(Deprecated) System Foundation Classes (SFC) - C++

We have something better… At the moment these APIs are still fully supported however end-of-support dates have been announced. Please refer to PCN 206364. In the meantime we have a new API that should suit your needs better. 

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Overview

The System Foundation Classes (SFC) C++ Edition provides a suite of object-oriented C++ interfaces for building applications that subscribe, contribute, and publish market data. Note that The SFC product uses SSL/MarketFeed to communicate with the platform and deliver real-time access to market data. MarketFeed data is delivered in FID/Value pair format. SFC DOES NOT have ability to access to richer content delivered by Open Message Model (OMM) message.

The SFC-C++ Edition provides you with example code, like this quote display, which shows you how to write applications that work simultaneously on multiple market data systems.

The SFC-C++ is the original implementation that supports the most wide-ranging set of functionality of all the editions. It allows customers to use the same programming interfaces to publish and subscribe to data on the LSEG Real-Time Distribution System (RTDS). Examples provided in the developers kit show you how to write applications once that can be deployed anywhere.

The SFC-C++ is available on a wide variety of platforms and for a wide variety of development environments.

The SFC-C++ uses portable C++. If you are writing applications on several platforms, you can write code that can be compiled on multiple platforms.

Key Features/Benefits

SFC C++ can connect to the following infrastructure:

RTDS

  • Real-Time Advanced Distribution Server
  • Real-Time Advanced Distribution Hub

Data Feed (RDF)

Note: SFC C++ is able to connect to multiple infrastructures at the same time

Users of SFC C++ can write applications to do the following:

Subscription Application

  • Ability to subscribe to Record and its events (e.g. initial image, updates, correction and close tick)
  • Ability to subscribe to Snapshot Record
  • Ability to subscribe to Chain (a sequence list of records) and its sub-chain records
  • Ability to subscribe to Page (either ANSI or QForm formats)
  • Ability to subscribe to TS1 (stands for Time Series 1, which provides historical record data of market activity)
  • Ability to subscribe to News and Headlines (via record object)
  • Ability to subscribe to Time and Sales information (via record objects)

Publication Application

Record Publications

  • Ability to publish data using record-based object (records, chains, time and sales, time series, and news) to the infrastructure or direct subscriber application

Contributions

  • Ability to contribute data to the infrastructure (value-added servers, contributions server or a service that accepts inserts) and get a contribution result (pass or fail). Contributions can be entitled via the LSEG Real-Time Data Access Control System (DACS)

General Capabilities

  • Ability to cache data in memory (for fast access by the application)
  • Ability to notify data quality via state (OK, stale, gets recovered, no longer available)
  • Ability to simplify various event types from the infrastructure to map to SFC callback methods and states
  • Ability to provide the high-level models for various data types (record, time-series, and pages)
  • Ability to perform data recovery from data stream interruption
  • Ability to maintain item watchlist
  • Ability to perform queue of requests
  • Ability to handle ripple fields automatically
  • Provide a Service Pool for service state information management
  • Provide a cache for fields and enumerations definitions
  • Provides a programmatic configuration interface
  • Support multilingual using RMTES

Data Entitlements

  • Support local and remote DACS
  • Ability to perform subject-based and content-based entitlements on subscriptions, contributions, and publications
  • Ability to publish DACS information

Benefits

  • Leverage existing infrastructure
  • Leverage existing data sources
  • Controllable memory management
  • Better Performance with native language implementation
  • Object-oriented programming
  • Provide data models which represent the fundamental financial information
  • Provide interfaces which represent data delivery mechanisms and processes

Product Content

The SFC - C++ Edition contains the following components:

  • SFC Header files
  • Class libraries (assertion and non-assertion versions)
  • Adobe Acrobat Reader
  • PDF Documentation (Developers Guide, Installation Manual, Migration Guide, MFC Quote Example Design Guide)
  • HTML Class Reference Manual
  • 20+ Example programs

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