CAggressorSide | Which side is aggressor of this trade |
CApplVerID | Specifies 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 |
CSbeFields< Container, BlockLength > | Base services to access fields stored in an SBE-encoded block of memory |
►CBinaryBlock< Messaging::SbeMessage, MessageSize > | |
►CSbeFields< Messaging::SbeMessage, MessageSize > | |
►CSbeMessage | SBE-encoded message |
CAuctionImbalance_19 | Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or seller) the auction is pending towards. |
CChannelReset_11 | Channel Reset (remove all instruments, empty all books and statistics) |
CClosingPrice_17 | Summary information about closing trading sessions per market data stream. |
CDeleteOrder_MBO_51 | Disseminates the deletion of a new order. |
CEmptyBook_9 | Market Data Incremental Refresh - Empty Book |
CExecutionStatistics_56 | Relays execution summary statistics information on one instrument. |
CExecutionSummary_55 | Relays execution summary information on one instrument. |
CForwardTrade_54 | Relays trade information on one Forward instrument |
CHighPrice_24 | The highest price traded for the security in the trading session. |
CLastTradePrice_27 | The latest price traded for the security in the trading session. |
CLowPrice_25 | The lowest price traded for the security in the trading session. |
CMassDeleteOrders_MBO_52 | Disseminates mass deletion of orders. |
CNews_5 | Conveys market information of B3 market surveillance notifications and news produced by agencies. |
COpeningPrice_15 | Carries the summary information about opening trading session events per market data stream. |
COpenInterest_29 | Total number of contracts in a commodity or options market that are still open. |
COrder_MBO_50 | Disseminates the creation or modification of a new order. |
CPriceBand_20 | Price Banding (tunnel). |
CPriceBand_22 | Price Banding (tunnel). |
CQuantityBand_21 | Quantity Band. |
CSecurityDefinition_12 | Security Definition. |
CSecurityGroupPhase_10 | Trading status for security groups |
CSecurityStatus_3 | Trading status for instruments |
CSequence_2 | Sent in incremental, snapshot and instrument list feeds in periods of no activity. |
CSequenceReset_1 | Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recovery is restarting |
CSettlementPrice_28 | Settlement price or the previous day’s adjusted closing price. |
CSnapshotFullRefresh_Header_30 | Header for the snapshot of a single instrument |
CSnapshotFullRefresh_Orders_MBO_71 | Partial list of orders for the snapshot of a single instrument. |
CTheoreticalOpeningPrice_16 | The theoretical opening price is also sent on this block and is calculated and updated based on the orders presented in the book during every auction including the pre-opening / pre-closing auction. |
CTrade_53 | Relays trade information on one instrument. |
CTradeBust_57 | Relays trade bust (trade reversal) information on one instrument. |
►CBinaryBlock< SbeGroupEntry< BodySizeType >, BodySizeType > | |
►CSbeFields< SbeGroupEntry< BodySizeType >, BodySizeType > | |
CSbeGroupEntry< BodySizeType > | Operations over a repeating group instance |
►CBinaryBlock< SbeGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength > | |
►CSbeFields< SbeGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength > | |
►CSbeGroupEntry< GroupSizeEncoding::BlockLength > | |
CSecurityDefinition_12::InstrAttribsEntry | Specifies the number of the application ID occurrences (number of channels) |
CSecurityDefinition_12::LegsEntry | Instrument legs |
CSecurityDefinition_12::UnderlyingsEntry | Underlying instruments |
CSnapshotFullRefresh_Orders_MBO_71::Entry | Partial list of orders |
CBoolean | Boolean type |
CDataSource | Data source |
CEntryType | Type of the Market Data Entry |
CErrorCode | Known (selected) error codes |
CErrorListener | Defines an interface through which the Handler notifies subscribers about errors occurred while processing messages |
►Cexception | STL class |
►CException | Basic exception class for this namespace |
CArgumentException | Argument value error |
COperationException | Operation exception |
CExerciseStyle | Type of exercise of a derivatives security |
CFeed | |
CFeedDescriptor | Multicast feed description |
►CFeedEngine | The Feed Engine machinery |
CEfViFeedEngine | The given class implements the Feed Engine concept using the Solarlfare ef_vi SDK |
CSocketFeedEngine | The given class implements feed engine concept using pool of working threads and standard socket API |
CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
CFeedEngineThreadPool | A pool of threads executing feed engine tasks |
CFeedEngineThreadPoolListener | Listener for thread-related events |
CFeedEngineThreadPoolSettings | Settings for a thread pool executing feed engine tasks |
►CFixedPointDecimal< MantissaType, ExponentType > | Forward declarations |
CNullableFixedPointDecimal< MantissaType, ExponentType, NullMantissaType > | A nullable real number with a constant exponent |
CGovernanceIndicator | Corporative governance level indicator |
CGroupSizeEncoding | Repeating group dimensions. |
CHandler | B3 Binary UMDF Market Data Handler class |
CHandlerSettings | Handler configuration settings |
CHandlerState | Defines the state that the handler is in |
