OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
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Entries :
ChannelReset4
,
IncrementalRefreshBook32
,
IncrementalRefreshBook46
,
IncrementalRefreshDailyStatistics33
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding34
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook43
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics35
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshTradeSummary42
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshVolume37
,
MboBook
,
MbpBook< EntryType, DepthType >
,
SnapshotFullRefresh38
,
SnapshotFullRefresh52
,
SnapshotFullRefreshOrderBook44
,
SnapshotFullRefreshOrderBook53
Entry :
BinaryGroup< EntryType, DimensionType, GroupSizeType >
,
BinaryGroup< EntryType, DimensionType, GroupSizeType >::Iterator
,
MboBook
,
MbpBook< EntryType, DepthType >
,
MbpBookFactory< PriceLevelType, DepthType >
,
SecurityDataArgs< Container, Data >
,
TradeSummaryArgs< Summary, Data >
EntryIterator :
MboBook
,
MbpBook< EntryType, DepthType >
EntrySize :
BinaryGroup< EntryType, DimensionType, GroupSizeType >
Events :
InstrumentDefinitionFuture27
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption41
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread29
,
InstrumentDefinitionSpread56
Exponent :
Decimal
,
FixedPointDecimal< MantissaType, ExponentType >
