OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
Class Index
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  A  
GroupSize (OnixS::CME::MDH)   NetFeed (OnixS::CME::MDH)   
GroupSize8Byte (OnixS::CME::MDH)   NetFeedConnection (OnixS::CME::MDH)   
AccurateLateJoinMboSession (OnixS::CME::MDH)   GroupSizeEncoding (OnixS::CME::MDH)   NetFeedRole (OnixS::CME::MDH)   
AccurateLateJoinMbpSession (OnixS::CME::MDH)   
  H  
NetFeedType (OnixS::CME::MDH)   
AccurateLateJoinSession (OnixS::CME::MDH)   NetPacket (OnixS::CME::MDH)   
AccuratePreopeningMboSession (OnixS::CME::MDH)   HaltReason (OnixS::CME::MDH)   NullDecimal9 (OnixS::CME::MDH)   
AccuratePreopeningMbpSession (OnixS::CME::MDH)   Handler (OnixS::CME::MDH)   NullDecimalQty (OnixS::CME::MDH)   
AccuratePreopeningSession (OnixS::CME::MDH)   HandlerDebugLoggingSettings (OnixS::CME::MDH)   NullLogger (OnixS::CME::MDH)   
AdminHeartbeat12 (OnixS::CME::MDH)   HandlerListener (OnixS::CME::MDH)   NullMaturityMonthYear (OnixS::CME::MDH)   
AdminLogin15 (OnixS::CME::MDH)   HandlerSettings (OnixS::CME::MDH)   NullPRICE (OnixS::CME::MDH)   
AdminLogout16 (OnixS::CME::MDH)   
  I  
NullPRICE9 (OnixS::CME::MDH)   
AggressorSide (OnixS::CME::MDH)   
  O  
AnyDepthBookManagement (OnixS::CME::MDH)   ImpliedBboTracking (OnixS::CME::MDH)   
  B  
ImpliedPriceLevel (OnixS::CME::MDH)   Offers (OnixS::CME::MDH)   
IncrementalRefreshBook32 (OnixS::CME::MDH)   OpenCloseSettlFlag (OnixS::CME::MDH)   
BaseBookManagement (OnixS::CME::MDH)   IncrementalRefreshBook46 (OnixS::CME::MDH)   Order (OnixS::CME::MDH)   
BboThreshold (OnixS::CME::MDH)   IncrementalRefreshBookCombinedEntry (OnixS::CME::MDH)   IncrementalRefreshTradeSummary48::OrderIDEntry (OnixS::CME::MDH)   
Bids (OnixS::CME::MDH)   IncrementalRefreshDailyStatistics33 (OnixS::CME::MDH)   IncrementalRefreshBook46::OrderIDEntry (OnixS::CME::MDH)   
BinaryFields (OnixS::CME::MDH)   IncrementalRefreshDailyStatistics49 (OnixS::CME::MDH)   IncrementalRefreshTradeSummary42::OrderIDEntry (OnixS::CME::MDH)   
BinaryGroup (OnixS::CME::MDH)   IncrementalRefreshLimitsBanding34 (OnixS::CME::MDH)   IncrementalRefreshBook32::OrderIDEntry (OnixS::CME::MDH)   
BinaryGroupEntry (OnixS::CME::MDH)   IncrementalRefreshLimitsBanding50 (OnixS::CME::MDH)   OrderTraits (OnixS::CME::MDH)   
BinaryGroupList (OnixS::CME::MDH)   IncrementalRefreshOrderBook43 (OnixS::CME::MDH)   OrderUpdateAction (OnixS::CME::MDH)   
BinaryMessage (OnixS::CME::MDH)   IncrementalRefreshOrderBook47 (OnixS::CME::MDH)   
  P  
BinaryMessageIterator (OnixS::CME::MDH)   IncrementalRefreshSessionStatistics35 (OnixS::CME::MDH)   
BinaryMessages (OnixS::CME::MDH)   IncrementalRefreshSessionStatistics51 (OnixS::CME::MDH)   Packet (OnixS::CME::MDH)   
BookManagement (OnixS::CME::MDH)   IncrementalRefreshTradeSummary42 (OnixS::CME::MDH)   PutOrCall (OnixS::CME::MDH)   
BookState (OnixS::CME::MDH)   IncrementalRefreshTradeSummary48 (OnixS::CME::MDH)   
  Q  
BookUpdateErrorArgs (OnixS::CME::MDH)   IncrementalRefreshVolume37 (OnixS::CME::MDH)   
BookUpdateNotification (OnixS::CME::MDH)   InitializationSettings (OnixS::CME::MDH)   QuoteRequest39 (OnixS::CME::MDH)   
  C  
InstrumentDefinitionOption41::InstAttribEntry (OnixS::CME::MDH)   
  R  
InstrumentDefinitionFuture54::InstAttribEntry (OnixS::CME::MDH)   
ChannelReset4 (OnixS::CME::MDH)   InstrumentDefinitionSpread56::InstAttribEntry (OnixS::CME::MDH)   RealtimeFeedLayout (OnixS::CME::MDH)   
