[MDAPI-37][C++] Retrieve latest events from feed

DXFeed::getLastEvents

include/dxfeed_graal_cpp_api/api/DXFeed.hpp

@@ -223,7 +223,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @ref DXEndpoint::Role::STREAM_FEED "STREAM_FEED" role (never fills in the event).
      *
      * @tparam E The type of event.
-     * @param event the event.
+     * @param event The event.
      * @return The same event.
      */
     template <Derived<LastingEvent> E> std::shared_ptr<E> getLastEvent(std::shared_ptr<E> event) {
@@ -232,6 +232,25 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
         return event;
     }
 
+    /**
+     * Returns the last events for the specified list of event instances.
+     * This is a bulk version of @ref ::getLastEvent() "getLastEvent" method.
+     *
+     * <p>Note, that this method does not work when DXEndpoint was created with
+     * @ref DXEndpoint::Role::STREAM_FEED "STREAM_FEED" role.
+     *
+     * @tparam Collection The collection type.
+     * @param events The collection of shared ptrs of events.
+     * @return The same collection of shared ptrs of events.
+     */
+    template <typename Collection> const Collection &getLastEvents(const Collection &events) {
+        for (auto e : events) {
+            getLastEvent(e);
+        }
+
+        return events;
+    }
+
     /**
      * Creates new subscription for a single event type that is <i>attached</i> to this feed.
      * This method creates new DXFeedSubscription and invokes @link DXFeed::attachSubscription.

samples/cpp/DxFeedSample/src/main.cpp

@@ -3,8 +3,8 @@
 
 #include <dxfeed_graal_cpp_api/api.hpp>
 
-#include <iostream>
 #include <chrono>
+#include <iostream>
 #include <memory>
 
 using namespace dxfcpp;
@@ -59,6 +59,14 @@ void testTradeSnapshots(const std::string &symbol) {
     auto feed = DXFeed::getInstance();
     auto sub = feed->createSubscription(Trade::TYPE);
 
+    std::vector e = {std::make_shared<TimeAndSale>("AAPL"), std::make_shared<TimeAndSale>("IBM")};
+    auto x = std::remove_reference_t<std::remove_pointer_t<
+        typename std::iterator_traits<std::vector<std::shared_ptr<Quote>>::iterator>::value_type>>();
+
+    decltype(x) y;
+
+    auto z = feed->getLastEvents(e);
+
     sub->addSymbols(symbol);
 
     while (true) {