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OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
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OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
|
#include <OnixS/CME/MDH/MboBook.h>#include <OnixS/CME/MDH/DirectBook.h>#include <OnixS/CME/MDH/ImpliedBook.h>#include <OnixS/CME/MDH/ConsolidatedBook.h>#include <OnixS/CME/MDH/TradeOrderIds.h>#include <OnixS/CME/MDH/MarketDataListener.h>#include <OnixS/CME/MDH/MessageSupplements.h>Go to the source code of this file.
Classes | |
| class | SecurityDataArgs< Container, Data > |
| class | TradeSummaryArgs< Summary, Data > |
| class | BookUpdateErrorArgs< Book > |
| struct | SecurityListener |
Namespaces | |
| OnixS | |
| OnixS::CME | |
| OnixS::CME::MDH | |
Typedefs | |
| typedef TradeSummaryArgs< IncrementalRefreshTradeSummary48 > | TradeSummary48Args |
| typedef TradeSummaryArgs< IncrementalRefreshTradeSummary42 > | TradeSummary42Args |
| typedef SecurityDataArgs< IncrementalRefreshVolume37 > | Volume37Args |
| typedef SecurityDataArgs< IncrementalRefreshOrderBook43 > | MboBook43AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshOrderBook47 > | MboBook47AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshBook32, IncrementalRefreshBook32CombinedEntry > | MboBookCombined32AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry > | MboBookCombined46AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshBook32 > | MbpBook32AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshBook46 > | MbpBook46AtomicUpdateArgs |
| typedef SecurityDataArgs< IncrementalRefreshDailyStatistics33 > | DailyStatistics33Args |
| typedef SecurityDataArgs< IncrementalRefreshDailyStatistics49 > | DailyStatistics49Args |
| typedef SecurityDataArgs< IncrementalRefreshSessionStatistics35 > | SessionStatistics35Args |
| typedef SecurityDataArgs< IncrementalRefreshSessionStatistics51 > | SessionStatistics51Args |
| typedef SecurityDataArgs< IncrementalRefreshLimitsBanding34 > | LimitsAndBanding34Args |
| typedef SecurityDataArgs< IncrementalRefreshLimitsBanding50 > | LimitsAndBanding50Args |
| typedef SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry > | QuoteRequest39RelatedSymArgs |
| typedef SecurityDataArgs< SnapshotFullRefresh38 > | Recovery38EntryArgs |
| typedef SecurityDataArgs< SnapshotFullRefresh52 > | Recovery52EntryArgs |
| typedef SecurityDataArgs< SnapshotFullRefreshOrderBook44 > | MboRecovery44EntryArgs |
| typedef SecurityDataArgs< SnapshotFullRefreshOrderBook53 > | MboRecovery53EntryArgs |
| typedef BookUpdateErrorArgs< MboBook > | MboBookUpdateErrorArgs |
| typedef BookUpdateErrorArgs< DirectBook > | DirectBookUpdateErrorArgs |
| typedef BookUpdateErrorArgs< ImpliedBook > | ImpliedBookUpdateErrorArgs |