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OnixS C++ CME Market Data Handler
2.56.0.0
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OnixS C++ CME Market Data Handler
2.56.0.0
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  AdvancedLogOptions | Additional options to control log information |
| AggressorSides | Known aggressors sides |
| ArrayRef< ItemType, SizeType > | Represents reference to segment of built-in array of items |
| BestBidAskParameters | Identifies which of available in best bid/ask parameters should be tracked for changes |
 BookBase< PriceLevelType > | Base attributes of order book |
| BookChangeBase< PriceLevel > | Order book change |
| BookChangeSides | Book change side |
| BookChangeTypes | Known types of book changes |
| BookSnapshot< BookType > | Book snapshot |
| BookStates | State of order book |
| BookUpdateNotificationStrategies | Defines book update notification strategies |
| ConsolidatedBookUpdateListener | Consolidated order book update listener |
| ConsolidatedPriceLevel | Price level data attributes of bid or ask of consolidated order book |
| ContractMultiplierUnits | Indicates the type of multiplier being applied to the product |
| DaysOfWeek | Identifies day within week |
| Decimal | Decimal type for better precision |
| DirectBookChangeListener | Direct book changes listener is to be used when order books are built by the end-user application |
| DirectBookUpdateListener | Direct order book update listener |
| ErrorListener | Error listener |
| EventTypes | |
| exception | STL class |
| ExpirationCycles | Indicates if the instrument expires at the trading session close, or at a specified last eligible trade date |
| FeedListener | Listener for feed-related events |
| FeedRoles | Feed role attributes |
| FeedSocket | Wrapps operations over feed socket handle |
| FeedTypes | Feed types basing on market data kind |
| FieldSet | Encapsulates primary operations over collection of FIX fields like FIX message and repeating group instance are |
| FieldValueRef | Reference to a read-only FIX field value |
| FilteringTraits | Export/Import template instantiations |
| FlowScheduleTypes | The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract |
| Group | Encapsulates operations over FIX Repeating Group |
| Handler | CME FIX/FAST Market Data Handler |
| HandlerStartupStrategies | Market joining strategies |
| HandlerStateChange | Handler state change |
| HandlerStateChangeListener | Handler state change listener |
| HandlerStates | Available Handler's states |
| ImpliedBestBidAskTrackingOptions | Set of parameters which affect best bid/ask tracking |
| ImpliedBookChangeListener | Implied book changes listener is to be used when order books are built by the end-user application |
| ImpliedBookUpdateListener | Implied order book update listener |
| ImpliedMarketIndicators | Informs the market that an instrument is eligible for implied trading (Implied In & Out) |
| ImpliedPriceLevel | Encapsulates price level concept |
| InitializationSettings | Collection of attributes for one-time initialization |
| FeedRoles::Known | List of known feed roles |
| KnownErrors | List of known errors |
| KnownWarnings | List of known warnings |
| LegSides | Leg sides (buy or sell) |
| less< OnixS::CME::MarketData::String > | Allows using of StringRef in collections like std::map |
| less< OnixS::CME::MarketData::StringRef > | Allows using of StringRef in collections like std::map |
| LogModes | Defines log alternates |
| LotTypes | |
| MarketDepthTraits | Market depth traits |
| MatchAlgorithms | Matching Algorithms |
| MessageProcessingListener | Notifies about the processing of the market data FIX messages |
| MessageStringingFlag | Contains flags which affect FIX message textual presentation |
| Months | Identifies months in year |
| NaturalRefreshOptions | Set of options affecting behavior of the Handler while maintaining order books by natural refresh |
| News | News |
| NewsListener | Listener for the News |
| YearMonth::NoVerify | Suppresses verification |
| Number | Helper class for conversion from string to number |
| PacketsPullingStrategies | Defines strategy of market data processing |
| PendingMarketDataInfo | Statistics on incremental market data processing |
| ReplayListener | Listening interface for log replay-related events |
| ReplayOptions | Defines parameters which affect logs replay |
| SecurityDefinition | Security Definition |
| SecurityDefinitionListener | Security Definition listener |
| SecurityStatus | Security Status |
| SecurityStatusListener | Security Status listener |
| SecurityTradingEvents | Known Security Trading Events |
| SecurityTradingStatuses | Known Security Trading Statuses |
| SettlementPriceTypes | Exposes list of available settlement price types |
| Statistics | Statistics |
| StatisticsListener | Statistics updates listener |
| StatisticsTypes | |
| String | Zero-terminated sequence of characters |
| StringRef | Provides efficient way of accessing text-based FIX field values |
| ThreadAffinity | Represents set of CPU indices |
| ThreadListener | Listener for thread-related events |
| TickDirections | Known tick directions |
| TimeSpan | Represents time interval |
| TimeSpanFormats | Time span formats supported |
| Timestamp | Represents timestamp without time-zone information |
| TimestampFormats | Collection of timestamp formats supported |
| Trade | Trade |
| TradeConditions | Known trade conditions |
| TradeListener | Trade listener |
| TradeUpdateActions | Known trade update actions |
| TypedGroup< Entry > | |
| TypedGroup< Event > | |
| TypedGroup< InstrumentAttribute > | |
| TypedGroup< Leg > | |
| TypedGroup< LotTypeRule > | |
| TypedGroup< Underlying > | |
| UnderlyingProducts | Indicates the product complex |
| VectorOverArray< ItemType, SizeType > | Implements vector-like container over built-in array of fixed size being referenced |
| VectorOverArray< PriceLevel, MarketDepth > | |
| Version | Identifies version of the product |
| Warning | Warning |
| WarningListener | Warning listener |
 YearMonth | Represents month-year pair |
