6#include "../internal/Conf.hpp"
10#include "../entity/SharedEntity.hpp"
11#include "../internal/Common.hpp"
12#include "../internal/JavaObjectHandle.hpp"
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25enum class RoundingMode : std::int32_t {
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93 ROUNDING_MODE_CEILING,
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141 ROUNDING_MODE_HALF_UP,
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165 ROUNDING_MODE_HALF_DOWN,
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192 ROUNDING_MODE_HALF_EVEN,
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216 ROUNDING_MODE_UNNECESSARY,
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248 mutable std::mutex mtx_{};
249 mutable bool initialized_{};
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261 PriceIncrements(LockExternalConstructionTag, std::function<JavaObjectHandle<
PriceIncrements>()> initializer);
263 PriceIncrements(LockExternalConstructionTag, JavaObjectHandle<
PriceIncrements> &&handle);
265 ~PriceIncrements()
noexcept override;
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284 static Ptr
valueOf(
double increment);
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294 static Ptr
valueOf(
const std::vector<
double> &increments);
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304 static Ptr
valueOf(std::initializer_list<
double> increments);
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408 double roundPrice(
double price, std::int32_t direction)
const;
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420 double roundPrice(
double price, RoundingMode roundingMode)
const;
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434 double incrementPrice(
double price, std::int32_t direction)
const;
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449 double incrementPrice(
double price, std::int32_t direction,
double step)
const;
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466 return *
this == *other;
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472 std::size_t
hashCode()
const noexcept;
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481 friend std::ostream &operator<<(std::ostream &os,
const PriceIncrements &p) {
485 friend std::ostream &operator<<(std::ostream &os,
const PriceIncrements::Ptr &p) {
486 return os << p->toString();
493 std::size_t operator()(
const dxfcpp::
PriceIncrements &p)
const noexcept {
#define DXFCPP_MACRO_CONCAT_INNER(a, b)
Definition Common.hpp:129
#define DXFCPP_MACRO_CONCAT(a, b)
Definition Common.hpp:128
#define DXFCPP_MACRO_UNIQUE_NAME(base)
Definition Common.hpp:130
#define DXFCXX_DISABLE_MSC_WARNINGS_POP()
Definition Conf.hpp:31
#define DXFCPP_END_NAMESPACE
Definition Conf.hpp:97
#define DXFCPP_BEGIN_NAMESPACE
Definition Conf.hpp:94
#define DXFCXX_DISABLE_GCC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:47
#define DXFCXX_DISABLE_GCC_WARNINGS_POP()
Definition Conf.hpp:49
#define DXFCXX_DISABLE_MSC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:30
#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_name(dxfc_dxendpoint_builder_t builderHandle, const char *name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:680
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:713
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_password(dxfc_dxendpoint_t endpoint, const char *password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:961
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_publisher(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxpublisher_t *publisher)
Definition DXEndpoint.cpp:1151
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:740
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_add_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Adds a listener notified about changes in state property.
Definition DXEndpoint.cpp:1097
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections.
Definition DXEndpoint.cpp:1012
#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:910
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:1063
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 the connection is not...
Definition api.h:159
@ DXFC_DXENDPOINT_STATE_CONNECTED
The connection to the 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:799
#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:1080
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:696
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_free(dxfc_dxendpoint_builder_t builder)
Removes a builder from the registry.
Definition DXEndpoint.cpp:787
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:978
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 a listener notified about changes in state property.
Definition DXEndpoint.cpp:1123
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:73
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:757
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_feed(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxfeed_t *feed)
Definition DXEndpoint.cpp:1146
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:1046
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close(dxfc_dxendpoint_t endpoint)
Closes this endpoint.
Definition DXEndpoint.cpp:893
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_new_builder(DXFC_OUT dxfc_dxendpoint_builder_t *builder)
Creates a new dxFeed endpoint's builder instance.
Definition DXEndpoint.cpp:647
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:995
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:927
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_user(dxfc_dxendpoint_t endpoint, const char *user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:944
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 an 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 the 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:846
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:822
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:663
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:869
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_free(dxfc_dxendpoint_t endpoint)
Removes the dxFeed endpoint from the registry.
Definition DXEndpoint.cpp:1156
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:1029
AnalyticOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition AnalyticOrder.cpp:189
AnalyticOrder & withIcebergHiddenSize(double icebergHiddenSize) noexcept
Changes iceberg hidden size and returns the current analytic order.
Definition AnalyticOrder.cpp:239
AnalyticOrder & withTime(std::int64_t time) noexcept
Changes time of this analytic order and returns it.
Definition AnalyticOrder.cpp:137
AnalyticOrder & withEventSymbol(const StringLike &eventSymbol) noexcept override
Changes an event's symbol and returns the current analytic order.
Definition AnalyticOrder.cpp:113
double getIcebergHiddenSize() const noexcept
Returns iceberg hidden size of this analytic order.
Definition AnalyticOrder.cpp:231
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:69
AnalyticOrder & withOrderSide(const Side &side) noexcept
Changes side of this analytic order.
Definition AnalyticOrder.cpp:205
AnalyticOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition AnalyticOrder.cpp:185
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition AnalyticOrder.cpp:82
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition AnalyticOrder.cpp:49
AnalyticOrder & withAction(const OrderAction &action) noexcept
Changes the action of this analytic order and returns it.
Definition AnalyticOrder.cpp:153
AnalyticOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this analytic order and returns it.
Definition AnalyticOrder.cpp:149
const IcebergType & getIcebergType() const &noexcept
Returns iceberg type of this analytic order.
Definition AnalyticOrder.cpp:259
AnalyticOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns the current analytic order.
Definition AnalyticOrder.cpp:157
AnalyticOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this analytic order.
Definition AnalyticOrder.cpp:141
AnalyticOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this analytic order.
Definition AnalyticOrder.cpp:201
AnalyticOrder(const StringLike &eventSymbol) noexcept
Creates a new analytic order event with the specified event symbol.
Definition AnalyticOrder.cpp:110
AnalyticOrder & withScope(const Scope &scope) noexcept
Changes the scope of this analytic order.
Definition AnalyticOrder.cpp:209
void setIcebergPeakSize(double icebergPeakSize) noexcept
Changes iceberg peak size of this analytic order.
Definition AnalyticOrder.cpp:221
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition AnalyticOrder.cpp:102
double getIcebergPeakSize() const noexcept
Returns iceberg peak size of this analytic order.
Definition AnalyticOrder.cpp:217
AnalyticOrder & withPrice(double price) noexcept
Changes price of this analytic order.
Definition AnalyticOrder.cpp:169
void setIcebergExecutedSize(double icebergExecutedSize) noexcept
Changes the iceberg executed size of this analytic order.
Definition AnalyticOrder.cpp:249
std::string toString() const override
Returns a string representation of the current object.
Definition AnalyticOrder.cpp:274
void setIcebergHiddenSize(double icebergHiddenSize) noexcept
Changes iceberg hidden size of this analytic order.
Definition AnalyticOrder.cpp:235
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition AnalyticOrder.hpp:83
AnalyticOrder & withCount(std::int64_t count) noexcept
Changes the number of individual orders in this aggregate order.
Definition AnalyticOrder.cpp:181
AnalyticOrder & withIndex(std::int64_t index) noexcept
Changes the unique per-symbol index of this analytic order and returns it.
Definition AnalyticOrder.cpp:133
AnalyticOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition AnalyticOrder.cpp:165
AnalyticOrder & withIcebergPeakSize(double icebergPeakSize) noexcept
Changes iceberg peak size and returns the current analytic order.
Definition AnalyticOrder.cpp:225
AnalyticOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this analytic order.
Definition AnalyticOrder.cpp:145
AnalyticOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition AnalyticOrder.cpp:193
double getIcebergExecutedSize() const noexcept
Returns iceberg executed size of this analytic order.
Definition AnalyticOrder.cpp:245
AnalyticOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current analytic order.
Definition AnalyticOrder.cpp:125
AnalyticOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition AnalyticOrder.cpp:161
AnalyticOrder & withEventTime(std::int64_t eventTime) noexcept
Changes the event's creation time and returns the current analytic order.
Definition AnalyticOrder.cpp:117
AnalyticOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current analytic order.
Definition AnalyticOrder.cpp:129
AnalyticOrder & withIcebergExecutedSize(double icebergExecutedSize) noexcept
Changes iceberg executed size and returns the current analytic order.
Definition AnalyticOrder.cpp:253
AnalyticOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this analytic order.
Definition AnalyticOrder.cpp:197
void setIcebergType(const IcebergType &icebergType) noexcept
Changes iceberg type of this analytic order.
Definition AnalyticOrder.cpp:263
AnalyticOrder & withSize(double size) noexcept
Changes size of this analytic order.
Definition AnalyticOrder.cpp:173
AnalyticOrder & withMarketMaker(const StringLike &marketMaker) noexcept
Changes market maker or other aggregate identifier of this analytic order.
Definition AnalyticOrder.cpp:213
AnalyticOrder & withIcebergType(const IcebergType &icebergType) noexcept
Changes an iceberg type and returns the current analytic order.
Definition AnalyticOrder.cpp:268
AnalyticOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this analytic order.
Definition AnalyticOrder.cpp:177
AnalyticOrder & withSource(const OrderSource &source) noexcept
Changes an event's source and returns the current analytic order.
Definition AnalyticOrder.cpp:121
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition Candle.cpp:251
Candle & withBidVolume(double bidVolume) noexcept
Changes bid volume in this candle.
Definition Candle.cpp:374
double getImpVolatility() const noexcept
Returns the implied volatility.
Definition Candle.cpp:394
void setClose(double close) noexcept
Changes the last (close) price of this candle.
Definition Candle.cpp:328
Candle & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this event.
Definition Candle.cpp:262
void setTime(std::int64_t time) noexcept
Changes the timestamp of the event in milliseconds.
Definition Candle.cpp:235
void setBidVolume(double bidVolume) noexcept
Changes bid volume in this candle.
Definition Candle.cpp:370
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Candle.cpp:193
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition Candle.cpp:84
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Candle.cpp:117
void setImpVolatility(double impVolatility)
Changes implied volatility.
Definition Candle.cpp:398
Candle & withOpen(double open) noexcept
Changes the first (open) price of this candle.
Definition Candle.cpp:290
Candle & withHigh(double high) noexcept
Changes the maximal (high) price of this candle.
Definition Candle.cpp:304
Candle & withCount(std::int64_t count) noexcept
Changes total number of original trade (or quote) events in this candle.
Definition Candle.cpp:276
Candle & withAskVolume(double askVolume) noexcept
Changes ask volume in this candle.
Definition Candle.cpp:388
double getAskVolume() const noexcept
Returns ask volume in this candle.
Definition Candle.cpp:380
std::int64_t getTime() const noexcept override
Returns the timestamp of the event in milliseconds.
Definition Candle.cpp:229
Candle(CandleSymbol eventSymbol) noexcept
Creates a new candle with the specified candle event symbol.
Definition Candle.cpp:144
void setEventSymbol(const CandleSymbol &eventSymbol) noexcept override
Changes the event symbol that identifies this event type in subscription.
Definition Candle.cpp:159
void setOpen(double open) noexcept
Changes the first (open) price of this candle.
Definition Candle.cpp:286
Candle() noexcept=default
Creates a new candle with default values.
const std::optional< CandleSymbol > & getEventSymbolOpt() const &noexcept override
Returns a symbol of this event.
Definition Candle.cpp:155
double getOpen() const noexcept
Returns the first (open) price of this candle.
Definition Candle.cpp:282
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition Candle.cpp:173
std::int64_t getCount() const noexcept
Returns total number of original trade (or quote) events in this candle.
Definition Candle.cpp:268
void setAskVolume(double askVolume) noexcept
Changes ask volume in this candle.
Definition Candle.cpp:384
double getBidVolume() const noexcept
Returns bid volume in this candle.
Definition Candle.cpp:366
Candle & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current candle.
Definition Candle.cpp:207
const CandleSymbol & getEventSymbol() const &noexcept override
Returns a symbol of this event.
Definition Candle.cpp:147
double getHigh() const noexcept
Returns the maximal (high) price of this candle.
Definition Candle.cpp:296
Candle & withClose(double close) noexcept
Changes the last (close) price of this candle.
Definition Candle.cpp:332
void setHigh(double high) noexcept
Changes the maximal (high) price of this candle.
Definition Candle.cpp:300
double getVWAP() const noexcept
Returns volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:352
Candle & withVolume(double volume) noexcept
Changes total volume in this candle.
Definition Candle.cpp:346
Candle & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current candle.
Definition Candle.cpp:197
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Candle.cpp:104
double getLow() const noexcept
Returns the minimal (low) price of this candle.
Definition Candle.cpp:310
Candle & withIndex(std::int64_t index) noexcept
Changes the unique per-symbol index of this event.
Definition Candle.cpp:217
Candle & withLow(double low) noexcept
Changes the minimal (low) price of this candle.
Definition Candle.cpp:318
Candle & withEventSymbol(const CandleSymbol &eventSymbol) noexcept
Changes an event's symbol and returns the current candle.
Definition Candle.cpp:163
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Candle.cpp:189
double getVolume() const noexcept
Returns total volume in this candle.
Definition Candle.cpp:338
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Candle.cpp:225
void setLow(double low) noexcept
Changes the minimal (low) price of this candle.
Definition Candle.cpp:314
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Candle.cpp:203
void setIndex(std::int64_t index) override
Changes unique per-symbol index of this event.
Definition Candle.cpp:213
Candle & withImpVolatility(double impVolatility) noexcept
Changes implied volatility.
Definition Candle.cpp:402
void setOpenInterest(double openInterest) noexcept
Changes the open interest.
Definition Candle.cpp:412
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:416
std::int64_t getEventTime() const noexcept override
Returns time when an event was created or zero when time is not available.
Definition Candle.cpp:169
Candle & withTime(std::int64_t time) noexcept
Changes the timestamp of the event in milliseconds.
Definition Candle.cpp:241
Candle & withVWAP(double vwap) noexcept
Changes volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:360
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Candle.hpp:119
void setVWAP(double vwap) noexcept
Changes volume-weighted average price (VWAP) in this candle.
Definition Candle.cpp:356
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Candle.hpp:112
double getClose() const noexcept
Returns the last (close) price of this candle.
Definition Candle.cpp:324
Candle & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current candle.
Definition Candle.cpp:177
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition Candle.cpp:247
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Candle.cpp:185
void setCount(std::int64_t count) noexcept
Changes total number of original trade (or quote) events in this candle.