ConsolidatedPriceLevel (OnixS::CME::MDH)   InstrumentDefinitionOption55::InstAttribEntry (OnixS::CME::MDH)   RealtimeFeedSettings (OnixS::CME::MDH)   
  D  
InstrumentDefinitionFuture27::InstAttribEntry (OnixS::CME::MDH)   RecoveryCompletionArgs (OnixS::CME::MDH)   
InstrumentDefinitionSpread29::InstAttribEntry (OnixS::CME::MDH)   RecoveryCompletionStatus (OnixS::CME::MDH)   
Decimal (OnixS::CME::MDH)   InstAttribValue (OnixS::CME::MDH)   RecoveryFeedLayout (OnixS::CME::MDH)   
TradeOrderIds::Details (OnixS::CME::MDH)   InstrumentDefinitionFuture27 (OnixS::CME::MDH)   RecoveryFeedSettings (OnixS::CME::MDH)   
DirectBboTracking (OnixS::CME::MDH)   InstrumentDefinitionFuture54 (OnixS::CME::MDH)   InstrumentDefinitionOption41::RelatedInstrumentsEntry (OnixS::CME::MDH)   
DirectPriceLevel (OnixS::CME::MDH)   InstrumentDefinitionOption41 (OnixS::CME::MDH)   InstrumentDefinitionOption55::RelatedInstrumentsEntry (OnixS::CME::MDH)   
  E  
InstrumentDefinitionOption55 (OnixS::CME::MDH)   QuoteRequest39::RelatedSymEntry (OnixS::CME::MDH)   
InstrumentDefinitionSpread29 (OnixS::CME::MDH)   ReplaySettings (OnixS::CME::MDH)   
IncrementalRefreshTradeSummary42::Entry (OnixS::CME::MDH)   InstrumentDefinitionSpread56 (OnixS::CME::MDH)   
  S  
IncrementalRefreshOrderBook43::Entry (OnixS::CME::MDH)   InstrumentSelection (OnixS::CME::MDH)   
SnapshotFullRefreshOrderBook44::Entry (OnixS::CME::MDH)   IntegralConstant (OnixS::CME::MDH)   SchemaTraits (OnixS::CME::MDH)   
ChannelReset4::Entry (OnixS::CME::MDH)   Issue (OnixS::CME::MDH)   Security (OnixS::CME::MDH)   
IncrementalRefreshBook46::Entry (OnixS::CME::MDH)   IssueArgs (OnixS::CME::MDH)   SecurityDataArgs (OnixS::CME::MDH)   
IncrementalRefreshDailyStatistics49::Entry (OnixS::CME::MDH)   BinaryGroup::Iterator (OnixS::CME::MDH)   SecurityListener (OnixS::CME::MDH)   
IncrementalRefreshLimitsBanding50::Entry (OnixS::CME::MDH)   
  J  
SecurityStatus30 (OnixS::CME::MDH)   
IncrementalRefreshSessionStatistics51::Entry (OnixS::CME::MDH)   SecurityTradingEvent (OnixS::CME::MDH)   
IncrementalRefreshVolume37::Entry (OnixS::CME::MDH)   JoinRecoveryOptions (OnixS::CME::MDH)   SecurityTradingStatus (OnixS::CME::MDH)   
SnapshotFullRefresh52::Entry (OnixS::CME::MDH)   
  L  
SecurityUpdateAction (OnixS::CME::MDH)   
IncrementalRefreshTradeSummary48::Entry (OnixS::CME::MDH)   SessionSettings (OnixS::CME::MDH)   
IncrementalRefreshOrderBook47::Entry (OnixS::CME::MDH)   InstrumentDefinitionSpread56::LegsEntry (OnixS::CME::MDH)   SettlPriceType (OnixS::CME::MDH)   
SnapshotFullRefreshOrderBook53::Entry (OnixS::CME::MDH)   InstrumentDefinitionSpread29::LegsEntry (OnixS::CME::MDH)   SnapshotFullRefresh38 (OnixS::CME::MDH)   
IncrementalRefreshBook32::Entry (OnixS::CME::MDH)   LegSide (OnixS::CME::MDH)   SnapshotFullRefresh52 (OnixS::CME::MDH)   
IncrementalRefreshDailyStatistics33::Entry (OnixS::CME::MDH)   LocalWatch (OnixS::CME::MDH)   SnapshotFullRefreshOrderBook44 (OnixS::CME::MDH)   
IncrementalRefreshLimitsBanding34::Entry (OnixS::CME::MDH)   LogCategory (OnixS::CME::MDH)   SnapshotFullRefreshOrderBook53 (OnixS::CME::MDH)   
IncrementalRefreshSessionStatistics35::Entry (OnixS::CME::MDH)   LogDebug (OnixS::CME::MDH)   StrRef (OnixS::CME::MDH)   
SnapshotFullRefresh38::Entry (OnixS::CME::MDH)   LogEntry (OnixS::CME::MDH)   
  T  
EntryType (OnixS::CME::MDH)   LogError (OnixS::CME::MDH)   
EntryTypeBook (OnixS::CME::MDH)   LogEvent (OnixS::CME::MDH)   TcpRecoveryService (OnixS::CME::MDH)   
