OnixS C++ B3 Binary UMDF Market Data Handler  1.3.0
API documentation
Fields.h File Reference

Go to the source code of this file.

Classes

struct  MessageType
 
struct  Boolean
 
struct  TimeUnit
 
struct  Side
 
struct  SecurityUpdateAction
 
struct  LotType
 
struct  Product
 
struct  SecurityType
 
struct  ExerciseStyle
 
struct  PutOrCall
 
struct  PriceType
 
struct  SecurityTradingStatus
 
struct  TradingSessionSubID
 
struct  GovernanceIndicator
 
struct  SecurityMatchType
 
struct  AggressorSide
 
struct  TradingSessionID
 
struct  SecurityTradingEvent
 
struct  PriceBandType
 
struct  OpenCloseSettlFlag
 
struct  PriceLimitType
 
struct  PriceBandMidpointPriceType
 
struct  SettlPriceType
 
struct  UnderlyingPxType
 
struct  UpdateAction
 
struct  EntryType
 
struct  NewsSource
 
struct  ApplVerID
 
struct  MultiLegModel
 
struct  MultiLegPriceMethod
 
struct  InstrAttribType
 
struct  InstrAttribValue
 
struct  SecurityIDSource
 
struct  TrdSubType
 
struct  ImbalanceCondition
 
struct  TradeCondition
 
struct  MatchEventIndicator
 

Namespaces

 OnixS
 
 OnixS::B3
 
 OnixS::B3::MarketData
 
 OnixS::B3::MarketData::UMDF
 
 OnixS::B3::MarketData::UMDF::Messaging
 

Typedefs

typedef Int8 Int8
 
typedef Int16 Int16
 
typedef Int32 Int32
 
typedef Int64 Int64
 
typedef UInt8 UInt8
 
typedef UInt16 UInt16
 
typedef UInt32 UInt32
 
typedef UInt64 UInt64
 
typedef Int8 Int8NULL
 
typedef Int16 Int16NULL
 
typedef Int32 Int32NULL
 
typedef Int64 Int64NULL
 
typedef Char CharNULL
 
typedef UInt8 UInt8NULL
 
typedef UInt16 UInt16NULL
 
typedef UInt32 UInt32NULL
 
typedef UInt64 UInt64NULL
 
typedef UInt32 NumberOfTrades
 
typedef Int64 Quantity
 
typedef Int64 QuantityOptional
 
typedef Int64 QuantityVolume
 
typedef Int64 QuantityVolumeOptional
 
typedef UInt32 FirmOptional
 
typedef UInt64 OrderID
 
typedef UInt32 TradeID
 
typedef UInt32 SeqNum
 
typedef IntegralConstant< UInt32, 1 > SeqNum1
 
typedef UInt64 SecurityID
 
typedef UInt64 SecurityIDOptional
 
typedef Char SecurityExchange[4]
 
typedef UInt32 RptSeq
 
typedef UInt64 ClearingHouseID
 
typedef UInt64 NewsID
 
typedef Char Currency[3]
 
typedef UInt16 SettlType
 
typedef UInt16 LocalMktDate
 
typedef UInt16 LocalMktDateOptional
 
typedef Int32 LocalMktDate32
 
typedef Int32 LocalMktDate32Optional
 
typedef UInt32 EntryPositionNo
 
typedef UInt8 MarketSegmentID
 
typedef IntegralConstant< Int8,-128 > NullInt8
 
typedef IntegralConstant< Int16,-32768 > NullInt16
 
typedef IntegralConstant< Int32,-2147483647-1 > NullInt32
 
typedef IntegralConstant< Int64,-9223372036854775807LL-1 > NullInt64
 
typedef IntegralConstant< UInt8, 255 > NullUInt8
 
typedef IntegralConstant< UInt16, 65535 > NullUInt16
 
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
 
typedef IntegralConstant< Int8, 0 > NullInt8NULL
 
typedef IntegralConstant< Int16, 0 > NullInt16NULL
 
typedef IntegralConstant< Int32, 0 > NullInt32NULL
 
typedef IntegralConstant< Int64, 0LL > NullInt64NULL
 
typedef IntegralConstant< Char, 0 > NullCharNULL
 
typedef IntegralConstant< UInt8, 0 > NullUInt8NULL
 
typedef IntegralConstant< UInt16, 0 > NullUInt16NULL
 
typedef IntegralConstant< UInt32, 0 > NullUInt32NULL
 
typedef IntegralConstant< UInt64, 0ULL > NullUInt64NULL
 
typedef IntegralConstant< UInt32, 4294967295 > NullNumberOfTrades
 
typedef IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantity
 
typedef IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantityOptional
 
typedef IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantityVolume
 
typedef IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantityVolumeOptional
 
typedef IntegralConstant< UInt32, 0 > NullFirmOptional
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullOrderID
 
typedef IntegralConstant< UInt32, 4294967295 > NullTradeID
 
typedef IntegralConstant< UInt32, 4294967295 > NullSeqNum
 
typedef IntegralConstant< UInt32, 4294967295 > NullSeqNum1
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullSecurityID
 
typedef IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
 
typedef IntegralConstant< UInt32, 0 > NullRptSeq
 
typedef IntegralConstant< UInt64, 0ULL > NullClearingHouseID
 
typedef IntegralConstant< UInt64, 0ULL > NullNewsID
 
typedef IntegralConstant< UInt16, 65535 > NullSettlType
 
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
 
typedef IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
 
typedef IntegralConstant< Int32,-2147483647-1 > NullLocalMktDate32
 
typedef IntegralConstant< Int32, 0 > NullLocalMktDate32Optional
 
typedef IntegralConstant< UInt32, 4294967295 > NullEntryPositionNo
 
typedef IntegralConstant< UInt8, 0 > NullMarketSegmentID
 

Functions

ONIXS_B3_UMDF_MD_NODISCARD Timestamp localMktDateToTimestamp (LocalMktDate days) throw ()