OnixS C++ CME Market Data Handler
2.56.0.0
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OnixS
CME
MarketData
DirectBook
DirectBook Member List
This is the complete list of members for
DirectBook
, 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
DirectBook
inline
brief
(std::string &) const
DirectBook
construct
(MarketDepth)
DirectBook
static
depth
() const
BookBase< PriceLevelType >
inline
depth
(MarketDepth depth)
BookBase< PriceLevelType >
inline
DirectBook
(SecurityId id, unsigned int depth, const EditablePriceLevelsRef &bids, const EditablePriceLevelsRef &asks)
DirectBook
inline
protected
EditablePriceLevels
typedef
BookBase< PriceLevelType >
EditablePriceLevelsRef
typedef
BookBase< PriceLevelType >
message
() const
BookBase< PriceLevelType >
inline
message
(const Message &message)
BookBase< PriceLevelType >
inline
operator delete
(void *block)
DirectBook
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
DirectBook
inline
toString
(std::string &) const
DirectBook
~BookBase
()
BookBase< PriceLevelType >
inline
protected
~DirectBook
()
DirectBook
inline
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