| ArgumentException | Argument value error |
| ArgumentRangeException | Argument value range error |
| BeginningOfFutureOptionsSummary | This message indicates that the beginning and the end of day Future options summaries (message type NB, OnixS::MS::Hsvf::FutureOptionsSummary) are to follow |
| BeginningOfFuturesSummary | This message Indicates that the beginning or the end of day Futures summaries (message type NF, OnixS::MS::Hsvf::FuturesSummary) are to follow |
| BeginningOfOptionsSummary | This message indicates that the beginning and the end of day option summaries (message type N) are to follow |
| BeginningOfStrategySummary | This message indicates that the beginning or the end of day Strategy summaries (message type NS, OnixS::MX::Hsvf::StrategySummary) are to follow |
| Bulletins | Bulletins will be sent throughout the trading day |
| BulletinType | Type of bulletin |
| CallPutCode | Call/Put option code |
| CircuitAssurance | This message is sent out if no messages were send by SAM for more than one minute once the broadcast has started (i.e |
| ConnectionMessage | |
| CurrencyCode | Currency code |
| EndOfSales | The "End of Sales" message will be sent when there is no more trading activity to be transmitted |
| EndOfTransmission | This message will be sent to indicate that the day's transmission is complete |
| ErrorCode | Known (selected) error codes |
| Exception | Basic exception class for this namespace |
| ExchangeID | Exchange identifier ('Q' for Montreal's one) |
| ExchangeTimestamp | Time Stamp of the Exchange |
| ExponentialNumber | Unified representation for all prices, amounts, sizes, volumes, etc |
| FutureOptionsInstrumentKeys | Future options instrument keys |
| FutureOptionsMarketDepth | Future Options Market Depth |
| FutureOptionsQuote | Future options quote |
| FutureOptionsRequestForQuote | Future Options request for quote (RFQ) |
| FutureOptionsSummary | A future options summary is sent following a future option trade cancellation |
| FutureOptionsTrade | Future Options trade |
| FutureOptionsTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| FuturesInstrumentKeys | Futures instrument keys |
| FuturesMarketDepth | Futures Market Depth |
| FuturesQuote | Futures quote |
| FuturesRequestForQuote | Futures request for quote (RFQ) |
| FuturesSummary | A Futures summary is sent following a Futures trade cancellation |
| FuturesTrade | Futures trade |
| FuturesTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| GapSequence | Note: Sequence Number for the 'W' message is the same as the Sequence Number for the first skipped message of an Option Class different from the Option Class requested |
| GroupStatus | This message will be sent when a group of trading instruments enters a new status |
| GroupStatusStrategies | Group status (Strategies) |
| Handler | |
| HandlerSettings | Handler's configuration settings |
| HandlerState | Handler's state |
| HighResolutionTime | Miscellaneous time traits |
| HighResolutionTimeFields | |
| HsvfProtocolVersion | |
| IErrorListener | Defines an interface through which the Handler notifies subscribers about errors occurred while processing messages |
| IExchangeListener | |
| IHandlerStateListener | Defines an interface through which the Handler notifies subscribers about detected changes in his state |
| InvalidDataException | Some invalid data arrived |
| IOrderBookChangeListener | Defines an interface through which the Handler notifies subscribers about detected changes in the order books |
| IOrderBookUpdateListener | Defines an interface through which the Handler notifies subscribers about order book update |
| IWarningListener | Defines an interface through which the Handler notifies subscribers about warnings occurred while processing messages |
| LogLevel | Log level |
| LogSettings | Logging settings |
| MarketDepth | |
| MarketFeedIndicator | Market Feed Indicator |
| MarketFeedIndicator_TypeOfInstrument | Market Feed Indicator (Type of instrument) |
| MarketFeedIndicator_TypeOfUnderlying | Market Feed Indicator (Type of underlying) |
| MarketLevelInfo | Information about single market level as it present in messages other then Strategy kind |
| Message | Message |
| MessageHeader | Message header |
| MessageType | Message type |
| Month | Month enumeration (each one item correspond to appropriate month number) |
| NotImplementedException | Method doesn't implemented |
| NullArgumentException | Null argument value error |
| OperationException | Operation exception |
| OptionInstrumentKeys | Option instrument keys |
| OptionMarker | Markers for options |
| OptionMarkerCurrency | Marker for Options (Currency or type of market) |
| OptionMarkerTypeOfOption | Marker for Options (Type of options) |
| OptionMarketDepth | Option Market Depth |
| OptionQuote | Option quote |
| OptionRequestForQuote | Option request for quote (RFQ) |
| OptionSummary | An option summary message is sent following an option trade cancellation |
| OptionTrade | Option trade |
| OptionTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| OptionType | Type of option |
| OrderBook | Order book |
| OrderBookId | Order book ID |
| PriceIndicator | Price indicator for different conditions |
| PriceLevel | Price Level |
| RatioSign | Buy or sell underlying |
| SecurityType | Security Type |
| Side | Side |
| StatusMarker | Status marker |
| StrategyInstrumentKeys | Strategy instrument keys |
| StrategyLeg | |
| StrategyMarketDepth | Strategy Market Depth |
| StrategyMarketLevelInfo | Information about single market level as it present in 'strategy' kind of messages |
| StrategyQuote | Strategy quote |
| StrategyRequestForQuote | Strategy request for quote (RFQ) |
| StrategySummary | A Strategy summary is sent following a Strategy trade cancellation |
| StrategyTrade | Strategy trade |
| StrategyTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| Tick | |
| TooBigIntegerException | Too big integer exception (used in integer-to-char conversions) |
| UnderlyingInstrumentKeys | Underlying instrument keys message Please note that: * The 'Underlying Instrument Keys' message will be the first messages sent during the day * There is no 'Underlying Summary' message attached to the 'Instrument keys' messages * They should be used to create strategies involving cash/equity legs |
