CAccountType | Type of Account associated with an order |
CAllocNoOrdersType | Indicates how the orders being booked and allocated by an Allocation Instruction |
CAllocReportType | Describes the specific type or purpose of an Allocation Report message |
CAllocStatus | Identifies status of allocation |
CAllocTransType | Identifies allocation transaction type |
CAllocType | Describes the specific type or purpose of an Allocation message |
CBase64Encoding | BASE64 encoding service |
CBidirectionalBusinessHeader | Header used for business messages that can go inbound or outbound |
►CBinaryBlock< Container, BlockLength > | Services to access fields stored in an SBE-encoded block of fixed-length fields |
CSbeFields< Container, BlockLength > | Base services to access fields stored in an SBE-encoded block of memory |
►CBinaryBlock< Messaging::SbeMessage, MessageSize > | |
►CSbeFields< Messaging::SbeMessage, MessageSize > | |
►CSbeMessage | SBE-encoded message |
CAllocationInstruction601 | AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trade to block an issuer position, preventing it to be assigned to an exercise executed by a holder during current session |
CAllocationReport602 | AllocationReport message is as response of AllocationInstruction message |
CBusinessMessageReject206 | BusinessMessageReject message can reject an application-level message which fulfills session level rules but fails the business rules |
CEstablish4 | After negotiation level is complete, the client must send an Establish message to start assigning sequence numbers and also to keep the connection active. Once the connection is established, client can submit orders and quotes |
CEstablishAck5 | The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck message contains next sequence number. At the start of a session, default value is 1 (one) |
CEstablishReject6 | EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason of rejection |
CExecutionReportCancel202 | ExecutionReport - Cancel message is sent in response to Order Cancel Request as well as to report unsolicited cancellation of orders due to: Market Operations or Cancel On Disconnect mechanism |
CExecutionReportForward205 | Execution Report – Forward message is sent with order fills were traded and processed on Matching Engine for Forward exclusively (Termo) |
CExecutionReportModify201 | Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrder messages |
CExecutionReportNew200 | Execution Report - New message is sent in response to a NewOrderSingle or SimpleNewOrder messages, or also from a restated iceberg order |
CExecutionReportReject204 | Execution Report - Reject message notifies the reason a client request was not accepted by Matching Engine |
CExecutionReportTrade203 | Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed on Matching Engine. Also, trade bust included on behalf of B3’s desk |
CNegotiate1 | The client sends the Negotiate message to B3 to initiate a connection. Negotiate is the first message that the client must sent to start the communication between client and gateway through a TCP socket connection |
CNegotiateReject3 | NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client |
CNegotiateResponse2 | The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3 |
CNewOrderCross106 | The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a single party/broker at the same price and quantity |
CNewOrderSingle102 | NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affected by many parameters such as order type and order type qualifier |
CNotApplied8 | NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) or an invalid message format from the client |
COrderCancelReplaceRequest104 | Sent by client system to replace an existing order |
COrderCancelRequest105 | OrderCancelRequest message submits a deletion of an existing order by referencing the original client order id |
COrderMassActionReport702 | OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message |
COrderMassActionRequest701 | OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a defined criteria as per client definition |
CPositionMaintenanceCancelRequest501 | PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client |
CPositionMaintenanceReport503 | PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaintenanceRequest message and is used to confirm that a request has been successfully processed or rejected |
CPositionMaintenanceRequest502 | PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will affect the position. Generally, the holder of the position or clearing organization is a central party but can also be a party providing investment services |
