:239
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:21
const std::optional< CandleSession > & getSession() const &noexcept
Returns session attribute of this symbol.
Definition CandleSymbol.hpp:201
static CandleSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition CandleSymbol.cpp:36
const std::optional< CandleAlignment > & getAlignment() const &noexcept
Returns alignment attribute of this symbol.
Definition CandleSymbol.hpp:219
Type of the candle aggregation period constitutes CandlePeriod type together its actual value.
Definition CandleType.hpp:27
static const CandleType VOLUME
Certain volume of trades.
Definition CandleType.hpp:76
static const CandleType MONTH
Certain number of months.
Definition CandleType.hpp:61
static const CandleType PRICE_RENKO
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:111
static std::reference_wrapper< const CandleType > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle type into object.
Definition CandleType.hpp:177
static const CandleType DAY
Certain number of days.
Definition CandleType.hpp:15
std::int64_t getPeriodIntervalMillis() const noexcept
Returns candle type period in milliseconds as closely as possible.
Definition CandleType.hpp:141
static const CandleType WEEK
Certain number of weeks.
Definition CandleType.hpp:16
static const CandleType HOUR
Certain number of hours.
Definition CandleType.hpp:14
static const CandleType PRICE
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:87
static const CandleType TICK
Certain number of ticks.
Definition CandleType.hpp:11
const std::string & toString() const &noexcept
Returns string representation of this candle type.
Definition CandleType.hpp:164
static const CandleType OPTEXP
Certain number of option expirations.
Definition CandleType.hpp:66
static const CandleType SECOND
Certain number of seconds.
Definition CandleType.hpp:12
static const CandleType MINUTE
Certain number of minutes.
Definition CandleType.hpp:13
const std::string & getName() const &noexcept
Returns a name of this candle type.
Definition CandleType.hpp:150
static const CandleType PRICE_MOMENTUM
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:99
static const CandleType YEAR
Certain number of years.
Definition CandleType.hpp:71
Mixin for wrapping calls to common promise methods.
Definition Promise.hpp:72
JavaException getException() const
Returns exceptional outcome of computation.
Definition Promise.hpp:120
void cancel() const
Cancels computation.
Definition Promise.hpp:167
bool hasResult() const
Returns true when computation has completed normally.
Definition Promise.hpp:88
bool isCancelled() const
Returns true when computation was cancelled.
Definition Promise.hpp:107
bool hasException() const
Returns true when computation has completed exceptionally or was cancelled.
Definition Promise.hpp:97
bool awaitWithoutException(const std::chrono::milliseconds &timeoutInMilliseconds) const
Wait for computation to complete or timeout or throw an exception in case of exceptional completion.
Definition Promise.hpp:154
bool isDone() const
Returns true when computation has completed normally, or exceptionally, or was cancelled.
Definition Promise.hpp:78
bool awaitWithoutException(std::int32_t timeoutInMilliseconds) const
Wait for computation to complete or timeout or throw an exception in case of exceptional completion.
Definition Promise.hpp:137
Manages network connections to feed or publisher.
Definition DXEndpoint.hpp:186
bool isClosed() const
Definition DXEndpoint.cpp:488
SimpleHandler< void(DXEndpoint::State, DXEndpoint::State)> & onStateChange() noexcept
Returns the onStateChange handler that can be used to add or remove listeners.
Definition DXEndpoint.cpp:500
static const std::string DXFEED_PASSWORD_PROPERTY
"dxfeed.password"
Definition DXEndpoint.hpp:253
static std::shared_ptr< DXEndpoint > create(Role role)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:476
void awaitProcessed()
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:211
State
Represents the current state of endpoint.
Definition DXEndpoint.hpp:451
@ CLOSED
Endpoint was closed.
Definition DXEndpoint.hpp:471
@ CONNECTING
The connect method was called to establish connection to remove endpoint, but connection is not actua...
Definition DXEndpoint.hpp:461
@ CONNECTED
The connection to remote endpoint is established.
Definition DXEndpoint.hpp:466
@ NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition DXEndpoint.hpp:455
void disconnectAndClear()
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:195
void reconnect()
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:179
static std::shared_ptr< DXEndpoint > create()
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:468
void removeStateChangeListener(std::size_t listenerId) noexcept
Removes listener that is notified about changes in state property.
Definition DXEndpoint.cpp:496
const std::string & getName() const &noexcept
Definition DXEndpoint.cpp:492
Role
Represents the role of endpoint that was specified during its creation.
Definition DXEndpoint.hpp:380
@ PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition DXEndpoint.hpp:425
@ STREAM_FEED
STREAM_FEED endpoint is similar to DXEndpoint::FEED and also connects to the remote data feed provide...
Definition DXEndpoint.hpp:413
@ LOCAL_HUB
LOCAL_HUB endpoint is a local hub without ability to establish network connections.
Definition DXEndpoint.hpp:441
@ ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXEndpoint::FEED, but it is designed to be used with OnDemandSe...
Definition DXEndpoint.hpp:404
@ STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXEndpoint::PUBLISHER and also connects to the remote publish...
Definition DXEndpoint.hpp:434
@ FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition DXEndpoint.hpp:391
std::string toString() const override
Returns a string representation of the current object.
Definition DXEndpoint.cpp:371
std::shared_ptr< DXFeed > getFeed()
Definition DXEndpoint.cpp:227
static const std::string DXFEED_WILDCARD_ENABLE_PROPERTY
"dxfeed.wildcard.enable"
Definition DXEndpoint.hpp:281
std::size_t addStateChangeListener(std::function< void(State, State)> listener) noexcept
Adds listener that is notified about changes in state property.
Definition DXEndpoint.hpp:628
static const std::string DXENDPOINT_EVENT_TIME_PROPERTY
"dxendpoint.eventTime"
Definition DXEndpoint.hpp:326
static const std::string DXPUBLISHER_THREAD_POOL_SIZE_PROPERTY
"dxpublisher.threadPoolSize"
Definition DXEndpoint.hpp:309
std::shared_ptr< DXEndpoint > connect(const std::string &address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:168
State getState() const
Returns the state of this endpoint.
Definition DXEndpoint.cpp:150
static const std::string DXENDPOINT_STORE_EVERYTHING_PROPERTY
"dxendpoint.storeEverything"
Definition DXEndpoint.hpp:339
static std::shared_ptr< DXEndpoint > getInstance(Role role)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:452
std::shared_ptr< DXPublisher > getPublisher()
Definition DXEndpoint.cpp:235
static const std::string DXFEED_AGGREGATION_PERIOD_PROPERTY
"dxfeed.aggregationPeriod"
Definition DXEndpoint.hpp:272
std::shared_ptr< DXEndpoint > password(const std::string &password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:161
void close()
Closes this endpoint.
Definition DXEndpoint.cpp:504
static const std::string DXFEED_THREAD_POOL_SIZE_PROPERTY
"dxfeed.threadPoolSize"
Definition DXEndpoint.hpp:262
void awaitNotConnected()
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:203
void closeAndAwaitTermination()
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:219
std::shared_ptr< DXEndpoint > user(const std::string &user)
Changes user name for this endpoint.
Definition DXEndpoint.cpp:154
static std::shared_ptr< DXEndpoint > getInstance()
Returns a default application-wide singleton instance of DXEndpoint with a FEED role.
Definition DXEndpoint.cpp:444
static const std::string DXPUBLISHER_ADDRESS_PROPERTY
"dxpublisher.address"
Definition DXEndpoint.hpp:300
static const std::string DXFEED_USER_PROPERTY
"dxfeed.user"
Definition DXEndpoint.hpp:243
static const std::string NAME_PROPERTY
"name"
Definition DXEndpoint.hpp:203
static const std::string DXSCHEME_ENABLED_PROPERTY_PREFIX
"dxscheme.enabled."