Definition Candle.cpp:272
double getOpenInterest() const noexcept
Returns the open interest.
Definition Candle.cpp:408
std::string toString() const override
Returns a string representation of the current object.
Definition Candle.cpp:424
void setVolume(double volume) noexcept
Changes total volume in this candle.
Definition Candle.cpp:342
Builder class for DXEndpoint that supports additional configuration properties.
Definition DXEndpoint.hpp:842
std::shared_ptr< DXEndpoint > build()
Builds DXEndpoint instance.
Definition DXEndpoint.cpp:323
std::shared_ptr< Builder > withName(const StringLike &name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:366
bool supportsProperty(const StringLike &key) const
Checks if a property is supported.
Definition DXEndpoint.cpp:313
std::shared_ptr< Builder > withProperties(Properties &&properties)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.hpp:931
~Builder() noexcept override
Releases the GraalVM handle.
Definition DXEndpoint.cpp:355
std::shared_ptr< Builder > withRole(Role role)
Sets role for the created DXEndpoint.
Definition DXEndpoint.cpp:285
std::shared_ptr< Builder > withProperty(const StringLike &key, const StringLike &value)
Sets the specified property.
Definition DXEndpoint.cpp:298
Subscription for a set of symbols and event types.
Definition DXFeedSubscription.hpp:39
void removeEventListener(std::size_t listenerId)
Removes listener for events.
Definition DXFeedSubscription.cpp:255
bool containsEventType(const EventTypeEnum &eventType) override
Returns true if this subscription contains the corresponding event type.
Definition DXFeedSubscription.cpp:182
std::size_t addChangeListener(std::shared_ptr< ObservableSubscriptionChangeListener > listener) override
Adds subscription change listener.
Definition DXFeedSubscription.cpp:265
bool isClosed() override
Returns true if this subscription is closed.
Definition DXFeedSubscription.cpp:160
void addSymbols(SymbolIt begin, SymbolIt end) const
Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:430
static std::shared_ptr< DXFeedSubscription > create(std::initializer_list< EventTypeEnum > eventTypes)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.cpp:133
void close() const
Closes this subscription and makes it permanently detached.
Definition DXFeedSubscription.cpp:169
void setEventsBatchLimit(std::int32_t eventsBatchLimit) const
Sets maximum number of events in the single notification of OnEventHandler.
Definition DXFeedSubscription.cpp:303
std::unordered_set< EventTypeEnum > getEventTypes() override
Returns a set of subscribed event types.
Definition DXFeedSubscription.cpp:178
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:213
void removeSymbols(SymbolIt begin, SymbolIt end) const
Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:502
void removeSymbols(SymbolsCollection &&collection) const
Removes the specified collection of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:528
static const std::int32_t MAX_BATCH_LIMIT
The maximum events' batch limit for a single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:55
void removeSymbols(const SymbolWrapper &symbolWrapper) const
Removes the specified symbol from the set of subscribed symbols.
Definition DXFeedSubscription.cpp:232
static std::shared_ptr< DXFeedSubscription > create(EventTypeIt begin, EventTypeIt end)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:211
void attach(std::shared_ptr< DXFeed > feed)
Attaches subscription to the specified feed.
Definition DXFeedSubscription.cpp:142
TimePeriod getAggregationPeriod() const
Returns the aggregation period for data for this subscription instance.
Definition DXFeedSubscription.cpp:247
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:100
static const std::int32_t OPTIMAL_BATCH_LIMIT
The optimal events' batch limit for a single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:50
std::size_t addEventListener(std::function< void(const std::vector< std::shared_ptr< EventT > > &)> &&listener)
Adds typed listener for events.
Definition DXFeedSubscription.hpp:675
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:228
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:381
void setAggregationPeriod(const TimePeriod &aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.cpp:251
static std::shared_ptr< DXFeedSubscription > create(const EventTypeEnum &eventType)
Creates a detached subscription for a single event type.
Definition DXFeedSubscription.cpp:119
std::int32_t getEventsBatchLimit() const
Definition DXFeedSubscription.cpp:299
std::size_t addEventListener(EventListener &&listener)
Adds listener for events.
Definition DXFeedSubscription.hpp:620
static std::shared_ptr< DXFeedSubscription > create(EventTypesCollection &&eventTypes)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:257
OnEventHandler & onEvent()
Returns a reference to an incoming events' handler (delegate), to which listeners can be added and re...
Definition DXFeedSubscription.cpp:259
void addSymbols(const SymbolsCollection &collection) const
Adds the specified collection of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:456
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:355
void setAggregationPeriod(std::int64_t aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:584
void removeChangeListener(std::size_t changeListenerId) override
Removes subscription change listener by id.
Definition DXFeedSubscription.cpp:282
std::vector< SymbolWrapper > getDecoratedSymbols() const
Returns a set of decorated symbols (depending on the actual implementation of the subscription).
Definition DXFeedSubscription.cpp:204
void clear() const
Clears the set of subscribed symbols.
Definition DXFeedSubscription.cpp:186
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:217
void setAggregationPeriod(std::chrono::milliseconds aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:571
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:243
std::vector< SymbolWrapper > getSymbols() const
Returns a set of subscribed symbols (depending on the actual implementation of the subscription).
Definition DXFeedSubscription.cpp:195
Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols an...
Definition DXFeedSubscription.hpp:786
std::int64_t getFromTime()
Returns the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:331
void setFromTime(std::chrono::milliseconds fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:342
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:327
void setFromTime(std::int64_t fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:335
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 an 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.cpp:129
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:307
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option.
Definition Greeks.hpp:262
std::int64_t getIndex() const noexcept override
Returns a unique per-symbol index of this event.
Definition Greeks.hpp:172
void setIndex(std::int64_t index) override
Changes the 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 dxFeed Graal SDK structure.
Definition Greeks.cpp:61
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Greeks.cpp:103
double getPrice() const noexcept
Returns option market price.
Definition Greeks.hpp:235
double getGamma() const noexcept
Returns option gamma.
Definition Greeks.hpp:289
double getRho() const noexcept
Returns option rho.
Definition Greeks.hpp:325
void setVega(double vega) noexcept
Changes option vega.
Definition Greeks.hpp:352
double getVega() const noexcept
Returns option vega.
Definition Greeks.hpp:343
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:79
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Greeks.hpp:91
Greeks(const StringLike &eventSymbol) noexcept
Creates a new greeks event with the specified event symbol.
Definition Greeks.hpp:137
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:298
double getDelta() const noexcept
Return option delta.
Definition Greeks.hpp:271
void setRho(double rho) noexcept
Changes option rho.
Definition Greeks.hpp:334
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:90
std::int64_t getTime() const noexcept override
Returns the timestamp of the event in milliseconds.
Definition Greeks.hpp:195
void setTime(std::int64_t time) noexcept
Changes the 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:253
void setTheta(double theta) noexcept
Changes option theta.
Definition Greeks.hpp:316
void setPrice(double price) noexcept
Changes option market price.
Definition Greeks.hpp:244
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:121
void setDelta(double delta) noexcept
Changes option delta.
Definition Greeks.hpp:280
Builder is a static inner class that provides a flexible and readable way to construct instances of t...
Definition HistoryEndpoint.hpp:107
std::shared_ptr< Builder > withAuthToken(const StringLike &authToken)
Sets the authentication token for the target endpoint.
Definition HistoryEndpoint.cpp:50
std::shared_ptr< Builder > withAddress(const StringLike &address)
Specifies the address for the target endpoint.
Definition HistoryEndpoint.cpp:32
std::shared_ptr< HistoryEndpoint > build() const
Builds and returns a configured instance of HistoryEndpoint.
Definition HistoryEndpoint.cpp:68
std::shared_ptr< Builder > withFormat(Format format)
Sets the format to be used for data handling.
Definition HistoryEndpoint.cpp:62
std::shared_ptr< Builder > withPassword(const StringLike &password)
Sets the password for the target endpoint.
Definition HistoryEndpoint.cpp:44
std::shared_ptr< Builder > withUserName(const StringLike &userName)
Sets the username for the target endpoint.
Definition HistoryEndpoint.cpp:38
std::shared_ptr< Builder > withCompression(Compression compression)
Sets the compression type to be used for data transmission or storage.
Definition HistoryEndpoint.cpp:56
std::shared_ptr< Builder > withAuthToken(const AuthToken &authToken)
Sets the authentication token for the target endpoint.
Definition HistoryEndpoint.hpp:154
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:18
const std::string & name() const noexcept
Returns the string representation of the object.
Definition IndexedEventSource.hpp:91
static IndexedEventSource fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition IndexedEventSource.cpp:29
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:10
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:82
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:12
std::string toString() const
Returns the string representation of the object.
Definition IndexedEventSource.hpp:100
Represents a subscription to a specific source of indexed events.
Definition IndexedEventSubscriptionSymbol.hpp:37
virtual const std::unique_ptr< SymbolWrapper > & getEventSymbol() const
Returns the wrapped event symbol (CandleSymbol, WildcardSymbol, etc.).
Definition IndexedEventSubscriptionSymbol.cpp:18
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:26
static IndexedEventSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure (rec...
Definition IndexedEventSubscriptionSymbol.cpp:48
virtual const std::unique_ptr< IndexedEventSource > & getSource() const
Returns indexed event source.
Definition IndexedEventSubscriptionSymbol.cpp:22
IndexedEventSubscriptionSymbol(const SymbolWrapper &eventSymbol, const IndexedEventSource &source)
Creates an indexed event subscription symbol with a specified event symbol and source.
Definition IndexedEventSubscriptionSymbol.cpp:12
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:35
virtual std::string toString() const
Returns string representation of this indexed event subscription symbol.
Definition IndexedEventSubscriptionSymbol.cpp:64
Message event with an application-specific attachment.
Definition Message.hpp:32
Message & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current message.
Definition Message.hpp:141
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition Message.hpp:153
Message & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current message.
Definition Message.hpp:164
const std::string & getEventSymbol() const &noexcept override
Returns a symbol of this event.
Definition Message.hpp:108
void setEventSymbol(const StringLike &eventSymbol) noexcept override
Changes symbol of this event.
Definition Message.hpp:130
std::int64_t getEventTime() const noexcept override
Returns time when an event was created or zero when time is not available.
Definition Message.hpp:148
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Message.cpp:79
const std::optional< std::string > & getAttachmentOpt() const &noexcept
Returns attachment of this event.
Definition Message.hpp:188
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Message.hpp:51
std::string toString() const override
Returns a string representation of the current object.
Definition Message.cpp:118
void setAttachment(const StringLike &attachment)
Changes attachment.
Definition Message.hpp:197
Message(const StringLike &eventSymbol, const StringLike &attachment) noexcept
Creates a new message with the specified event symbol and attachment.
Definition Message.hpp:99
Message(const StringLike &eventSymbol) noexcept
Creates a new message with the specified event symbol.
Definition Message.hpp:91
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition Message.cpp:61
const std::string & getAttachment() const &
Returns attachment.
Definition Message.hpp:175
Message & withAttachment(const StringLike &attachment) noexcept
Changes attachment and returns the current message.
Definition Message.hpp:208
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Message.cpp:92
Message() noexcept=default
Creates a new message with default values.
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns a symbol of this event.
Definition Message.hpp:121
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Message.cpp:110
void setUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of this option sale event.
Definition OptionSale.cpp:503
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition OptionSale.cpp:459
void setExchangeSaleConditions(const StringLike &exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition OptionSale.cpp:390
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this option sale event.
Definition OptionSale.cpp:421
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition OptionSale.cpp:431
std::string getExchangeCodeString() const noexcept
Returns exchange code of this option sale as UTF8 string.
Definition OptionSale.cpp:296
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.cpp:177
OptionSale & withAskPrice(double askPrice) noexcept
Changes the current ask price on the market when this option sale event had occurred.
Definition OptionSale.cpp:372
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into a single long value.
Definition OptionSale.cpp:211
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OptionSale.hpp:102
void setIndex(std::int64_t index) override
Changes the unique per-symbol index of this event.
Definition OptionSale.cpp:201
OptionSale & withTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition OptionSale.cpp:219
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition OptionSale.cpp:215
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition OptionSale.cpp:165
OptionSale & withValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition OptionSale.cpp:467
std::int64_t getTime() const noexcept
Returns time of this event.
Definition OptionSale.cpp:225
OptionSale & withAggressorSide(const Side &side) noexcept
Changes aggressor side of this option sale event.
Definition OptionSale.cpp:425
OptionSale & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this option sale.
Definition OptionSale.cpp:262
OptionSale & withExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition OptionSale.cpp:453
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:312
void setPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.cpp:326
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition OptionSale.cpp:445
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.cpp:517
std::string toString() const override
Returns a string representation of the current object.
Definition OptionSale.cpp:563
OptionSale(const StringLike &eventSymbol) noexcept
Creates a new option sale event with the specified event symbol.
Definition OptionSale.cpp:150
double getPrice() const noexcept
Returns price of this option sale event.
Definition OptionSale.cpp:322
OptionSale & withSize(double size) noexcept
Changes the size of this option sale event.
Definition OptionSale.cpp:344
OptionSale & withType(const TimeAndSaleType &type) noexcept
Changes the type of this option sale event.
Definition OptionSale.cpp:481
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:122
const std::string & getOptionSymbol() const &noexcept
Returns option symbol of this event.
Definition OptionSale.cpp:541
OptionSale & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current option sale.
Definition OptionSale.cpp:181
OptionSale & withDelta(double delta) noexcept
Changes option delta at the time of this option sale event.
Definition OptionSale.cpp:535
OptionSale & withOptionSymbol(const StringLike &optionSymbol) noexcept
Changes option symbol of this event.
Definition OptionSale.cpp:557
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this option sale event.
Definition OptionSale.cpp:292
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition OptionSale.cpp:487
void setTradeThroughExempt(char tradeThroughExempt)
Changes TradeThroughExempt flag of this option sale event.
Definition OptionSale.cpp:405
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OptionSale.cpp:142
OptionSale & withPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.cpp:330
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition OptionSale.hpp:95
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:302
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:109
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.cpp:386
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition OptionSale.cpp:243
void setSize(double size) noexcept
Changes the size of this option sale event.
Definition OptionSale.cpp:340
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition OptionSale.cpp:435
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition OptionSale.cpp:89
OptionSale & withTime(std::int64_t time) noexcept
Changes the timestamp of the event in milliseconds.
Definition OptionSale.cpp:237
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition OptionSale.cpp:268
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition OptionSale.cpp:449
OptionSale & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this event.
