About Pricing.Stream object

Pricing.Stream objects are used for requesting, processing and managing a set of streaming level 1 (MarketPrice domain) quotes and trades.

The object automatically manages a set of streaming caches available for access at any time and an in-memory image of the requested instruments, keeping track of streaming updates exposing an interface to reach into the cache to retrieve up-to-date values.

Properties

public Stream.State OpenState

Current state of the Pricing.Stream (see Pricing.Stream.State).

Pricing Stream Interface methods

• Pricing stream Open method
• Pricing stream Streaming method
• Pricing stream Close method
• Pricing stream Count method
• Pricing stream ItemExists method
• Pricing stream AddItems method
• Pricing stream RemoveItems method
• Pricing stream OnUpdate method
• Pricing stream OnRefresh method
• Pricing stream OnComplete method
• Pricing stream OnStatus method
• Pricing stream OnError method