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Introduction
This document is a developer’s guide for the CME STP API library.
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public class CMEApiConfiguration { public CMEApiConfiguration(); public string ApiURL { get; set; } public int ConnectionTimeout { get; set; } public string Description { get; } public string PartyFirmID { get; set; } public string PartyRole { get; set; } public string Password { get; set; } public int PollingTimeout { get; set; } public int ReconnectMaxTries { get; set; } public int RecoveryTimeout { get; set; } public DateTimeOffset StartTime { get; set; } public string TestXML { get; set; } public string UserName { get; set; } } |
Property | Default value | Description |
ApiURL |
URI of the FIXML API | ||
ConnectionTimeout | 10 | Connection timeout of FIXML API connect (in seconds) |
Description |
Returns string representation of current configuration | ||
LastUpdateTime | <No default value, automatically will be set to current time minus 24 hours (in time zone of CME)> | The timestamp of last received trade. |
PartyFirmID |
ID of Party that is the subject of the subscription | ||
PartyRole |
Indicates the type or role of the Party that is the subject of the subscription | ||
Password |
FIXML API password | ||
PoolingTimeout | 5 | The frequency of pooling of the FIXML API (in seconds) |
ReconnectMaxTries | -1 | Amount of retries if connection was lost. |
RecoveryTimeout | 60000 | The timeout between recovery attempts if any problem occurs during the pooling action (in milliseconds) |
UserName |
FIXML API login |
class CMESTPapi
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public sealed class CMESTPapi : IDisposable { public CMESTPapi(CMEApiConfiguration config); public event CMESTPapi.TradeHandler onTrade; public string LicenseInfo(); public void Start(); public void Stop(); public delegate void TradeHandler(object sender, XElement trade); } |
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