Messages.h File Reference

#include <cassert>
#include <stdexcept>
#include <OnixS/B3/MarketData/UMDF/ABI.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Forwards.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Composites.h>
#include <OnixS/B3/MarketData/UMDF/messaging/SbeMessage.h>

Go to the source code of this file.

Classes
struct	SequenceReset_1
struct	Sequence_2
struct	EmptyBook_9
struct	ChannelReset_11
struct	SecurityStatus_3
struct	SecurityGroupPhase_10
struct	SecurityDefinition_12
struct	SecurityDefinition_12::UnderlyingsEntry
struct	SecurityDefinition_12::LegsEntry
struct	SecurityDefinition_12::InstrAttribsEntry
struct	News_5
struct	OpeningPrice_15
struct	TheoreticalOpeningPrice_16
struct	ClosingPrice_17
struct	AuctionImbalance_19
struct	QuantityBand_21
struct	PriceBand_22
struct	HighPrice_24
struct	LowPrice_25
struct	LastTradePrice_27
struct	SettlementPrice_28
struct	OpenInterest_29
struct	SnapshotFullRefresh_Header_30
struct	Order_MBO_50
struct	DeleteOrder_MBO_51
struct	MassDeleteOrders_MBO_52
struct	Trade_53
struct	ForwardTrade_54
struct	ExecutionSummary_55
struct	ExecutionStatistics_56
struct	TradeBust_57
struct	SnapshotFullRefresh_Orders_MBO_71
struct	SnapshotFullRefresh_Orders_MBO_71::Entry

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