CQuote403 | Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable quoting markets |
CQuoteCancel404 | The QuoteCancel message is used to cancel a previous QuoteRequest message |
CQuoteRequest401 | The Quote Request message is used within the context of this Forward transaction in which two parties have completed a deal outside the Exchange and are initiating the negotiation process to formalize and execute this operation on the Exchange |
CQuoteRequestReject405 | The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or incorrect details to reject QuoteRequest messages for all quoting models |
CQuoteStatusReport402 | The QuoteStatusReport message is to inform the current status of forward acceptance |
CRetransmission13 | Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3 |
CRetransmitReject14 | RetransmitReject message is sent when a RetransmitRequest message is rejected by B3. More details are described in the Message Specification Guidelines document |
CRetransmitRequest12 | RetransmitRequest message is used for client to recover missed messages |
CSecurityDefinitionRequest300 | The SecurityDefinitionRequest message creates a User Defined Spread (UDS) instrument. User-Defined Spreads provide users of the electronic trading platform the ability to create strategies composed by their choice of leg instruments, leg ratio and leg side |
CSecurityDefinitionResponse301 | The SecurityDefinitioresponse message is sent in response to an attempt to create a new security definition |
CSequence9 | Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to client) and Idempotent (client to B3) flows. It is also used as heartbeat |
CSimpleModifyOrder101 | The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity. The client sends the SimpleModifyOrder message to B3 to modify some order values only |
CSimpleNewOrder100 | SimpleNewOrder message submits a simple new order focused on sent only main parameters with low complexity. Used by client to enter a simple order in the system |
CTerminate7 | Terminate message is sent to indicate that the sender is going to disconnect the TCP socket connection |
►CBinaryBlock< SbeGroupEntry< BodySizeType >, BodySizeType > | |
►CSbeFields< SbeGroupEntry< BodySizeType >, BodySizeType > | |
CSbeGroupEntry< BodySizeType > | Operations over a repeating group instance |
►CBinaryBlock< SbeGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength > | |
►CSbeFields< SbeGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength > | |
►CSbeGroupEntry< GroupSizeEncoding::BlockLength > | |
CNewOrderCross106::SidesEntry | Repeating group dimensions |
CPositionMaintenanceReport503::PositionsEntry | Repeating group dimensions |
CQuoteRequest401::SidesEntry | Repeating group dimensions |
CQuoteRequestReject405::SidesEntry | Repeating group dimensions |
CSecurityDefinitionRequest300::LegsEntry | Repeating group dimensions |
CBoolean | Boolean type |
CCancelOnDisconnectType | Criteria used to initiate cancel on disconnect mechanism by the gateway |
CClientAppEncoding | DATA Field |
CClientMessageListener | Client's messages Listener |
CClientSessionMessageListener | Client's session messages Listener |
CCondition | Condition variable - a synchronization objects that allows threads to wait for certain events (conditions) to occur |
CCounterparty | Parameters required to establish the connection with the counterparty |
CCredentialsEncoding | DATA Field |
CCrossedIndicator | Indicates cross order purpose |
CCrossPrioritization | Indicates if one side or the other of a cross order should be prioritized |
CCrossType | Type of cross being submitted to a market |
CCustodianInfo | Custodian information is required for going private offer |
CCxlRejResponseTo | Identifies the type of request that this cancel reject is in response to |
CDayOfWeek | The day of the week |
CSessionSettings::Default | Default session settings |
CDeltaInMillis | Interval time expressed in milliseconds |
CDeskIDEncoding | DATA Field |
CEstablishRejectCode | Identifies the code of reject establishment |
►Cexception | STL class |
►CSessionException | A Session-related exception |
CCannotEstablishLinkException | The telecommunication link cannot be established |
CLinkErrorException | A telecommunication link error is detected |
CProgramIsFinishingException | The program is finishing its execution |
CResponseTimeoutException | A response has not been received during the specified timeout |
►CSbeMessageAttachedExceptionBase | |
CTypedSbeMessageAttachedExceptionBase< MessageType > | |
CUnexpectedMessageTypeException | An unexpected message type is received |
