OnixS C++ B3 Binary UMDF Market Data Handler 1.10.0
Users' manual and API documentation
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 1234]
 CAggressorSideWhich side is aggressor of this trade
 CApplVerIDSpecifies the service pack release being applied at message level
 CBinaryBlock< Container, BlockLength >Services to access fields stored in an SBE-encoded block of fixed-length fields
 CBinaryBlock< Messaging::SbeMessage, MessageSize >
 CBinaryBlock< SbeGroupEntry< BodySizeType >, BodySizeType >
 CBookAtomicChangeAtomic change of a Book
 CBookAtomicChangeActionAtomic update action
 CBookOrderId
 CBooleanBoolean type
 CDataSourceData source
 CEntryTypeType of the Market Data Entry
 CErrorCodeKnown (selected) error codes
 CErrorListenerDefines an interface through which the Handler notifies subscribers about errors occurred
 CexceptionSTL class
 CExerciseStyleType of exercise of a derivatives security
 CFeedA feed-related settings
 CFeedEngineThe Feed Engine machinery
 CFeedEngineThreadIdleIdentifies reasons feed engine threads becomes idle
 CFeedEngineThreadPoolA pool of threads executing feed engine tasks
 CFeedEngineThreadPoolListenerListener for thread-related events
 CFeedEngineThreadPoolSettingsSettings for a thread pool executing feed engine tasks
 CFeedGroupGroup of feeds by role
 CFeedType
 CFixedPointDecimal< MantissaType, ExponentType >Forward declarations
 CFixedPointDecimal< Int64, IntegralConstant< Int8, -4 > >
 CGovernanceIndicatorCorporative governance level indicator
 CGroupSizeEncodingRepeating group dimensions
 COrderBookPoolSettings::GrowthPolicyDefines growth policy
 CHandlerB3 Binary UMDF Market Data Handler class
 CHandlerSettingsHandler configuration settings
 CHandlerStateDefines the state that the handler is in
 CHandlerStateListenerDefines an interface through which the Handler notifies subscribers about change of its state
 CImbalanceConditionSet of conditions describing an imbalance
 CImpliedMarketIndicatorIndicates that an implied order can be created for the instrument
 CInstrAttribTypeCode to represent the type of instrument attributes
 CInstrAttribValueCode to represent the type of instrument attributes
 CIntegralConstant< Type, Constant >Integral constant
 CInterrupter
 CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::IteratorAn iterator over SBE-encoded group entries
 CLogFilePermissionLog file read permissions
 CLoggerSettingsLogger-related settings
 CLogLevelLog level
 CLogPlayerMulticast Log Player
 CLogPlayerSettingsLogPlayer's configuration settings
 CLogPlayerStatistics
 CLogSettingsLogging options
 CLotTypeDescribes the lot type for the instruments
 CMatchEventIndicatorSet of indicators that identify some market data events
 CMaturityMonthYearWeek, month and year of the maturity (used for standardized futures and options)
 CMessageHeaderMessage identifiers and length of message root
 CMessageListenerMessage listener
 CMessageTypeFIX Message Type
 CMonthIdentifies months in year
 CMultiLegModelSpecifies the type of multileg order. Defines whether the security is pre-defined or user-defined
 CMultiLegPriceMethodCode to represent how the multileg price is to be interpreted when applied to the legs
 CNetFeedEngineProcessResultDesigned to reflect various aspects of feed engine processing flow
 CNewsSourceSource for the news
 CSbeMessage::NoCheck
 CNoCheck
 CSbeMessage::NoFieldsInitFor tagged constructors
 CSbeMessage::NoInit
 CNullFixed8Null values definition for optional Fixed8 field
 CNullMaturityMonthYearNull values definition for optional MaturityMonthYear field
 CNullPercentageNull values definition for optional Percentage field
 CNullPriceOffset8OptionalNull values definition for optional PriceOffset8Optional field
 CNullPriceOptionalNull values definition for optional PriceOptional field
 CNullRatioQtyNull values definition for optional RatioQty field
 CNullUTCTimestampNanosNull values definition for optional UTCTimestampNanos field
 CNullUTCTimestampSecondsNull values definition for optional UTCTimestampSeconds field
 COpenCloseSettlFlagFlag that identifies if the opening/closing/settlement price is related to theoretical, daily, previous business day or just an updated value
 COptPayoutTypeIndicates the type of payout that will result from an in-the-money option
 COrderOrder information
 COrderBookOrder Book
 COrderBookListenerOrder Book listener
 COrderBookPoolA shared memory pool for building order books
 COrderBookPoolSettingsSettings for the OrderBookPool
 COrdersIteratorSTL-like iterator over the OrderBook levels
 CPacketNotifier
 CPriceBandMidpointPriceTypeBand Midpoint Type, used with Auction Price Banding
 CPriceBandTypeIndicates the type of price banding (tunnel)
 CPriceLimitTypeDescribes how the price limits are expressed
 CPriceTypeCode to represent the price type
 CProductIndicates the type of product the security is associated with
 CPutOrCallIndicates whether an option contract is a put or call
 CReplayListenerListening interface for log replay-related events
 CReplayModeLogging options
 CReplayOptionsDefines params which affect replay
 CSbeGroup< EntryType, DimensionType, GroupSizeType >SBE-encoded repeating group
 CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >Operations over SBE-encoded repeating group entries
 CSbeGroupList< BinarySize >Groups list
 CSbeVariableLengthFieldList< BinarySize >Variable-length fields list
 CSchemaTraitsAttributes of SBE message schema
 CSecurityIDSourceIdentifies class or source of the SecurityID value
 CSecurityMatchTypeType of matching that occurred
 CSecurityTradingEventIdentifies an event related to a Trade
 CSecurityTradingStatusStatus related to a given Instrument or phase related to a SecurityGroup where the instrument belongs to
 CSecurityTypeIndicates the type of the security
 CSecurityUpdateActionAction used when updating the security
 CSemaphoreSemaphore
 CSettlPriceTypeType of settlement price
 CHasBitsMember< T >::SFINAE< U >
 CHasExponent< T >::SFINAE< U >
 CHasMantissa< T >::SFINAE< U >
 CHasMemberTraits< T >::SFINAE< U >
 CHasSerializeMember< T >::SFINAE< U, noexcept >
 CHasValueStaticMember< T >::SFINAE< U, U::Value >
 CSideSide of order
 COrderBookPool::Statistic
 CStrRefString reference
 CTextEncodingDATA Field
 CThisThreadCurrent thread related tasks
 CThreadAffinityRepresents set of CPU indices
 CTimeSpanRepresents time interval
 CTimeSpanFormatCollection of timespan formatting patterns
 CTimestampRepresents time point without time-zone information
 CTimestampFormatCollection of timestamp formatting patterns
 CTimeTraitsMiscellaneous time characteristics
 CTimeUnitUnit of time
 CTradeConditionSet of conditions describing a trade
 CTradingSessionIDPhase related to a SecurityGroup where the instrument belongs to
 CTradingSessionSubIDStatus related to a given Instrument or phase related to a SecurityGroup where the instrument belongs to
 CTrdSubTypeSub type of trade assigned to a trade
 CUnderlyingPxTypeIndicates the Underlying Instrument price type reflected in Index value
 CUpdateActionTypes of Market Data update action
 CUTCTimestampNanosUTC timestamp with nanosecond precision (Unix Epoch)
 CUTCTimestampSecondsUTC timestamp with second precision (Unix Epoch)
 CVarStringDATA Field
 Cview_interface
 CWarningListenerDefines an interface through which the Handler notifies subscribers about warnings occurred
 CWatchServiceAbstract watch service