OnixS C++ B3 Binary UMDF Market Data Handler
1.4.2
API documentation
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A
LoggerSettings
(
OnixS::B3::MarketData::UMDF
)
SbeGroup
(
OnixS::B3::MarketData::UMDF::Messaging
)
LogLevel
(
OnixS::B3::MarketData::UMDF
)
SbeGroupEntries
(
OnixS::B3::MarketData::UMDF::Messaging
)
AggressorSide
(
OnixS::B3::MarketData::UMDF::Messaging
)
LogSettings
(
OnixS::B3::MarketData::UMDF
)
SbeGroupEntry
(
OnixS::B3::MarketData::UMDF::Messaging
)
ApplVerID
(
OnixS::B3::MarketData::UMDF::Messaging
)
LotType
(
OnixS::B3::MarketData::UMDF::Messaging
)
SbeGroupList
(
OnixS::B3::MarketData::UMDF::Messaging
)
ArgumentException
(
OnixS::B3::MarketData::UMDF
)
LowPrice_25
(
OnixS::B3::MarketData::UMDF::Messaging
)
SbeMessage
(
OnixS::B3::MarketData::UMDF::Messaging
)
AuctionImbalance_19
(
OnixS::B3::MarketData::UMDF::Messaging
)
M
SbeVariableLengthFieldList
(
OnixS::B3::MarketData::UMDF::Messaging
)
B
SchemaTraits
(
OnixS::B3::MarketData::UMDF::Messaging
)
MassDeleteOrders_MBO_52
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityDefinition_12
(
OnixS::B3::MarketData::UMDF::Messaging
)
BinaryBlock
(
OnixS::B3::MarketData::UMDF::Messaging
)
MatchEventIndicator
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityGroupPhase_10
(
OnixS::B3::MarketData::UMDF::Messaging
)
Boolean
(
OnixS::B3::MarketData::UMDF::Messaging
)
MaturityMonthYear
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityIDSource
(
OnixS::B3::MarketData::UMDF::Messaging
)
C
MessageHeader
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityMatchType
(
OnixS::B3::MarketData::UMDF::Messaging
)
MessageListener
(
OnixS::B3::MarketData::UMDF
)
SecurityStatus_3
(
OnixS::B3::MarketData::UMDF::Messaging
)
ChannelReset_11
(
OnixS::B3::MarketData::UMDF::Messaging
)
MessageType
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityTradingEvent
(
OnixS::B3::MarketData::UMDF::Messaging
)
ClosingPrice_17
(
OnixS::B3::MarketData::UMDF::Messaging
)
Month
(
OnixS::B3::MarketData::UMDF
)
SecurityTradingStatus
(
OnixS::B3::MarketData::UMDF::Messaging
)
D
MultiLegModel
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityType
(
OnixS::B3::MarketData::UMDF::Messaging
)
MultiLegPriceMethod
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityUpdateAction
(
OnixS::B3::MarketData::UMDF::Messaging
)
DataSource
(
OnixS::B3::MarketData::UMDF
)
N
Semaphore
(
OnixS::B3::MarketData::UMDF::System
)
DeleteOrder_MBO_51
(
OnixS::B3::MarketData::UMDF::Messaging
)
Sequence_2
(
OnixS::B3::MarketData::UMDF::Messaging
)
E
NetFeedEngineProcessResult
(
OnixS::B3::MarketData::UMDF
)
SequenceReset_1
(
OnixS::B3::MarketData::UMDF::Messaging
)
News_5
(
OnixS::B3::MarketData::UMDF::Messaging
)
SettlementPrice_28
(
OnixS::B3::MarketData::UMDF::Messaging
)
EfViFeedEngine
(
OnixS::B3::MarketData::UMDF
)
NewsSource
(
OnixS::B3::MarketData::UMDF::Messaging
)
SettlPriceType
(
OnixS::B3::MarketData::UMDF::Messaging
)
EmptyBook_9
(
OnixS::B3::MarketData::UMDF::Messaging
)
NicWatch
(
OnixS::B3::MarketData::UMDF
)