Definition OptionSale.cpp:286
void setAskPrice(double askPrice) noexcept
Changes the current ask price on the market when this option sale event had occurred.
Definition OptionSale.cpp:368
std::int64_t getIndex() const noexcept override
Returns a unique per-symbol index of this event.
Definition OptionSale.cpp:197
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition OptionSale.cpp:463
OptionSale & withVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.cpp:521
OptionSale & withBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this option sale event had occurred.
Definition OptionSale.cpp:358
const TimeAndSaleType & getType() const &noexcept
Returns the type of this option sale event.
Definition OptionSale.cpp:473
OptionSale & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current option sale.
Definition OptionSale.cpp:153
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition OptionSale.cpp:272
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this option sale event had occurred.
Definition OptionSale.cpp:354
void setType(const TimeAndSaleType &type) noexcept
Changes the type of this option sale event.
Definition OptionSale.cpp:477
OptionSale & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current option sale.
Definition OptionSale.cpp:159
const std::optional< std::string > & getOptionSymbolOpt() const &noexcept
Returns option symbol of this event.
Definition OptionSale.cpp:549
OptionSale & withTimeNanos(std::int64_t timeNanos) noexcept
Changes the time of this option sale and returns it.
Definition OptionSale.cpp:252
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition OptionSale.cpp:276
void setDelta(double delta) noexcept
Changes option delta at the time of this option sale event.
Definition OptionSale.cpp:531
OptionSale & withUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of this option sale event.
Definition OptionSale.cpp:507
OptionSale & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:316
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition OptionSale.cpp:495
void setOptionSymbol(const StringLike &optionSymbol) noexcept
Changes option symbol of this event.
Definition OptionSale.cpp:553
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition OptionSale.cpp:247
OptionSale & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:306
const Side & getAggressorSide() const &noexcept
Returns the aggressor side of this option sale event.
Definition OptionSale.cpp:417
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OptionSale.cpp:169
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.cpp:378
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this option sale event.
Definition OptionSale.cpp:400
OptionSale & withTradeThroughExempt(char tradeThroughExempt)
Changes TradeThroughExempt flag of this option sale event.
Definition OptionSale.cpp:411
double getAskPrice() const noexcept
Returns the current ask price on the market when this option sale event had occurred.
Definition OptionSale.cpp:364
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OptionSale.cpp:173
double getVolatility() const noexcept
Returns Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.cpp:513
void setTime(std::int64_t time) noexcept
Changes time of this event.
Definition OptionSale.cpp:230
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition OptionSale.cpp:491
double getBidPrice() const noexcept
Returns the current bid price on the market when this option sale event had occurred.
Definition OptionSale.cpp:350
OptionSale & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current option sale.
Definition OptionSale.cpp:191
double getSize() const noexcept
Returns the size of this option sale event.
Definition OptionSale.cpp:336
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition OptionSale.cpp:258
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.cpp:187
double getUnderlyingPrice() const noexcept
Returns the underlying price at the time of this option sale event.
Definition OptionSale.cpp:499
OptionSale & withExchangeSaleConditions(const StringLike &exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition OptionSale.cpp:394
OptionSale & withSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition OptionSale.cpp:439
OptionSale & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this event.
Definition OptionSale.cpp:205
double getDelta() const noexcept
Return option delta at the time of this option sale event.
Definition OptionSale.cpp:527
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:77
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:468
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:187
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:310
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:486
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:560
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:477
void setIndex(std::int64_t index) override
Changes the unique per-symbol index of this order.
Definition OrderBase.hpp:242
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:287
std::int64_t getIndex() const noexcept override
Returns a unique per-symbol index of this order.
Definition OrderBase.hpp:255
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:441
void setExchangeCode(char exchangeCode)
Changes exchange code of this order.
Definition OrderBase.hpp:620
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:203
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OrderBase.cpp:67
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:356
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:650
void setSequence(std::int32_t sequence)
Changes sequence number of this order.
Definition OrderBase.hpp:342
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:504
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:425
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:550
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:298
std::string baseFieldsToString() const
Returns string representation of this order event's fields.
Definition OrderBase.cpp:75
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:277
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:641
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:668
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:230
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:513
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:366
std::int64_t getCount() const noexcept
Returns the number of individual orders in this aggregate order.
Definition OrderBase.hpp:522
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:597
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:607
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:579
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:330
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:632
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:416
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:319
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:405
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:377
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:588
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:220
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:459
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:165
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:450
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:659
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:386
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setCount(std::int64_t count) noexcept
Changes the number of individual orders in this aggregate order.
Definition OrderBase.hpp:531
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:396
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:495
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:541
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into a single long value.
Definition OrderBase.hpp:265
OrderBase(const StringLike &eventSymbol) noexcept
Creates a new order event with the specified event symbol.
Definition OrderBase.hpp:178
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:569
static const OrderSource GLBX
CME Globex.
Definition OrderSource.hpp:352
static const OrderSource smfe
Small Exchange.
Definition OrderSource.hpp:416
static const OrderSource bzx
Bats BZX Exchange.
Definition OrderSource.hpp:280
static const OrderSource DEX
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:247
static const OrderSource NTV
NASDAQ Total View.
Definition OrderSource.hpp:183
static const OrderSource AGGREGATE_ASK
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:136
static const OrderSource & valueOf(std::int32_t sourceId)
Returns order source for the specified source identifier.
Definition OrderSource.cpp:197
static const OrderSource ESPD
NASDAQ eSpeed.
Definition OrderSource.hpp:207
static const OrderSource CFE
CBOE Futures Exchange.
Definition OrderSource.hpp:392
static const OrderSource ntv
NASDAQ Total View.
Definition OrderSource.hpp:191
static const OrderSource ICE
Intercontinental Exchange.
Definition OrderSource.hpp:223
static const OrderSource BZX
Bats BZX Exchange.
Definition OrderSource.hpp:272
static const OrderSource C2OX
CBOE Options C2 Exchange.
Definition OrderSource.hpp:400
static const OrderSource AGGREGATE
Aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:168
static const OrderSource REGIONAL_ASK
Ask side of a regional Quote.
Definition OrderSource.hpp:120
static const OrderSource REGIONAL_BID
Bid side of a regional Quote.
Definition OrderSource.hpp:111
static const OrderSource igc
IG CFDs Gate.
Definition OrderSource.hpp:512
static const OrderSource ABE
ABE (abe.io) exchange.
Definition OrderSource.hpp:336
static const OrderSource CEUX
Bats Europe DXE Exchange.
Definition OrderSource.hpp:304
static const OrderSource OCEA
Blue Ocean Technologies Alternative Trading System.
Definition OrderSource.hpp:448
static const OrderSource AGGREGATE_BID
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:128
static const OrderSource BXTR
Bats Europe TRF.
Definition OrderSource.hpp:312
static const OrderSource & valueOf(const StringLike &name)
Returns order source for the specified source name.
Definition OrderSource.cpp:211
static const OrderSource dex
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:256
static const OrderSource cedx
Cboe European Derivatives.
Definition OrderSource.hpp:496
static const OrderSource COMPOSITE
Composite Quote.
Definition OrderSource.hpp:147
static const OrderSource COMPOSITE_ASK
Ask side of a composite Quote.
Definition OrderSource.hpp:102
static const OrderSource REGIONAL
Regional Quote.
Definition OrderSource.hpp:158
static const OrderSource XNFI
NASDAQ Fixed Income.
Definition OrderSource.hpp:215
static const OrderSource iex
Investors exchange.
Definition OrderSource.hpp:424
static const OrderSource xeur
Eurex Exchange.
Definition OrderSource.hpp:384
static const OrderSource CEDX
Cboe European Derivatives.
Definition OrderSource.hpp:488
static const OrderSource ISE
International Securities Exchange.
Definition OrderSource.hpp:231
static const OrderSource DEA
Direct-Edge EDGA Exchange.
Definition OrderSource.hpp:239
static const OrderSource glbx
CME Globex.
Definition OrderSource.hpp:360
static const OrderSource ocea
Blue Ocean Technologies Alternative Trading System.
Definition OrderSource.hpp:455
static const OrderSource EDX
EDX Exchange.
Definition OrderSource.hpp:520
static const OrderSource BI20
Borsa Istanbul Exchange.
Definition OrderSource.hpp:328
static const OrderSource NUAM
Nuam Exchange Gate.
Definition OrderSource.hpp:536
static const OrderSource BYX
Bats BYX Exchange.
Definition OrderSource.hpp:264
static const OrderSource IGC
IG CFDs Gate.
Definition OrderSource.hpp:504
static const OrderSource FAIR
FAIR (FairX) exchange.
Definition OrderSource.hpp:344
static const OrderSource BATE
Bats Europe BXE Exchange.
Definition OrderSource.hpp:288
static const OrderSource pink
Pink Sheets.
Definition OrderSource.hpp:464
static const OrderSource DEFAULT
Default source for publishing custom order books.
Definition OrderSource.hpp:175
static const OrderSource NFX
NASDAQ Futures Exchange.
Definition OrderSource.hpp:199
static const OrderSource memx
Members Exchange.
Definition OrderSource.hpp:440
static bool isSpecialSourceId(std::int32_t sourceId) noexcept
Determines whether the specified source identifier refers to a special order source.
Definition OrderSource.cpp:193
static const OrderSource IST
Borsa Istanbul Exchange.
Definition OrderSource.hpp:320
static const OrderSource edx
EDX Exchange.
Definition OrderSource.hpp:528
static const OrderSource ARCA
NYSE Arca traded securities.
Definition OrderSource.hpp:472
static const OrderSource CHIX
Bats Europe CXE Exchange.
Definition OrderSource.hpp:296
static const OrderSource ERIS
Eris Exchange group of companies.
Definition OrderSource.hpp:368
static const OrderSource nuam
Nuam Exchange Gate.
Definition OrderSource.hpp:544
static const OrderSource XEUR
Eurex Exchange.
Definition OrderSource.hpp:376
static const OrderSource MEMX
Members Exchange.
Definition OrderSource.hpp:432
static const OrderSource COMPOSITE_BID
Bid side of a composite Quote.
Definition OrderSource.hpp:93
static const OrderSource arca
NYSE Arca traded securities.
Definition OrderSource.hpp:480
static const OrderSource SMFE
Small Exchange.
Definition OrderSource.hpp:408
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition Order.cpp:235
Order(const StringLike &eventSymbol) noexcept
Creates a new order event with the specified event symbol.
Definition Order.cpp:112
Order & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order and returns it.
Definition Order.cpp:169
Order & withTime(std::int64_t time) noexcept
Changes time of this order and returns it.
Definition Order.cpp:151
Order & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition Order.cpp:163
Order() noexcept=default
Creates new order event with default values.
Order & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.cpp:187
Order & withSource(const OrderSource &source) noexcept
Changes an event's source and returns the current order.
Definition Order.cpp:127
Order & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition Order.cpp:241
Order & withMarketMaker(const StringLike &marketMaker) noexcept
Changes market maker or other aggregate identifier of this order.
Definition Order.cpp:281
const std::string & getMarketMaker() const &noexcept
Returns market maker or other aggregate identifier of this order.
Definition Order.cpp:265
Order & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current order.
Definition Order.cpp:133
Order & withScope(const Scope &scope) noexcept
Changes scope of this order.
Definition Order.cpp:259
Order & withExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition Order.cpp:211
Order & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current order.
Definition Order.cpp:139
Order & withAction(const OrderAction &action) noexcept
Changes the action of this order and returns it.
Definition Order.cpp:175
Order & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition Order.cpp:157
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Order.cpp:104
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Order.cpp:73
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Order.cpp:86
Order & withSize(double size) noexcept
Changes size of this order.
Definition Order.cpp:205
Order & withPrice(double price) noexcept
Changes price of this order.
Definition Order.cpp:199
std::string toString() const override
Returns a string representation of the current object.
Definition Order.cpp:287
Order & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition Order.cpp:193
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition Order.cpp:53
Order & withIndex(std::int64_t index) noexcept
Changes the unique per-symbol index of this order and returns it.
Definition Order.cpp:145
Order & withOrderSide(const Side &side) noexcept
Changes side of this order.
Definition Order.cpp:253
Order & withEventTime(std::int64_t eventTime) noexcept
Changes the event's creation time and returns the current order.
Definition Order.cpp:121
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Order.hpp:115
virtual Order & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current order.
Definition Order.cpp:115
Order & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition Order.cpp:247
void setMarketMaker(const StringLike &marketMaker) noexcept
Changes market maker or other aggregate identifier of this order.
Definition Order.cpp:277
Order & withCount(std::int64_t count) noexcept
Changes the number of individual orders in this aggregate order.
Definition Order.cpp:217
Order & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition Order.cpp:223
Order & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition Order.cpp:229
Order & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns the current order.
Definition Order.cpp:181
const std::optional< std::string > & getMarketMakerOpt() const &noexcept
Returns market maker or other aggregate identifier of this order.
Definition Order.cpp:273
OtcMarketsOrder & withPrice(double price) noexcept
Changes price of this OTC Markets order.
Definition OtcMarketsOrder.hpp:355
bool isSaturated() const noexcept
Returns whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:622
OtcMarketsOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OtcMarketsOrder.hpp:344
OtcMarketsOrder & withAutoExecution(bool autoExecution) noexcept
Changes whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:678
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition OtcMarketsOrder.cpp:84
OtcMarketsOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this OTC Markets order.
Definition OtcMarketsOrder.hpp:377
void setNmsConditional(bool nmsConditional) noexcept
Changes whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:701
OtcMarketsOrder & withEventSymbol(const StringLike &eventSymbol) noexcept override
Changes the event's symbol and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:199
const OtcMarketsPriceType & getOtcMarketsPriceType() const &noexcept
Returns OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:589
bool isNmsConditional() const noexcept
Returns whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:692
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition OtcMarketsOrder.cpp:103
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:312
void setUnsolicited(bool unsolicited) noexcept
Changes whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:565
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition OtcMarketsOrder.hpp:149
std::string toString() const override
Returns a string representation of the current object.
Definition OtcMarketsOrder.cpp:64
OtcMarketsOrder & withSource(const OrderSource &source) noexcept
Changes event's source and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:223
OtcMarketsOrder & withCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OtcMarketsOrder.hpp:388
void setQuoteAccessPayment(std::int32_t quoteAccessPayment) noexcept
Changes Quote Access Payment (QAP) of this OTC Markets order.
Definition OtcMarketsOrder.hpp:502
OtcMarketsOrder & withMarketMaker(const StringLike &marketMaker) noexcept
Changes market maker or other aggregate identifier of this OTC Markets order.