CUnexpectedSequenceNumberException | An unexpected message sequence number is detected |
►CTypedSbeMessageAttachedExceptionBase< Messaging::BusinessMessageReject206 > | |
CBusinessRejectInReplyOnEstablishException | Received the BusinessReject message in reply to the Establish or Negotiate messages |
►CTypedSbeMessageAttachedExceptionBase< Messaging::EstablishReject6 > | |
CEstablishRejectException | The Establish message is rejected by the exchange |
►CTypedSbeMessageAttachedExceptionBase< Messaging::NegotiateReject3 > | |
CNegotiateRejectException | The Negotiate message is rejected by the exchange |
►CTypedSbeMessageAttachedExceptionBase< Messaging::Terminate7 > | |
CTerminateInReplyOnEstablishException | Received the Terminate message in reply to the Establish or Negotiate messages |
CExecRestatementReason | Indicates reason of cancelation, if available |
CExecRestatementReasonValidForMassCancel | Used to communicate event type which triggers mass cancelation |
CExecRestatementReasonValidForSingleCancel | Used to communicate a reason for a solicited cancel |
CExecType | Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled) |
CExecuteUnderlyingTrade | Specifies if a simultaneous trade of the underlying is to be performed |
CFieldsInitPolicy | The policy to create messages with null-initialized optional fields |
CFieldsNoInitPolicy | The policy to create messages without initialized optional fields |
CFixedPointDecimal< MantissaType, ExponentType > | Forward declarations |
CFloatingPointDecimal< MantissaType, ExponentType > | A real number with a floating exponent |
CFlowType | Type of message flow from client to server or from server to client |
►CFutureBase | Base implementation of SharedFuture<T> |
CSharedFuture< T > | Represents a future result of an asynchronous operation - a result that will eventually appear in the Future after the processing is complete |
CFutureGetReturn< T > | |
CFutureGetReturn< void > | |
CFutureStatus | State of a SharedFuture object (similar to std::future_status, |
CGateway | B3 BOE Gateway Emulator |
CGroupSizeEncoding | Repeating group dimensions |
CGuard< Acquirable > | Performs automatic acquisition and release of a synchronization object |
CHasEmptyCredentials< Message > | Assume the credentials filed of the message is empty |
CHasNoVariableFieldsOrGroups< Message > | Assume the message has a constant size |
CInboundBusinessHeader | Header used for inbound business messages |
CIntegralConstant< Type, Constant > | Integral constant |
CInvestorID | Self trade prevention investor identification is composed of the prefix and document |
CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator | An iterator over SBE-encoded group entries |
CSessionSettings::Key | The keys that are used to load settings from the configuration file |
CLocalWatch | Local watch |
CMassActionRejectReason | Reason Order Mass Action Request was rejected |
CMassActionResponse | Specifies the action taken by matching engine when it receives the Order Mass Action Request |
CMassActionScope | Specifies the scope of the action |
CMassActionType | Specifies the type of action requested |
CMemoEncoding | DATA Field |
CMessageBatch< MessageTypeT, MaxMessageSize, MessageInitializer > | The message batch wrapper |
CMessageBatchChecker | |
CMessageBatchCombiner | The class can be used to combine messages with different types to the batch for sending |
CMessageHeader | Message identifiers and length of message root |
CMessageHolder< MessageTypeT, MaxMessageSize, MessageInitializer > | Contains the SimpleOpenFramingHeader, the SBE message, and the data buffer |
CMessagePtr< Message > | Message container |
CMessageType | Defines message type |
CMonth | The months in year |
CFutureBase::moving_init_t | |
CMultiLegReportingType | Used to indicate what an Execution Report represents |
CMutex | Mutex |
CNegotiationRejectCode | Identifies the code of reject negotiation |
CNetworkMessage | A network BOE message |
CNic | Network interface card helpers |
CSbeMessage::NoCheck | |
CSbeMessage::NoFieldsInit | For tagged constructors |
CSbeMessage::NoInit | |
CNullCustodianInfo | Null values definition for optional CustodianInfo field |
CNullInvestorID | Null values definition for optional InvestorID field |
CNullPercentage8Optional | Null values definition for optional Percentage8Optional field |
CNullPrice8Optional | Null values definition for optional Price8Optional field |
CNullPriceOffsetOptional | Null values definition for optional PriceOffsetOptional field |
CNullPriceOptional | Null values definition for optional PriceOptional field |