HasValueStaticMember::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
SnapshotFullRefresh_Orders_MBO_71::Entry
(
OnixS::B3::MarketData::UMDF::Messaging
)
SbeMessage::NoCheck
(
OnixS::B3::MarketData::UMDF::Messaging
)
HasSerializeMember::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
EntryType
(
OnixS::B3::MarketData::UMDF::Messaging
)
SbeMessage::NoFieldsInit
(
OnixS::B3::MarketData::UMDF::Messaging
)
HasMantissa::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
ErrorCode
(
OnixS::B3::MarketData::UMDF
)
SbeMessage::NoInit
(
OnixS::B3::MarketData::UMDF::Messaging
)
HasMemberTraits::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
ErrorListener
(
OnixS::B3::MarketData::UMDF
)
NullableFixedPointDecimal
(
OnixS::B3::MarketData::UMDF::Messaging
)
HasBitsMember::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
Exception
(
OnixS::B3::MarketData::UMDF
)
NullFixed8
(
OnixS::B3::MarketData::UMDF::Messaging
)
HasExponent::SFINAE
(
OnixS::B3::MarketData::UMDF::Messaging::details
)
ExecutionStatistics_56
(
OnixS::B3::MarketData::UMDF::Messaging
)
NullMaturityMonthYear
(
OnixS::B3::MarketData::UMDF::Messaging
)
Side
(
OnixS::B3::MarketData::UMDF::Messaging
)
ExecutionSummary_55
(
OnixS::B3::MarketData::UMDF::Messaging
)
NullPercentage
(
OnixS::B3::MarketData::UMDF::Messaging
)
SnapshotFullRefresh_Header_30
(
OnixS::B3::MarketData::UMDF::Messaging
)
ExerciseStyle
(
OnixS::B3::MarketData::UMDF::Messaging
)
NullPriceOffset8Optional
(
OnixS::B3::MarketData::UMDF::Messaging
)
SnapshotFullRefresh_Orders_MBO_71
(
OnixS::B3::MarketData::UMDF::Messaging
)
F
NullPriceOptional
(
OnixS::B3::MarketData::UMDF::Messaging
)
SocketFeedEngine
(
OnixS::B3::MarketData::UMDF
)
NullRatioQty
(
OnixS::B3::MarketData::UMDF::Messaging
)
StrRef
(
OnixS::B3::MarketData::UMDF::Messaging
)
Feed
(
OnixS::B3::MarketData::UMDF
)
NullUTCTimestampNanos
(
OnixS::B3::MarketData::UMDF::Messaging
)
T
FeedDescriptor
(
OnixS::B3::MarketData::UMDF
)
NullUTCTimestampSeconds
(
OnixS::B3::MarketData::UMDF::Messaging
)
FeedEngine
(
OnixS::B3::MarketData::UMDF
)
O
TextEncoding
(
OnixS::B3::MarketData::UMDF::Messaging
)
FeedEngineThreadIdle
(
OnixS::B3::MarketData::UMDF
)
TheoreticalOpeningPrice_16
(
OnixS::B3::MarketData::UMDF::Messaging
)
FeedEngineThreadPool
(
OnixS::B3::MarketData::UMDF
)
ONIXS_ILINK3StaticAssert
ThisThread
(
OnixS::B3::MarketData::UMDF::System
)
FeedEngineThreadPoolListener
(
OnixS::B3::MarketData::UMDF
)
ONIXS_ILINK3StaticAssert< true >
ThreadAffinity
(
OnixS::B3::MarketData::UMDF::System
)
FeedEngineThreadPoolSettings
(
OnixS::B3::MarketData::UMDF
)
OpenCloseSettlFlag
(
OnixS::B3::MarketData::UMDF::Messaging
)
TimeSpan
(
OnixS::B3::MarketData::UMDF
)
FixedPointDecimal
(
OnixS::B3::MarketData::UMDF::Messaging
)
OpeningPrice_15
(
OnixS::B3::MarketData::UMDF::Messaging
)
TimeSpanFormat
(
OnixS::B3::MarketData::UMDF
)
ForwardTrade_54
(
OnixS::B3::MarketData::UMDF::Messaging
)
OpenInterest_29
(
OnixS::B3::MarketData::UMDF::Messaging
)
Timestamp
(
OnixS::B3::MarketData::UMDF
)
G
OperationException
(
OnixS::B3::MarketData::UMDF
)
TimestampFormat
(