Definition DXEndpoint.hpp:373
static const std::string DXPUBLISHER_PROPERTIES_PROPERTY
"dxpublisher.properties"
Definition DXEndpoint.hpp:290
static const std::string DXSCHEME_NANO_TIME_PROPERTY
"dxscheme.nanoTime"
Definition DXEndpoint.hpp:359
static const std::string DXFEED_ADDRESS_PROPERTY
"dxfeed.address"
Definition DXEndpoint.hpp:233
Role getRole() const noexcept
Returns the role of this endpoint.
Definition DXEndpoint.cpp:484
static const std::string DXFEED_PROPERTIES_PROPERTY
"dxfeed.properties"
Definition DXEndpoint.hpp:214
static std::shared_ptr< Builder > newBuilder()
Creates new Builder instance.
Definition DXEndpoint.cpp:460
void disconnect()
Terminates all remote network connections.
Definition DXEndpoint.cpp:187
Main entry class for dxFeed API (read it first).
Definition DXFeed.hpp:116
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime) const
Returns time series of events for the specified event type, symbol, and a range of time (without an u...
Definition DXFeed.hpp:975
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:462
std::shared_ptr< DXFeedSubscription > createSubscription(std::initializer_list< EventTypeEnum > eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:98
void detachSubscriptionAndClear(std::shared_ptr< DXFeedSubscription > subscription)
Detaches the given subscription from this feed and clears data delivered to this subscription by publ...
Definition DXFeed.cpp:67
std::shared_ptr< DXFeedSubscription > createSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:356
std::shared_ptr< PromiseList< E > > getLastEventsPromises(std::initializer_list< SymbolWrapper > collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:691
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypeEnum &eventType)
Creates new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:111
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime, std::chrono::milliseconds toTime) const
Returns time series of events for the specified event type, symbol, and a range of time if there is a...
Definition DXFeed.hpp:959
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Returns time series of events for the specified event type, symbol, and a range of time if there is a...
Definition DXFeed.hpp:907
void attachSubscription(std::shared_ptr< DXFeedSubscription > subscription)
Attaches the given subscription to this feed.
Definition DXFeed.cpp:29
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getTimeSeriesPromise(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Requests time series of events for the specified event type, symbol, and a range of time.
Definition DXFeed.hpp:855
std::shared_ptr< E > getLastEventIfSubscribed(const SymbolWrapper &symbol)
Returns the last event for the specified event type and symbol if there is a subscription for it.
Definition DXFeed.hpp:305
std::shared_ptr< PromiseList< E > > getLastEventsPromises(SymbolsCollection &&collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:649
std::shared_ptr< DXFeedSubscription > createSubscription(EventTypesCollection &&eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:403
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypeEnum &eventType)
Creates new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:86
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime) const
Returns time series of events for the specified event type, symbol, and a range of time (without an u...
Definition DXFeed.hpp:990
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(EventTypesCollection &&eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:524
static std::shared_ptr< DXFeed > getInstance()
Returns a default application-wide singleton instance of feed.
Definition DXFeed.cpp:21
void detachSubscription(std::shared_ptr< DXFeedSubscription > subscription)
Detaches the given subscription from this feed.
Definition DXFeed.cpp:48
std::shared_ptr< E > getLastEvent(std::shared_ptr< E > event)
Returns the last event for the specified event instance.
Definition DXFeed.hpp:245
std::shared_ptr< PromiseList< E > > getLastEventsPromises(SymbolIt begin, SymbolIt end) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:603
std::shared_ptr< Promise< std::shared_ptr< E > > > getLastEventPromise(const SymbolWrapper &symbol) const
Requests the last event for the specified event type and symbol.
Definition DXFeed.hpp:558
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(std::initializer_list< EventTypeEnum > eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:132
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeed.cpp:217
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getIndexedEventsPromise(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Requests a container of indexed events for the specified event type, symbol, and source.
Definition DXFeed.hpp:744
std::vector< std::shared_ptr< E > > getIndexedEventsIfSubscribed(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Returns a vector of indexed events for the specified event type, symbol, and source if there is a sub...
Definition DXFeed.hpp:800
const Collection & getLastEvents(const Collection &events)
Returns the last events for the specified list of event instances.
Definition DXFeed.hpp:266
Provides API for publishing of events to local or remote DXFeed.
Definition DXPublisher.hpp:62
std::shared_ptr< ObservableSubscription > getSubscription(const EventTypeEnum &eventType)
Returns observable set of subscribed symbols for the specified event type.
Definition DXPublisher.cpp:43
void publishEvents(std::initializer_list< std::shared_ptr< EventType > > events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:184
void publishEvents(EventIt begin, EventIt end)
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:204
std::string toString() const override
Returns a string representation of the current object.
Definition DXPublisher.cpp:58
static std::shared_ptr< DXPublisher > getInstance()
Returns a default application-wide singleton instance of DXPublisher.
Definition DXPublisher.cpp:20
void publishEvents(EventsCollection &&events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:166
void publishEvents(std::shared_ptr< EventType > event) noexcept
Publishes an event to the corresponding feed.
Definition DXPublisher.hpp:193
A filter for days used by various search methods.
Definition DayFilter.hpp:69
static const DayFilter TRADING
Accepts trading days only - those with (Day::isTrading() == true).
Definition DayFilter.hpp:74
static const DayFilter SUNDAY
Accepts Sundays only - those with (Day::getDayOfWeek() == 7).
Definition DayFilter.hpp:104
static const DayFilter TUESDAY
Accepts Tuesdays only - those with (Day::getDayOfWeek() == 2).
Definition DayFilter.hpp:89
static const DayFilter WEDNESDAY
Accepts Wednesdays only - those with (Day::getDayOfWeek() == 3).
Definition DayFilter.hpp:92
static const DayFilter FRIDAY
Accepts Fridays only - those with (Day::getDayOfWeek() == 5).
Definition DayFilter.hpp:98
static const DayFilter SHORT_DAY
Accepts short days only - those with (Day::isShortDay() == true).
Definition DayFilter.hpp:83
static const DayFilter WEEK_END
Accepts weekends only - those with (Day::getDayOfWeek() >= 6).
Definition DayFilter.hpp:110
static const DayFilter THURSDAY
Accepts Thursdays only - those with (Day::getDayOfWeek() == 4).
Definition DayFilter.hpp:95
static const DayFilter NON_TRADING
Accepts non-trading days only - those with (Day::isTrading() == false).
Definition DayFilter.hpp:77
static const DayFilter ANY
Accepts any day - useful for pure calendar navigation.
Definition DayFilter.hpp:71
static const DayFilter MONDAY
Accepts Mondays only - those with (Day::getDayOfWeek() == 1).
Definition DayFilter.hpp:86
static const DayFilter SATURDAY
Accepts Saturdays only - those with (Day::getDayOfWeek() == 6).
Definition DayFilter.hpp:101
static const DayFilter HOLIDAY
Accepts holidays only - those with (Day::isHoliday() == true).
Definition DayFilter.hpp:80
static const DayFilter WEEK_DAY
Accepts week-days only - those with (Day::getDayOfWeek() <= 5).
Definition DayFilter.hpp:107
Day represents a continuous period of time approximately 24 hours long.
Definition Day.hpp:40
std::shared_ptr< Schedule > getSchedule() const
Definition Day.cpp:31
std::int32_t getDayId() const
Definition Day.cpp:35
bool operator==(const Day &other) const
Returns true if this object is equal to other object.
