dxFeed C API
6.0.1
dxFeed C API library intended to provide market data access for DX clients
|
dxFeed C API event data structures declarations More...
Go to the source code of this file.
Data Structures | |
struct | dx_suffix_t |
Suffix. More... | |
struct | dx_order_source_array_t |
Order source. More... | |
struct | dxf_trade_t |
Trade. More... | |
struct | dxf_quote_t |
Quote. More... | |
struct | dxf_summary_t |
Summary. More... | |
struct | dxf_profile_t |
Profile. More... | |
struct | dxf_order_t |
Order. More... | |
struct | dxf_time_and_sale_t |
Time & sale. More... | |
struct | dxf_candle_t |
Candle. More... | |
struct | dxf_greeks_t |
Greeks. More... | |
struct | dxf_series_t |
Series. More... | |
struct | dxf_configuration_t |
Configuration. More... | |
struct | dxf_event_params_t |
Event params. More... | |
struct | dx_event_subscription_param_t |
Event subscription param. More... | |
struct | dx_event_subscription_param_list_t |
Event subscription param list. More... | |
struct | dxf_snapshot_data_t |
Snapshot. More... | |
struct | dxf_price_level_element_t |
Price level element. More... | |
struct | dxf_price_level_book_data_t |
Price level book data. More... | |
Macros | |
#define | OUT |
#define | DXF_ET_TRADE (1u << (unsigned)dx_eid_trade) |
Trade event. | |
#define | DXF_ET_QUOTE (1u << (unsigned)dx_eid_quote) |
Quote event. | |
#define | DXF_ET_SUMMARY (1u << (unsigned)dx_eid_summary) |
Summary event. | |
#define | DXF_ET_PROFILE (1u << (unsigned)dx_eid_profile) |
Profile event. | |
#define | DXF_ET_ORDER (1u << (unsigned)dx_eid_order) |
Order event. | |
#define | DXF_ET_TIME_AND_SALE (1u << (unsigned)dx_eid_time_and_sale) |
Time & sale event. | |
#define | DXF_ET_CANDLE (1u << (unsigned)dx_eid_candle) |
Candle event. | |
#define | DXF_ET_TRADE_ETH (1u << (unsigned)dx_eid_trade_eth) |
Trade eth event. | |
#define | DXF_ET_SPREAD_ORDER (1u << (unsigned)dx_eid_spread_order) |
Spread order event. | |
#define | DXF_ET_GREEKS (1u << (unsigned)dx_eid_greeks) |
Greeks event. | |
#define | DXF_ET_THEO_PRICE (1u << (unsigned)dx_eid_theo_price) |
Theo price event. | |
#define | DXF_ET_UNDERLYING (1u << (unsigned)dx_eid_underlying) |
Underlying event. | |
#define | DXF_ET_SERIES (1u << (unsigned)dx_eid_series) |
Series event. | |
#define | DXF_ET_CONFIGURATION (1u << (unsigned)dx_eid_configuration) |
Configuration event. | |
#define | DXF_ET_UNUSED (~((1u << (unsigned)dx_eid_count) - 1u)) |
#define | DX_EVENT_BIT_MASK(event_id) (1u << (unsigned)event_id) |
Event bit-mask. | |
#define | DXF_RECORD_SUFFIX_SIZE 5 |
#define | DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE L'\0' |
#define | DXF_CANDLE_EXCHANGE_CODE_ATTRIBUTE_DEFAULT DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE |
#define | DXF_CANDLE_PERIOD_VALUE_ATTRIBUTE_DEFAULT 1.0 |
#define | DXF_CANDLE_PRICE_LEVEL_ATTRIBUTE_DEFAULT (NAN) |
#define | DXF_IS_CANDLE_REMOVAL(c) (((c)->event_flags & dxf_ef_remove_event) != 0) |
#define | DXF_IS_ORDER_REMOVAL(o) ((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0)) |
#define | DXF_IS_SPREAD_ORDER_REMOVAL(o) ((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0)) |
#define | DXF_IS_TIME_AND_SALE_REMOVAL(t) (((t)->event_flags & dxf_ef_remove_event) != 0) |
#define | DXF_IS_GREEKS_REMOVAL(g) (((g)->event_flags & dxf_ef_remove_event) != 0) |
#define | DXF_IS_SERIES_REMOVAL(s) (((s)->event_flags & dxf_ef_remove_event) != 0) |
Typedefs | |
typedef dx_order_source_array_t * | dx_order_source_array_ptr_t |
Order source array. | |
typedef void * | dxf_event_data_t |
Event data. | |
typedef const void * | dxf_const_event_data_t |
typedef dx_theo_price_t | dxf_theo_price_t |
Theo price. | |
typedef dx_underlying_t | dxf_underlying_t |
Underlying. | |
typedef dxf_ulong_t | dxf_time_int_field_t |
typedef void(* | dxf_event_listener_t) (int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t *data, int data_count, void *user_data) |
Event listener prototype. | |
typedef void(* | dxf_event_listener_v2_t) (int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t *data, int data_count, const dxf_event_params_t *event_params, void *user_data) |
Event listener prototype v2. | |
typedef struct dxf_snapshot_data_t * | dxf_snapshot_data_ptr_t |
typedef void(* | dxf_snapshot_listener_t) (const dxf_snapshot_data_ptr_t snapshot_data, void *user_data) |
Snapshot listener prototype. More... | |
typedef void(* | dxf_snapshot_inc_listener_t) (const dxf_snapshot_data_ptr_t snapshot_data, int new_snapshot, void *user_data) |
