OnixS C++ B3 Binary UMDF Market Data Handler 1.10.0
Users' manual and API documentation
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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  ImpliedMarketIndicator
struct  OptPayoutType
struct  ImbalanceCondition
struct  TradeCondition
struct  MatchEventIndicator

Namespaces

namespace  OnixS
namespace  OnixS::B3
namespace  OnixS::B3::MarketData
namespace  OnixS::B3::MarketData::UMDF
namespace  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 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, 0 > NullEntryPositionNo
typedef IntegralConstant< UInt8, 0 > NullMarketSegmentID

Functions

 __attribute__ ((__warn_unused_result__)) inline std