 |
OnixS C++ CME Market Data Handler
2.56.0.0
|
|
OnixS C++ CME Market Data Handler
2.56.0.0
|
Direct order book. More...
Public Member Functions | |
| ~DirectBook () | |
| Disposes allocated resources. | |
| std::string | brief () const |
| Returns brief information on given book. | |
| void | brief (std::string &) const |
| Brief information on given book. | |
| std::string | toString () const |
| String presentation of the book. | |
| void | toString (std::string &) const |
| String presentation of the book. | |
| void | operator delete (void *block) |
| Disposes previously constructed instance. | |
 Public Member Functions inherited from BookBase< PriceLevelType > | |
| SecurityId | securityId () const |
| Unique instrument Id (tag 48) as qualified by the exchange per tag 22-SecurityIDSource. More... | |
| void | securityId (SecurityId id) |
| Updates unique instrument Id. | |
| MarketDepth | depth () const |
| Returns the maximal number of price levels. | |
| void | depth (MarketDepth depth) |
| Updates the maximal number of price levels. | |
| const PriceLevelsRef | bids () const |
| List of descending bid prices for the security. | |
| const PriceLevelsRef | asks () const |
| List of ascending ask prices for the security. | |
| EditablePriceLevels & | asks () |
| List of ascending ask prices for the security. | |
| EditablePriceLevels & | bids () |
| List of descending bid prices for the security. | |
| const Message & | message () const |
| Returns FIX message caused update of the book. | |
| void | message (const Message &message) |
| Associates FIX message applied to the book. | |
| BookState | state () const |
| Indicates current state of book. | |
| void | state (BookState state) |
| Updates state of book. | |
Static Public Member Functions | |
| static DirectBook * | construct (MarketDepth) |
| Constructs book of given capacity. | |
Protected Member Functions | |
| DirectBook (SecurityId id, unsigned int depth, const EditablePriceLevelsRef &bids, const EditablePriceLevelsRef &asks) | |
| Initializes instance as base does. | |
| Protected Member Functions inherited from BookBase< PriceLevelType > | |
| BookBase (SecurityId id, MarketDepth depth, const EditablePriceLevelsRef &bids, const EditablePriceLevelsRef &asks) | |
| Initializes instance with given attributes. More... | |
| ~BookBase () | |
| Cleans everything up. | |
| void | reset (BookState bookState) |
| Wipes out all bids and asks and other data associated with book (like instance of last applied FIX message). More... | |
Additional Inherited Members | |
| Public Types inherited from BookBase< PriceLevelType > | |
| typedef PriceLevelType | PriceLevel |
| Indicates price level data type. | |
|
typedef ArrayRef< const PriceLevel, MarketDepth > | PriceLevelsRef |
| Indicates reference to array of immutable price levels. | |
|
typedef ArrayRef< PriceLevel, MarketDepth > | EditablePriceLevelsRef |
| Indicates reference to array of mutable price levels. | |
|
typedef VectorOverArray < PriceLevel, MarketDepth > | EditablePriceLevels |
| Collection of price levels allowing modifications. | |
| typedef BookBase< PriceLevelType > | This |
| Identifies itself as a type. | |
Direct order book.