Definition Day.cpp:169
bool containsTime(std::int64_t time) const
Definition Day.cpp:79
std::int32_t getDayOfMonth() const
Definition Day.cpp:51
std::size_t getHashCode() const
Definition Day.cpp:177
bool isHoliday() const
Definition Day.cpp:59
std::int64_t getResetTime() const
Definition Day.cpp:83
std::shared_ptr< Session > getFirstSession(const SessionFilter &filter) const
Returns first session belonging to this day accepted by specified filter.
Definition Day.cpp:113
bool isShortDay() const
Definition Day.cpp:63
std::shared_ptr< Session > getSessionByTime(std::int64_t time) const
Returns session belonging to this day that contains specified time.
Definition Day.cpp:109
bool isTrading() const
Definition Day.cpp:67
std::shared_ptr< Session > getLastSession(const SessionFilter &filter) const
Returns last session belonging to this day accepted by specified filter.
Definition Day.cpp:117
Day::Ptr findNextDay(const DayFilter &filter) const
Returns following day accepted by specified filter.
Definition Day.cpp:159
std::int64_t getEndTime() const
Definition Day.cpp:75
std::int32_t getDayOfWeek() const
Definition Day.cpp:55
Day::Ptr getNextDay(const DayFilter &filter) const
Returns following day accepted by specified filter.
Definition Day.cpp:145
std::int32_t getMonthOfYear() const
Definition Day.cpp:47
bool operator==(const Day::Ptr &other) const
Returns true if this object is equal to other object.
Definition Day.hpp:281
std::shared_ptr< Session > findFirstSession(const SessionFilter &filter) const
Returns first session belonging to this day accepted by specified filter.
Definition Day.cpp:121
std::int32_t getYear() const
Definition Day.cpp:43
std::vector< std::shared_ptr< Session > > getSessions() const
Definition Day.cpp:87
std::int64_t getStartTime() const
Definition Day.cpp:71
Day::Ptr getPrevDay(const DayFilter &filter) const
Returns previous day accepted by specified filter.
Definition Day.cpp:141
std::int32_t getYearMonthDay() const
Returns year, month and day numbers packed in the following way:
Definition Day.cpp:39
std::shared_ptr< Session > findLastSession(const SessionFilter &filter) const
Returns last session belonging to this day accepted by specified filter.
Definition Day.cpp:131
Day::Ptr findPrevDay(const DayFilter &filter) const
Returns previous day accepted by specified filter.
Definition Day.cpp:149
std::string toString() const
Returns a string representation of the current object.
Definition Day.cpp:181
Direction of the price movement.
Definition Direction.hpp:23
static const DXFCPP_EXPORT Direction UNDEFINED
Direction is undefined, unknown or inapplicable.
Definition Direction.hpp:16
static const DXFCPP_EXPORT Direction DOWN
Current price is lower than previous price.
Definition Direction.hpp:17
static const DXFCPP_EXPORT Direction ZERO
Current price is equal to the only known price value suitable for price direction computation.
Definition Direction.hpp:19
static const DXFCPP_EXPORT Direction ZERO_DOWN
Current price is the same as previous price and is lower than the last known price of different value...
Definition Direction.hpp:18
static const DXFCPP_EXPORT Direction UP
Current price is higher than previous price.
Definition Direction.hpp:21
static const DXFCPP_EXPORT Direction ZERO_UP
Current price is the same as previous price and is higher than the last known price of different valu...
Definition Direction.hpp:20
Base abstract class for all dxFeed C++ API entities.
Definition Entity.hpp:13
virtual ~Entity() noexcept=default
The default virtual d-tor.
Mixin for wrapping Promise method calls for a single event.
Definition Promise.hpp:236
std::shared_ptr< E > getResult() const
Returns result of computation.
Definition Promise.hpp:244
std::shared_ptr< E > await() const
Wait for computation to complete and return its result or throw an exception in case of exceptional c...
Definition Promise.hpp:254
std::shared_ptr< E > await(const std::chrono::milliseconds &timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:284
std::shared_ptr< E > await(std::int32_t timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:269
bool isOrderSource() const noexcept
Definition EventSourceWrapper.hpp:242
std::unique_ptr< void, decltype(&EventSourceWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:200
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition EventSourceWrapper.hpp:224
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:163
std::string toString() const
Returns a string representation of the current object.
Definition EventSourceWrapper.hpp:209
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:184
static EventSourceWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition EventSourceWrapper.cpp:40
const DataType & getData() const noexcept
Definition EventSourceWrapper.hpp:266
EventSourceWrapper(const IndexedEventSource &data) noexcept
Constructs a wrapper from IndexedEventSource.
Definition EventSourceWrapper.hpp:145
bool isIndexedEventSource() const noexcept
Definition EventSourceWrapper.hpp:235
std::optional< IndexedEventSource > asIndexedEventSource() const noexcept
Definition EventSourceWrapper.hpp:250
std::optional< OrderSource > asOrderSource() const noexcept
Definition EventSourceWrapper.hpp:259
EventSourceWrapper(const OrderSource &data) noexcept
Constructs a wrapper from OrderSource.
Definition EventSourceWrapper.hpp:153
Event type parametrized by a symbol.
Definition EventType.hpp:116
virtual const std::optional< Symbol > & getEventSymbolOpt() const &noexcept=0
Returns event symbol that identifies this event type in subscription.
virtual void setEventSymbol(const Symbol &eventSymbol) noexcept=0
Changes event symbol that identifies this event type in subscription.
virtual const Symbol & getEventSymbol() const &noexcept=0
Returns event symbol that identifies this event type in subscription.
Marks all event types that can be received via dxFeed API.
Definition EventType.hpp:31
std::string toString() const override
Returns a string representation of the current object.
Definition EventType.hpp:89
virtual std::int64_t getEventTime() const noexcept
Returns time when event was created or zero when time is not available.
Definition EventType.hpp:54
virtual void assign(std::shared_ptr< EventType > event)
Replaces the contents of the event.
Definition EventType.hpp:84
virtual void * toGraal() const =0
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
virtual void setEventTime(std::int64_t) noexcept
Changes event creation time.
Definition EventType.hpp:66
This marker interface marks subscription symbol classes (like TimeSeriesSubscriptionSymbol) that atta...
Definition FilteredSubscriptionSymbol.hpp:27
The wrapper over CEntryPointErrorsEnum, the error code returned by GraalVM.
Definition GraalException.hpp:22
GraalException(CEntryPointErrorsEnum entryPointErrorsEnum)
Constructs an exception.
Definition GraalException.cpp:10
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:123
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:157
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:209
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:198
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:147
Handler(std::size_t mainFuturesSize=MAIN_FUTURES_DEFAULT_SIZE) noexcept
Creates the new handler by specified size of circular buffer of futures.
Definition Handler.hpp:85
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:237
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:178
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:218
Type of an iceberg order.
Definition IcebergType.hpp:20
static const DXFCPP_EXPORT IcebergType SYNTHETIC
Represents synthetic (managed outside of the exchange) iceberg type.
Definition IcebergType.hpp:16
static const DXFCPP_EXPORT IcebergType UNDEFINED
Iceberg type is undefined, unknown or inapplicable.
Definition IcebergType.hpp:14
static const DXFCPP_EXPORT IcebergType NATIVE
Represents native (exchange-managed) iceberg type.
Definition IcebergType.hpp:15
Represents an indexed collection of up-to-date information about some condition or state of an extern...