CHandlerStateListener | Status Listener |
CImbalanceCondition | Set of conditions describing an imbalance. |
CInstrAttribType | Code to represent the type of instrument attributes. |
CInstrAttribValue | Code to represent the type of instrument attributes. |
CIntegralConstant< Type, Constant > | Integral constant |
CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator | An iterator over SBE-encoded group entries |
CLogFilePermission | Log file read permissions |
CLoggerSettings | Logger-related settings |
CLogLevel | Log level |
CLogSettings | Logging options |
CLotType | Describes the lot type for the instruments |
CMatchEventIndicator | Set of indicators for the end of updates for a given event. It also indicates if this message is a retransmission. |
CMaturityMonthYear | Year, Month and Date |
CMessageHeader | Message identifiers and length of message root. |
CMessageListener | Message listener |
CMessageType | FIX Message Type |
CMonth | Identifies months in year |
CMultiLegModel | Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. |
CMultiLegPriceMethod | Code to represent how the multileg price is to be interpreted when applied to the legs. |
CNetFeedEngineProcessResult | Designed to reflect various aspects of feed engine processing flow |
CNewsSource | Source for the news. |
CSbeMessage::NoCheck | |
CSbeMessage::NoFieldsInit | For tagged constructors |
CSbeMessage::NoInit | |
CNullFixed8 | Null values definition for optional Fixed8 field |
CNullMaturityMonthYear | Null values definition for optional MaturityMonthYear field |
CNullPercentage | Null values definition for optional Percentage field |
CNullPercentage9 | Null values definition for optional Percentage9 field |
CNullPriceOffset8Optional | Null values definition for optional PriceOffset8Optional field |
CNullPriceOptional | Null values definition for optional PriceOptional field |
CNullRatioQty | Null values definition for optional RatioQty field |
CNullUTCTimestampNanos | Null values definition for optional UTCTimestampNanos field |
CNullUTCTimestampSeconds | Null values definition for optional UTCTimestampSeconds field |
CONIXS_ILINK3StaticAssert< bool > | |
CONIXS_ILINK3StaticAssert< true > | |
COpenCloseSettlFlag | Flag that identifies if the opening/closing/settlement price is related to theoretical, daily, previous business day or just an updated value |
COrder | Order information |
COrderBook | Order Book |
COrderBookListener | Order Book listener |
COrderCollections | Miscellaneous traits for PriceLevel class |
CPriceBandMidpointPriceType | Band Midpoint Type, used with Auction Price Banding |
CPriceBandType | Indicates the type of price banding (tunnel) |
CPriceLimitType | Describes how the price limits are expressed |
CPriceType | Code to represent the price type |
CProduct | Indicates the type of product the security is associated with |
CPutOrCall | Indicates whether an option contract is a put or call. |
CReplayListener | Listening interface for log replay-related events |
CReplayOptions | Defines ONIXS_B3_UMDF_MD_API which affect logs 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 |
CSchemaTraits | Attributes of SBE message schema |
CSecurityIDSource | Identifies class or source of the SecurityID value |
CSecurityMatchType | Type of matching that occurred |
CSecurityTradingEvent | Identifies an event related to a Trade |
CSecurityTradingStatus | Status related to a given Instrument or phase related to a SecurityGroup where the instrument belongs to |
CSecurityType | Indicates the type of the security |
CSecurityUpdateAction | Action used when updating the security. |
CSemaphore | Semaphore |
CSettlPriceType | Type of settlement price |
CHasBitsMember< T >::SFINAE< U > | |
CHasValueStaticMember< T >::SFINAE< U, U::Value > | |
CHasExponent< T >::SFINAE< U > | |
CHasMemberTraits< T >::SFINAE< U > | |
CHasSerializeMember< T >::SFINAE< U, > | |
CHasMantissa< T >::SFINAE< U > | |
CSide | Side of order |
CStrRef | String reference |
CTextEncoding | DATA Field |
CThisThread | Current thread related tasks |
CThreadAffinity | Represents set of CPU indices |
CTimeSpan | Represents time interval |
CTimeSpanFormat | Collection of timespan formatting patterns |
CTimestamp | Represents time point without time-zone information |
CTimestampFormat | Collection of timestamp formatting patterns |
CTimeTraits | Miscellaneous time characteristics |
CTimeUnit | Unit of time |
CTradeCondition | Set of conditions describing a trade. |
CTradingSessionID | Phase related to a SecurityGroup where the instrument belongs to |
CTradingSessionSubID | Status related to a given Instrument or phase related to a SecurityGroup where the instrument belongs to |
CTrdSubType | Sub type of trade assigned to a trade |
CUnderlyingPxType | Indicates the Underlying Instrument price type reflected in Index value |
CUpdateAction | Types of Market Data update action |
CUTCTimestampNanos | UTC timestamp with nanosecond precision (Unix Epoch) |
CUTCTimestampSeconds | UTC timestamp with second precision (Unix Epoch) |
CVarString | DATA Field |
CWarningListener | Warning listener |
►CWatchService | Abstract watch service |
CNicWatch | The network interface watch |
CUtcWatch | UTC watch |