Caplin.DataSource.Messaging.Record.IRecordType2Message Interface Reference

Interface for populating Type 2 Record messages, adding fields by field name. More...

Inheritance diagram for Caplin.DataSource.Messaging.Record.IRecordType2Message:

Properties
bool	ClearFlag [get, set]
	Gets or sets a boolean value indicating whether this IMessage should be cleared. More...
bool	DeleteEntry [get, set]
	Gets or sets a value indicating whether this type2 index should be deleted. More...
string	Type2Index [get]
	Gets the Type2 index value More...
string	Type2IndexField [get]
	Retrieves the fieldname that is used for the Type2 index More...
Properties inherited from Caplin.DataSource.Messaging.Record.IRecordMessage
IList< IField >	Fields [get]
	Gets the fields within this mesasge. More...
DateTime	InitialLatencyChainTime [set]
	Sets the initial time for latency chaining. More...
string	this[string fieldName] [get, set]
	Gets or sets a specified field. More...
Properties inherited from Caplin.DataSource.Messaging.IMessage
bool	Image [get, set]
	Gets or sets a boolean value indicating whether this IMessage represents an image or an update. More...
string	Subject [get]
	Gets the subject of this message. More...

Additional Inherited Members
Public Member Functions inherited from Caplin.DataSource.Messaging.Record.IRecordMessage
void	AddLatencyChainPoint (string pointName, DateTime dateTime)
	Adds a latency chain point More...
void	ClearFields ()
	Removes all the fields More...
bool	ContainsField (string fieldName)
	Determines whether the message contains the specified field More...
void	RemoveField (string fieldName)
	Removes the given field from this RecordMessage. More...
void	SetField (string fieldName, string value)
	Sets the value of a specified field. More...

Detailed Description

Interface for populating Type 2 Record messages, adding fields by field name.

Type 2 data represents market depth, and an instance of an IRecordType2Message represents a market maker or level with an order book. Note that a Record with a given Subject can contain Type 1, Type 2 and Type 3 data. For an illustration of how Type 2 data is structured see the DataSource Overview document supplied with DataSource.NET.

To construct an IRecordType2Message use the Caplin.DataSource.Messaging.IMessageFactory obtained from the Caplin.DataSource.Publisher.IPublisher interface; objects implementing IRecordType2Message cannot be instantiated directly.

The example below demonstrates sending a Type2 Record update.

using Caplin.DataSource;
using Caplin.DataSource.Messaging;
using Caplin.DataSource.Messaging.Record;
using Caplin.DataSource.Publisher;

namespace DataSourceExamples.Messaging.Record
{
    class SendingARecordType2Update
    {
        void SendRecordType2Update(IPublisher publisher, string subject)
        {
            // Create a Type 2 record message.
            IRecordType2Message message = publisher.MessageFactory.CreateRecordType2Message(subject, "MarketMakerIndexField", "MarketMaker");

            // Add an Ask field.
            message["Ask"] = "22.1";

            // Send the message to subscribed peers.
            publisher.PublishToSubscribedPeers(message);
        }

    }
}

Property Documentation

bool Caplin.DataSource.Messaging.Record.IRecordType2Message.ClearFlag

getset

Gets or sets a boolean value indicating whether this IMessage should be cleared.

true if this message should clear the object, false if this message should not clear the object.

By default, ClearFlag has a value of false indicating that the IMessage should not be cleared.

bool Caplin.DataSource.Messaging.Record.IRecordType2Message.DeleteEntry

getset

Gets or sets a value indicating whether this type2 index should be deleted.

true if the entry should be deleted; otherwise, false.

string Caplin.DataSource.Messaging.Record.IRecordType2Message.Type2Index

get

Gets the Type2 index value

The type2 index value.

string Caplin.DataSource.Messaging.Record.IRecordType2Message.Type2IndexField

get

Retrieves the fieldname that is used for the Type2 index

The type2 index field.