OnixS C++ B3 Binary UMDF Market Data Handler
1.3.4
API documentation
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- a -
Array :
OrderCollections
ArrayConstEntry :
OrderCollections
ArrayEntry :
OrderCollections
- b -
Base :
AggressorSide
,
ApplVerID
,
Boolean
,
EntryType
,
ExerciseStyle
,
GovernanceIndicator
,
InstrAttribType
,
InstrAttribValue
,
LotType
,
MessageType
,
MultiLegModel
,
MultiLegPriceMethod
,
NewsSource
,
OpenCloseSettlFlag
,
PriceBandMidpointPriceType
,
PriceBandType
,
PriceLimitType
,
PriceType
,
Product
,
PutOrCall
,
SecurityDefinition_12::InstrAttribsEntry
,
SecurityDefinition_12::LegsEntry
,
SecurityDefinition_12::UnderlyingsEntry
,
SecurityIDSource
,
SecurityMatchType
,
SecurityTradingEvent
,
SecurityTradingStatus
,
SecurityType
,
SecurityUpdateAction
,
SettlPriceType
,
Side
,
SnapshotFullRefresh_Orders_MBO_71::Entry
,
TimeUnit
,
TradingSessionID
,
TradingSessionSubID
,
TrdSubType
,
UnderlyingPxType
,
UpdateAction
BinarySize :
SbeGroup< EntryType, DimensionType, GroupSizeType >
Bits :
ImbalanceCondition
,
MatchEventIndicator
,
TradeCondition
BlockLength :
GroupSizeEncoding
,
MessageHeader
,
SbeGroupEntry< BodySizeType >
,
SbeMessage
- c -
const_iterator :
StrRef
const_reverse_iterator :
StrRef
- d -
Day :
MaturityMonthYear
,
Timestamp
Days :
TimeSpan
difference_type :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
Dimension :
SbeGroup< EntryType, DimensionType, GroupSizeType >
- e -
EncodedLength :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
SbeMessage
Entries :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SnapshotFullRefresh_Orders_MBO_71
Entry :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
EntrySize :
SbeGroup< EntryType, DimensionType, GroupSizeType >
Exponent :
FixedPointDecimal< MantissaType, ExponentType >
- f -
Flags :
NetFeedEngineProcessResult
- g -
GroupList :
SbeMessage
- h -
Hour :
Timestamp
Hours :
TimeSpan
- i -
InstrAttribs :
SecurityDefinition_12
Iterator :
SbeGroup< EntryType, DimensionType, GroupSizeType >
iterator :
StrRef
iterator_category :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
- l -
Legs :
SecurityDefinition_12
Length :
TextEncoding
,
VarString
- m -
Mantissa :
FixedPointDecimal< MantissaType, ExponentType >
Microsecond :
Timestamp
Microseconds :
TimeSpan
Millisecond :
Timestamp
Milliseconds :
TimeSpan
Minute :
Timestamp
Minutes :
TimeSpan
Month :
MaturityMonthYear
,
Timestamp
- n -
Nanosecond :
Timestamp
Nanoseconds :
TimeSpan
NullBlockLength :
GroupSizeEncoding
,
MessageHeader
NullDay :
MaturityMonthYear
NullMantissa :
NullFixed8
,
NullPercentage9
,
NullPercentage
,
NullPriceOffset8Optional
,
NullPriceOptional
,
NullRatioQty
NullMonth :
MaturityMonthYear
NullNumInGroup :
GroupSizeEncoding
NullSchemaId :
MessageHeader
NullTemplateId :
MessageHeader
NullTime :
UTCTimestampNanos
,
UTCTimestampSeconds
NullUnit :
UTCTimestampNanos
,
UTCTimestampSeconds
NullVersion :
MessageHeader
NullWeek :
MaturityMonthYear
NullYear :
MaturityMonthYear
NumInGroup :
GroupSizeEncoding
- p -
pointer :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
- r -
reference :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
reverse_iterator :
StrRef
- s -
Schema :
AuctionImbalance_19
,
ChannelReset_11
,
ClosingPrice_17
,
DeleteOrder_MBO_51
,
EmptyBook_9
,
ExecutionStatistics_56
,
ExecutionSummary_55
,
ForwardTrade_54
,
HighPrice_24
,
LastTradePrice_27
,
LowPrice_25
,
MassDeleteOrders_MBO_52
,
News_5
,
OpeningPrice_15
,
OpenInterest_29
,
Order_MBO_50
,
PriceBand_20
,
PriceBand_22
,
QuantityBand_21
,
SecurityDefinition_12
,
SecurityGroupPhase_10
,
SecurityStatus_3
,
Sequence_2
,
SequenceReset_1
,
SettlementPrice_28
,
SnapshotFullRefresh_Header_30
,
SnapshotFullRefresh_Orders_MBO_71
,
TheoreticalOpeningPrice_16
,
Trade_53
,
TradeBust_57
SchemaId :
MessageHeader
Second :
Timestamp
Seconds :
TimeSpan
Size :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >
size_type :
StrRef
- t -
TemplateId :
MessageHeader
Ticks :
TimeSpan
,
Timestamp
Time :
UTCTimestampNanos
,
UTCTimestampSeconds
- u -
Underlyings :
SecurityDefinition_12
Unit :
UTCTimestampNanos
,
UTCTimestampSeconds
- v -
Value :
IntegralConstant< Type, Constant >
,
NullFixed8
,
NullMaturityMonthYear
,
NullPercentage9
,
NullPercentage
,
NullPriceOffset8Optional
,
NullPriceOptional
,
NullRatioQty
,
NullUTCTimestampNanos
,
NullUTCTimestampSeconds
value_type :
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
VarData :
TextEncoding
,
VarString
VariableLengthFieldList :
SbeMessage
Version :
MessageHeader
- w -
Week :
MaturityMonthYear
- y -
Year :
MaturityMonthYear
,
Timestamp