Definition IndexedEvent.hpp:41
virtual EventFlagsMask getEventFlagsMask() const noexcept=0
Returns transactional event flags.
static const EventFlag TX_PENDING
0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:46
virtual const IndexedEventSource & getSource() const &noexcept=0
Returns the source of this event.
virtual std::int64_t getIndex() const noexcept=0
Returns unique per-symbol index of this event.
static const EventFlag SNAPSHOT_END
0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:55
virtual std::int32_t getEventFlags() const noexcept=0
Returns transactional event flags.
static const EventFlag SNAPSHOT_MODE
0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.
Definition IndexedEvent.hpp:61
static const EventFlag SNAPSHOT_SNIP
0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:58
static const EventFlag REMOVE_EVENT
0x02 - A bitmask to get removal indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:49
virtual void setIndex(std::int64_t index)=0
Changes unique per-symbol index of this event.
static const EventFlag SNAPSHOT_BEGIN
0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:52
virtual void setEventFlags(std::int32_t eventFlags) noexcept=0
Changes transactional event flags.
virtual void setEventFlags(const EventFlagsMask &eventFlags) noexcept=0
Changes transactional event flags.
static std::shared_ptr< IndexedTxModelListener< E > > create(std::function< void(const IndexedEventSource &, const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived)
Creates a listener for receiving indexed events (with instantiation by event type E and verification)
Definition TxModelListener.hpp:101
std::shared_ptr< Builder > withSources(std::initializer_list< EventSourceWrapper > sources) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:354
std::shared_ptr< Builder > withSymbol(const SymbolWrapper &symbol) const
Sets the subscription symbol for the model being created.
Definition IndexedTxModel.hpp:218
std::shared_ptr< Builder > withListener(std::shared_ptr< IndexedTxModelListener< E > > listener) const
Sets the listener for transaction notifications.
Definition IndexedTxModel.hpp:247
std::shared_ptr< Builder > withBatchProcessing(bool isBatchProcessing) const
Enables or disables batch processing.
Definition IndexedTxModel.hpp:171
std::shared_ptr< Builder > withListener(std::function< void(const IndexedEventSource &, const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived) const
Sets the listener for transaction notifications.
Definition IndexedTxModel.hpp:279
std::shared_ptr< Builder > withFeed(const std::shared_ptr< DXFeed > &feed) const
Sets the feed for the model being created.
Definition IndexedTxModel.hpp:207
std::shared_ptr< Builder > withSources(EventSourceCollection &&sources) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:333
std::shared_ptr< Builder > withSnapshotProcessing(bool isSnapshotProcessing) const
Enables or disables snapshot processing.
Definition IndexedTxModel.hpp:194
std::shared_ptr< Builder > withSources(EventSourceIt begin, EventSourceIt end) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:306
std::shared_ptr< IndexedTxModel > build() const
Builds an instance of IndexedTxModel based on the provided parameters.
Definition IndexedTxModel.hpp:367
void setSources(EventSourceCollection &&sources) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:501
std::string toString() const override
Returns a string representation of the current object.
Definition IndexedTxModel.hpp:521
void detach(const std::shared_ptr< DXFeed > &feed) const
Detaches this model from the specified feed.
Definition IndexedTxModel.hpp:440
std::unordered_set< EventSourceWrapper > getSources() const
Returns the current set of sources.
Definition IndexedTxModel.hpp:460
void setSources(std::initializer_list< EventSourceWrapper > sources) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:517
void close() const
Closes this model and makes it permanently detached.
Definition IndexedTxModel.hpp:449
bool isSnapshotProcessing() const
Returns whether snapshot processing is enabled.
Definition IndexedTxModel.hpp:420
bool isBatchProcessing() const
Returns whether batch processing is enabled.
Definition IndexedTxModel.hpp:410
~IndexedTxModel() noexcept override
Calls close method and destructs this model.
Definition IndexedTxModel.hpp:387
void attach(const std::shared_ptr< DXFeed > &feed) const
Attaches this model to the specified feed.
Definition IndexedTxModel.hpp:431
void setSources(EventSourceIt begin, EventSourceIt end) const
Sets the sources from which to subscribe for indexed events.
Definition IndexedTxModel.hpp:479
static std::shared_ptr< Builder > newBuilder()
Factory method to create a new builder for this model.
Definition IndexedTxModel.hpp:400
Defines standard types of InstrumentProfile.
Definition InstrumentProfileType.hpp:21
void setPriceIncrements(const StringLikeWrapper &priceIncrements) const
Changes minimum allowed price increments with corresponding price ranges.
Definition InstrumentProfile.cpp:265
void setISIN(const StringLikeWrapper &isin) const
Changes International Securities Identifying Number.
Definition InstrumentProfile.cpp:129
void setSettlementStyle(const StringLikeWrapper &settlementStyle) const
Changes settlement price determination style, such as "Open", "Close".
Definition InstrumentProfile.cpp:257
double getStrike() const
Returns strike price for options.
Definition InstrumentProfile.cpp:229
std::int32_t getICB() const
Returns Industry Classification Benchmark.
Definition InstrumentProfile.cpp:149
void setUnderlying(const StringLikeWrapper &underlying) const
Changes primary underlying symbol for options.
Definition InstrumentProfile.cpp:185
void setDescription(const StringLikeWrapper &description) const
Changes description of instrument, preferable an international one in Latin alphabet.
Definition InstrumentProfile.cpp:49
void setCurrency(const StringLikeWrapper &currency) const
Changes currency of quotation, pricing and trading.
Definition InstrumentProfile.cpp:105
std::string getMMY() const
Returns maturity month-year as provided for corresponding FIX tag (200).
Definition InstrumentProfile.cpp:205
std::string getType() const
Returns type of instrument.
Definition InstrumentProfile.cpp:29
void setOptionType(const StringLikeWrapper &optionType) const
Changes type of option.
Definition InstrumentProfile.cpp:241
void setMultiplier(double multiplier) const
Changes market value multiplier.
Definition InstrumentProfile.cpp:169
std::int32_t getLastTrade() const
Returns day id of last trading day.
Definition InstrumentProfile.cpp:221
void setOPOL(const StringLikeWrapper &opol) const
Changes official Place Of Listing, the organization that have listed this instrument.
Definition InstrumentProfile.cpp:81
std::string getTradingHours() const
Returns trading hours specification.
Definition InstrumentProfile.cpp:269
void setSymbol(const StringLikeWrapper &symbol) const
Changes identifier of instrument, preferable an international one in Latin alphabet.
Definition InstrumentProfile.cpp:41
std::string getField(const StringLikeWrapper &name) const
Returns field value with a specified name.
Definition InstrumentProfile.cpp:277
std::string getPriceIncrements() const
Returns minimum allowed price increments with corresponding price ranges.
Definition InstrumentProfile.cpp:261
void setType(const StringLikeWrapper &type) const
Changes type of instrument.
Definition InstrumentProfile.cpp:33
static Ptr create()
Creates an instrument profile with default values.
Definition InstrumentProfile.cpp:21
void setMMY(const StringLikeWrapper &mmy) const
Changes maturity month-year as provided for corresponding FIX tag (200).
Definition InstrumentProfile.cpp:209
void setBaseCurrency(const StringLikeWrapper &baseCurrency) const
Changes base currency of currency pair (FOREX instruments).
Definition InstrumentProfile.cpp:113
std::vector< std::string > getNonEmptyCustomFieldNames() const
Returns names of non-empty custom fields.
Definition InstrumentProfile.cpp:301
void setField(const StringLikeWrapper &name, const StringLikeWrapper &value) const
Changes field value with a specified name.
Definition InstrumentProfile.cpp:281
void setCountry(const StringLikeWrapper &country) const
Changes country of origin (incorporation) of corresponding company or parent entity.