Definition OtcMarketsOrder.hpp:478
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition OtcMarketsOrder.cpp:45
OtcMarketsOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:245
void setSaturated(bool saturated) noexcept
Changes whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:631
void setOtcMarketsPriceType(const OtcMarketsPriceType &otcPriceType) noexcept
Changes OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:599
OtcMarketsOrder & withSize(double size) noexcept
Changes size of this OTC Markets order.
Definition OtcMarketsOrder.hpp:366
OtcMarketsOrder & withScope(const Scope &scope) noexcept
Changes scope of this OTC Markets order.
Definition OtcMarketsOrder.hpp:465
OtcMarketsOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OtcMarketsOrder.hpp:421
OtcMarketsOrder & withQuoteAccessPayment(std::int32_t quoteAccessPayment) noexcept
Changes Quote Access Payment (QAP) and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:512
OtcMarketsOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OtcMarketsOrder.hpp:333
OtcMarketsOrder(const StringLike &eventSymbol) noexcept
Creates new OTC Markets order event with the specified event symbol.
Definition OtcMarketsOrder.hpp:188
std::int32_t getQuoteAccessPayment() const noexcept
Returns Quote Access Payment (QAP) of this OTC Markets order.
Definition OtcMarketsOrder.hpp:493
OtcMarketsOrder & withUnsolicited(bool unsolicited) noexcept
Changes whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:578
OtcMarketsOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this OTC Markets order.
Definition OtcMarketsOrder.hpp:432
OtcMarketsOrder & withOrderSide(const Side &side) noexcept
Changes side of this OTC Markets order.
Definition OtcMarketsOrder.hpp:454
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:533
bool isAutoExecution() const noexcept
Returns whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:656
OtcMarketsOrder & withOtcMarketsPriceType(const OtcMarketsPriceType &otcPriceType) noexcept
Changes OTC Markets price type of this OTC Markets order events.
Definition OtcMarketsOrder.hpp:611
OtcMarketsOrder & withSaturated(bool saturated) noexcept
Changes whether this event should NOT be considered for the inside price.
Definition OtcMarketsOrder.hpp:644
OtcMarketsOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OtcMarketsOrder.hpp:410
OtcMarketsOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current OTC Markets order.
Definition OtcMarketsOrder.hpp:322
OtcMarketsOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this OTC Markets order.
Definition OtcMarketsOrder.hpp:443
void setAutoExecution(bool autoExecution) noexcept
Changes whether this event is in 'AutoEx' mode.
Definition OtcMarketsOrder.hpp:665
bool isUnsolicited() const noexcept
Returns whether this event is unsolicited.
Definition OtcMarketsOrder.hpp:556
OtcMarketsOrder & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:210
OtcMarketsOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:302
bool isOpen() const noexcept
Returns whether this event is available for business within the operating hours of the OTC Link syste...
Definition OtcMarketsOrder.hpp:524
OtcMarketsOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this OTC Markets order.
Definition OtcMarketsOrder.hpp:279
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition OtcMarketsOrder.cpp:71
OtcMarketsOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this OTC Markets order.
Definition OtcMarketsOrder.hpp:291
OtcMarketsOrder & withNmsConditional(bool nmsConditional) noexcept
Changes whether this event represents a NMS conditional.
Definition OtcMarketsOrder.hpp:714
OtcMarketsOrder & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:257
OtcMarketsOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current OTC Markets order.
Definition OtcMarketsOrder.hpp:234
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:545
OtcMarketsOrder & withTime(std::int64_t time) noexcept
Changes time of this OTC Markets order and returns it.
Definition OtcMarketsOrder.hpp:268
OtcMarketsOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OtcMarketsOrder.hpp:399
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
Profile(const StringLike &eventSymbol) noexcept
Creates a new profile event with the specified event symbol.
Definition Profile.hpp:122
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 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 a new profile event with default values.
std::string toString() const override
Returns a string representation of the current object.
Definition Profile.cpp:107
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 a 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 setStatusReason(const StringLike &statusReason) noexcept
Changes description of the reason that trading was halted.
Definition Profile.hpp:237
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Profile.cpp:123
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:136
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:155
const std::string & getStatusReason() const &noexcept
Returns a 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 dxFeed Graal SDK structure.
Definition Profile.cpp:88
void setDescription(const StringLike &description) noexcept
Changes description of the security instrument.
Definition Profile.hpp:152
std::int64_t getHaltEndTime() const noexcept
Returns ending time of the trading halt interval.
Definition Profile.hpp:267
Quote & withAskSize(double askSize) noexcept
Changes ask size and returns the current quote.
Definition Quote.hpp:536
std::string getAskExchangeCodeString() const noexcept
Returns ask exchange code as UTF8 string.
Definition Quote.cpp:40
Quote & withAskExchangeCode(char askExchangeCode) noexcept
Changes ask exchange code and returns the current quote.
Definition Quote.hpp:457
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:18
void setBidTime(std::int64_t bidTime) noexcept
Changes time of the last bid change.
Definition Quote.hpp:252
std::int64_t getTimeNanos() const noexcept
Returns time of the last bid or ask change in nanoseconds.
Definition Quote.hpp:194
double getAskSize() const
Returns ask size.
Definition Quote.hpp:517
Quote & withAskExchangeCode(std::int16_t askExchangeCode) noexcept
Changes ask exchange code and returns the current quote.
Definition Quote.hpp:476
void setAskExchangeCode(char askExchangeCode) noexcept
Changes ask exchange code.
Definition Quote.cpp:46
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds part of time of the last bid or ask change.
Definition Quote.hpp:213
void setBidPrice(double bidPrice) noexcept
Changes bid price.
Definition Quote.hpp:340
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:224
Quote & withBidExchangeCode(std::int16_t bidExchangeCode) noexcept
Changes bid exchange code and returns the current quote.
Definition Quote.hpp:320
Quote & withBidExchangeCode(char bidExchangeCode) noexcept
Changes bid exchange code and returns the current quote.
Definition Quote.hpp:301
void setAskPrice(double askPrice)
Changes ask price.
Definition Quote.hpp:496
std::int64_t getBidTime() const noexcept
Returns time of the last bid change.
Definition Quote.hpp:239
void setAskSize(double askSize)
Changes ask size.
Definition Quote.hpp:526
double getBidPrice() const noexcept
Returns bid price.
Definition Quote.hpp:331
void setAskExchangeCode(std::int16_t askExchangeCode) noexcept
Changes ask exchange code.
Definition Quote.cpp:50
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Quote.cpp:161
std::int64_t getAskTime() const noexcept
Returns time of the last ask change.
Definition Quote.hpp:395
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:171
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Quote.cpp:142
Quote & withBidSize(double bidSize) noexcept
Changes bid size and returns the current quote.
Definition Quote.hpp:380
Quote & withBidPrice(double bidPrice) noexcept
Changes bid price and returns the current quote.
Definition Quote.hpp:350
Quote & withAskPrice(double askPrice) noexcept
Changes ask price and returns the current quote.
Definition Quote.hpp:506
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition Quote.cpp:110
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Quote.cpp:129
Quote & withBidTime(std::int64_t bidTime) noexcept
Changes time of the last bid change and returns the current quote.
Definition Quote.hpp:268
void setAskTime(std::int64_t askTime) noexcept
Changes time of the last ask change.
Definition Quote.hpp:408
std::string toString() const override
Returns a string representation of the current object.
Definition Quote.cpp:99
std::int64_t getTime() const noexcept
Returns time of the last bid or ask change.
Definition Quote.hpp:183
Quote & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current quote.
Definition Quote.hpp:124
Quote(const StringLike &eventSymbol) noexcept
Creates a new quote event with the specified event symbol.
Definition Quote.hpp:115
double getBidSize() const noexcept
Returns bid size.
Definition Quote.hpp:361
Quote & withAskTime(std::int64_t askTime) noexcept
Changes time of the last ask change and returns the current quote.
Definition Quote.hpp:424
Quote() noexcept=default
Creates a new quote event with default values.
void setSequence(std::int32_t sequence)
Changes sequence number of this quote.
Definition Quote.cpp:169
void setBidExchangeCode(char bidExchangeCode) noexcept
Changes bid exchange code.
Definition Quote.cpp:28
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds part of time of the last bid or ask change.
Definition Quote.hpp:203
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Quote.hpp:76
std::int32_t getSequence() const noexcept
Returns a 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:22
void setBidExchangeCode(std::int16_t bidExchangeCode) noexcept
Changes bid exchange code.
Definition Quote.cpp:32
void setBidSize(double bidSize) noexcept
Changes bid size.
Definition Quote.hpp:370
std::int16_t getAskExchangeCode() const noexcept
Returns ask exchange code.
Definition Quote.cpp:36
double getAskPrice() const
Returns ask price.
Definition Quote.hpp:487
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 a single long value.
Definition Series.hpp:262
std::string toString() const override
Returns a string representation of the current object.
Definition Series.cpp:93
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:482
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:411
Series & withIndex(std::int64_t index) noexcept
Changes the 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:384
void setSequence(std::int32_t sequence)
Changes sequence number of this series event.
Definition Series.cpp:83
void setInterest(double interest) noexcept
Changes implied simple interest return of the corresponding option series.
Definition Series.hpp:509
Series & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current series.
Definition Series.hpp:154
void setDividend(double dividend) noexcept
Changes implied simple dividend return of the corresponding option series.
Definition Series.hpp:491
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 dxFeed Graal SDK structure.
Definition Series.cpp:65
double getVolatility() const noexcept
Returns implied volatility index for this series based on VIX methodology.
Definition Series.hpp:375
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:446
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:429
std::int64_t getIndex() const noexcept override
Returns a 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:135
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:117
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:455
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:366
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:393
double getForwardPrice() const noexcept
Returns implied forward price for this option series.
Definition Series.hpp:464
void setIndex(std::int64_t index) override
Changes the unique per-symbol index of this event.
Definition Series.hpp:241
Series(const StringLike &eventSymbol) noexcept
Creates a new series event with the specified event symbol.
Definition Series.hpp:145
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:473
std::int32_t getExpiration() const noexcept
Returns day id of expiration.
Definition Series.hpp:356
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:402
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition Series.hpp:500
Series & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this series.
Definition Series.hpp:343
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:104
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Series.hpp:420
Spread order event is a snapshot for a full available market depth for all spreads on a given underly...
Definition SpreadOrder.hpp:92
SpreadOrder & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current spread order.
Definition SpreadOrder.hpp:201
const std::string & getSpreadSymbol() const &noexcept
Returns spread symbol of this event.
Definition SpreadOrder.hpp:485
const std::optional< std::string > & getSpreadSymbolOpt() const &noexcept
Returns spread symbol of this event.
Definition SpreadOrder.hpp:498
SpreadOrder & withExecutedSize(double executedSize) noexcept
Changes executed size of this spread order.
Definition SpreadOrder.hpp:370
SpreadOrder & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current spread order.
Definition SpreadOrder.hpp:214
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SpreadOrder.cpp:89
SpreadOrder & withTime(std::int64_t time) noexcept
Changes time of this spread order and returns it.
Definition SpreadOrder.hpp:241
SpreadOrder & withTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this spread order.
Definition SpreadOrder.hpp:254
SpreadOrder & withIndex(std::int64_t index) noexcept
Changes the unique per-symbol index of this spread order and returns it.
Definition SpreadOrder.hpp:228
void setSpreadSymbol(const StringLike &spreadSymbol) noexcept
Changes spread symbol of this event.
Definition SpreadOrder.hpp:507
SpreadOrder & withSize(double size) noexcept
Changes size of this spread order.
Definition SpreadOrder.hpp:357
SpreadOrder() noexcept=default
Creates a new spread order event with default values.
SpreadOrder & withPrice(double price) noexcept
Changes price of this spread order.
Definition SpreadOrder.hpp:344
SpreadOrder & withTradePrice(double tradePrice) noexcept
Changes trade price.
Definition SpreadOrder.hpp:409
SpreadOrder & withTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition SpreadOrder.hpp:396
SpreadOrder & withActionTime(std::int64_t actionTime) noexcept
Changes time of the last action and returns current spread order.
Definition SpreadOrder.hpp:305
SpreadOrder & withTradeSize(double tradeSize) noexcept
Changes trade size.
Definition SpreadOrder.hpp:422
SpreadOrder & withAction(const OrderAction &action) noexcept
Changes action of this spread order and returns it.
Definition SpreadOrder.hpp:293
SpreadOrder & withOrderSide(const Side &side) noexcept
Changes side of this spread order.
Definition SpreadOrder.hpp:461
SpreadOrder & withExchangeCode(char exchangeCode) noexcept
Changes exchange code of this spread order.
Definition SpreadOrder.hpp:435
SpreadOrder & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes event's symbol and returns the current spread order.
Definition SpreadOrder.hpp:162
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition SpreadOrder.cpp:54
SpreadOrder & withSpreadSymbol(const StringLike &spreadSymbol) noexcept
Changes spread symbol of this event.
Definition SpreadOrder.hpp:518
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SpreadOrder.cpp:76
SpreadOrder & withCount(std::int64_t count) noexcept
Changes the number of individual spread orders in this aggregate spread order.
Definition SpreadOrder.hpp:383
std::string toString() const override
Returns a string representation of the current object.
Definition SpreadOrder.cpp:72
SpreadOrder & withTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this spread order and returns it.
Definition SpreadOrder.hpp:281
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition SpreadOrder.cpp:108
SpreadOrder(const StringLike &eventSymbol) noexcept
Creates a new spread order event with the specified event symbol.
Definition SpreadOrder.hpp:153
SpreadOrder & withEventTime(std::int64_t eventTime) noexcept
Changes the event's creation time and returns the current spread order.
Definition SpreadOrder.hpp:175
SpreadOrder & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this spread order.
Definition SpreadOrder.hpp:268
SpreadOrder & withSource(const OrderSource &source) noexcept
Changes an event's source and returns the current spread order.
Definition SpreadOrder.hpp:188
SpreadOrder & withAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary spread order ID.
Definition SpreadOrder.hpp:331
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition SpreadOrder.hpp:114
SpreadOrder & withScope(const Scope &scope) noexcept
Changes scope of this spread order.
Definition SpreadOrder.hpp:474
SpreadOrder & withExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this spread order.
Definition SpreadOrder.hpp:448
SpreadOrder & withOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition SpreadOrder.hpp:318
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:80
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 dxFeed Graal SDK structure.
Definition Summary.cpp:62
void setDayOpenPrice(double dayOpenPrice) noexcept
Changes the first (open) price for the day.
