OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
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- l -
lastImpliedMsg() :
MatchEventIndicator
lastMsgSeqNumProcessed() :
SnapshotFullRefresh38
,
SnapshotFullRefresh52
,
SnapshotFullRefreshOrderBook44
,
SnapshotFullRefreshOrderBook53
lastQty() :
IncrementalRefreshTradeSummary42::OrderIDEntry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
TradeOrderIds::Details
lastQuoteMsg() :
MatchEventIndicator
lastStatsMsg() :
MatchEventIndicator
lastTradeMsg() :
MatchEventIndicator
lastUpdateTime() :
InstrumentDefinitionFuture27
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption41
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh38
,
SnapshotFullRefresh52
lastVolumeMsg() :
MatchEventIndicator
layout() :
FeedSettingsBase< Layout >
legOptionDelta() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
legPrice() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
legRatioQty() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
legs() :
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
legSecurityId() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
legSecurityIdSource() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
LegsEntry() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
legSide() :
InstrumentDefinitionSpread29::LegsEntry
,
InstrumentDefinitionSpread56::LegsEntry
licenseStore() :
InitializationSettings
LogDebug() :
LogDebug
LogEntry() :
LogEntry
LogError() :
LogError
LogEvent() :
LogEvent
LoggedSessionSettings() :
LoggedSessionSettings
logger() :
Handler
Logger() :
Logger
LogInfo() :
LogInfo
logs() :
ReplaySettings
LogWarning() :
LogWarning
lostPacketWaitTime() :
RealtimeFeedSettings
lotType() :
InstrumentDefinitionFuture27::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionOption41::LotTypeRulesEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionSpread29::LotTypeRulesEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
lotTypeRules() :
InstrumentDefinitionFuture27
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption41
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
LotTypeRulesEntry() :
InstrumentDefinitionFuture27::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionOption41::LotTypeRulesEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionSpread29::LotTypeRulesEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
lowLimitPrice() :
IncrementalRefreshLimitsBanding34::Entry
,
IncrementalRefreshLimitsBanding50::Entry
,
InstrumentDefinitionFuture27
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption41
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh38
,
SnapshotFullRefresh52