Definition InstrumentProfile.cpp:73
void setSEDOL(const StringLikeWrapper &sedol) const
Changes Stock Exchange Daily Official List.
Definition InstrumentProfile.cpp:137
void setSIC(std::int32_t sic) const
Changes Standard Industrial Classification.
Definition InstrumentProfile.cpp:161
void setCFI(const StringLikeWrapper &cfi) const
Changes Classification of Financial Instruments code.
Definition InstrumentProfile.cpp:121
std::string getDescription() const
Returns the description of instrument, preferable an international one in Latin alphabet.
Definition InstrumentProfile.cpp:45
std::string getLocalDescription() const
Returns description of instrument in national language.
Definition InstrumentProfile.cpp:61
std::string getAdditionalUnderlyings() const
Returns additional underlyings for options, including additional cash.
Definition InstrumentProfile.cpp:197
std::string getOPOL() const
Returns official Place Of Listing, the organization that have listed this instrument.
Definition InstrumentProfile.cpp:77
void setICB(std::int32_t icb) const
Changes Industry Classification Benchmark.
Definition InstrumentProfile.cpp:153
void setExpirationStyle(const StringLikeWrapper &expirationStyle) const
Changes the expiration cycle style, such as "Weeklys", "Quarterlys".
Definition InstrumentProfile.cpp:249
std::string getUnderlying() const
Returns primary underlying symbol for options.
Definition InstrumentProfile.cpp:181
std::string getCurrency() const
Returns currency of quotation, pricing and trading.
Definition InstrumentProfile.cpp:101
void setExchangeData(const StringLikeWrapper &exchangeData) const
Changes exchange-specific data required to properly identify instrument when communicating with excha...
Definition InstrumentProfile.cpp:89
std::string getISIN() const
Returns International Securities Identifying Number.
Definition InstrumentProfile.cpp:125
std::string getBaseCurrency() const
Returns base currency of currency pair (FOREX instruments).
Definition InstrumentProfile.cpp:109
double getMultiplier() const
Returns market value multiplier.
Definition InstrumentProfile.cpp:165
std::string getSEDOL() const
Returns Stock Exchange Daily Official List.
Definition InstrumentProfile.cpp:133
std::int32_t getSIC() const
Returns Standard Industrial Classification.
Definition InstrumentProfile.cpp:157
void setExpiration(std::int32_t expiration) const
Changes day id of expiration.
Definition InstrumentProfile.cpp:217
std::int32_t getDateField(const StringLikeWrapper &name) const
Returns day id value for a date field with a specified name.
Definition InstrumentProfile.cpp:293
double getSPC() const
Returns shares per contract for options.
Definition InstrumentProfile.cpp:189
std::string getSettlementStyle() const
Returns settlement price determination style, such as "Open", "Close".
Definition InstrumentProfile.cpp:253
std::string toString() const override
Returns a string representation of the current object.
Definition InstrumentProfile.cpp:305
std::string getExpirationStyle() const
Returns expiration cycle style, such as "Weeklys", "Quarterlys".
Definition InstrumentProfile.cpp:245
std::string getCFI() const
Returns Classification of Financial Instruments code.
Definition InstrumentProfile.cpp:117
void setLastTrade(std::int32_t lastTrade) const
Changes day id of last trading day.
Definition InstrumentProfile.cpp:225
void setLocalSymbol(const StringLikeWrapper &localSymbol) const
Changes identifier of instrument in national language.
Definition InstrumentProfile.cpp:57
void setCUSIP(const StringLikeWrapper &cusip) const
Changes Committee on Uniform Security Identification Procedures code.
Definition InstrumentProfile.cpp:145
std::string getExchanges() const
Returns list of exchanges where instrument is quoted or traded.
Definition InstrumentProfile.cpp:93
void setTradingHours(const StringLikeWrapper &tradingHours) const
Changes trading hours specification.
Definition InstrumentProfile.cpp:273
std::string getSymbol() const
Returns identifier of instrument, preferable an international one in Latin alphabet.
Definition InstrumentProfile.cpp:37
std::string getOptionType() const
Returns type of option.
Definition InstrumentProfile.cpp:237
void setNumericField(const StringLikeWrapper &name, double value) const
Changes numeric field value with a specified name.
Definition InstrumentProfile.cpp:289
void setSPC(double spc) const
Changes shares per contract for options.
Definition InstrumentProfile.cpp:193
static Ptr create(Ptr ip)
Creates an instrument profile as a copy of the specified instrument profile.
Definition InstrumentProfile.cpp:25
void setAdditionalUnderlyings(const StringLikeWrapper &additionalUnderlyings) const
Changes additional underlyings for options, including additional cash.
Definition InstrumentProfile.cpp:201
double getNumericField(const StringLikeWrapper &name) const
Returns numeric field value with a specified name.
Definition InstrumentProfile.cpp:285
void setExchanges(const StringLikeWrapper &exchanges) const
Changes list of exchanges where instrument is quoted or traded.
Definition InstrumentProfile.cpp:97
std::string getLocalSymbol() const
Returns identifier of instrument in national language.
Definition InstrumentProfile.cpp:53
std::string getCountry() const
Returns country of origin (incorporation) of corresponding company or parent entity.
Definition InstrumentProfile.cpp:69
std::int32_t getExpiration() const
Returns day id of expiration.
Definition InstrumentProfile.cpp:213
void setProduct(const StringLikeWrapper &product) const
Changes product for futures and options on futures (underlying asset name).
Definition InstrumentProfile.cpp:177
void setLocalDescription(const StringLikeWrapper &localDescription) const
Changes description of instrument in national language.
Definition InstrumentProfile.cpp:65
void setStrike(double strike) const
Changes strike price for options.
Definition InstrumentProfile.cpp:233
std::string getExchangeData() const
Returns exchange-specific data required to properly identify instrument when communicating with excha...
Definition InstrumentProfile.cpp:85
void setDateField(const StringLikeWrapper &name, std::int32_t value) const
Changes day id value for a date field with a specified name.
Definition InstrumentProfile.cpp:297
std::string getCUSIP() const
Returns Committee on Uniform Security Identification Procedures code.
Definition InstrumentProfile.cpp:141
std::string getProduct() const
Returns product for futures and options on futures (underlying asset name).
Definition InstrumentProfile.cpp:173
Thrown to indicate that a method has been passed an illegal or inappropriate argument.
Definition InvalidArgumentException.hpp:21
A wrapper over the interceptable Java exceptions thrown by the dxFeed Native Graal SDK.
Definition JavaException.hpp:24
JavaException(const StringLikeWrapper &message, const StringLikeWrapper &className, const StringLikeWrapper &stackTrace)
Creates an exception using Java message, className and stack trace.
Definition JavaException.cpp:12
static void throwIfJavaThreadExceptionExists()
Throws a JavaException if it exists (i.e. intercepted by Graal SDK)
Definition JavaException.cpp:30
static JavaException create(void *exceptionHandle)
Creates an exception using native (GraalVM) Java exception handle.
Definition JavaException.cpp:20
Represents up-to-date information about some condition or state of an external entity that updates in...
Definition LastingEvent.hpp:28
static std::shared_ptr< MarketDepthModelListener > create(std::function< Signature > onEventsReceived)
Constructs the new listener from the callback.
Definition MarketDepthModelListener.hpp:61
SimpleHandler< Signature > & getHandler()
Definition MarketDepthModelListener.hpp:44
Represents a set of orders, sorted by a comparator.
Definition MarketDepthModel.hpp:397
bool insert(const std::shared_ptr< O > &order)
Inserts an order to set.
