dxFeed C API
6.0.1
dxFeed C API library intended to provide market data access for DX clients
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Regional book functions. More...
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Typedefs | |
typedef void(* | dxf_regional_quote_listener_t) (dxf_const_string_t symbol, const dxf_quote_t *quotes, int count, void *user_data) |
Regional quote listener prototype. More... | |
Regional book functions.
typedef void(* dxf_regional_quote_listener_t) (dxf_const_string_t symbol, const dxf_quote_t *quotes, int count, void *user_data) |
Regional quote listener prototype.
[in] | quote | Pointer to the received regional quote |
[in] | user_data | Pointer to user struct, use NULL by default |
DXFEED_API ERRORCODE dxf_attach_regional_book_listener | ( | dxf_regional_book_t | book, |
dxf_price_level_book_listener_t | book_listener, | ||
void * | user_data | ||
) |
Attaches a listener callback to regional book.
This callback will be invoked when price levels created from regional data change.
[in] | book | A handle of the book to which a listener is to be detached |
[in] | book_listener | A listener callback function pointer |
[in] | user_data | Data to be passed to the callback function |
DXFEED_API ERRORCODE dxf_attach_regional_book_listener_v2 | ( | dxf_regional_book_t | book, |
dxf_regional_quote_listener_t | listener, | ||
void * | user_data | ||
) |
Attaches a listener callback to regional book.
This callback will be invoked when new regional quotes are received.
[in] | book | A handle of the book to which a listener is to be detached |
[in] | listener | A listener callback function pointer |
[in] | user_data | Data to be passed to the callback function |
DXFEED_API ERRORCODE dxf_close_regional_book | ( | dxf_regional_book_t | book | ) |
Closes a regional book.
All the data associated with it will be freed.
[in] | book | A handle of the price level book to close |
DXFEED_API ERRORCODE dxf_create_regional_book | ( | dxf_connection_t | connection, |
dxf_const_string_t | symbol, | ||
OUT dxf_regional_book_t * | book | ||
) |
Creates Regional book with the specified parameters.
Regional book is like Price Level Book but uses regional data instead of full depth order book.
[in] | connection | A handle of a previously created connection which the subscription will be using |
[in] | symbol | The symbol to use |
[out] | book | A handle of the created regional book |
DXFEED_API ERRORCODE dxf_detach_regional_book_listener | ( | dxf_regional_book_t | book, |
dxf_price_level_book_listener_t | book_listener | ||
) |
Detaches a listener from the regional book.
No error occurs if it's attempted to detach a listener which wasn't previously attached.
book | A handle of the book to which a listener is to be detached |
book_listener | A listener callback function pointer |
DXFEED_API ERRORCODE dxf_detach_regional_book_listener_v2 | ( | dxf_regional_book_t | book, |
dxf_regional_quote_listener_t | listener | ||
) |
Detaches a listener from the regional book.
No error occurs if it's attempted to detach a listener which wasn't previously attached.
[in] | book | A handle of the book to which a listener is to be detached |
[in] | listener | A listener callback function pointer |