Definition Summary.hpp:150
Summary() noexcept=default
Creates a 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
Summary(const StringLike &eventSymbol) noexcept
Creates a new summary event with the specified event symbol.
Definition Summary.hpp:113
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Summary.cpp:93
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
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:106
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:124
double getDayClosePrice() const noexcept
Returns the last (close) price for the day.
Definition Summary.hpp:195
std::int32_t getDayId() const noexcept
Returns the 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
TextMessage(const StringLike &eventSymbol, const StringLike &text) noexcept
Creates a new message with the specified event symbol and text.
Definition TextMessage.hpp:113
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of a text message packaged into a 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:82
void setEventSymbol(const StringLike &eventSymbol) noexcept override
Changes symbol of this event.
Definition TextMessage.hpp:156
TextMessage(const StringLike &eventSymbol, std::int64_t time, const StringLike &text) noexcept
Creates a new message with the specified event symbol, time and text.
Definition TextMessage.hpp:123
std::int32_t getSequence() const noexcept
Returns the sequence number of the text message to distinguish messages that have the same time.
Definition TextMessage.hpp:260
void setText(const StringLike &text)
Changes text.
Definition TextMessage.hpp:306
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition TextMessage.cpp:64
const std::string & getText() const &
Returns text.
Definition TextMessage.hpp:297
TextMessage(const StringLike &eventSymbol) noexcept
Creates a new message with the specified event symbol.
Definition TextMessage.hpp:104
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 & withEventSymbol(const StringLike &eventSymbol) noexcept
Changes an event's symbol and returns the current message.
Definition TextMessage.hpp:167
void setSequence(std::int32_t sequence)
Changes getSequence() sequence number of the text message.
Definition TextMessage.hpp:271
const std::string & getEventSymbol() const &noexcept override
Returns a 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:114
TextMessage() noexcept=default
Creates a new message with default values.
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of a 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:123
TextMessage & withSequence(std::int32_t sequence) noexcept
Changes an event's sequence number and returns the current message.
Definition TextMessage.hpp:286
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 an event was created or zero when time is not available.
Definition TextMessage.hpp:174
TextMessage & withText(const StringLike &text) noexcept
Changes text and returns the current message.
Definition TextMessage.hpp:318
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TextMessage.hpp:55
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TextMessage.cpp:95
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns a 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:343
void setGamma(double gamma) noexcept
Changes gamma of theoretical price.
Definition TheoPrice.hpp:307
void setPrice(double price) noexcept
Changes theoretical option price.
Definition TheoPrice.hpp:251
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:269
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition TheoPrice.cpp:127
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition TheoPrice.hpp:153
std::int64_t getIndex() const noexcept override
Returns a unique per-symbol index of this event.
Definition TheoPrice.hpp:179
TheoPrice(const StringLike &eventSymbol) noexcept
Creates a new theoprice event with the specified event symbol.
Definition TheoPrice.hpp:144
double getPrice() const noexcept
Returns theoretical option price.
Definition TheoPrice.hpp:242
double getGamma() const noexcept
Returns gamma of theoretical price.
Definition TheoPrice.hpp:298
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition TheoPrice.hpp:158
std::int64_t getTime() const noexcept override
Returns the 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 dxFeed Graal SDK structure.
Definition TheoPrice.cpp:59
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TheoPrice.hpp:105
void setTime(std::int64_t time) noexcept
Changes the timestamp of the event in milliseconds.
Definition TheoPrice.hpp:212
void setDelta(double delta) noexcept
Changes delta of theoretical price.
Definition TheoPrice.hpp:288
double getDividend() const noexcept
Returns implied simple dividend return of the corresponding option series.
Definition TheoPrice.hpp:316
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TheoPrice.cpp:87
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:325
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:260
void setIndex(std::int64_t index) override
Changes the unique per-symbol index of this event.
Definition TheoPrice.hpp:193
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:77
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TheoPrice.cpp:119
double getDelta() const noexcept
Returns delta of theoretical price.
Definition TheoPrice.hpp:279
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TheoPrice.cpp:100
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition TheoPrice.hpp:334
const TimeAndSaleType & getType() const &noexcept
Returns type of this time and sale event.
Definition TimeAndSale.hpp:553
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this time and sale event.
Definition TimeAndSale.cpp:15
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:326
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:398
std::int64_t getTime() const noexcept override
Returns the timestamp of the event in milliseconds.
Definition TimeAndSale.hpp:229
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition TimeAndSale.hpp:572
void setIndex(std::int64_t index) override
Changes the unique per-symbol index of this event.
Definition TimeAndSale.hpp:220
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition TimeAndSale.hpp:302
std::int64_t getIndex() const noexcept override
Returns a unique per-symbol index of this event.
Definition TimeAndSale.hpp:206
double getBidPrice() const noexcept
Returns the current bid price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:389
double getAskPrice() const noexcept
Returns the current ask price on the market when this time and sale event had occurred.
Definition TimeAndSale.hpp:407
const std::string & getExchangeSaleConditions() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:427
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition TimeAndSale.hpp:544
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition TimeAndSale.cpp:84
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition TimeAndSale.hpp:535
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:417
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition TimeAndSale.hpp:271
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition TimeAndSale.hpp:524
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition TimeAndSale.hpp:515
double getSize() const noexcept
Returns size of this time and sale event.
Definition TimeAndSale.hpp:371
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition TimeAndSale.hpp:291
std::string toString() const override
Returns a string representation of the current object.
Definition TimeAndSale.cpp:102
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this time and sale event.
Definition TimeAndSale.hpp:488
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition TimeAndSale.hpp:195
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition TimeAndSale.hpp:190
void setSize(double size) noexcept
Changes size of this time and sale event.
Definition TimeAndSale.hpp:380
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition TimeAndSale.hpp:175
void setTime(std::int64_t time) noexcept
Changes the timestamp of the event in milliseconds.
Definition TimeAndSale.hpp:239
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition TimeAndSale.hpp:132
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition TimeAndSale.hpp:251
const std::optional< std::string > & getSellerOpt() const &noexcept
Returns seller of this time and sale event.
Definition TimeAndSale.hpp:644
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeAndSale.cpp:117
void setExchangeSaleConditions(const StringLike &exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:450
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition TimeAndSale.hpp:591
void setSeller(const StringLike &seller) noexcept
Changes seller of this time and sale event.
Definition TimeAndSale.hpp:653
const std::optional< std::string > & getBuyerOpt() const &noexcept
Returns buyer of this time and sale event.
Definition TimeAndSale.hpp:613
void setPrice(double price) noexcept
Changes price of this time and sale event.
Definition TimeAndSale.hpp:362
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition TimeAndSale.hpp:582
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition TimeAndSale.hpp:506
void setBuyer(const StringLike &buyer) noexcept
Changes buyer of this time and sale event.
Definition TimeAndSale.hpp:622
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition TimeAndSale.hpp:280
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition TimeAndSale.hpp:180
TimeAndSale(const StringLike &eventSymbol) noexcept
Creates a new time and sale event with the specified event symbol.
Definition TimeAndSale.hpp:171
double getPrice() const noexcept
Returns price of this time and sale event.
Definition TimeAndSale.hpp:353
const std::string & getSeller() const &noexcept
Returns seller of this time and sale event.
Definition TimeAndSale.hpp:631
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeAndSale.cpp:130
const std::string & getBuyer() const &noexcept
Returns buyer of this time and sale event.
Definition TimeAndSale.hpp:600
void setType(const TimeAndSaleType &type) noexcept
Changes type of this time and sale event.
Definition TimeAndSale.hpp:562
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TimeAndSale.hpp:125
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this time and sale event.
Definition TimeAndSale.hpp:317
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition TimeAndSale.hpp:261
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this time and sale event.
Definition TimeAndSale.hpp:459
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition TimeAndSale.hpp:441
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition TimeAndSale.hpp:497
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this time and sale event.
Definition TimeAndSale.hpp:344
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition TimeAndSale.hpp:185
const Side & getAggressorSide() const &noexcept
Returns aggressor side of this time and sale event.
Definition TimeAndSale.hpp:479
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TimeAndSale.cpp:149
void setTradeThroughExempt(char tradeThroughExempt)
Changes TradeThroughExempt flag of this time and sale event.
Definition TimeAndSale.hpp:468
TimeSeriesSubscriptionSymbol(const SymbolWrapper &eventSymbol, std::int64_t fromTime)
Creates a 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:66
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 dxFeed Graal SDK structure (rec...
Definition TimeSeriesSubscriptionSymbol.cpp:50
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:33
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:236
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.cpp:68
double getChange() const noexcept
Returns change of the last trade.
Definition TradeBase.hpp:371
TradeBase() noexcept=default
Creates new trade event with default values.
void setChange(double change) noexcept
Changes change of the last trade.
Definition TradeBase.hpp:380
void setDayId(std::int32_t dayId) noexcept
Changes identifier of the current trading day.
Definition TradeBase.hpp:292
std::string baseFieldsToString() const
Returns string representation of this trade event's fields.
Definition TradeBase.cpp:86
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:282
double getSize() const noexcept
Returns size of the last trade as floating number with fractions.
Definition TradeBase.hpp:263
std::int16_t getExchangeCode() const noexcept
Returns exchange code of the last trade.
Definition TradeBase.hpp:207
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.cpp:82
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:320
TradeBase(const StringLike &eventSymbol) noexcept
Creates a new trade event with the specified event symbol.
Definition TradeBase.hpp:95
void setDayTurnover(double dayTurnover) noexcept
Changes total turnover traded for a day.
Definition TradeBase.hpp:329
void setSize(double size) noexcept
Changes size of the last trade as floating number with fractions.
Definition TradeBase.hpp:272
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:352
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.cpp:78
double getDayVolume() const noexcept
Returns total volume traded for a day as floating number with fractions.
Definition TradeBase.hpp:301
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of the last trade.
Definition TradeBase.hpp:227
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:245
std::string getExchangeCodeString() const noexcept
Returns exchange code of last trade as UTF8 string.
Definition TradeBase.hpp:216
void setPrice(double price) noexcept
Changes price of the last trade.
Definition TradeBase.hpp:254
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:361
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:310
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition TradeETH.cpp:90
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TradeETH.cpp:71
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TradeETH.cpp:59
std::string toString() const override
Returns a string representation of the current object.
Definition TradeETH.cpp:55
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 dxFeed Graal SDK structure.
Definition TradeETH.cpp:37
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition TradeETH.hpp:108
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition Trade.cpp:89
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Trade.hpp:84
Trade() noexcept=default
Creates new trade event with default values.
Trade(const StringLike &eventSymbol) noexcept
Creates a new trade event with the specified event symbol.
Definition Trade.hpp:123
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Trade.cpp:71
static Ptr fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition Trade.cpp:37
std::string toString() const override
Returns a string representation of the current object.
Definition Trade.cpp:55
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Trade.cpp:59
std::int64_t getIndex() const noexcept override
Returns a 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:292
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Underlying.cpp:88
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:265
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Underlying.hpp:319
void setVolatility(double volatility) noexcept
Changes 30-day implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:247
void setIndex(std::int64_t index) override
Changes the 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 the 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:274
void setSequence(std::int32_t sequence)
Changes sequence number of this event.
Definition Underlying.cpp:128
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Underlying.hpp:354
void setBackVolatility(double backVolatility) noexcept
Changes back month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:283
void setCallVolume(double callVolume) noexcept
Changes call options traded volume for a day.
Definition Underlying.hpp:301
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 dxFeed Graal SDK structure.
Definition Underlying.cpp:59
std::int64_t getTime() const noexcept override
Returns the timestamp of the event in milliseconds.
Definition Underlying.hpp:198
Underlying(const StringLike &eventSymbol) noexcept
Creates a new underlying event with the specified event symbol.
Definition Underlying.hpp:140
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:310
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:77
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:101
double getFrontVolatility() const noexcept
Returns front month implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:256
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:120
double getOptionVolume() const noexcept
Returns options traded volume for a day.
Definition Underlying.hpp:328
double getVolatility() const noexcept
Returns 30-day implied volatility for this underlying based on VIX methodology.
Definition Underlying.hpp:238
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:345
Represents a set of additional underlyings for a given option.
Definition AdditionalUnderlyings.hpp:28
static const Ptr EMPTY
Empty additional underlyings - it has empty text and empty map.
Definition AdditionalUnderlyings.hpp:50
static Ptr valueOf(const StringLike &text)
Returns an instance of additional underlyings for specified textual representation.
Definition AdditionalUnderlyings.cpp:40
std::string getText() const
Returns textual representation of additional underlyings in the format:
Definition AdditionalUnderlyings.cpp:48
std::string toString() const override
Returns a string representation of the current object.
Definition AdditionalUnderlyings.cpp:93
std::size_t hashCode() const noexcept
Definition AdditionalUnderlyings.cpp:81
double getSPC(const StringLike &symbol) const
Returns SPC for a specified underlying symbol or 0 is specified symbol is not found.
Definition AdditionalUnderlyings.cpp:64
bool operator==(const AdditionalUnderlyings::Ptr &other) const
Returns true if this object is equal to other object.
Definition AdditionalUnderlyings.hpp:140
bool operator==(const AdditionalUnderlyings &other) const
Returns true if this object is equal to other object.
Definition AdditionalUnderlyings.cpp:72
static double getSPC(const StringLike &text, const StringLike &symbol)
Returns SPC for a specified underlying symbol or 0 is specified symbol is not found.
Definition AdditionalUnderlyings.cpp:44
std::unordered_map< std::string, double > getMap() const
Returns internal representation of additional underlyings as a map from the underlying symbol to its ...
Definition AdditionalUnderlyings.cpp:56
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:79
std::string getPassword() const
Returns the password or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:71
static AuthToken createBasicToken(const StringLike &user, const StringLike &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:23
static AuthToken createBasicTokenOrNull(const StringLike &user, const StringLike &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:27
std::string getHttpAuthorization() const
Returns the HTTP authorization header value.
Definition AuthToken.cpp:55
static AuthToken createBearerToken(const StringLike &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:37
static AuthToken createCustomToken(const StringLike &scheme, const StringLike &value)
Constructs an AuthToken with a custom scheme and value.
Definition AuthToken.cpp:51
std::string getValue() const
Returns the access token for RFC6750 or the Base64-encoded "username:password" for RFC2617.
Definition AuthToken.cpp:87
static AuthToken createBearerTokenOrNull(const StringLike &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:41
std::string getUser() const
Returns the username or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:63
static AuthToken valueOf(const StringLike &string)
Constructs an AuthToken from the specified string.