Definition MarketDepthModel.hpp:482
bool erase(const std::shared_ptr< O > &order)
Removes an order from the set.
Definition MarketDepthModel.hpp:500
bool isChanged() const
Definition MarketDepthModel.hpp:456
void clearBySource(const IndexedEventSource &source)
Clears orders from the set by source.
Definition MarketDepthModel.hpp:517
void setDepthLimit(std::size_t depthLimit)
Sets the depth limit.
Definition MarketDepthModel.hpp:465
void setDepthLimit(std::size_t depthLimit)
Sets the depth limit of the model.
Definition MarketDepthModel.hpp:736
std::int64_t getAggregationPeriod() const
Definition MarketDepthModel.hpp:753
std::size_t getDepthLimit() const
Definition MarketDepthModel.hpp:725
void setAggregationPeriod(std::chrono::milliseconds aggregationPeriod)
Sets the aggregation period.
Definition MarketDepthModel.hpp:780
static std::shared_ptr< Builder > newBuilder()
Creates a new builder instance for constructing a MarketDepthModel.
Definition MarketDepthModel.hpp:718
void setAggregationPeriod(std::int64_t aggregationPeriodMillis)
Sets the aggregation period in milliseconds.
Definition MarketDepthModel.hpp:764
void close() const
Closes this model and makes it permanently detached.
Definition MarketDepthModel.hpp:787
Helper class to compose and parse symbols for market events.
Definition MarketEventSymbols.hpp:39
static bool hasExchangeCode(const std::string &symbol) noexcept
Returns true is the specified symbol has the exchange code specification.
Definition MarketEventSymbols.hpp:46
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeBaseSymbol(const std::string &symbol, const std::string &baseSymbol) noexcept
Changes base symbol while leaving exchange code and attributes intact.
Definition MarketEventSymbols.hpp:91
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeExchangeCode(const std::string &symbol, char exchangeCode) noexcept
Changes exchange code of the specified symbol or removes it if new exchange code is ‘’\0'`.
Definition MarketEventSymbols.hpp:67
static DXFCPP_CXX20_CONSTEXPR_STRING std::string getBaseSymbol(const std::string &symbol) noexcept
Returns base symbol without exchange code and attributes.
Definition MarketEventSymbols.hpp:81
static DXFCPP_CXX20_CONSTEXPR_STRING std::optional< std::string > getAttributeStringByKey(const std::string &symbol, const std::string &key) noexcept
Returns value of the attribute with the specified key.
Definition MarketEventSymbols.hpp:110
static DXFCPP_CXX20_CONSTEXPR_STRING std::string removeAttributeStringByKey(const std::string &symbol, const std::string &key) noexcept
Removes one attribute with the specified key while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:139
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeAttributeStringByKey(const std::string &symbol, const std::string &key, const std::string &value) noexcept
Changes value of one attribute value while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:124
static char getExchangeCode(const std::string &symbol) noexcept
Returns exchange code of the specified symbol or ‘’\0'` if none is defined.
Definition MarketEventSymbols.hpp:56
Base class for all market events.
Definition MarketEvent.hpp:25
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition MarketEvent.hpp:95
const std::string & getEventSymbol() const &noexcept override
Returns symbol of this event.
Definition MarketEvent.hpp:62
std::int64_t getEventTime() const noexcept override
Returns time when event was created or zero when time is not available.
Definition MarketEvent.hpp:90
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns symbol of this event.
Definition MarketEvent.hpp:75
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition MarketEvent.hpp:50
void setEventSymbol(const std::string &eventSymbol) noexcept override
Changes symbol of this event.
Definition MarketEvent.hpp:84
MarketEvent(std::string eventSymbol) noexcept
Protected constructor for concrete implementation classes that initializes eventSymbol property.
Definition MarketEvent.hpp:41
Observable set of subscription symbols.
Definition ObservableSubscription.hpp:25
virtual std::size_t addChangeListener(std::shared_ptr< ObservableSubscriptionChangeListener > listener)=0
Adds subscription change listener.
virtual bool containsEventType(const EventTypeEnum &eventType)=0
Returns true if this subscription contains the corresponding event type.
virtual void removeChangeListener(std::size_t id)=0
Removes subscription change listener by id.
virtual bool isClosed()=0
virtual std::unordered_set< EventTypeEnum > getEventTypes()=0
Provides on-demand historical tick data replay controls.
Definition OnDemandService.hpp:76
Action enum for the Full Order Book (FOB) Orders.
Definition OrderAction.hpp:21
static const DXFCPP_EXPORT OrderAction TRADE
Non-Book Trade - this Trade not refers to any entry in Order Book.
Definition OrderAction.hpp:21
static const DXFCPP_EXPORT OrderAction EXECUTE
Order is fully executed and removed from Order Book.
Definition OrderAction.hpp:20
static const DXFCPP_EXPORT OrderAction BUST
Prior Trade/Order Execution bust.
Definition OrderAction.hpp:22
static const DXFCPP_EXPORT OrderAction PARTIAL
Size is changed (usually reduced) due to partial order execution.
Definition OrderAction.hpp:19
static const DXFCPP_EXPORT OrderAction REPLACE
Order is modified and price-time-priority is not maintained (i.e.
Definition OrderAction.hpp:16
static const DXFCPP_EXPORT OrderAction MODIFY
Order is modified without changing its price-time-priority (usually due to partial cancel by user).
Definition OrderAction.hpp:17
static const DXFCPP_EXPORT OrderAction DELETE
Order is fully canceled and removed from Order Book.
Definition OrderAction.hpp:18
static const DXFCPP_EXPORT OrderAction NEW
New Order is added to Order Book.
Definition OrderAction.hpp:15
static const DXFCPP_EXPORT OrderAction UNDEFINED
Default enum value for orders that do not support "Full Order Book" and for backward compatibility - ...
Definition OrderAction.hpp:14
Type of prices on the OTC Markets.
Definition OtcMarketsPriceType.hpp:23
static const DXFCPP_EXPORT OtcMarketsPriceType WANTED
Offer Wanted/Bid Wanted (OW/BW) is used to solicit sellers/buyers, without displaying actual price or...
Definition OtcMarketsPriceType.hpp:16
static const DXFCPP_EXPORT OtcMarketsPriceType UNPRICED
Unpriced quotes are an indication of interest (IOI) in a security used when a trader does not wish to...
Definition OtcMarketsPriceType.hpp:14
static const DXFCPP_EXPORT OtcMarketsPriceType ACTUAL
Actual (Priced) is the actual amount a trader is willing to buy or sell securities.
Definition OtcMarketsPriceType.hpp:15
Type of the price value.
Definition PriceType.hpp:20
static const DXFCPP_EXPORT PriceType PRELIMINARY
Preliminary price (preliminary settlement price), usually posted prior to PriceType::FINAL price.
Definition PriceType.hpp:16
static const DXFCPP_EXPORT PriceType FINAL
Final price (final settlement price).
Definition PriceType.hpp:17
static const DXFCPP_EXPORT PriceType REGULAR
Regular price.
Definition PriceType.hpp:14
static const DXFCPP_EXPORT PriceType INDICATIVE
Indicative price (derived via math formula).
Definition PriceType.hpp:15
A list of event receiving results that will be completed normally or exceptionally in the future.
Definition Promise.hpp:424
Result of a computation that will be completed normally or exceptionally in the future.
Definition Promise.hpp:350
Utility methods to manipulate promises.
Definition Promises.hpp:20
A helper class needed to construct smart pointers to objects, and does not allow explicit constructio...
Definition SharedEntity.hpp:89
static auto createShared(Args &&...args)
Creates smart pointer to object.
