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OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
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OnixS C++ CME Market Data Handler
4.8.0.10
API documentation
|
| CAggressorSide | AggressorSide type |
| ►CBaseBookManagement< BboTracking > | |
| ►CBaseBookManagement< DirectBboTracking > | |
| ►CBaseBookManagement< ImpliedBboTracking > | |
| ►CBaseBookManagement< MboBboTracking > | |
| CBboThreshold | Defines tracking attributes for a particular BBO parameter |
| CBids | Tag class for accessing bids in templates |
| CBinaryFields< Block, BlockSize > | |
| ►CBinaryFields< BinaryGroupEntry< BodySizeType >, BodySizeType > | |
| ►CBinaryFields< BinaryGroupEntry< GroupSize8Byte::BlockLength >, GroupSize8Byte::BlockLength > | |
| ►CBinaryFields< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength > | |
| ►CBinaryFields< BinaryMessage, MessageSize > | |
| CBinaryGroup< EntryType, DimensionType, GroupSizeType > | Encapsulates operations over SBE-encoded repeating group |
| CBinaryGroupList< BinarySize > | |
| 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< Book > | Exposes details of book maintenance failure |
| CBookUpdateNotification | Defines book update notification strategies |
| CConsolidatedPriceLevel | |
| CDecimal | A real number with floating exponent |
| CTradeOrderIds::Details | Stores information on order id and other details |
| 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< Layout > | Collection of parameters common for all types of feeds |
| ►CFeedSettingsBase< RealtimeFeedLayout::Enum > | |
| ►CFeedSettingsBase< RecoveryFeedLayout::Enum > | |
| CFileLoggerListener | Collection of events raised by FileLogger during its life time |
| CFileLoggerSettings | Base parameters affecting synchronous logging services |
| CFixedPointDecimal< MantissaType, ExponentType > | |
| 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 |
| CIncrementalRefreshBookCombinedEntry< Order, Price > | |
| CInitializationSettings | Collection of attributes for one-time initialization |
| CInstAttribValue | InstAttribValue type |
| CInstrumentSelection | |
| CIntegralConstant< Type, Constant > | Integral constant |
| CIssue | |
| CIssueArgs | |
| CBinaryGroup< EntryType, DimensionType, GroupSizeType >::Iterator | |
| CJoinRecoveryOptions | |
| CLegSide | LegSide type |
| CLocalWatch | Local watch |
| CLogCategory | Categories for information being logged |
| CLogEntry | Abstraction of log entry in logging services |
| ►CLogEvent | |
| ►CLogger | Abstraction of logger |
| CLogSeverity | Defines severity levels for log entries |
| CMarketDataListener | |
| CMarketRecoveryOptions | Defines market state recovery options |
| CMatchEventIndicator | MatchEventIndicator type |
| CMaturityMonthYear | |
| CMboBboTracking | Defines tracking for BBO in MBO books |
| ►CMboBookBase | |
| CMbpBook< EntryType, DepthType > | |
| CMbpBookFactory< PriceLevelType, DepthType > | Serves as a factory for book of given type |
| CMemoryPool | |
| CMemoryPoolAllocator< Object > | |
| CMemoryPoolSettings | |
| CMessageArgs< MessageType > | |
| CMessageHeader | Template ID and length of message root |
| CMessageTracing | Defines how SBE messages are traced |
| CMonth | Identifies months in year |
| 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 |
| CNullDecimal9 | Null values definition for optional Decimal9 field |
| CNullDecimalQty | Null values definition for optional DecimalQty field |
| 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 |
| CRealtimeFeedLayout | |
| CMemoryPoolAllocator< Object >::rebind< Other > | |
| CRecoveryCompletionArgs | Gathers information about the recovery completion |
| CRecoveryCompletionStatus | Collection of statuses of recovery completion |
| CRecoveryFeedLayout | |
| CReplaySettings | Defines parameters which affect logs replay |
| CSchemaTraits | Attributes of SBE message schema |
| CSecurity | Attributes associated with security |
| CSecurityDataArgs< Container, Data > | |
| ►CSecurityDataArgs< Summary, Data > | |
| CSecurityListener | Callbacks invoked by Handler to expose market data entities |
| CSecurityTradingEvent | SecurityTradingEvent type |
| CSecurityTradingStatus | SecurityTradingStatus type |
| CSecurityUpdateAction | SecurityUpdateAction type |
| ►CSessionSettings | |
| CSettlPriceType | SettlPriceType type |
| 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< Key > | |
| CTinySet< CpuIndex > | |
| CTinySet< SecurityId > | |
| CTinyStrSet | |
| CTinyStrSetIterator | Implements iterator for TinyStrSet class |
| CTradeOrderIds | |
| CTradeProcessing | Defines different ways trades are processed |
| CUpdateAction | MDUpdateAction type |
| CUtcWatch | |
| CVectorOverArray< ItemType, SizeType > | |
| CVectorOverArray< Entry, Depth > | |
| CVersion | |
| CWatchService | Abstract watch service |