Woti. |
Tools for interacting with the cached market data.
Classes| Class | Description | |
|---|---|---|
 | CWormsActivSession | Describes WOTI's connection to Activ market data. |
| CWormsAdditionalTASFilters | Additional filters for Time and Sales |
| CWormsOptionProduct | Defines an option. |
| CWormsOptionTick | Defines a single market data tick for an option. |
| CWormsOptionTickProductPair | A product-tick pair. |
| CWormsTick | Defines a single market data tick for an product. |
| CWormsWmdOptionChain | Publishes the option rics for a single underlier. Once it is instantiated, the chain will remain active (and taking up memory) in the WmdSession until Dispose() is called. |
| CWormsWmdRecord | Publishes all currently available market data for a single symbol. Once it is instantiated, the record will remain active (and taking up memory) in the WmdSession until Dispose() is called. Market data such as bid and ask can only be viewed if the symbol falls within the WOTI whitelist; otherwise any attempt to access data will throw a CWormsException. State information such as the Symbol or Service can still be accessed for any record. |
| CWormsWmdSession | The Wmd Session is responsible for distributing market data to WORMS clients. |
| CWormsWmdTimeAndSales | Contains requested ticks. |
| SWormsOptionRic | Defines a single market data quote for a product. |
| SWormsQuote | Defines a single market data quote for a product. |
Interfaces
Delegates| Delegate | Description | |
|---|---|---|
 | ActivCxnEventDelegate | |
| ChainUpdatedDelegate | |
| RecordUpdatedDelegate |