OnixS C++ CME Market Data Handler
2.56.0.0
Main Page
Modules
Classes
Class List
Class Index
Class Hierarchy
Class Members
OnixS
CME
MarketData
ConsolidatedBook
ConsolidatedBook Member List
This is the complete list of members for
ConsolidatedBook
, including all inherited members.
asks
() const
BookBase< PriceLevelType >
inline
asks
()
BookBase< PriceLevelType >
inline
bids
() const
BookBase< PriceLevelType >
inline
bids
()
BookBase< PriceLevelType >
inline
BookBase
(SecurityId id, MarketDepth depth, const EditablePriceLevelsRef &bids, const EditablePriceLevelsRef &asks)
BookBase< PriceLevelType >
inline
protected
brief
() const
ConsolidatedBook
inline
brief
(std::string &) const
ConsolidatedBook
ConsolidatedBook
(const DirectBook &, const ImpliedBook &, const EditablePriceLevelsRef &, const EditablePriceLevelsRef &)
ConsolidatedBook
protected
depth
() const
BookBase< PriceLevelType >
inline
depth
(MarketDepth depth)
BookBase< PriceLevelType >
inline
direct
() const
ConsolidatedBook
inline
EditablePriceLevels
typedef
BookBase< PriceLevelType >
EditablePriceLevelsRef
typedef
BookBase< PriceLevelType >
implied
() const
ConsolidatedBook
inline
message
() const
BookBase< PriceLevelType >
inline
message
(const Message &message)
BookBase< PriceLevelType >
inline
PriceLevel
typedef
BookBase< PriceLevelType >
PriceLevelsRef
typedef
BookBase< PriceLevelType >
reset
(BookState bookState)
BookBase< PriceLevelType >
inline
protected
securityId
() const
BookBase< PriceLevelType >
inline
securityId
(SecurityId id)
BookBase< PriceLevelType >
inline
state
() const
BookBase< PriceLevelType >
inline
state
(BookState state)
BookBase< PriceLevelType >
inline
This
typedef
BookBase< PriceLevelType >
toString
() const
ConsolidatedBook
inline
toString
(std::string &) const
ConsolidatedBook
~BookBase
()
BookBase< PriceLevelType >
inline
protected
~ConsolidatedBook
() (defined in
ConsolidatedBook
)
ConsolidatedBook
protected
©
Onix Solutions [OnixS]
. All rights reserved.