OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
ConsolidatedBook.h File Reference

Go to the source code of this file.

Namespaces

 OnixS
 
 OnixS::CME
 
 OnixS::CME::MDH
 

Typedefs

typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepth > ConsolidatedBook
 
typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepth > ConsolidatedBookFactory
 

Functions

ONIXS_CMEMDH_EXPORTED void brief (std::string &, const ConsolidatedBook &)
 
std::string brief (const ConsolidatedBook &book)
 
ONIXS_CMEMDH_EXPORTED void toStr (std::string &, const ConsolidatedBook &)
 
std::string toStr (const ConsolidatedBook &book)
 
ONIXS_CMEMDH_EXPORTED void toFormattedStr (std::string &, const ConsolidatedBook &)
 
std::string toFormattedStr (const ConsolidatedBook &book)
 
ONIXS_CMEMDH_EXPORTED void consolidate (ConsolidatedBook &, const DirectBook &, const ImpliedBook &)