OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
Home
Contents
Namespaces
Classes
Files
Class List
Class Index
Class Hierarchy
Class Members
All
Functions
Variables
Typedefs
Enumerations
Enumerator
Related Functions
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
q
r
s
t
u
w
y
- a -
A :
NetFeedRole
Activation :
EventType
Add :
SecurityUpdateAction
April :
Month
August :
Month
- b -
B :
NetFeedRole
Bid :
EntryType
,
EntryTypeBook
BookReset :
EntryType
,
EntryTypeBook
BothFeedsWithArbitrage :
RealtimeFeedLayout
BothMboAndMbp :
MarketRecoveryOptions
Buy :
AggressorSide
BuySide :
LegSide
- c -
Call :
PutOrCall
Change :
UpdateAction
ClearedVolume :
EntryType
,
EntryTypeDailyStatistics
Close :
SecurityTradingStatus
ConnectionFailure :
Issue
Constructed :
BookState
ContinueProcessing :
GapAndErrorHandlingOptions
Cross :
SecurityTradingStatus
- d -
DailyOpenPrice :
OpenCloseSettlFlag
DataWaitTimeout :
FeedEngineThreadIdle
Debug :
LogCategory
,
LogSeverity
December :
Month
Delete :
OrderUpdateAction
,
SecurityUpdateAction
,
UpdateAction
DeleteFrom :
UpdateAction
DeleteThru :
UpdateAction
Disabled :
JoinRecoveryOptions
,
MessageTracing
- e -
ElectronicVolume :
EntryType
Error :
LogCategory
- f -
Failed :
RecoveryCompletionStatus
February :
Month
FeedAOnly :
RealtimeFeedLayout
,
RecoveryFeedLayout
FeedAWithFailoverToFeedB :
RealtimeFeedLayout
,
RecoveryFeedLayout
FeedBOnly :
RealtimeFeedLayout
,
RecoveryFeedLayout
FeedBWithFailoverToFeedA :
RealtimeFeedLayout
,
RecoveryFeedLayout
FixFormat :
MessageTracing
FixingPrice :
EntryType
,
EntryTypeDailyStatistics
- g -
GroupSchedule :
HaltReason
- h -
HHMMSS :
TimeSpanFormat
HHMMSSmsec :
TimeSpanFormat
HighestBid :
EntryTypeStatistics
HighTrade :
EntryTypeStatistics
Historical :
NetFeedType
- i -
ImpliedBid :
EntryType
,
EntryTypeBook
ImpliedMatchingOFF :
SecurityTradingEvent
ImpliedMatchingON :
SecurityTradingEvent
ImpliedOffer :
EntryType
,
EntryTypeBook
Important :
LogSeverity
Incomplete :
RecoveryCompletionStatus
Incremental :
NetFeedType
IndicativeOpeningPrice :
OpenCloseSettlFlag
Info :
LogCategory
Instrument :
NetFeedType
InstrumentActivation :
HaltReason
InstrumentCache :
NetFeedType
InstrumentExpiration :
HaltReason
Instruments :
JoinRecoveryOptions
InstrumentsAndMarketState :
JoinRecoveryOptions
- j -
January :
Month
July :
Month
June :
Month
- l -
LastEligibleTradeDate :
EventType
Latest :
BookState
LowestOffer :
EntryTypeStatistics
LowTrade :
EntryTypeStatistics
- m -
March :
Month
MarketEvent :
HaltReason
May :
Month
MboOnly :
MarketRecoveryOptions
MboSnapshot :
NetFeedType
MbpOnly :
MarketRecoveryOptions
Modify :
SecurityUpdateAction
- n -
NaturallyRefreshed :
BookState
New :
OrderUpdateAction
,
UpdateAction
NewPriceIndication :
SecurityTradingStatus
NoAggressor :
AggressorSide
NoCancel :
SecurityTradingEvent
NoChange :
SecurityTradingStatus
NoEvent :
SecurityTradingEvent
NotAvailableForTrading :
SecurityTradingStatus
November :
Month
- o -
October :
Month
Offer :
EntryType
,
EntryTypeBook
OnEndOfEvent :
BookUpdateNotification
OnSecurityChange :
BookUpdateNotification
OpenInterest :
EntryType
,
EntryTypeDailyStatistics
OpenPrice :
EntryType
,
EntryTypeStatistics
OperationFailure :
Issue
OrderDetails :
TradeProcessing
Overlay :
UpdateAction
- p -
PostClose :
SecurityTradingStatus
PreCross :
SecurityTradingStatus
PreOpen :
SecurityTradingStatus
ProcessingFailure :
Issue
Put :
PutOrCall
- q -
QueueOverflow :
Issue
- r -
ReadyToTrade :
SecurityTradingStatus
ReceiveFailure :
Issue
ReceiveTimeout :
Issue
RecoverInstrumentsAndMarketState :
GapAndErrorHandlingOptions
RecoverMarketState :
GapAndErrorHandlingOptions
RecoveryInProcess :
HaltReason
ReducedCapacity :
Issue
Redundant :
FeedEngineThreadIdle
Regular :
LogSeverity
ReplayFailure :
Issue
ResetStatistics :
SecurityTradingEvent
- s -
SbeFormat :
MessageTracing
SDHHMMSSnsec :
TimeSpanFormat
Sell :
AggressorSide
SellSide :
LegSide
September :
Month
SequenceError :
Issue
SessionHighBid :
EntryType
SessionLowOffer :
EntryType
SettlementPrice :
EntryType
,
EntryTypeDailyStatistics
Size :
FixedPointDecimal< MantissaType, ExponentType >
,
GroupSize8Byte
,
GroupSize
,
GroupSizeEncoding
,
MaturityMonthYear
,
MessageHeader
Snapshot :
NetFeedType
Succeeded :
RecoveryCompletionStatus
SummaryLevel :
TradeProcessing
SurveillanceIntervention :
HaltReason
- t -
TemplateId :
AdminHeartbeat12
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4
,
IncrementalRefreshBook32
,
IncrementalRefreshBook46
,
IncrementalRefreshDailyStatistics33
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding34
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook43
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics35
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshTradeSummary42
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshVolume37
,
InstrumentDefinitionFuture27
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption41
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
,
QuoteRequest39
,
SecurityStatus30
,
SnapshotFullRefresh38
,
SnapshotFullRefresh52
,
SnapshotFullRefreshOrderBook44
,
SnapshotFullRefreshOrderBook53
ThresholdLimitsandPriceBandVariation :
EntryType
Trade :
EntryType
TradingHalt :
SecurityTradingStatus
TradingSessionHighPrice :
EntryType
TradingSessionLowPrice :
EntryType
- u -
Unknown :
HaltReason
UnknownorInvalid :
SecurityTradingStatus
Update :
OrderUpdateAction
- w -
Warning :
LogCategory
- y -
YYYYMMDD :
TimestampFormat
YYYYMMDDHHMMSS :
TimestampFormat
YYYYMMDDHHMMSSmsec :
TimestampFormat
YYYYMMDDHHMMSSnsec :
TimestampFormat