Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 12345]

▼NOnixS
▼NCME
►NMDH
CAccurateLateJoinMboSession
CAccurateLateJoinMbpSession
CAccurateLateJoinSession
CAccuratePreopeningMboSession
CAccuratePreopeningMbpSession
CAccuratePreopeningSession
CAdminHeartbeat12	AdminHeartbeat
CAdminLogin15	AdminLogin
CAdminLogout16	AdminLogout
CAggressorSide	AggressorSide type
CAnyDepthBookManagement
CBaseBookManagement
CBboThreshold	Defines tracking attributes for a particular BBO parameter
CBids	Tag class for accessing bids in templates
CBinaryFields
►CBinaryGroup	Encapsulates operations over SBE-encoded repeating group
CIterator
CBinaryGroupEntry
CBinaryGroupList
CBinaryMessage	Encapsulates services for manipulating SBE-encoded messages
CBinaryMessageIterator	Iterator over SBE-encoded messages
CBinaryMessages	Collection of encoded messages stored in single packet
CBookManagement	Parameters affecting book management machinery
CBookState	State of order book
CBookUpdateErrorArgs	Exposes details of book maintenance failure
CBookUpdateNotification	Defines book update notification strategies
►CChannelReset4	ChannelReset
CEntry
CConsolidatedPriceLevel
CDecimal	A real number with floating exponent
CDirectBboTracking	Defines tracking for BBO in direct books
CDirectPriceLevel	Encapsulates price level concept
CEntryType	MDEntryType type
CEntryTypeBook	MDEntryTypeBook type
CEntryTypeDailyStatistics	MDEntryTypeDailyStatistics type
CEntryTypeStatistics	MDEntryTypeStatistics type
CEventType	EventType type
CFeedEngine	Manages processing machinery for market data received from feeds
CFeedEngineListener
CFeedEngineSettings	Collection of settings affecting Feed Engine behavior
CFeedEngineThreadIdle	Identifies reasons feed engine threads becomes idle
CFeedListener	Listener for feed-related events
CFeedSettings
CFeedSettingsBase	Collection of parameters common for all types of feeds
CFileLogger
CFileLoggerListener	Collection of events raised by FileLogger during its life time
CFileLoggerSettings	Base parameters affecting synchronous logging services
CFixedDepthBookManagement
CFixedPointDecimal
CGapAndErrorHandlingOptions
CGroupSize
CGroupSize8Byte
CGroupSizeEncoding	Repeating group dimensions
CHaltReason	HaltReason type
CHandler
CHandlerDebugLoggingSettings	Parameters affecting what's logged at a debug level
CHandlerListener	Events raised by Handler while processing market data
CHandlerSettings	Handler's configuration settings
CImpliedBboTracking	Defines tracking for BBO in implied books
CImpliedPriceLevel	Encapsulates price level concept
►CIncrementalRefreshBook32	MDIncrementalRefreshBook
CEntry
COrderIDEntry
►CIncrementalRefreshBook46	MDIncrementalRefreshBook
CEntry
COrderIDEntry
CIncrementalRefreshBookCombinedEntry
►CIncrementalRefreshDailyStatistics33	MDIncrementalRefreshDailyStatistics
CEntry
►CIncrementalRefreshDailyStatistics49	MDIncrementalRefreshDailyStatistics
CEntry
►CIncrementalRefreshLimitsBanding34	MDIncrementalRefreshLimitsBanding
CEntry
►CIncrementalRefreshLimitsBanding50	MDIncrementalRefreshLimitsBanding
CEntry
►CIncrementalRefreshOrderBook43	MDIncrementalRefreshOrderBook
CEntry
►CIncrementalRefreshOrderBook47	MDIncrementalRefreshOrderBook
CEntry
►CIncrementalRefreshSessionStatistics35	MDIncrementalRefreshSessionStatistics
CEntry
►CIncrementalRefreshSessionStatistics51	MDIncrementalRefreshSessionStatistics
CEntry
►CIncrementalRefreshTradeSummary42	MDIncrementalRefreshTradeSummary
CEntry
COrderIDEntry
►CIncrementalRefreshTradeSummary48	MDIncrementalRefreshTradeSummary
CEntry
COrderIDEntry
►CIncrementalRefreshVolume37	MDIncrementalRefreshVolume
CEntry
CInitializationSettings	Collection of attributes for one-time initialization
CInstAttribValue	InstAttribValue type
►CInstrumentDefinitionFuture27	MDInstrumentDefinitionFuture
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLotTypeRulesEntry
►CInstrumentDefinitionFuture54	MDInstrumentDefinitionFuture
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLotTypeRulesEntry
►CInstrumentDefinitionOption41	MDInstrumentDefinitionOption
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLotTypeRulesEntry
CRelatedInstrumentsEntry
CUnderlyingsEntry
►CInstrumentDefinitionOption55	MDInstrumentDefinitionOption
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLotTypeRulesEntry
CRelatedInstrumentsEntry
CUnderlyingsEntry