Definition SharedEntity.hpp:103
A runtime axception with stacktrace.
Definition RuntimeException.hpp:20
RuntimeException(const StringLikeWrapper &message, const StringLikeWrapper &additionalStackTrace="")
Constructs a runtime exception.
Definition RuntimeException.cpp:71
const std::string & getStackTrace() const &
Definition RuntimeException.cpp:85
Schedule class provides API to retrieve and explore trading schedules of different exchanges and diff...
Definition Schedule.hpp:24
Scope of an order.
Definition Scope.hpp:23
static const DXFCPP_EXPORT Scope AGGREGATE
Represents aggregate information for a given price level or best bid or best offer for a given market...
Definition Scope.hpp:18
static const DXFCPP_EXPORT Scope ORDER
Represents individual order on the market.
Definition Scope.hpp:19
static const DXFCPP_EXPORT Scope COMPOSITE
Represents best bid or best offer for the whole market.
Definition Scope.hpp:16
static const DXFCPP_EXPORT Scope REGIONAL
Represents best bid or best offer for a given exchange code.
Definition Scope.hpp:17
static const SessionFilter TRADING
Accepts trading sessions only - those with (Session::isTrading() == true).
Definition SessionFilter.hpp:33
static const SessionFilter ANY
Accepts any session - useful for pure schedule navigation.
Definition SessionFilter.hpp:32
static const SessionFilter AFTER_MARKET
Accepts any session with type SessionType::AFTER_MARKET.
Definition SessionFilter.hpp:41
static const SessionFilter REGULAR
Accepts any session with type SessionType::REGULAR.
Definition SessionFilter.hpp:40
SessionFilter(SessionFilterEnum code, std::string name, std::optional< SessionType > type, std::optional< bool > trading) noexcept
Creates filter with specified type and trading flag conditions.
Definition CandleSession.cpp:17
static const SessionFilter NO_TRADING
Accepts any session with type SessionType::NO_TRADING.
Definition SessionFilter.hpp:36
static const SessionFilter NON_TRADING
Accepts non-trading sessions only - those with (Session::isTrading() == false).
Definition SessionFilter.hpp:34
static const SessionFilter PRE_MARKET
Accepts any session with type SessionType::PRE_MARKET.
Definition SessionFilter.hpp:38
bool accept(Session session) const noexcept
Tests whether or not the specified session is an acceptable result.
Definition SessionFilter.hpp:104
std::optional< bool > trading_
Required trading flag, std::nullopt if not relevant.
Definition SessionFilter.hpp:70
std::optional< SessionType > type_
Required type, std::nullopt if not relevant.
Definition SessionFilter.hpp:68
Defines type of session - what kind of trading activity is allowed (if any), what rules are used,...
Definition SessionType.hpp:33
static const SessionType AFTER_MARKET
After-market session type marks extended trading session after regular trading hours.
Definition SessionType.hpp:15
static const SessionType PRE_MARKET
Pre-market session type marks extended trading session before regular trading hours.
Definition SessionType.hpp:13
static const SessionType REGULAR
Regular session type marks regular trading hours session.
Definition SessionType.hpp:14
static const SessionType NO_TRADING
Non-trading session type is used to mark periods of time during which trading is not allowed.
Definition SessionType.hpp:12
bool isTrading() const noexcept
Returns true if trading activity is allowed for this type of session.
Definition SessionType.hpp:70
Session represents a continuous period of time during which apply same rules regarding trading activi...
Definition Session.hpp:27
Base abstract "shared entity" class. Has some helpers for dynamic polymorphism.
Definition SharedEntity.hpp:21
virtual std::string toString() const
Returns a string representation of the current object.
Definition SharedEntity.hpp:78
std::shared_ptr< T > sharedAs() const noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:69
std::shared_ptr< T > sharedAs() noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:56
bool is() const noexcept
Checks that pointer to the current type could be converted to type T* In other words: whether type T ...
Definition SharedEntity.hpp:35
Short sale restriction on an instrument.
Definition ShortSaleRestriction.hpp:23
static const DXFCPP_EXPORT ShortSaleRestriction INACTIVE
Short sale restriction is inactive.
Definition ShortSaleRestriction.hpp:13
static const DXFCPP_EXPORT ShortSaleRestriction UNDEFINED
Short sale restriction is undefined, unknown or inapplicable.
Definition ShortSaleRestriction.hpp:11
static const DXFCPP_EXPORT ShortSaleRestriction ACTIVE
Short sale restriction is active.
Definition ShortSaleRestriction.hpp:12
Side of an order or a trade.
Definition Side.hpp:23
static const DXFCPP_EXPORT Side SELL
Sell side (ask or offer).
Definition Side.hpp:18
static const DXFCPP_EXPORT Side UNDEFINED
Side is undefined, unknown or inapplicable.
Definition Side.hpp:16
static const DXFCPP_EXPORT Side BUY
Buy side (bid).
Definition Side.hpp:17
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:378
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:398
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:316
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:327
SimpleHandler() noexcept=default
Creates the new handler.
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:358
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:417
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:389
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:337
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition Common.hpp:911
A simple wrapper around strings or something similar to strings to reduce the amount of code for meth...
Definition Common.hpp:794
StringSymbol(std::string_view stringView) noexcept
Constructs StringSymbol from a std::string_view.
Definition StringSymbol.hpp:53
StringSymbol(const char *chars) noexcept
Constructs StringSymbol from a char array.
Definition StringSymbol.hpp:40
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:54
std::string toString() const
Returns a string representation of the current object.
Definition StringSymbol.hpp:100
static StringSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition StringSymbol.cpp:69
void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:44
std::optional< CandleSymbol > asCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:382
SymbolWrapper(Symbol &&symbol) noexcept
Constructor for any wrapped symbol.
Definition SymbolWrapper.hpp:158
bool isIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:340
std::string toString() const
Returns a string representation of the current object.
Definition SymbolWrapper.hpp:286
static SymbolWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition SymbolWrapper.cpp:79
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition SymbolWrapper.hpp:301
std::unique_ptr< void, decltype(&SymbolWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:277
bool isStringSymbol() const noexcept
Definition SymbolWrapper.hpp:312
std::optional< IndexedEventSubscriptionSymbol > asIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:348
bool isWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:326
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:258
SymbolWrapper(const IndexedEventSubscriptionSymbol &indexedEventSubscriptionSymbol) noexcept
Constructor for IndexedEventSubscriptionSymbol.
Definition SymbolWrapper.hpp:197
const DataType & getData() const noexcept
Definition SymbolWrapper.hpp:389
std::string asStringSymbol() const noexcept
Definition SymbolWrapper.hpp:319
SymbolWrapper(const StringSymbol &stringSymbol) noexcept
Constructor for any wrapped string symbol.
Definition SymbolWrapper.hpp:171
std::optional< WildcardSymbol > asWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:333
SymbolWrapper(const CandleSymbol &candleSymbol) noexcept
Constructor for CandleSymbol.
Definition SymbolWrapper.hpp:225
SymbolWrapper(const WildcardSymbol &wildcardSymbol) noexcept
Constructor for any wrapped wildcard (*) symbol.
Definition SymbolWrapper.hpp:184
bool isTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:357
SymbolWrapper(const TimeSeriesSubscriptionSymbol &timeSeriesSubscriptionSymbol) noexcept
Constructor for TimeSeriesSubscriptionSymbol.
Definition SymbolWrapper.hpp:211
bool isCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:374
std::optional< TimeSeriesSubscriptionSymbol > asTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:365
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.cpp:42
Type of a time and sale event.
