OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
Messages.h File Reference
#include <cassert>
#include <stdexcept>
#include <OnixS/CME/MDH/Composites.h>
#include <OnixS/CME/MDH/BinaryMessage.h>

Go to the source code of this file.

Classes

struct  InstrumentDefinitionFuture27
 
struct  InstrumentDefinitionFuture27::EventsEntry
 
struct  InstrumentDefinitionFuture27::FeedTypesEntry
 
struct  InstrumentDefinitionFuture27::InstAttribEntry
 
struct  InstrumentDefinitionFuture27::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread29
 
struct  InstrumentDefinitionSpread29::EventsEntry
 
struct  InstrumentDefinitionSpread29::FeedTypesEntry
 
struct  InstrumentDefinitionSpread29::InstAttribEntry
 
struct  InstrumentDefinitionSpread29::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread29::LegsEntry
 
struct  IncrementalRefreshBook32
 
struct  IncrementalRefreshBook32::Entry
 
struct  IncrementalRefreshBook32::OrderIDEntry
 
struct  IncrementalRefreshDailyStatistics33
 
struct  IncrementalRefreshDailyStatistics33::Entry
 
struct  IncrementalRefreshLimitsBanding34
 
struct  IncrementalRefreshLimitsBanding34::Entry
 
struct  IncrementalRefreshSessionStatistics35
 
struct  IncrementalRefreshSessionStatistics35::Entry
 
struct  SnapshotFullRefresh38
 
struct  SnapshotFullRefresh38::Entry
 
struct  InstrumentDefinitionOption41
 
struct  InstrumentDefinitionOption41::EventsEntry
 
struct  InstrumentDefinitionOption41::FeedTypesEntry
 
struct  InstrumentDefinitionOption41::InstAttribEntry
 
struct  InstrumentDefinitionOption41::LotTypeRulesEntry
 
struct  InstrumentDefinitionOption41::UnderlyingsEntry
 
struct  InstrumentDefinitionOption41::RelatedInstrumentsEntry
 
struct  IncrementalRefreshTradeSummary42
 
struct  IncrementalRefreshTradeSummary42::Entry
 
struct  IncrementalRefreshTradeSummary42::OrderIDEntry
 
struct  IncrementalRefreshOrderBook43
 
struct  IncrementalRefreshOrderBook43::Entry
 
struct  SnapshotFullRefreshOrderBook44
 
struct  SnapshotFullRefreshOrderBook44::Entry
 
struct  ChannelReset4
 
struct  ChannelReset4::Entry
 
struct  AdminHeartbeat12
 
struct  AdminLogin15
 
struct  AdminLogout16
 
struct  InstrumentDefinitionFuture54
 
struct  InstrumentDefinitionFuture54::EventsEntry
 
struct  InstrumentDefinitionFuture54::FeedTypesEntry
 
struct  InstrumentDefinitionFuture54::InstAttribEntry
 
struct  InstrumentDefinitionFuture54::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread56
 
struct  InstrumentDefinitionSpread56::EventsEntry
 
struct  InstrumentDefinitionSpread56::FeedTypesEntry
 
struct  InstrumentDefinitionSpread56::InstAttribEntry
 
struct  InstrumentDefinitionSpread56::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread56::LegsEntry
 
struct  SecurityStatus30
 
struct  IncrementalRefreshBook46
 
struct  IncrementalRefreshBook46::Entry
 
struct  IncrementalRefreshBook46::OrderIDEntry
 
struct  IncrementalRefreshDailyStatistics49
 
struct  IncrementalRefreshDailyStatistics49::Entry
 
struct  IncrementalRefreshLimitsBanding50
 
struct  IncrementalRefreshLimitsBanding50::Entry
 
struct  IncrementalRefreshSessionStatistics51
 
struct  IncrementalRefreshSessionStatistics51::Entry
 
struct  IncrementalRefreshVolume37
 
struct  IncrementalRefreshVolume37::Entry
 
struct  SnapshotFullRefresh52
 
struct  SnapshotFullRefresh52::Entry
 
struct  QuoteRequest39
 
struct  QuoteRequest39::RelatedSymEntry
 
struct  InstrumentDefinitionOption55
 
struct  InstrumentDefinitionOption55::EventsEntry
 
struct  InstrumentDefinitionOption55::FeedTypesEntry
 
struct  InstrumentDefinitionOption55::InstAttribEntry
 
struct  InstrumentDefinitionOption55::LotTypeRulesEntry
 
struct  InstrumentDefinitionOption55::UnderlyingsEntry
 
struct  InstrumentDefinitionOption55::RelatedInstrumentsEntry
 
struct  IncrementalRefreshTradeSummary48
 
struct  IncrementalRefreshTradeSummary48::Entry
 
struct  IncrementalRefreshTradeSummary48::OrderIDEntry
 
struct  IncrementalRefreshOrderBook47
 
struct  IncrementalRefreshOrderBook47::Entry
 
struct  SnapshotFullRefreshOrderBook53
 
struct  SnapshotFullRefreshOrderBook53::Entry
 

Namespaces

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