Namespaces
	Implementation

	Messaging

	System

Classes
class	ArgumentException

struct	DataSource

class	EfViFeedEngine

struct	ErrorCode

class	ErrorListener

class	Exception

struct	Feed

struct	FeedDescriptor

class	FeedEngine

struct	FeedEngineThreadIdle

class	FeedEngineThreadPool

struct	FeedEngineThreadPoolListener

struct	FeedEngineThreadPoolSettings

class	Handler

struct	HandlerSettings

struct	HandlerState

class	HandlerStateListener

struct	LogFilePermission

struct	LoggerSettings

struct	LogLevel

struct	LogSettings

class	MessageListener

struct	Month

class	NetFeedEngineProcessResult

class	NicWatch

class	OperationException

struct	Order

class	OrderBook

class	OrderBookListener

struct	OrderCollections

class	ReplayListener

struct	ReplayMode

struct	ReplayOptions

class	SocketFeedEngine

class	TimeSpan

struct	TimeSpanFormat

class	Timestamp

struct	TimestampFormat

struct	TimeTraits

class	UtcWatch

class	WarningListener

class	WatchService

Typedefs
typedef std::vector< std::string >	HandlerLogs

typedef std::vector< std::string >::iterator	HandlerLogsEntry

typedef std::vector< std::string >	FilesList

typedef char	Char

typedef UInt32	PacketSequenceNumber

typedef Messaging::Int8	Int8

typedef Messaging::UInt8	UInt8

typedef Messaging::Int16	Int16

typedef Messaging::UInt16	UInt16

typedef Messaging::Int32	Int32

typedef Messaging::UInt32	UInt32

typedef Messaging::Int64	Int64

typedef Messaging::UInt64	UInt64

typedef UInt64	InstrumentId

typedef UInt64	OrderId

typedef Int64	Quantity

typedef Messaging::PriceOptional	Price

typedef OrderCollections::Array	Orders

typedef OrderCollections::ArrayEntry	OrderEntry

typedef OrderCollections::ArrayConstEntry	OrderConstEntry

Functions
ONIXS_B3_UMDF_MD_API void	replayPcap (const std::vector< Handler * > &handlers, const ReplayOptions &options, const FilesList &instrument, const FilesList &snapshot)

ONIXS_B3_UMDF_MD_API std::string	enumToString (LogLevel::Enum)

LogSettings::Enum	operator\| (LogSettings::Enum a, LogSettings::Enum b)

LogFilePermission::Enum	operator\| (LogFilePermission::Enum a, LogFilePermission::Enum b)

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const LoggerSettings &settings)

void ONIXS_B3_UMDF_MD_API	gatherFiles (FilesList *gatheredFiles, const std::string &root, const std::string &extension)

void	gatherLogs (FilesList *gatheredLogs, const std::string &root)

ONIXS_B3_UMDF_MD_API std::string	enumToString (ErrorCode::Enum)

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const FeedDescriptor &descriptor)

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const Feed &descriptor)

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const HandlerSettings &settings)

ONIXS_B3_UMDF_MD_API std::string	enumToString (HandlerState::Enum)

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)

bool	process (FeedEngine &engine)

bool	operator== (const TimeSpan &left, const TimeSpan &right)

bool	operator!= (const TimeSpan &left, const TimeSpan &right)

bool	operator< (const TimeSpan &left, const TimeSpan &right)

bool	operator> (const TimeSpan &left, const TimeSpan &right)

ONIXS_B3_UMDF_MD_API void	toStrAsHHMMSS (std::string &, TimeSpan)

ONIXS_B3_UMDF_MD_API void	toStrAsHHMMSSmsec (std::string &, TimeSpan)

ONIXS_B3_UMDF_MD_API void	toStrAsSDHHMMSSnsec (std::string &, TimeSpan)

void	toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)

std::string	toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)

Timestamp	fromSeconds (UInt32 secondsSinceEpoch)

bool	operator== (const Timestamp &left, const Timestamp &right)

bool	operator!= (const Timestamp &left, const Timestamp &right)

bool	operator< (const Timestamp &left, const Timestamp &right)

bool	operator<= (const Timestamp &left, const Timestamp &right)

bool	operator> (const Timestamp &left, const Timestamp &right)

bool	operator>= (const Timestamp &left, const Timestamp &right)