Incremental Snapshot listener prototype. More... | |
typedef struct dxf_price_level_book_data_t * | dxf_price_level_book_data_ptr_t |
typedef void(* | dxf_price_level_book_listener_t) (const dxf_price_level_book_data_ptr_t book, void *user_data) |
Price Level listener prototype. More... | |
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... | |
Enumerations | |
enum | dx_event_id_t { dx_eid_begin = 0u, dx_eid_trade = dx_eid_begin, dx_eid_quote, dx_eid_summary, dx_eid_profile, dx_eid_order, dx_eid_time_and_sale, dx_eid_candle, dx_eid_trade_eth, dx_eid_spread_order, dx_eid_greeks, dx_eid_theo_price, dx_eid_underlying, dx_eid_series, dx_eid_configuration, dx_eid_count, dx_eid_invalid } |
Event ID. | |
enum | dx_event_subscr_flag { dx_esf_default = 0x0u, dx_esf_single_record = 0x1u, dx_esf_sr_market_maker_order = 0x2u, dx_esf_time_series = 0x4u, dx_esf_quotes_regional = 0x8u, dx_esf_wildcard = 0x10u, dx_esf_force_ticker = 0x20u, dx_esf_force_stream = 0x40u, dx_esf_force_history = 0x80u, dx_esf_force_enum_unsigned = UINT_MAX } |
enum | dxf_order_scope_t { dxf_osc_composite = 0, dxf_osc_regional = 1, dxf_osc_aggregate = 2, dxf_osc_order = 3 } |
Order scope. | |
enum | dxf_direction_t { dxf_dir_undefined = 0, dxf_dir_down = 1, dxf_dir_zero_down = 2, dxf_dir_zero = 3, dxf_dir_zero_up = 4, dxf_dir_up = 5 } |
Direction. | |
enum | dxf_price_type_t { dxf_pt_regular = 0, dxf_pt_indicative = 1, dxf_pt_preliminary = 2, dxf_pt_final = 3 } |
Price type. | |
enum | dxf_trading_status_t { dxf_ts_undefined = 0, dxf_ts_halted = 1, dxf_ts_active = 2 } |
Trading status. | |
enum | dxf_short_sale_restriction_t { dxf_ssr_undefined = 0, dxf_ssr_active = 1, dxf_ssr_inactive = 2 } |
Short sale restriction. | |
enum | dxf_order_side_t { dxf_osd_undefined = 0, dxf_osd_buy = 1, dxf_osd_sell = 2 } |
Order side. | |
enum | dxf_tns_type_t { dxf_tnst_new = 0, dxf_tnst_correction = 1, dxf_tnst_cancel = 2 } |
Time & sale type. | |
enum | dxf_candle_price_attribute_t { dxf_cpa_last, dxf_cpa_bid, dxf_cpa_ask, dxf_cpa_mark, dxf_cpa_settlement, dxf_cpa_count, dxf_cpa_default = dxf_cpa_last } |
Candle price attribute. | |
enum | dxf_candle_session_attribute_t { dxf_csa_any, dxf_csa_regular, dxf_csa_count, dxf_csa_default = dxf_csa_any } |
Candle session attribute. | |
enum | dxf_candle_type_period_attribute_t { dxf_ctpa_tick, dxf_ctpa_second, dxf_ctpa_minute, dxf_ctpa_hour, dxf_ctpa_day, dxf_ctpa_week, dxf_ctpa_month, dxf_ctpa_optexp, dxf_ctpa_year, dxf_ctpa_volume, dxf_ctpa_price, dxf_ctpa_price_momentum, dxf_ctpa_price_renko, dxf_ctpa_count, dxf_ctpa_default = dxf_ctpa_tick } |
Candle type period attribute. | |
enum | dxf_candle_alignment_attribute_t { dxf_caa_midnight, dxf_caa_session, dxf_caa_count, dxf_caa_default = dxf_caa_midnight } |
Candle alignment attribute. | |
enum | dxf_event_flag { dxf_ef_tx_pending = 0x01, dxf_ef_remove_event = 0x02, dxf_ef_snapshot_begin = 0x04, dxf_ef_snapshot_end = 0x08, dxf_ef_snapshot_snip = 0x10, dxf_ef_remove_symbol = 0x20 } |
Event flag. | |
enum | dx_subscription_type_t { dx_st_begin = 0, dx_st_ticker = dx_st_begin, dx_st_stream, dx_st_history, dx_st_count } |
Subscription type. | |
Functions | |
dxf_const_string_t | dx_event_type_to_string (int event_type) |
Converts event type code to its string representation. More... | |
int | dx_get_event_data_struct_size (int event_id) |
Get event data structure size for given event id. More... | |
dx_event_id_t | dx_get_event_id_by_bitmask (int event_bitmask) |
Get event id by event bitmask. More... | |
size_t | dx_get_event_subscription_params (dxf_connection_t connection, dx_order_source_array_ptr_t order_source, dx_event_id_t event_id, dx_event_subscr_flag subscr_flags, OUT dx_event_subscription_param_list_t *params) |
Returns the list of subscription params. Fills records list according to event_id. More... | |
const dxf_event_data_t | dx_get_event_data_item (int event_mask, dxf_const_event_data_t data, size_t index) |
Get event data item from event data. More... | |
dxFeed C API event data structures declarations
typedef void(* dxf_snapshot_inc_listener_t) (const dxf_snapshot_data_ptr_t snapshot_data, int new_snapshot, void *user_data) |
Incremental Snapshot listener prototype.
[in] | snapshot_data | Pointer to the received snapshot data |
[in] | new_snapshot | Flag, is this call with new snapshot or incremental update. |
[in] | user_data | Pointer to user struct, use NULL by default |
enum dx_event_subscr_flag |
Event Subscription flags