Definition TimeAndSaleType.hpp:23
static const DXFCPP_EXPORT TimeAndSaleType NEW
Represents new time and sale event.
Definition TimeAndSaleType.hpp:16
static const DXFCPP_EXPORT TimeAndSaleType CANCEL
Represents cancel time and sale event.
Definition TimeAndSaleType.hpp:18
static const DXFCPP_EXPORT TimeAndSaleType CORRECTION
Represents correction time and sale event.
Definition TimeAndSaleType.hpp:17
Utility class for parsing and formatting dates and times in ISO-compatible format.
Definition TimeFormat.hpp:29
std::string format(std::int64_t timestamp) const
Converts timestamp into string according to the format.
Definition TimeFormat.cpp:55
static const TimeFormat GMT
An instance of TimeFormat that corresponds to GMT timezone as returned by TimeZone::getTimeZone("GMT"...
Definition TimeFormat.hpp:41
std::int64_t parse(const StringLikeWrapper &value) const
Reads Date from String and returns timestamp.
Definition TimeFormat.cpp:49
static const TimeFormat DEFAULT
An instance of TimeFormat that corresponds to default timezone as returned by TimeZone::getDefault() ...
Definition TimeFormat.hpp:33
Value class for period of time with support for ISO8601 duration format.
Definition TimePeriod.hpp:19
static TimePeriod valueOf(std::chrono::milliseconds value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.hpp:42
static TimePeriod valueOf(const StringLikeWrapper &value)
Returns TimePeriod represented with a given string.
Definition TimePeriod.cpp:31
std::int64_t getNanos() const
Returns value in nanoseconds.
Definition TimePeriod.cpp:47
static const TimePeriod ZERO
Time-period of zero.
Definition TimePeriod.hpp:23
std::int32_t getSeconds() const
Returns value in seconds.
Definition TimePeriod.cpp:41
std::int64_t getTime() const
Returns value in milliseconds.
Definition TimePeriod.cpp:35
static const TimePeriod UNLIMITED
Time-period of "infinity" (time of std::numeric_limits<std::int64_t>::max() or LLONG_MAX).
Definition TimePeriod.hpp:26
static TimePeriod valueOf(std::int64_t value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.cpp:27
Represents time-series snapshots of some process that is evolving in time or actual events in some ex...
Definition TimeSeriesEvent.hpp:81
const IndexedEventSource & getSource() const &noexcept override
Returns the source identifier for this event, which is always DEFAULT for time-series events.
Definition TimeSeriesEvent.hpp:92
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition TimeSeriesEvent.hpp:113
virtual std::int64_t getTime() const noexcept=0
Returns timestamp of the event.
virtual std::int64_t getEventId() const noexcept
Returns unique per-symbol index of this event.
Definition TimeSeriesEvent.hpp:123
static std::shared_ptr< TimeSeriesTxModelListener< E > > create(std::function< void(const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived)
Creates a listener for receiving time series events (with instantiation by event type E and verificat...
Definition TxModelListener.hpp:177
std::shared_ptr< Builder > withFromTime(std::int64_t fromTime) const
Sets the time from which to subscribe for time-series.
Definition TimeSeriesTxModel.hpp:297
std::shared_ptr< Builder > withBatchProcessing(bool isBatchProcessing) const
Enables or disables batch processing.
Definition TimeSeriesTxModel.hpp:172
std::shared_ptr< Builder > withListener(std::function< void(const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived) const
Sets the listener for transaction notifications.
Definition TimeSeriesTxModel.hpp:282
std::shared_ptr< TimeSeriesTxModel > build() const
Builds an instance of TimeSeriesTxModel based on the provided parameters.
Definition TimeSeriesTxModel.hpp:324
std::shared_ptr< Builder > withSymbol(const SymbolWrapper &symbol) const
Sets the subscription symbol for the model being created.
Definition TimeSeriesTxModel.hpp:219
std::shared_ptr< Builder > withFeed(const std::shared_ptr< DXFeed > &feed) const
Sets the feed for the model being created.
Definition TimeSeriesTxModel.hpp:208
std::shared_ptr< Builder > withFromTime(std::chrono::milliseconds fromTime) const
Sets the time from which to subscribe for time-series.
Definition TimeSeriesTxModel.hpp:311
std::shared_ptr< Builder > withListener(std::shared_ptr< TimeSeriesTxModelListener< E > > listener) const
Sets the listener for transaction notifications.
Definition TimeSeriesTxModel.hpp:249
std::shared_ptr< Builder > withSnapshotProcessing(bool isSnapshotProcessing) const
Enables or disables snapshot processing.
Definition TimeSeriesTxModel.hpp:195
std::int64_t getFromTime() const
Returns the time from which to subscribe for time-series, or std::numeric_limits<std::int64_t>::max()...
Definition TimeSeriesTxModel.hpp:418
bool isBatchProcessing() const
Returns whether batch processing is enabled.
Definition TimeSeriesTxModel.hpp:369
void setFromTime(std::chrono::milliseconds fromTime) const
Sets the time from which to subscribe for time-series.
Definition TimeSeriesTxModel.hpp:438
void detach(const std::shared_ptr< DXFeed > &feed) const
Detaches this model from the specified feed.
Definition TimeSeriesTxModel.hpp:399
~TimeSeriesTxModel() noexcept override
Calls close method and destructs this model.
Definition TimeSeriesTxModel.hpp:346
void setFromTime(std::int64_t fromTime) const
Sets the time from which to subscribe for time-series.
Definition TimeSeriesTxModel.hpp:428
static std::shared_ptr< Builder > newBuilder()
Factory method to create a new builder for this model.
Definition TimeSeriesTxModel.hpp:359
void attach(const std::shared_ptr< DXFeed > &feed) const
Attaches this model to the specified feed.
Definition TimeSeriesTxModel.hpp:390
bool isSnapshotProcessing() const
Returns whether snapshot processing is enabled.
Definition TimeSeriesTxModel.hpp:379
void close() const
Closes this model and makes it permanently detached.
Definition TimeSeriesTxModel.hpp:408
std::string toString() const override
Returns a string representation of the current object.
Definition TimeSeriesTxModel.hpp:442
Trading status of an instrument.
Definition TradingStatus.hpp:23
static const DXFCPP_EXPORT TradingStatus UNDEFINED
Trading status is undefined, unknown or inapplicable.
Definition TradingStatus.hpp:16
static const DXFCPP_EXPORT TradingStatus HALTED
Trading is halted.
Definition TradingStatus.hpp:17
static const DXFCPP_EXPORT TradingStatus ACTIVE
Trading is active.
Definition TradingStatus.hpp:18
Mixin for wrapping Promise method calls for a void.
Definition Promise.hpp:177
void await(std::int32_t timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:209
void await(const std::chrono::milliseconds &timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:224
void await() const
Wait for computation to complete and return its result or throw an exception in case of exceptional c...
Definition Promise.hpp:194
void getResult() const
Returns result of computation.
Definition Promise.hpp:184
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:25
static const WildcardSymbol & fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition WildcardSymbol.cpp:31
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:15
static const WildcardSymbol ALL
Represents [wildcard] subscription to all events of the specific event type.
Definition WildcardSymbol.hpp:13
std::string toString() const
Returns string representation of this wildcard subscription symbol.
Definition WildcardSymbol.hpp:94
static const std::string RESERVED_PREFIX
Symbol prefix that is reserved for wildcard subscriptions.
Definition WildcardSymbol.hpp:28
The simple key-value structure that represents an endpoint's property.
Definition api.h:184
const char * key
The property's key.
Definition api.h:186
const char * value
The property's value.
Definition api.h:188