Timestamp	operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)

Timestamp	operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)

TimeSpan	operator- (const Timestamp &left, const Timestamp &right)

ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDD (std::string &, Timestamp)

ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)

ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)

ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)

ONIXS_B3_UMDF_MD_API void	toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)

std::string	toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)

ONIXS_B3_UMDF_MD_API bool	fromStr (Timestamp &, const char *, size_t)

bool	fromStr (Timestamp &ts, const std::string &str)

bool	operator== (const Order &l, const Order &r) throw ()

ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const Order &value)

void	validate (const OrderBook &)

Variables
class ONIXS_B3_UMDF_MD_API	FeedEngineThreadPool

Typedef Documentation

typedef char Char

Definition at line 38 of file Defines.h.

FilesList

Ordered list of files to be replayed.

Definition at line 74 of file Replay.h.

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 34 of file Replay.h.

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 37 of file Replay.h.

typedef UInt64 InstrumentId

Alias for Instrument Id type.

Definition at line 37 of file OrderBook.h.

typedef Messaging::Int16 Int16

Definition at line 33 of file Integral.h.

typedef Messaging::Int32 Int32

Definition at line 36 of file Integral.h.

typedef Messaging::Int64 Int64

Definition at line 39 of file Integral.h.

typedef Messaging::Int8 Int8

Definition at line 30 of file Integral.h.

typedef OrderCollections::ArrayConstEntry OrderConstEntry

Iterator over read-only collection of price levels.

Definition at line 107 of file OrderBook.h.

typedef OrderCollections::ArrayEntry OrderEntry

Iterator to access price levels with write permissions.

Definition at line 104 of file OrderBook.h.

typedef UInt64 OrderId

Alias for Order Id type.

Definition at line 40 of file OrderBook.h.

typedef OrderCollections::Array Orders

Sequence of price levels.

Definition at line 101 of file OrderBook.h.

typedef UInt32 PacketSequenceNumber

Alias for Packet Sequence Number type (PSN).

Definition at line 41 of file Defines.h.

typedef Messaging::PriceOptional Price

Alias for Price type (4 decimal places)

Definition at line 46 of file OrderBook.h.

typedef Int64 Quantity

Alias for Quantity type.

Definition at line 43 of file OrderBook.h.

typedef Messaging::UInt16 UInt16

Definition at line 34 of file Integral.h.

typedef Messaging::UInt32 UInt32

Definition at line 37 of file Integral.h.

typedef Messaging::UInt64 UInt64

Definition at line 40 of file Integral.h.

typedef Messaging::UInt8 UInt8

Definition at line 31 of file Integral.h.

Function Documentation

ONIXS_B3_UMDF_MD_API std::string OnixS::B3::MarketData::UMDF::enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

ONIXS_B3_UMDF_MD_API std::string OnixS::B3::MarketData::UMDF::enumToString ( HandlerState::Enum )

Returns string representation of HandlerState value.

ONIXS_B3_UMDF_MD_API std::string OnixS::B3::MarketData::UMDF::enumToString ( LogLevel::Enum )

Returns string representation of ErrorCode value.

Timestamp OnixS::B3::MarketData::UMDF::fromSeconds ( UInt32 secondsSinceEpoch )

inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 703 of file Time.h.

ONIXS_B3_UMDF_MD_API bool OnixS::B3::MarketData::UMDF::fromStr	(	Timestamp &	,
		const char *	,
		size_t
	)

De-serializes a timestamp from the given string.

bool OnixS::B3::MarketData::UMDF::fromStr	(	Timestamp &	ts,
		const std::string &	str
	)

inline

Definition at line 902 of file Time.h.

void ONIXS_B3_UMDF_MD_API OnixS::B3::MarketData::UMDF::gatherFiles	(	FilesList *	gatheredFiles,
		const std::string &	root,
		const std::string &	extension
	)

Gathers files which are stored in a given folder.

void OnixS::B3::MarketData::UMDF::gatherLogs	(	FilesList *	gatheredLogs,
		const std::string &	root
	)

inline

Gathers log files which are stored in a given folder.

Definition at line 81 of file Replay.h.

bool OnixS::B3::MarketData::UMDF::operator!=	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Compares with other instance for in-equality.