Definition AuthToken.cpp:15
static AuthToken createBasicToken(const StringLike &userPassword)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:19
Describes a single attribute with all values as defined in the ISO 10962 standard.
Definition CFI.hpp:214
std::vector< std::shared_ptr< CFI::Value > > getValues() const
Returns values of this attribute.
Definition CFI.cpp:203
std::string getDescription() const
Returns a description of this attribute.
Definition CFI.cpp:199
std::string getName() const
Returns a short name of this attribute.
Definition CFI.cpp:195
std::size_t hashCode() const noexcept
Definition CFI.cpp:222
std::string toString() const override
Returns a string representation of the current object.
Definition CFI.cpp:226
bool operator==(const Attribute &other) const
Returns true if this object is equal to other object.
Definition CFI.cpp:218
bool operator==(const Attribute::Ptr &other) const
Returns true if this object is equal to other object.
Definition CFI.hpp:264
Describes single value of single character of CFI code as defined in the ISO 10962 standard.
Definition CFI.hpp:292
std::size_t hashCode() const noexcept
Definition CFI.cpp:262
std::int16_t getCode() const
Returns single UTF16 character code of this value.
Definition CFI.cpp:240
Attribute::Ptr getAttribute() const
Returns an attribute that contains this value.
Definition CFI.cpp:236
char getCodeChar() const
Returns single ASCII character code of this value.
Definition CFI.cpp:244
bool operator==(const Value &other) const
Returns true if this object is equal to other object.
Definition CFI.cpp:258
std::string getName() const
Returns a short name of this value.
Definition CFI.cpp:250
std::string toString() const override
Returns a string representation of the current object.
Definition CFI.cpp:266
std::string getDescription() const
Returns description of this value.
Definition CFI.cpp:254
bool operator==(const Value::Ptr &other) const
Returns true if this object is equal to other object.
Definition CFI.hpp:356
A wrapper class for Classification of Financial Instruments code as defined in ISO 10962 standard.
Definition CFI.hpp:22
bool isFuture() const
Returns true if the corresponding instrument is a future.
Definition CFI.cpp:116
std::vector< std::shared_ptr< Value > > decipher() const
Returns container of values that explain the meaning of each character in the CFI code.
Definition CFI.cpp:132
std::int32_t getIntCode() const
Returns integer representation of CFI code.
Definition CFI.cpp:48
std::string toString() const override
Returns a string representation of the current object.
Definition CFI.cpp:180
bool isDebtInstrument() const
Returns true if the corresponding instrument is a debt instrument.
Definition CFI.cpp:92
std::int16_t getGroup() const
Returns a single UTF16 character for the instrument group - the second character of the CFI code.
Definition CFI.cpp:70
std::string describe() const
Returns a short textual description of this CFI code by listing names of all values for the character...
Definition CFI.cpp:151
char getCategoryChar() const
Returns a single ASCII character for the instrument category - the first character of the CFI code.
Definition CFI.cpp:64
bool isEquity() const
Returns true if the corresponding instrument is an equity.
Definition CFI.cpp:84
bool operator==(const CFI &other) const
Returns true if this object is equal to other object.
Definition CFI.cpp:159
bool isOther() const
Returns true if the corresponding instrument is an "other" (miscellaneous) instrument.
Definition CFI.cpp:124
char getGroupChar() const
Returns a single ASCII character for the instrument group - the second character of the CFI code.
Definition CFI.cpp:78
static Ptr valueOf(std::int32_t intCode)
Returns an instance of CFI for a specified integer representation of CFI code.
Definition CFI.cpp:36
std::string getCode() const
Returns CFI code.
Definition CFI.cpp:40
static Ptr valueOf(const StringLike &code)
Returns an instance of CFI for specified CFI code.
Definition CFI.cpp:32
std::size_t hashCode() const noexcept
Definition CFI.cpp:168
bool isEntitlement() const
Returns true if the corresponding instrument is an entitlement (right).
Definition CFI.cpp:100
bool isOption() const
Returns true if the corresponding instrument is an option.
Definition CFI.cpp:108
static const Ptr EMPTY
Empty CFI - it has code "XXXXXX".
Definition CFI.hpp:41
std::int16_t getCategory() const
Returns a single UTF16 character for the instrument category - the first character of the CFI code.
Definition CFI.cpp:56
bool operator==(const CFI::Ptr &other) const
Returns true if this object is equal to other object.
Definition CFI.hpp:187
Candle alignment attribute of CandleSymbol defines how candles 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 at midnight.
Definition CandleAlignment.hpp:14
static const CandleAlignment SESSION
Align candles on trading sessions.
Definition CandleAlignment.hpp:15
static std::reference_wrapper< const CandleAlignment > getAttributeForSymbol(const StringLike &symbol)
Returns candle alignment of the given candle symbol string.
Definition CandleAlignment.cpp:60
std::string toString() const
Returns string representation of this candle alignment.
Definition CandleAlignment.cpp:38
static std::reference_wrapper< const CandleAlignment > parse(const StringLike &s)
Parses string representation of candle alignment into an object.
Definition CandleAlignment.cpp:46
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:17
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle alignment set.
Definition CandleAlignment.cpp:33
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle alignment attribute.
Definition CandleAlignment.cpp:66
Exchange attribute of CandleSymbol defines the exchange identifier where data is taken from to build ...
Definition CandleExchange.hpp:29
static const CandleExchange COMPOSITE
Composite exchange where data is taken from all exchanges.
Definition CandleExchange.hpp:8
char getExchangeCode() const noexcept
Returns exchange code.
Definition CandleExchange.cpp:15
static const CandleExchange DEFAULT
Default exchange is CandleExchange::COMPOSITE.
Definition CandleExchange.hpp:38
std::string toString() const
Returns string representation of this exchange.
Definition CandleExchange.cpp:23
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this exchange set.
Definition CandleExchange.cpp:19
static CandleExchange valueOf(char exchangeCode) noexcept
Returns an exchange attribute object that corresponds to the specified exchange code character.
Definition CandleExchange.cpp:31
static CandleExchange getAttributeForSymbol(const StringLike &symbol)
Returns exchange an attribute object of the given candle symbol string.
Definition CandleExchange.cpp:35
Period attribute of CandleSymbol defines an aggregation period of the candles.
Definition CandlePeriod.hpp:34
double getValue() const noexcept
Returns aggregation period value.
Definition CandlePeriod.cpp:63
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:49
static const CandlePeriod TICK
Tick aggregation where each candle represents an individual tick.
Definition CandlePeriod.hpp:46
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle period attribute.
Definition CandlePeriod.cpp:132
static CandlePeriod valueOf(double value, const CandleType &type) noexcept
Returns candle period with the given value and type.
Definition CandlePeriod.cpp:114
static const CandlePeriod DEFAULT
The default period is CandlePeriod::TICK.
Definition CandlePeriod.hpp:48
std::int64_t getPeriodIntervalMillis() const noexcept
Returns an aggregation period in milliseconds as closely as possible.
Definition CandlePeriod.cpp:54
static const CandlePeriod DAY
Day aggregation where each candle represents a day.
Definition CandlePeriod.hpp:47
const CandleType & getType() const &noexcept
Returns aggregation period type.
Definition CandlePeriod.cpp:67
const std::string & toString() const &
Returns string representation of this aggregation period.
Definition CandlePeriod.cpp:71
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this aggregation period set.
Definition CandlePeriod.cpp:58
static CandlePeriod getAttributeForSymbol(const StringLike &symbol) noexcept
Returns candle period of the given candle symbol string.
Definition CandlePeriod.cpp:126
static CandlePeriod parse(const StringLike &s)
Parses string representation of an aggregation period into an object.
Definition CandlePeriod.cpp:86
Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to a ...
Definition CandlePriceLevel.hpp:40
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle price level set.
Definition CandlePriceLevel.cpp:31
static CandlePriceLevel valueOf(double value)
Returns candle price level with the given value.
Definition CandlePriceLevel.cpp:40
static CandlePriceLevel parse(const StringLike &s)
Parses string representation of candle price level into an object.
Definition CandlePriceLevel.cpp:36
std::string toString() const
Returns string representation of this price level.
Definition CandlePriceLevel.cpp:19
double getValue() const noexcept
Returns price level value.
Definition CandlePriceLevel.cpp:15
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:10
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle price level attribute.
Definition CandlePriceLevel.cpp:54
static CandlePriceLevel getAttributeForSymbol(const StringLike &symbol)
Returns candle price level of the given candle symbol string.
Definition CandlePriceLevel.cpp:48
static const CandlePriceLevel DEFAULT
Default price level corresponds to NaN (std::numeric_limits<double>::quiet_NaN())
Definition CandlePriceLevel.hpp:8
Price type attribute of CandleSymbol defines the price used to build the candles.
Definition CandlePrice.hpp:34
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle price type attribute.
Definition CandlePrice.cpp:74
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 const CandlePrice MARK
Market price defined as average between quote bid and ask prices.
Definition CandlePrice.hpp:14
const std::string & toString() const &noexcept
Returns string representation of this candle price type.
Definition CandlePrice.cpp:41
static const CandlePrice DEFAULT
The 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
static std::reference_wrapper< const CandlePrice > getAttributeForSymbol(const StringLike &symbol) noexcept
Returns the candle price type of the given candle symbol string.
Definition CandlePrice.cpp:68
static std::reference_wrapper< const CandlePrice > parse(const StringLike &s)
Parses string representation of a candle price type into an object.
Definition CandlePrice.cpp:49
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle price type set.
Definition CandlePrice.cpp:36
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.cpp:76
static const CandleSession REGULAR
Only regular trading session data is used to build candles.
Definition CandleSession.hpp:49
const SessionFilter & getSessionFilter() const &noexcept
Returns a session filter that corresponds to this session attribute.
Definition CandleSession.cpp:67
static std::reference_wrapper< const CandleSession > getAttributeForSymbol(const StringLike &symbol)
Returns candle session attribute of the given candle symbol string.
Definition CandleSession.cpp:103
static const CandleSession ANY
All trading sessions are used to build candles.
Definition CandleSession.hpp:48
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
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this session attribute set.
Definition CandleSession.cpp:71
static std::reference_wrapper< const CandleSession > parse(const StringLike &s)
Parses string representation of the candle session attribute into an object.
Definition CandleSession.cpp:84
static const CandleSession DEFAULT
The default trading session is CandleSession::ANY.
Definition CandleSession.hpp:51
static std::string normalizeAttributeForSymbol(const StringLike &symbol) noexcept
Returns candle symbol string with the normalized representation of the candle session attribute.
Definition CandleSession.cpp:109
Attribute of the CandleSymbol.
Definition CandleSymbolAttribute.hpp:19
virtual std::string changeAttributeForSymbol(const StringLike &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:82
const std::optional< CandlePeriod > & getPeriod() const &noexcept
Returns the aggregation period of this symbol.
Definition CandleSymbol.cpp:140
const std::optional< CandlePriceLevel > & getPriceLevel() const &noexcept
Returns the price level attribute of this symbol.
Definition CandleSymbol.cpp:148
const std::optional< CandleExchange > & getExchange() const &noexcept
Returns exchange attribute of this symbol.
Definition CandleSymbol.cpp:128
static CandleSymbol valueOf(const StringLike &symbol, const CandleSymbolAttributeVariant &attribute) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set.
Definition CandleSymbol.cpp:56
const std::string & getBaseSymbol() const &noexcept
Returns base market symbol without attributes.
Definition CandleSymbol.cpp:124
static CandleSymbol valueOf(const StringLike &symbol, CandleSymbolAttributesCollection &&attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set.
Definition CandleSymbol.hpp:276
static CandleSymbol valueOf(const StringLike &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.cpp:60
static CandleSymbol valueOf(const StringLike &symbol) noexcept
Converts the given string symbol into the candle symbol object.
Definition CandleSymbol.cpp:52
const std::optional< CandlePrice > & getPrice() const &noexcept
Returns the price type attribute of this symbol.
Definition CandleSymbol.cpp:132
static CandleSymbol valueOf(const StringLike &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:247
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:10
const std::string & toString() const &noexcept
Returns string representation of this symbol.
Definition CandleSymbol.cpp:152
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 the session attribute of this symbol.
Definition CandleSymbol.cpp:136
static CandleSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition CandleSymbol.cpp:37
const std::optional< CandleAlignment > & getAlignment() const &noexcept
Returns alignment attribute of this symbol.
Definition CandleSymbol.cpp:144
Type of the candle aggregation period constitutes CandlePeriod type together its actual value.
Definition CandleType.hpp:24
static const CandleType VOLUME
Certain volume of trades.
Definition CandleType.hpp:73
static const CandleType MONTH
Certain number of months.
Definition CandleType.hpp:58
static const CandleType PRICE_RENKO
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:108
static const CandleType DAY
Certain number of days.
Definition CandleType.hpp:13
std::int64_t getPeriodIntervalMillis() const noexcept
Returns a candle type period in milliseconds as closely as possible.
Definition CandleType.cpp:16
static const CandleType WEEK
Certain number of weeks.
Definition CandleType.hpp:14
static const CandleType HOUR
Certain number of hours.
Definition CandleType.hpp:12
static const CandleType PRICE
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:84
static std::reference_wrapper< const CandleType > parse(const StringLike &s)
Parses string representation of a candle type into an object.
Definition CandleType.cpp:28
static const CandleType TICK
Certain number of ticks.
Definition CandleType.hpp:9
const std::string & toString() const &noexcept
Returns string representation of this candle type.
Definition CandleType.cpp:24
static const CandleType OPTEXP
Certain number of option expirations.
Definition CandleType.hpp:63
static const CandleType SECOND
Certain number of seconds.
Definition CandleType.hpp:10
static const CandleType MINUTE
Certain number of minutes.
Definition CandleType.hpp:11
const std::string & getName() const &noexcept
Returns a name of this candle type.
Definition CandleType.cpp:20
static const CandleType PRICE_MOMENTUM
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:96
static const CandleType YEAR
Certain number of years.
Definition CandleType.hpp:68
Mixin for wrapping calls to common promise methods.
Definition Promise.hpp:73
JavaException getException() const
Returns exceptional outcome of computation.
Definition Promise.hpp:121
void cancel() const
This method cancels computation.
Definition Promise.hpp:168
bool hasResult() const
Returns true when computation has completed normally.
Definition Promise.hpp:89
bool isCancelled() const
Returns true when computation was cancelled.
Definition Promise.hpp:108
bool hasException() const
Returns true when a computation has completed exceptionally or was canceled.
