37 const SequenceReset_1& obj);
67 inline std::string SequenceReset_1::toString()
const 101 std::ostream& stream,
108 return stream << str;
111 inline std::string Sequence_2::toString()
const 145 std::ostream& stream,
152 return stream << str;
155 inline std::string EmptyBook_9::toString()
const 192 std::ostream& stream,
199 return stream << str;
202 inline std::string ChannelReset_11::toString()
const 239 std::ostream& stream,
246 return stream << str;
249 inline std::string SecurityStatus_3::toString()
const 286 std::ostream& stream,
293 return stream << str;
296 inline std::string SecurityGroupPhase_10::toString()
const 333 std::ostream& stream,
340 return stream << str;
343 inline std::string SecurityDefinition_12::toString()
const 379 std::ostream& stream,
386 return stream << str;
413 std::ostream& stream,
420 return stream << str;
447 std::ostream& stream,
454 return stream << str;
479 std::ostream& stream,
486 return stream << str;
489 inline std::string News_5::toString()
const 526 std::ostream& stream,
533 return stream << str;
536 inline std::string OpeningPrice_15::toString()
const 573 std::ostream& stream,
580 return stream << str;
583 inline std::string TheoreticalOpeningPrice_16::toString()
const 620 std::ostream& stream,
627 return stream << str;
630 inline std::string ClosingPrice_17::toString()
const 667 std::ostream& stream,
674 return stream << str;
677 inline std::string AuctionImbalance_19::toString()
const 714 std::ostream& stream,
721 return stream << str;
724 inline std::string QuantityBand_21::toString()
const 758 std::ostream& stream,
765 return stream << str;
768 inline std::string PriceBand_22::toString()
const 802 std::ostream& stream,
809 return stream << str;
812 inline std::string HighPrice_24::toString()
const 846 std::ostream& stream,
853 return stream << str;
856 inline std::string LowPrice_25::toString()
const 893 std::ostream& stream,
900 return stream << str;
903 inline std::string LastTradePrice_27::toString()
const 940 std::ostream& stream,
947 return stream << str;
950 inline std::string SettlementPrice_28::toString()
const 987 std::ostream& stream,
994 return stream << str;
997 inline std::string OpenInterest_29::toString()
const 1034 std::ostream& stream,
1041 return stream << str;
1044 inline std::string SnapshotFullRefresh_Header_30::toString()
const 1046 return toStr(*
this);
1078 std::ostream& stream,
1085 return stream << str;
1088 inline std::string Order_MBO_50::toString()
const 1090 return toStr(*
this);
1125 std::ostream& stream,
1132 return stream << str;
1135 inline std::string DeleteOrder_MBO_51::toString()
const 1137 return toStr(*
this);
1172 std::ostream& stream,
1179 return stream << str;
1182 inline std::string MassDeleteOrders_MBO_52::toString()
const 1184 return toStr(*
this);
1216 std::ostream& stream,
1223 return stream << str;
1226 inline std::string Trade_53::toString()
const 1228 return toStr(*
this);
1263 std::ostream& stream,
1270 return stream << str;
1273 inline std::string ForwardTrade_54::toString()
const 1275 return toStr(*
this);
1310 std::ostream& stream,
1317 return stream << str;
1320 inline std::string ExecutionSummary_55::toString()
const 1322 return toStr(*
this);
1357 std::ostream& stream,
1364 return stream << str;
1367 inline std::string ExecutionStatistics_56::toString()
const 1369 return toStr(*
this);
1401 std::ostream& stream,
1408 return stream << str;
1411 inline std::string TradeBust_57::toString()
const 1413 return toStr(*
this);
1448 std::ostream& stream,
1455 return stream << str;
1458 inline std::string SnapshotFullRefresh_Orders_MBO_71::toString()
const 1460 return toStr(*
this);
1494 std::ostream& stream,
1501 return stream << str;
Trading status for security groups.
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recove...
Conveys market information of B3 market surveillance notifications and news produced by agencies...
Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or ...
Carries the summary information about opening trading session events per market data stream...
Summary information about closing trading sessions per market data stream..
Total number of contracts in a commodity or options market that are still open..
#define ONIXS_B3_UMDF_MD_EXPORTED
Disseminates the creation or modification of a new order..
The lowest price traded for the security in the trading session..
The highest price traded for the security in the trading session..
Market Data Incremental Refresh - Empty Book.
ONIXS_B3_UMDF_MD_API void toFix(std::string &str, const SnapshotFullRefresh_Orders_MBO_71 &obj)
Serializes the object into FIX presentation.
std::ostream & operator<<(std::ostream &stream, const SnapshotFullRefresh_Orders_MBO_71::Entry &obj)
Serializes into a stream.
The latest price traded for the security in the trading session..
Channel Reset (remove all instruments, empty all books and statistics).
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END
Settlement price or the previous day’s adjusted closing price..
Relays execution summary information on one instrument..
std::string toStr(const SnapshotFullRefresh_Orders_MBO_71::Entry &obj)
Serializes into a string.
Relays execution summary statistics information on one instrument..
Disseminates mass deletion of orders..
Disseminates the deletion of a new order..
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
Partial list of orders for the snapshot of a single instrument..
Trading status for instruments.
Relays trade information on one Forward instrument.
Relays trade information on one instrument..
Specifies the number of the application ID occurrences (number of channels).
Sent in incremental, snapshot and instrument list feeds in periods of no activity..
Relays trade bust (trade reversal) information on one instrument..