TimeSeriesSubscriptionSymbol Class Reference

Represents subscription to time-series of events. More...

#include <TimeSeriesSubscriptionSymbol.hpp>

Inheritance diagram for TimeSeriesSubscriptionSymbol:

Public Member Functions
	TimeSeriesSubscriptionSymbol (const SymbolWrapper &eventSymbol, std::int64_t fromTime)
	Creates time-series subscription symbol with a specified event symbol and subscription time.
std::int64_t	getFromTime () const
	Returns the subscription time.
void *	toGraal () const override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
std::string	toString () const override
	Returns string representation of this time-series subscription symbol.
Public Member Functions inherited from IndexedEventSubscriptionSymbol
	IndexedEventSubscriptionSymbol (const SymbolWrapper &eventSymbol, const IndexedEventSource &source)
	Creates indexed event subscription symbol with a specified event symbol and source.
virtual const std::unique_ptr< SymbolWrapper > &	getEventSymbol () const
	Returns the wrapped event symbol (CandleSymbol, WildcardSymbol, etc).
virtual const std::unique_ptr< IndexedEventSource > &	getSource () const
	Returns indexed event source.

Static Public Member Functions
static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
static TimeSeriesSubscriptionSymbol	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure (recursively if necessary).

Additional Inherited Members
Protected Member Functions inherited from IndexedEventSubscriptionSymbol
Static Protected Member Functions inherited from IndexedEventSubscriptionSymbol
static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
static IndexedEventSubscriptionSymbol	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure (recursively if necessary).

Detailed Description

Represents subscription to time-series of events.

This is symbol is observed by ObservableSubscriptionChangeListener methods symbolsAdded and symbolsRemoved when time-series subscription is created via DXFeedTimeSeriesSubscription class.

Instances of this class can be used with DXFeedSubscription to specify subscription for time series events from a specific time. By default, subscribing to time-series events by their event symbol object, the subscription is performed to a stream of new events as they happen only.

TimeSeriesEvent represents a special subtype of IndexedEvent. The source identifier of a time-series event is always zero and thus

Equality and hash codes

This is a FilteredSubscriptionSymbol. Time-series subscription symbols are compared based on their eventSymbol only. It means, that a set of time-series subscription symbols can contain at most one time-series subscription for each event symbol.

Constructor & Destructor Documentation

TimeSeriesSubscriptionSymbol()

TimeSeriesSubscriptionSymbol::TimeSeriesSubscriptionSymbol	(	const SymbolWrapper &	eventSymbol,
		std::int64_t	fromTime )

Creates time-series subscription symbol with a specified event symbol and subscription time.

auto subscription = DXFeed::getInstance()->createSubscription({Candle::TYPE, Quote::TYPE});
 
subscription->addEventListener([](const auto &events) {
    for (const auto &e : events) {
        if (const auto &q = e->template sharedAs<Quote>()) {
            std::cout << q << std::endl;
        } else if (const auto &c = e->template sharedAs<Candle>()) {
            std::cout << c << std::endl;
        }
    }
});
 
auto fromTime = dxfcpp::now();
 
subscription->addSymbols(
    {symbol,
     TimeSeriesSubscriptionSymbol(
         CandleSymbol::valueOf(symbol, CandlePeriod::valueOf(1, CandleType::MINUTE)).toString(), fromTime)});

Parameters

eventSymbol	the wrapped event symbol (CandleSymbol, WildcardSymbol, etc).
fromTime	the subscription time.

Member Function Documentation

freeGraal()

void TimeSeriesSubscriptionSymbol::freeGraal ( void * graalNative )

static

Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative

The pointer to the dxFeed Graal SDK structure.

Exceptions

InvalidArgumentException

References SymbolWrapper::freeGraal().

Referenced by SymbolWrapper::freeGraal().

fromGraal()

TimeSeriesSubscriptionSymbol TimeSeriesSubscriptionSymbol::fromGraal ( void * graalNative )

static

Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative

The pointer to the dxFeed Graal SDK structure.

Returns

The object of current type.

Exceptions

InvalidArgumentException

References SymbolWrapper::fromGraal().

Referenced by SymbolWrapper::fromGraal().

getFromTime()

int64_t TimeSeriesSubscriptionSymbol::getFromTime

(

)

const

Returns the subscription time.

Returns

the subscription time.

toGraal()

void * TimeSeriesSubscriptionSymbol::toGraal ( ) const

overridevirtual

Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

Fills the dxFeed Graal SDK structure's fields by the data of the current entity (recursively if necessary). Returns the pointer to the filled structure.

Returns

The pointer to the filled dxFeed Graal SDK structure

Reimplemented from IndexedEventSubscriptionSymbol.

toString()

std::string TimeSeriesSubscriptionSymbol::toString ( ) const

overridevirtual

Returns string representation of this time-series subscription symbol.

Returns

string representation of this time-series subscription symbol.

Reimplemented from IndexedEventSubscriptionSymbol.