OnixS::B3::MarketData::UMDF
)
Order
(
OnixS::B3::MarketData::UMDF
)
TimeTraits
(
OnixS::B3::MarketData::UMDF
)
GovernanceIndicator
(
OnixS::B3::MarketData::UMDF::Messaging
)
Order_MBO_50
(
OnixS::B3::MarketData::UMDF::Messaging
)
TimeUnit
(
OnixS::B3::MarketData::UMDF::Messaging
)
GroupSizeEncoding
(
OnixS::B3::MarketData::UMDF::Messaging
)
OrderBook
(
OnixS::B3::MarketData::UMDF
)
Trade_53
(
OnixS::B3::MarketData::UMDF::Messaging
)
H
OrderBookListener
(
OnixS::B3::MarketData::UMDF
)
TradeBust_57
(
OnixS::B3::MarketData::UMDF::Messaging
)
OrderCollections
(
OnixS::B3::MarketData::UMDF
)
TradeCondition
(
OnixS::B3::MarketData::UMDF::Messaging
)
Handler
(
OnixS::B3::MarketData::UMDF
)
P
TradingSessionID
(
OnixS::B3::MarketData::UMDF::Messaging
)
HandlerSettings
(
OnixS::B3::MarketData::UMDF
)
TradingSessionSubID
(
OnixS::B3::MarketData::UMDF::Messaging
)
HandlerState
(
OnixS::B3::MarketData::UMDF
)
PriceBand_22
(
OnixS::B3::MarketData::UMDF::Messaging
)
TrdSubType
(
OnixS::B3::MarketData::UMDF::Messaging
)
HandlerStateListener
(
OnixS::B3::MarketData::UMDF
)
PriceBandMidpointPriceType
(
OnixS::B3::MarketData::UMDF::Messaging
)
U
HighPrice_24
(
OnixS::B3::MarketData::UMDF::Messaging
)
PriceBandType
(
OnixS::B3::MarketData::UMDF::Messaging
)
I
PriceLimitType
(
OnixS::B3::MarketData::UMDF::Messaging
)
UnderlyingPxType
(
OnixS::B3::MarketData::UMDF::Messaging
)
PriceType
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityDefinition_12::UnderlyingsEntry
(
OnixS::B3::MarketData::UMDF::Messaging
)
ImbalanceCondition
(
OnixS::B3::MarketData::UMDF::Messaging
)
Product
(
OnixS::B3::MarketData::UMDF::Messaging
)
UpdateAction
(
OnixS::B3::MarketData::UMDF::Messaging
)
ImpliedMarketIndicator
(
OnixS::B3::MarketData::UMDF::Messaging
)
PutOrCall
(
OnixS::B3::MarketData::UMDF::Messaging
)
UTCTimestampNanos
(
OnixS::B3::MarketData::UMDF::Messaging
)
SecurityDefinition_12::InstrAttribsEntry
(
OnixS::B3::MarketData::UMDF::Messaging
)
Q
UTCTimestampSeconds
(
OnixS::B3::MarketData::UMDF::Messaging
)
InstrAttribType
(
OnixS::B3::MarketData::UMDF::Messaging
)
UtcWatch
(
OnixS::B3::MarketData::UMDF
)
InstrAttribValue
(
OnixS::B3::MarketData::UMDF::Messaging
)
QuantityBand_21
(
OnixS::B3::MarketData::UMDF::Messaging
)
V
IntegralConstant
(
OnixS::B3::MarketData::UMDF::Messaging
)
R
SbeGroupEntries::Iterator
(
OnixS::B3::MarketData::UMDF::Messaging
)
VarString
(
OnixS::B3::MarketData::UMDF::Messaging
)
L
ReplayListener
(
OnixS::B3::MarketData::UMDF
)
W
ReplayMode
(
OnixS::B3::MarketData::UMDF
)
LastTradePrice_27
(
OnixS::B3::MarketData::UMDF::Messaging
)
ReplayOptions
(
OnixS::B3::MarketData::UMDF
)
WarningListener
(
OnixS::B3::MarketData::UMDF
)
SecurityDefinition_12::LegsEntry
(
OnixS::B3::MarketData::UMDF::Messaging
)
S
WatchService
(
OnixS::B3::MarketData::UMDF
)
LogFilePermission
(
OnixS::B3::MarketData::UMDF
)
SbeFields
(
OnixS::B3::MarketData::UMDF::Messaging
)
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|
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|
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