Definition at line 337 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator!=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Compares with instances for inequality.

Definition at line 726 of file Time.h.

Timestamp OnixS::B3::MarketData::UMDF::operator+	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan
	)

inline

Adds time interval to given time point.

Definition at line 791 of file Time.h.

Timestamp OnixS::B3::MarketData::UMDF::operator-	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan
	)

inline

Subtracts time interval from given time point.

Definition at line 805 of file Time.h.

TimeSpan OnixS::B3::MarketData::UMDF::operator-	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Calculates time interval between two time points.

Definition at line 819 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator<	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Checks whether left time interval less than right one.

Definition at line 347 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator<	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 739 of file Time.h.

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const FeedDescriptor &	descriptor
	)

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const Order &	value
	)

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const DataSource &	ds
	)

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const Feed &	descriptor
	)

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const HandlerSettings &	settings
	)

ONIXS_B3_UMDF_MD_API std::ostream& OnixS::B3::MarketData::UMDF::operator<<	(	std::ostream &	stream,
		const LoggerSettings &	settings
	)

bool OnixS::B3::MarketData::UMDF::operator<=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 752 of file Time.h.

bool operator==	(	const Order &	l,
		const Order &	r
	)
throw	(
	)

inline

compare

Definition at line 176 of file OrderBook.h.

bool OnixS::B3::MarketData::UMDF::operator==	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Compares with other instance for equality.

Definition at line 327 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator==	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Compares with instances for equality.

Definition at line 713 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator>	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Checks whether left time interval greater than right one.

Definition at line 357 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator>	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 765 of file Time.h.

bool OnixS::B3::MarketData::UMDF::operator>=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 778 of file Time.h.

LogSettings::Enum OnixS::B3::MarketData::UMDF::operator\|	(	LogSettings::Enum	a,
		LogSettings::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 89 of file LogSettings.h.

LogFilePermission::Enum OnixS::B3::MarketData::UMDF::operator\|	(	LogFilePermission::Enum	a,
		LogFilePermission::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

bool OnixS::B3::MarketData::UMDF::process ( FeedEngine & engine )

inline

Carries out pending actions like data retrieval and event dispatching.

The returned value indicates whether any events have been handled by the engine.

Definition at line 135 of file FeedEngine.h.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::replayPcap	(	const std::vector< Handler * > &	handlers,
		const ReplayOptions &	options,
		const FilesList &	instrument,
		const FilesList &	snapshot
	)

Replay pcap files.

Note: Only realtime feed is supported.; Recovery feeds must be disabled.

void OnixS::B3::MarketData::UMDF::toStr	(	std::string &	str,
		TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = `TimeSpanFormat::SDHHMMSSnsec`
	)

inline

Appends timespan formatted in specified pattern to given string.

Definition at line 400 of file Time.h.

std::string OnixS::B3::MarketData::UMDF::toStr	(	TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = `TimeSpanFormat::SDHHMMSSnsec`
	)

inline

Formats timespan according to specified pattern.

Definition at line 430 of file Time.h.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStr	(	std::string &	str,
		Timestamp	timestamp,
		TimestampFormat::Enum	format = `TimestampFormat::YYYYMMDDHHMMSSnsec`
	)

Serializes timestamp according to specified pattern.

std::string OnixS::B3::MarketData::UMDF::toStr	(	Timestamp	timestamp,
		TimestampFormat::Enum	format = `TimestampFormat::YYYYMMDDHHMMSSnsec`
	)

inline

Serializes timestamp according to specified pattern.

Definition at line 880 of file Time.h.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsHHMMSS	(	std::string &	,
		TimeSpan
	)

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan
	)

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan
	)

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsYYYYMMDD	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDD format.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSS format.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

ONIXS_B3_UMDF_MD_API void OnixS::B3::MarketData::UMDF::toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

void OnixS::B3::MarketData::UMDF::validate ( const OrderBook & )

For testing only.

Variable Documentation

class ONIXS_B3_UMDF_MD_API FeedEngineThreadPool

Definition at line 284 of file FeedEngine.h.

Namespaces

Classes

Typedefs

Functions

Variables

Typedef Documentation

Function Documentation

Variable Documentation