Definition Promise.hpp:98
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:155
bool isDone() const
Returns true when a computation has completed normally, or exceptionally, or was canceled.
Definition Promise.hpp:79
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:138
Manages network connections to feed or publisher.
Definition DXEndpoint.hpp:172
bool isClosed() const
Definition DXEndpoint.cpp:499
SimpleHandler< void(DXEndpoint::State, DXEndpoint::State)> & onStateChange() noexcept
Returns the onStateChange handler that can be used to add or remove listeners.
Definition DXEndpoint.cpp:511
static const std::string DXFEED_PASSWORD_PROPERTY
"dxfeed.password"
Definition DXEndpoint.hpp:238
static std::shared_ptr< DXEndpoint > create(Role role)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:486
std::shared_ptr< DXFeed > getFeed() const
Definition DXEndpoint.cpp:212
std::shared_ptr< DXEndpoint > password(const StringLike &password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:139
State
Represents the current state of endpoint.
Definition DXEndpoint.hpp:436
@ CLOSED
Endpoint was closed.
Definition DXEndpoint.hpp:456
@ CONNECTING
The connect method was called to establish connection to remove endpoint, but the connection is not e...
Definition DXEndpoint.hpp:446
@ CONNECTED
The connection to the remote endpoint is established.
Definition DXEndpoint.hpp:451
@ NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition DXEndpoint.hpp:440
std::shared_ptr< DXEndpoint > user(const StringLike &user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:132
void reconnect() const
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:158
static std::shared_ptr< DXEndpoint > create()
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:477
void removeStateChangeListener(std::size_t listenerId) noexcept
Removes a listener notified about changes in state property.
Definition DXEndpoint.cpp:507
const std::string & getName() const &noexcept
Definition DXEndpoint.cpp:503
Role
Represents the role of an endpoint that was specified during its creation.
Definition DXEndpoint.hpp:365
@ PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition DXEndpoint.hpp:410
@ STREAM_FEED
STREAM_FEED endpoint is similar to DXEndpoint::FEED and also connects to the remote data feed provide...
Definition DXEndpoint.hpp:398
@ LOCAL_HUB
LOCAL_HUB endpoint is a local hub without the ability to establish network connections.
Definition DXEndpoint.hpp:426
@ ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXEndpoint::FEED, but it is designed to be used with OnDemandSe...
Definition DXEndpoint.hpp:389
@ STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXEndpoint::PUBLISHER and also connects to the remote publish...
Definition DXEndpoint.hpp:419
@ FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition DXEndpoint.hpp:376
std::string toString() const override
Returns a string representation of the current object.
Definition DXEndpoint.cpp:376
void awaitProcessed() const
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:194
std::shared_ptr< DXPublisher > getPublisher() const
Definition DXEndpoint.cpp:221
static const std::string DXFEED_WILDCARD_ENABLE_PROPERTY
"dxfeed.wildcard.enable"
Definition DXEndpoint.hpp:266
std::size_t addStateChangeListener(std::function< void(State, State)> listener) noexcept
Adds a listener notified about changes in state property.
Definition DXEndpoint.hpp:611
static const std::string DXENDPOINT_EVENT_TIME_PROPERTY
"dxendpoint.eventTime"
Definition DXEndpoint.hpp:311
static const std::string DXPUBLISHER_THREAD_POOL_SIZE_PROPERTY
"dxpublisher.threadPoolSize"
Definition DXEndpoint.hpp:294
State getState() const
Returns the state of this endpoint.
Definition DXEndpoint.cpp:128
static const std::string DXENDPOINT_STORE_EVERYTHING_PROPERTY
"dxendpoint.storeEverything"
Definition DXEndpoint.hpp:324
void awaitNotConnected() const
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:185
static std::shared_ptr< DXEndpoint > getInstance(Role role)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:459
static const std::string DXFEED_AGGREGATION_PERIOD_PROPERTY
"dxfeed.aggregationPeriod"
Definition DXEndpoint.hpp:257
void close() const
Closes this endpoint.
Definition DXEndpoint.cpp:515
static const std::string DXFEED_THREAD_POOL_SIZE_PROPERTY
"dxfeed.threadPoolSize"
Definition DXEndpoint.hpp:247
void disconnect() const
Terminates all remote network connections.
Definition DXEndpoint.cpp:167
void closeAndAwaitTermination() const
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:203
static std::shared_ptr< DXEndpoint > getInstance()
Returns a default application-wide singleton instance of DXEndpoint with a FEED role.
Definition DXEndpoint.cpp:450
static const std::string DXPUBLISHER_ADDRESS_PROPERTY
"dxpublisher.address"
Definition DXEndpoint.hpp:285
static const std::string DXFEED_USER_PROPERTY
"dxfeed.user"
Definition DXEndpoint.hpp:228
static const std::string NAME_PROPERTY
"name"
Definition DXEndpoint.hpp:189
static const std::string DXSCHEME_ENABLED_PROPERTY_PREFIX
"dxscheme.enabled."
Definition DXEndpoint.hpp:358
static const std::string DXPUBLISHER_PROPERTIES_PROPERTY
"dxpublisher.properties"
Definition DXEndpoint.hpp:275
static const std::string DXSCHEME_NANO_TIME_PROPERTY
"dxscheme.nanoTime"
Definition DXEndpoint.hpp:344
static const std::string DXFEED_ADDRESS_PROPERTY
"dxfeed.address"
Definition DXEndpoint.hpp:218
void disconnectAndClear() const
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:176
Role getRole() const noexcept
Returns the role of this endpoint.
Definition DXEndpoint.cpp:495
static const std::string DXFEED_PROPERTIES_PROPERTY
"dxfeed.properties"
Definition DXEndpoint.hpp:200
static std::shared_ptr< Builder > newBuilder()
Creates a new Builder instance.
Definition DXEndpoint.cpp:468
std::shared_ptr< DXEndpoint > connect(const StringLike &address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:146
Main entry class for dxFeed API (read it first).
Definition DXFeed.hpp:115
void detachSubscriptionAndClear(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed and clears data delivered to this subscription by publ...
Definition DXFeed.cpp:65
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 up...
Definition DXFeed.hpp:1000
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:469
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:357
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:407
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:534
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:716
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:984
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:932
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:85
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:880
std::shared_ptr< PromiseList< E > > getLastEventsPromises(const SymbolsCollection &collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:670
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:304
std::shared_ptr< DXFeedSubscription > createSubscription(std::initializer_list< EventTypeEnum > eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:98
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 up...
Definition DXFeed.hpp:1015
static std::shared_ptr< DXFeed > getInstance()
Returns a default application-wide singleton instance of feed.
Definition DXFeed.cpp:16
std::shared_ptr< E > getLastEvent(std::shared_ptr< E > event)
Returns the last event for the specified event instance.
Definition DXFeed.hpp:244
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:623
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:575
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:135
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeed.cpp:224
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:769
void detachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed.
Definition DXFeed.cpp:45
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 subs...
Definition DXFeed.hpp:825
const Collection & getLastEvents(const Collection &events)
Returns the last events for the specified list of event instances.
Definition DXFeed.hpp:265
void attachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Attaches the given subscription to this feed.
Definition DXFeed.cpp:25
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:113
Provides API for publishing of events to local or remote DXFeed.
Definition DXPublisher.hpp:56
std::shared_ptr< ObservableSubscription > getSubscription(const EventTypeEnum &eventType)
Returns observable set of subscribed symbols for the specified event type.
Definition DXPublisher.cpp:42
void publishEvents(std::initializer_list< std::shared_ptr< EventType > > events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:178
void publishEvents(EventIt begin, EventIt end)
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:198
std::string toString() const override
Returns a string representation of the current object.
Definition DXPublisher.cpp:57
static std::shared_ptr< DXPublisher > getInstance()
Returns a default application-wide singleton instance of DXPublisher.
Definition DXPublisher.cpp:17
void publishEvents(EventsCollection &&events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:160
void publishEvents(std::shared_ptr< EventType > event) noexcept
Publishes an event to the corresponding feed.
Definition DXPublisher.hpp:187
Direction of the price movement.
Definition Direction.hpp:21
static const DXFCPP_EXPORT Direction UNDEFINED
Direction is undefined, unknown or inapplicable.
Definition Direction.hpp:12
static const DXFCPP_EXPORT Direction DOWN
The current price is lower than the previous price.
Definition Direction.hpp:13
static const DXFCPP_EXPORT Direction ZERO
The current price is equal to the only known price value suitable for price direction computation.
Definition Direction.hpp:15
static const DXFCPP_EXPORT Direction ZERO_DOWN
The current price is the same as the previous price and is lower than the last known price of differe...
Definition Direction.hpp:14
static const DXFCPP_EXPORT Direction UP
The current price is higher than the previous price.
Definition Direction.hpp:17
static const DXFCPP_EXPORT Direction ZERO_UP
The current price is the same as the previous price and is higher than the last known price of differ...
Definition Direction.hpp:16
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:237
std::shared_ptr< E > getResult() const
Returns result of computation.
Definition Promise.hpp:245
std::shared_ptr< E > await() const
Wait for the computation to complete and return its result or throw an exception in case of exception...
Definition Promise.hpp:255
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:285
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:270
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 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 the event symbol that identifies this event type in subscription.
virtual void setEventSymbol(const Symbol &eventSymbol) noexcept=0
Changes the event symbol that identifies this event type in subscription.
virtual const Symbol & getEventSymbol() const &noexcept=0
Returns the 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 an 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:21
GraalException(CEntryPointErrorsEnum entryPointErrorsEnum)
Constructs an exception.
Definition GraalException.cpp:8
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:122
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:156
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:208
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:197
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:146
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:84
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:236
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:177
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:217
static std::shared_ptr< Builder > newBuilder()
Creates a new instance of HistoryEndpoint::Builder with default configurations.
Definition HistoryEndpoint.cpp:77
Compression
The Compression enum represents different compression algorithms that can be applied to data during t...
Definition HistoryEndpoint.hpp:70
Format
The Format enum represents different formats that can be used to handle data.
Definition HistoryEndpoint.hpp:85
std::vector< std::shared_ptr< E > > getTimeSeries(const SymbolWrapper &symbol, std::int64_t from, std::int64_t to)
Retrieves a list of time series events for a specific type of event and symbol within the given time ...
Definition HistoryEndpoint.hpp:195
Type of iceberg order.
Definition IcebergType.hpp:19
static const DXFCPP_EXPORT IcebergType SYNTHETIC
Represents synthetic (managed outside the exchange) iceberg type.
Definition IcebergType.hpp:13
static const DXFCPP_EXPORT IcebergType UNDEFINED
Iceberg type is undefined, unknown or inapplicable.
Definition IcebergType.hpp:11
static const DXFCPP_EXPORT IcebergType NATIVE
Represents a native (exchange-managed) iceberg type.
Definition IcebergType.hpp:12
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:48
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:57
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:63
static const EventFlag SNAPSHOT_SNIP
0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:60
static const EventFlag REMOVE_EVENT
0x02 - A bitmask to get removal indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:51
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:54
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.
Thrown to indicate that a method has been passed an illegal or inappropriate argument.
Definition InvalidArgumentException.hpp:18
A wrapper over the interceptable Java exceptions thrown by the dxFeed Native Graal SDK.
Definition JavaException.hpp:20
static void throwIfJavaThreadExceptionExists()
Throws a JavaException if it exists (i.e. intercepted by Graal SDK)
Definition JavaException.cpp:31
static JavaException create(void *exceptionHandle)
Creates an exception using native (GraalVM) Java exception handle.
Definition JavaException.cpp:21
JavaException(const StringLike &message, const StringLike &className, const StringLike &stackTrace)
Creates an exception using Java message, className and stack trace.
Definition JavaException.cpp:13
Represents up-to-date information about some condition or state of an external entity that updates in...
Definition LastingEvent.hpp:28
Helper class to compose and parse symbols for market events.
Definition MarketEventSymbols.hpp:39
static bool hasExchangeCode(const StringLike &symbol) noexcept
Returns true if the specified symbol has the exchange code specification.
Definition MarketEventSymbols.hpp:46
static char getExchangeCode(const StringLike &symbol) noexcept
Returns exchange code of the specified symbol or ‘’\0'` if none is defined.
Definition MarketEventSymbols.hpp:56
static std::optional< std::string > getAttributeStringByKey(const StringLike &symbol, const StringLike &key) noexcept
Returns value of the attribute with the specified key.
Definition MarketEventSymbols.hpp:109
static std::string removeAttributeStringByKey(const StringLike &symbol, const StringLike &key) noexcept
Removes one attribute with the specified key while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:139
static std::string changeAttributeStringByKey(const StringLike &symbol, const StringLike &key, const StringLike &value) noexcept
Changes the value of one attribute value while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:123
static std::string getBaseSymbol(const StringLike &symbol) noexcept
Returns base symbol without exchange code and attributes.
Definition MarketEventSymbols.hpp:81
static std::string changeExchangeCode(const StringLike &symbol, char exchangeCode) noexcept
Changes exchange code of the specified symbol or removes it if the new exchange code is ‘’\0'`.
Definition MarketEventSymbols.hpp:68
static std::string changeBaseSymbol(const StringLike &symbol, const StringLike &baseSymbol) noexcept
Changes base symbol while leaving exchange code and attributes intact.
Definition MarketEventSymbols.hpp:91
Base class for all market events.
Definition MarketEvent.hpp:24
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition MarketEvent.cpp:73
MarketEvent(const StringLike &eventSymbol) noexcept
Protected constructor for concrete implementation classes that initializes eventSymbol property.
Definition MarketEvent.cpp:10
const std::string & getEventSymbol() const &noexcept override
Returns a symbol of this event.
Definition MarketEvent.cpp:52
std::int64_t getEventTime() const noexcept override
Returns time when an event was created or zero when time is not available.
Definition MarketEvent.cpp:69
const std::optional< std::string > & getEventSymbolOpt() const &noexcept override
Returns a symbol of this event.
Definition MarketEvent.cpp:60
void assign(std::shared_ptr< EventType > event) override
Replaces the contents of the event.
Definition MarketEvent.cpp:45
void setEventSymbol(const StringLike &eventSymbol) noexcept override
Changes symbol of this event.
Definition MarketEvent.cpp:64
The listener interface for receiving notifications on the changes of observed subscription.
Definition ObservableSubscriptionChangeListener.hpp:23
static std::shared_ptr< ObservableSubscriptionChangeListener > create(std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsAdded)
Creates a listener that will notify the callback about added symbols.