EntryTypeDailyStatistics (OnixS::CME::MDH)   LoggedSessionSettings (OnixS::CME::MDH)   TcpRecoverySettings (OnixS::CME::MDH)   
EntryTypeStatistics (OnixS::CME::MDH)   Logger (OnixS::CME::MDH)   ThreadAffinity (OnixS::CME::MDH)   
InstrumentDefinitionOption41::EventsEntry (OnixS::CME::MDH)   LogInfo (OnixS::CME::MDH)   TimeSpan (OnixS::CME::MDH)   
InstrumentDefinitionFuture54::EventsEntry (OnixS::CME::MDH)   LogSeverity (OnixS::CME::MDH)   TimeSpanFormat (OnixS::CME::MDH)   
InstrumentDefinitionSpread56::EventsEntry (OnixS::CME::MDH)   LogWarning (OnixS::CME::MDH)   Timestamp (OnixS::CME::MDH)   
InstrumentDefinitionOption55::EventsEntry (OnixS::CME::MDH)   InstrumentDefinitionFuture54::LotTypeRulesEntry (OnixS::CME::MDH)   TimestampFormat (OnixS::CME::MDH)   
InstrumentDefinitionFuture27::EventsEntry (OnixS::CME::MDH)   InstrumentDefinitionOption55::LotTypeRulesEntry (OnixS::CME::MDH)   TimeTraits (OnixS::CME::MDH)   
InstrumentDefinitionSpread29::EventsEntry (OnixS::CME::MDH)   InstrumentDefinitionSpread56::LotTypeRulesEntry (OnixS::CME::MDH)   TinySet (OnixS::CME::MDH)   
EventType (OnixS::CME::MDH)   InstrumentDefinitionOption41::LotTypeRulesEntry (OnixS::CME::MDH)   TinyStrSet (OnixS::CME::MDH)   
  F  
InstrumentDefinitionFuture27::LotTypeRulesEntry (OnixS::CME::MDH)   TinyStrSetIterator (OnixS::CME::MDH)   
InstrumentDefinitionSpread29::LotTypeRulesEntry (OnixS::CME::MDH)   TradeOrderIds (OnixS::CME::MDH)   
FeedEngine (OnixS::CME::MDH)   
  M  
TradeProcessing (OnixS::CME::MDH)   
FeedEngineListener (OnixS::CME::MDH)   TradeSummaryArgs (OnixS::CME::MDH)   
FeedEngineSettings (OnixS::CME::MDH)   MarketDataListener (OnixS::CME::MDH)   
  U  
FeedEngineThreadIdle (OnixS::CME::MDH)   MarketRecoveryOptions (OnixS::CME::MDH)   
FeedListener (OnixS::CME::MDH)   MatchEventIndicator (OnixS::CME::MDH)   InstrumentDefinitionOption41::UnderlyingsEntry (OnixS::CME::MDH)   
FeedSettings (OnixS::CME::MDH)   MaturityMonthYear (OnixS::CME::MDH)   InstrumentDefinitionOption55::UnderlyingsEntry (OnixS::CME::MDH)   
FeedSettingsBase (OnixS::CME::MDH)   MboBboTracking (OnixS::CME::MDH)   UpdateAction (OnixS::CME::MDH)   
InstrumentDefinitionOption41::FeedTypesEntry (OnixS::CME::MDH)   MboBook (OnixS::CME::MDH)   UtcWatch (OnixS::CME::MDH)   
InstrumentDefinitionFuture54::FeedTypesEntry (OnixS::CME::MDH)   MboBookBase (OnixS::CME::MDH)   
  V  
InstrumentDefinitionSpread56::FeedTypesEntry (OnixS::CME::MDH)   MbpBook (OnixS::CME::MDH)   
InstrumentDefinitionOption55::FeedTypesEntry (OnixS::CME::MDH)   MbpBookFactory (OnixS::CME::MDH)   VectorOverArray (OnixS::CME::MDH)   
InstrumentDefinitionFuture27::FeedTypesEntry (OnixS::CME::MDH)   MemoryPool (OnixS::CME::MDH)   Version (OnixS::CME::MDH)   
InstrumentDefinitionSpread29::FeedTypesEntry (OnixS::CME::MDH)   MemoryPoolAllocator (OnixS::CME::MDH)   
  W  
FileLogger (OnixS::CME::MDH)   MemoryPoolSettings (OnixS::CME::MDH)   
FileLoggerListener (OnixS::CME::MDH)   MessageArgs (OnixS::CME::MDH)   WatchService (OnixS::CME::MDH)   
FileLoggerSettings (OnixS::CME::MDH)   MessageHeader (OnixS::CME::MDH)   
  r  
FixedDepthBookManagement (OnixS::CME::MDH)   MessageTracing (OnixS::CME::MDH)   
FixedPointDecimal (OnixS::CME::MDH)   Month (OnixS::CME::MDH)   MemoryPoolAllocator::rebind (OnixS::CME::MDH)   
  G  
  N  
GapAndErrorHandlingOptions (OnixS::CME::MDH)   NaturalRefreshSession (OnixS::CME::MDH)   
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