CInboundBusinessHeader::NullSendingTime | Null values definition for optional SendingTime field |
COutboundBusinessHeader::NullSendingTime | Null values definition for optional SendingTime field |
CBidirectionalBusinessHeader::NullSendingTime | Null values definition for optional SendingTime field |
CNullUTCTimestampNanosOptional | Null values definition for optional UTCTimestampNanosOptional field |
COrderCategory | Defines the type of interest behind a trade i.e |
COrdStatus | Identifies current status of order |
COrdType | Order type |
COutboundBusinessHeader | Header used for outbound business messages |
CPosMaintAction | Maintenance Action to be performed |
CPosMaintStatus | Status of Position Maintenance Request |
CPossResend | Indicates that message may contain information that has been sent under another sequence number |
CPosTransType | Identifies the type of position transaction |
CPosType | Used to identify the type of quantity |
CPriorityAndPolicyTraits | |
CPtrTraits< T > | |
CQuoteCancelType | Identifies the type of quote cancel |
CQuoteStatus | Identifies the status of the quote acknowledgement |
CQuoteStatusResponseTo | Identifies the type of request that a Quote Status Report is in response to |
CReactorType | Network reactor type |
CReceivedDataTimestamp | Represents a timestamp of the received data |
CRetransmitRejectCode | Identifies the code of reject retransmission |
CRoutingInstruction | Indicates additional order instruction |
CSbeGroup< EntryType, DimensionType, GroupSizeType > | SBE-encoded repeating group |
CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length > | Operations over SBE-encoded repeating group entries |
CSbeGroupList< BinarySize > | Groups list |
CSbeVariableLengthFieldList< BinarySize > | Variable-length fields list |
CSchemaTraits | Attributes of SBE message schema |
CSecurityIDSource | Identifies the class of the SecurityID |
CSecurityResponseType | Type of Security Definition message response |
CSecurityTradingStatus | Identifier for the instrument status |
CSelfTradePreventionInstruction | Indicates which order should be canceled due to self-trade prevention |
CSemaphore | Semaphore |
CSeqNumberTraits | |
CSession | A FIXP Session |
CSessionConnectionSettings | Connection-related settings |
CSessionErrorReason | Session Error Reason |
CSessionListener | Session's Listener |
►CSessionReactor | Session's network stack reactor interface |
CTcpDirectStack | A high-level wrapper over the TCPDirect network stack |
CTcpStandardStack | A high-level wrapper over the TCP standard stack |
CSessionSchedule | Session Schedule |
CSessionScheduler | Session Scheduler |
CSessionSchedulerListener | SessionScheduler events notifications |
CSessionSchedulerOptions | Scheduler options |
CSessionSettings | Session settings |
CSessionStateId | Session state ID |
CSessionStorage | Session's storage |
CSessionStorageType | Session Storage Type |
CSessionWarningReason | Session Warning Reason |
CSettlType | Indicates who in the contract has control over evoking settlement |
CHasValueStaticMember< T >::SFINAE< U, U::Value > | |
CHasMantissa< T >::SFINAE< U > | |
CHasExponent< T >::SFINAE< U > | |
CHasSerializeMember< T >::SFINAE< U, noexcept > | |
CHasMemberTraits< T >::SFINAE< U > | |
CSide | Side of order |
CSimpleOpenFramingHeader | Simple Open Framing Header |
CSimpleOrdType | Order type |
CSimpleTimeInForce | Specifies how long the order remains in effect |
CSocketOption | Socket option of the SOL_SOCKET level |
CTcpInfo::TcpCaState | TCP congestion avoidance state |
CTcpDirectAttr | TCPDirect Attributes to pass configuration details (a wrapper around the zf_attr struct) |
CTcpInfo | TCP state information |
CTcpInfo::TcpState | State of the connection |
CTerminationCode | Identifies the code of termination |
CTextEncoding | DATA Field |
CThisThread | Current thread related tasks |
CThreadAffinity | Represents set of CPU indices |
CThreadingModel | Threading model |
CThreadParams | |
CTimeInForce | Specifies how long the order remains in effect |
CTimeOfDay | Time of day |
CTimeSpan | Time interval |
CTimeSpanFormat | Timespan formatting patterns |
CTimestamp | The time point without the time-zone information |
CTimestampFormat | Timestamp formatting patterns |
CTimeTraits | Miscellaneous time characteristics |
CTimeUnit | Unit of time used for measurement |
CTradingSessionID | Identifier for Trading Session |
CTradingSessionSubID | Identifier for the instrument group phase |
CUTCTimestampNanos | UTC timestamp with nanosecond precision |
CUTCTimestampNanosOptional | Optional UTC timestamp with nanosecond precision |
CUtcWatch | |