Definition ObservableSubscriptionChangeListener.cpp:69
static std::shared_ptr< ObservableSubscriptionChangeListener > create(std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsAdded, std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsRemoved, std::function< void()> onSubscriptionClosed)
Creates a listener that will notify callbacks about events of adding and deleting symbols,...
Definition ObservableSubscriptionChangeListener.cpp:86
Observable set of subscription symbols.
Definition ObservableSubscription.hpp:21
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:71
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:19
static const DXFCPP_EXPORT OrderAction EXECUTE
Order is fully executed and removed from the Order Book.
Definition OrderAction.hpp:18
static const DXFCPP_EXPORT OrderAction BUST
Prior Trade/Order Execution bust.
Definition OrderAction.hpp:20
static const DXFCPP_EXPORT OrderAction PARTIAL
Size is changed (usually reduced) due to partial order execution.
Definition OrderAction.hpp:17
static const DXFCPP_EXPORT OrderAction REPLACE
Order is modified, and price-time-priority is not maintained (i.e.
Definition OrderAction.hpp:14
static const DXFCPP_EXPORT OrderAction MODIFY
Order is modified without changing its price-time-priority (usually due to partial cancel by the user...
Definition OrderAction.hpp:15
static const DXFCPP_EXPORT OrderAction DELETE
Order is fully canceled and removed from Order Book.
Definition OrderAction.hpp:16
static const DXFCPP_EXPORT OrderAction NEW
New Order is added to Order Book.
Definition OrderAction.hpp:13
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:12
Type of prices on the OTC Markets.
Definition OtcMarketsPriceType.hpp:22
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:13
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:11
static const DXFCPP_EXPORT OtcMarketsPriceType ACTUAL
Actual (Priced) is the actual amount a trader is willing to buy or sell securities.
Definition OtcMarketsPriceType.hpp:12
Represents rules for valid price quantization for a given instrument on a certain exchange.
Definition PriceIncrements.hpp:239
std::string getText() const
Returns textual representation of price increments in the format:
Definition PriceIncrements.cpp:50
std::string toString() const override
Returns a string representation of the current object.
Definition PriceIncrements.cpp:167
double incrementPrice(double price, std::int32_t direction) const
Returns specified price incremented in the specified direction by appropriate increment and then roun...
Definition PriceIncrements.cpp:130
double incrementPrice(double price, std::int32_t direction, double step) const
Returns specified price incremented in the specified direction by the maximum of a specified step and...
Definition PriceIncrements.cpp:138
static Ptr valueOf(std::initializer_list< double > increments)
Returns an instance of price increments for specified internal representation.
Definition PriceIncrements.cpp:46
double roundPrice(double price, RoundingMode roundingMode) const
Returns specified price rounded according to specified rounding mode to nearest value that is valid,...
Definition PriceIncrements.cpp:122
double roundPrice(double price, std::int32_t direction) const
Returns specified price rounded in the specified direction to the nearest value that is valid,...
Definition PriceIncrements.cpp:114
bool operator==(const PriceIncrements::Ptr &other) const
Returns true if this object is equal to other object.
Definition PriceIncrements.hpp:465
std::int32_t getPricePrecision(double price) const
Returns price precision for the price range which contains a specified price.
Definition PriceIncrements.cpp:98
double roundPrice(double price) const
Returns specified price rounded to nearest valid value.
Definition PriceIncrements.cpp:106
static const Ptr EMPTY
Empty price increments - it has empty text and sole increment with value 0.
Definition PriceIncrements.hpp:258
static Ptr valueOf(const std::vector< double > &increments)
Returns an instance of price increments for specified internal representation.
Definition PriceIncrements.cpp:42
static Ptr valueOf(const StringLike &text)
Returns an instance of price increments for specified textual representation.
Definition PriceIncrements.cpp:34
double getPriceIncrement(double price) const
Returns price increment which shall be applied to the specified price.
Definition PriceIncrements.cpp:74
std::int32_t getPricePrecision() const
Returns first price precision (for price range adjacent to 0), usually the largest one.
Definition PriceIncrements.cpp:90
double getPriceIncrement(double price, std::int32_t direction) const
Returns price increment which shall be applied to the specified price in the specified direction.
Definition PriceIncrements.cpp:82
bool operator==(const PriceIncrements &other) const
Returns true if this object is equal to other object.
Definition PriceIncrements.cpp:146
static Ptr valueOf(double increment)
Returns an instance of price increments for a specified single increment.
Definition PriceIncrements.cpp:38
double getPriceIncrement() const
Returns the first price increment (for price range adjacent to 0), usually the smallest one.
Definition PriceIncrements.cpp:66
std::size_t hashCode() const noexcept
Definition PriceIncrements.cpp:155
std::vector< double > getPriceIncrements() const
Returns internal representation of price increments as a single array of double values.
Definition PriceIncrements.cpp:58
Type of the price value.
Definition PriceType.hpp:19
static const DXFCPP_EXPORT PriceType PRELIMINARY
Preliminary price (preliminary settlement price), usually posted prior to PriceType::FINAL price.
Definition PriceType.hpp:13
static const DXFCPP_EXPORT PriceType FINAL
Final price (final settlement price).
Definition PriceType.hpp:14
static const DXFCPP_EXPORT PriceType REGULAR
Regular price.
Definition PriceType.hpp:11
static const DXFCPP_EXPORT PriceType INDICATIVE
Indicative price (derived via math formula).
Definition PriceType.hpp:12
A list of event receiving results that will be completed normally or exceptionally in the future.
Definition Promise.hpp:435
Result of a computation that will be completed normally or exceptionally in the future.
Definition Promise.hpp:351
A class that represents a promise-based implementation often used for handling asynchronous operation...
Definition Promises.hpp:41
A helper class needed to construct smart pointers to objects and does not allow explicit construction...
Definition SharedEntity.hpp:88
static auto createShared(Args &&...args)
Creates a smart pointer to an object.
Definition SharedEntity.hpp:102
A runtime axception with stacktrace.
Definition RuntimeException.hpp:20
const std::string & getStackTrace() const &
Definition RuntimeException.cpp:81
RuntimeException(const StringLike &message, const StringLike &additionalStackTrace="")
Constructs a runtime exception.
Definition RuntimeException.cpp:67
Scope of an order.
Definition Scope.hpp:21
static const DXFCPP_EXPORT Scope AGGREGATE
Represents aggregate information for a given price level or best bid or the best offer for a given ma...
Definition Scope.hpp:13
static const DXFCPP_EXPORT Scope ORDER
Represents individual order on the market.
Definition Scope.hpp:14
static const DXFCPP_EXPORT Scope COMPOSITE
Represents the best bid or the best offer for the whole market.
Definition Scope.hpp:11
static const DXFCPP_EXPORT Scope REGIONAL
Represents the best bid or the best offer for a given exchange code.
Definition Scope.hpp:12
static const SessionFilter TRADING
Accepts trading sessions only - those with (Session::isTrading() == true).
Definition SessionFilter.hpp:37
static const SessionFilter ANY
Accepts any session - useful for pure schedule navigation.
Definition SessionFilter.hpp:36
SessionFilter(SessionFilterEnum code, const StringLike &name, std::optional< SessionType > type, std::optional< bool > trading) noexcept
Creates a filter with specified type and trading flag conditions.
Definition CandleSession.cpp:21
static const SessionFilter AFTER_MARKET
Accepts any session with type SessionType::AFTER_MARKET.
Definition SessionFilter.hpp:45
static const SessionFilter REGULAR
Accepts any session with type SessionType::REGULAR.
Definition SessionFilter.hpp:44
static const SessionFilter NO_TRADING
Accepts any session with type SessionType::NO_TRADING.
Definition SessionFilter.hpp:40
static const SessionFilter NON_TRADING
Accepts non-trading sessions only - those with (Session::isTrading() == false).
Definition SessionFilter.hpp:38
static const SessionFilter PRE_MARKET
Accepts any session with type SessionType::PRE_MARKET.
Definition SessionFilter.hpp:42
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:19
static const SessionType PRE_MARKET
Pre-market session type marks extended trading session before regular trading hours.
Definition SessionType.hpp:17
static const SessionType REGULAR
Regular session type marks regular trading hours session.
Definition SessionType.hpp:18
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:16
bool isTrading() const noexcept
Returns true if trading activity is allowed for this type of session.
Definition SessionType.hpp:70
A base abstract "shared entity" class. Has some helpers for dynamic polymorphism.
Definition SharedEntity.hpp:20
virtual std::string toString() const
Returns a string representation of the current object.
Definition SharedEntity.hpp:77
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:68
std::shared_ptr< T > sharedAs() noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:55
bool is() const noexcept
Checks that the pointer to the current type could be converted to type T* In other words: whether typ...
Definition SharedEntity.hpp:34
Short sale restriction on an instrument.
Definition ShortSaleRestriction.hpp:21
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:21
static const DXFCPP_EXPORT Side SELL
Sell side (ask or offer).
Definition Side.hpp:13
static const DXFCPP_EXPORT Side UNDEFINED
Side is undefined, unknown or inapplicable.
Definition Side.hpp:11
static const DXFCPP_EXPORT Side BUY
Buy side (bid).
Definition Side.hpp:12
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:377
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:397
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:315
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:326
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:357
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:416
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:388
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:336
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition Common.hpp:959
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition StringUtils.hpp:171
A simple wrapper around strings or something similar to strings to reduce the amount of code for meth...
Definition Common.hpp:842
A lightweight wrapper around strings or string-like inputs.
Definition StringUtils.hpp:27
StringSymbol(std::string_view stringView) noexcept
Constructs StringSymbol from a std::string_view.
Definition StringSymbol.hpp:55
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:105
static StringSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition StringSymbol.cpp:70
void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:43
std::optional< CandleSymbol > asCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:381
SymbolWrapper(Symbol &&symbol) noexcept
Constructor for any wrapped symbol.
Definition SymbolWrapper.hpp:157
bool isIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:339
std::string toString() const
Returns a string representation of the current object.
Definition SymbolWrapper.hpp:285
static SymbolWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition SymbolWrapper.cpp:78
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition SymbolWrapper.hpp:300
std::unique_ptr< void, decltype(&SymbolWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:276
bool isStringSymbol() const noexcept
Definition SymbolWrapper.hpp:311
std::optional< IndexedEventSubscriptionSymbol > asIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:347
bool isWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:325
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:257
SymbolWrapper(const IndexedEventSubscriptionSymbol &indexedEventSubscriptionSymbol) noexcept
Constructor for IndexedEventSubscriptionSymbol.
Definition SymbolWrapper.hpp:196
const DataType & getData() const noexcept
Definition SymbolWrapper.hpp:388
std::string asStringSymbol() const noexcept
Definition SymbolWrapper.hpp:318
SymbolWrapper(const StringSymbol &stringSymbol) noexcept
Constructor for any wrapped string symbol.
Definition SymbolWrapper.hpp:170
std::optional< WildcardSymbol > asWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:332
SymbolWrapper(const CandleSymbol &candleSymbol) noexcept
Constructor for CandleSymbol.
Definition SymbolWrapper.hpp:224
SymbolWrapper(const WildcardSymbol &wildcardSymbol) noexcept
Constructor for any wrapped wildcard (*) symbol.
Definition SymbolWrapper.hpp:183
bool isTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:356
SymbolWrapper(const TimeSeriesSubscriptionSymbol &timeSeriesSubscriptionSymbol) noexcept
Constructor for TimeSeriesSubscriptionSymbol.
Definition SymbolWrapper.hpp:210
bool isCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:373
std::optional< TimeSeriesSubscriptionSymbol > asTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:364
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.cpp:40
Type of a time and sale event.
Definition TimeAndSaleType.hpp:21
static const DXFCPP_EXPORT TimeAndSaleType NEW
Represents new time and sale event.
Definition TimeAndSaleType.hpp:11
static const DXFCPP_EXPORT TimeAndSaleType CANCEL
Represents cancel time and sale event.
Definition TimeAndSaleType.hpp:13
static const DXFCPP_EXPORT TimeAndSaleType CORRECTION
Represents correction time and sale event.
Definition TimeAndSaleType.hpp:12
Value class for period of time with support for ISO8601 duration format.
Definition TimePeriod.hpp:21
static TimePeriod valueOf(const StringLike &value)
Returns TimePeriod represented with a given string.
Definition TimePeriod.cpp:24
static TimePeriod valueOf(std::chrono::milliseconds value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.hpp:44
std::int64_t getNanos() const
Returns value in nanoseconds.
Definition TimePeriod.cpp:44
static const TimePeriod ZERO
Time-period of zero.
Definition TimePeriod.hpp:25
std::int32_t getSeconds() const
Returns value in seconds.
Definition TimePeriod.cpp:36
std::int64_t getTime() const
Returns value in milliseconds.
Definition TimePeriod.cpp:28
static const TimePeriod UNLIMITED
Time-period of "infinity" (time of std::numeric_limits<std::int64_t>::max() or LLONG_MAX).
Definition TimePeriod.hpp:28
static TimePeriod valueOf(std::int64_t value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.cpp:20
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
Trading status of an instrument.
Definition TradingStatus.hpp:21
static const DXFCPP_EXPORT TradingStatus UNDEFINED
Trading status is undefined, unknown or inapplicable.
Definition TradingStatus.hpp:11
static const DXFCPP_EXPORT TradingStatus HALTED
Trading is halted.
Definition TradingStatus.hpp:12
static const DXFCPP_EXPORT TradingStatus ACTIVE
Trading is active.
Definition TradingStatus.hpp:13
Mixin for wrapping Promise method calls for a void.
Definition Promise.hpp:178
void await(std::int32_t timeoutInMilliseconds) const &
Wait for the computation to complete or timeout and return its result or throw an exception in case o...
Definition Promise.hpp:210
void await(const std::chrono::milliseconds &timeoutInMilliseconds) const &
Wait for the computation to complete or timeout and return its result or throw an exception in case o...
Definition Promise.hpp:225
void await() const
Wait for the computation to complete and return its result or throw an exception in case of exception...
Definition Promise.hpp:195
void getResult() const
Returns result of computation.
Definition Promise.hpp:185
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:24
static const WildcardSymbol & fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition WildcardSymbol.cpp:30
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:14
static const WildcardSymbol ALL
Represents [wildcard] subscription to all events of the specific event type.
Definition WildcardSymbol.hpp:12
std::string toString() const
Returns string representation of this wildcard subscription symbol.
Definition WildcardSymbol.hpp:93
static const std::string RESERVED_PREFIX
Symbol prefix that is reserved for wildcard subscriptions.
Definition WildcardSymbol.hpp:27
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