►CInstrumentDefinitionSpread29	MDInstrumentDefinitionSpread
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLegsEntry
CLotTypeRulesEntry
►CInstrumentDefinitionSpread56	MDInstrumentDefinitionSpread
CEventsEntry
CFeedTypesEntry
CInstAttribEntry
CLegsEntry
CLotTypeRulesEntry
CInstrumentSelection
CIntegralConstant	Integral constant
CIssue
CIssueArgs
CJoinRecoveryOptions
CLegSide	LegSide type
CLocalWatch	Local watch
CLogCategory	Categories for information being logged
CLogDebug	Specializes LogEvent to log debug information
CLogEntry	Abstraction of log entry in logging services
CLogError	Specializes LogEvent to log errors
CLogEvent
CLoggedSessionSettings	Collection of parameters affecting replay of legacy logs
CLogger	Abstraction of logger
CLogInfo	Specializes LogEvent to log informations
CLogSeverity	Defines severity levels for log entries
CLogWarning	Specializes LogEvent to log warnings
CMarketDataListener
CMarketRecoveryOptions	Defines market state recovery options
CMatchEventIndicator	MatchEventIndicator type
CMaturityMonthYear
CMboBboTracking	Defines tracking for BBO in MBO books
CMboBook	Market By Order book
CMboBookBase
CMbpBook
CMbpBookFactory	Serves as a factory for book of given type
CMemoryPool
►CMemoryPoolAllocator
Crebind
CMemoryPoolSettings
CMessageArgs
CMessageHeader	Template ID and length of message root
CMessageTracing	Defines how SBE messages are traced
CMonth	Identifies months in year
CNaturalRefreshSession
CNetFeed	Base attributes of market data feed
CNetFeedConnection	Network feed connection attributes
CNetFeedRole	Feed roles (primary, secondary)
CNetFeedType	Feed types based on type of market data service
CNetPacket
CNullDecimal9	Null values definition for optional Decimal9 field
CNullDecimalQty	Null values definition for optional DecimalQty field
CNullLogger	Implements logging services to put data to nowhere
CNullMaturityMonthYear	Null values definition for optional MaturityMonthYear field
CNullPRICE	Null values definition for optional PRICE field
CNullPRICE9	Null values definition for optional PRICE9 field
COffers	Tag class for accessing offers in templates
COpenCloseSettlFlag	OpenCloseSettlFlag type
COrder	Order as the member of the Market By Order (MBO) book
COrderTraits	Some basic traits for the order
COrderUpdateAction	OrderUpdateAction type
CPacket	Represents CME binary packet containing SBE messages
CPutOrCall	PutOrCall type
►CQuoteRequest39	QuoteRequest
CRelatedSymEntry
CRealtimeFeedLayout
CRealtimeFeedSettings	Collection of parameters affecting real-time feeds behavior
CRecoveryCompletionArgs	Gathers information about the recovery completion
CRecoveryCompletionStatus	Collection of statuses of recovery completion
CRecoveryFeedLayout
CRecoveryFeedSettings	Collection of parameters affecting recovery feeds behavior
CReplaySettings	Defines parameters which affect logs replay
CSchemaTraits	Attributes of SBE message schema
CSecurity	Attributes associated with security
CSecurityDataArgs
CSecurityListener	Callbacks invoked by Handler to expose market data entities
CSecurityStatus30	SecurityStatus
CSecurityTradingEvent	SecurityTradingEvent type
CSecurityTradingStatus	SecurityTradingStatus type
CSecurityUpdateAction	SecurityUpdateAction type
CSessionSettings
CSettlPriceType	SettlPriceType type
►CSnapshotFullRefresh38	SnapshotFullRefresh
CEntry
►CSnapshotFullRefresh52	SnapshotFullRefresh
CEntry
►CSnapshotFullRefreshOrderBook44	SnapshotFullRefreshOrderBook
CEntry
►CSnapshotFullRefreshOrderBook53	SnapshotFullRefreshOrderBook
CEntry
CStrRef	Provides efficient way of accessing text-based FIX field values
CTcpRecoveryService	TCP Recovery Service
CTcpRecoverySettings	TCP recovery service configuration settings
CThreadAffinity	Represents set of CPU indices
CTimeSpan
CTimeSpanFormat	Collection of timespan formatting patterns
CTimestamp	Represents time point without time-zone information
CTimestampFormat	Collection of timestamp formatting patterns
CTimeTraits	Miscellaneous time characteristics
CTinySet
CTinyStrSet
CTinyStrSetIterator	Implements iterator for TinyStrSet class
►CTradeOrderIds
CDetails	Stores information on order id and other details
CTradeProcessing	Defines different ways trades are processed
CTradeSummaryArgs	Attributes of trade summary
CUpdateAction	MDUpdateAction type
CUtcWatch
CVectorOverArray
CVersion
CWatchService	Abstract watch service