dxfcpp::IndexedEvent Struct Reference

Represents an indexed collection of up-to-date information about some condition or state of an external entity that updates in real-time. More...

#include <IndexedEvent.hpp>

Inheritance diagram for dxfcpp::IndexedEvent:

Public Types
using	Ptr = std::shared_ptr<IndexedEvent>
	The alias to a type of shared pointer to the IndexedEvent object.

Public Member Functions
virtual const IndexedEventSource &	getSource () const &noexcept=0
	Returns the source of this event.
virtual std::int32_t	getEventFlags () const noexcept=0
	Returns transactional event flags.
virtual EventFlagsMask	getEventFlagsMask () const noexcept=0
	Returns transactional event flags.
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.
virtual std::int64_t	getIndex () const noexcept=0
	Returns unique per-symbol index of this event.
virtual void	setIndex (std::int64_t index) noexcept=0
	Changes unique per-symbol index of this event.

Static Public Attributes
static const EventFlag	TX_PENDING = EventFlag::TX_PENDING
	0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.
static const EventFlag	REMOVE_EVENT = EventFlag::REMOVE_EVENT
	0x02 - A bitmask to get removal indicator from the value of eventFlags property.
static const EventFlag	SNAPSHOT_BEGIN = EventFlag::SNAPSHOT_BEGIN
	0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.
static const EventFlag	SNAPSHOT_END = EventFlag::SNAPSHOT_END
	0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.
static const EventFlag	SNAPSHOT_SNIP = EventFlag::SNAPSHOT_SNIP
	0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
static const EventFlag	SNAPSHOT_MODE = EventFlag::SNAPSHOT_MODE
	0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.

Detailed Description

Represents an indexed collection of up-to-date information about some condition or state of an external entity that updates in real-time.

For example, ::Order represents an order to buy or to sell some market instrument that is currently active on a market exchange and multiple orders are active for each symbol at any given moment in time. ::Candle represent snapshots of aggregate information about trading over a specific time period and there are multiple periods available. The ::Candle is also an example of ::TimeSeriesEvent that is a more specific event type.

Index for each event is available via index property. Indexed events retain information about multiple events per symbol based on the event index and are conflated based on the event index. Last indexed event for each symbol and index is always delivered to event listeners on subscription, but intermediate (next-to-last) events for each symbol+index pair are not queued anywhere, they are simply discarded as stale events. More recent events represent an up-to-date information about some external entity.

Some indexed events, like ::Order, support multiple sources of information for the same symbol. The event source is available via source property. The value of source property is always DEFAULT for time-series events and other singe-sourced events like ::Series, that do not support this feature.

See also the "Event Flags" section

Member Function Documentation

getEventFlags()

virtual std::int32_t dxfcpp::IndexedEvent::getEventFlags ( ) const

pure virtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns

The transactional event flags.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, and dxfcpp::Underlying.

getEventFlagsMask()

virtual EventFlagsMask dxfcpp::IndexedEvent::getEventFlagsMask ( ) const

pure virtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns

The transactional event flags' mask.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, and dxfcpp::Underlying.

getIndex()

virtual std::int64_t dxfcpp::IndexedEvent::getIndex ( ) const

pure virtualnoexcept

Returns unique per-symbol index of this event.

Returns

unique per-symbol index of this event.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, dxfcpp::Underlying, and dxfcpp::TimeSeriesEvent.

getSource()

virtual const IndexedEventSource & dxfcpp::IndexedEvent::getSource ( ) const &

pure virtualnoexcept

Returns the source of this event.

Returns

The source of this event.

Implemented in dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, dxfcpp::Underlying, and dxfcpp::TimeSeriesEvent.

setEventFlags() [1/2]

virtual void dxfcpp::IndexedEvent::setEventFlags ( const EventFlagsMask & eventFlags )

pure virtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags

transactional event flags' mask.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, and dxfcpp::Underlying.

setEventFlags() [2/2]

virtual void dxfcpp::IndexedEvent::setEventFlags ( std::int32_t eventFlags )

pure virtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags

transactional event flags.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, and dxfcpp::Underlying.

setIndex()

virtual void dxfcpp::IndexedEvent::setIndex ( std::int64_t index )

pure virtualnoexcept

Changes unique per-symbol index of this event.

Parameters

index

unique per-symbol index of this event.

Implemented in dxfcpp::Candle, dxfcpp::OptionSale, dxfcpp::OrderBase, dxfcpp::TimeAndSale, dxfcpp::Greeks, dxfcpp::Series, dxfcpp::TheoPrice, and dxfcpp::Underlying.

Member Data Documentation

REMOVE_EVENT

const EventFlag dxfcpp::IndexedEvent::REMOVE_EVENT = EventFlag::REMOVE_EVENT

static

0x02 - A bitmask to get removal indicator from the value of eventFlags property.

bool removeEvent = (event-> getEventFlags() & IndexedEvent::REMOVE_EVENT) != 0;

See "Event Flags" section

SNAPSHOT_BEGIN

const EventFlag dxfcpp::IndexedEvent::SNAPSHOT_BEGIN = EventFlag::SNAPSHOT_BEGIN

static

0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.

bool snapshotBegin = (event-> getEventFlags() & IndexedEvent::SNAPSHOT_BEGIN) != 0;

See "Event Flags" section

SNAPSHOT_END

const EventFlag dxfcpp::IndexedEvent::SNAPSHOT_END = EventFlag::SNAPSHOT_END

static

0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.

bool snapshotEnd = (event-> getEventFlags() & IndexedEvent::SNAPSHOT_END) != 0;

See "Event Flags" section

SNAPSHOT_MODE

const EventFlag dxfcpp::IndexedEvent::SNAPSHOT_MODE = EventFlag::SNAPSHOT_MODE

static

0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.

This flag is intended for publishing only.

See "Event Flags" section

SNAPSHOT_SNIP

const EventFlag dxfcpp::IndexedEvent::SNAPSHOT_SNIP = EventFlag::SNAPSHOT_SNIP

static

0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.

bool snapshotSnip = (event-> getEventFlags() & IndexedEvent::SNAPSHOT_SNIP) != 0;

See "Event Flags" section

TX_PENDING

const EventFlag dxfcpp::IndexedEvent::TX_PENDING = EventFlag::TX_PENDING

static

0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.

bool txPending = (event-> getEventFlags() & IndexedEvent::TX_PENDING) != 0;

See "Event Flags" section