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OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler
1.11.0
API documentation
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OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler
1.11.0
API documentation
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| ▼NOnixS | |
| ▼NCboeCFE | |
| ▼NTrading | |
| ►NBOE | |
| ►NTesting | |
| CConstantCancelOrder | Cancel Order |
| CConstantClientHeartbeat | |
| ►CConstantLoginRequest | |
| CUnit | |
| CConstantLogoutRequest | |
| CConstantMassCancelOrder | Mass Cancel Order |
| CConstantModifyOrder | Modify Order |
| ►CConstantNewOrderOptionUSFutures | New Order Option US Futures V1 |
| CLegs | Legs |
| CConstantNewOrderV2 | New Order US Futures V2 |
| ►CConstantPurgeOrders | Purge Orders |
| CCustomGroupId | |
| ►CConstantQuoteUpdate | Quote Update |
| CQuote | |
| ►CConstantQuoteUpdateOptionUSFutures | Quote Update |
| CQuote | |
| CConstantResetRisk | Reset Risk |
| CMutableCancelRejected | A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancellation cannot occur |
| CMutableLoginResponse | |
| CMutableLogoutResponse | |
| CMutableMassCancelAcknowledgement | A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders message requesting a mass cancellation has completed cancelling all individual orders |
| CMutableMassCancelRejected | A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that the mass cancellation cannot occur |
| CMutableModifyRejected | Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified |
| CMutableOrderAcknowledgement | Order Acknowledgement messages are sent in response to a New Order message |
| CMutableOrderCancelled | Order cancelled |
| CMutableOrderExecution | An Order Execution is sent for each fill on an order |
| CMutableOrderExecutionOptionUSFutures | Is sent for each fill on an order |
| CMutableOrderModified | Modified messages are sent in response to a Modify Order to indicate that the order has been successfully modified |
| CMutableOrderRejected | Order Order rejected |
| CMutablePurgeAcknowledgement | A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order purge has completed cancelling all individual orders |
| CMutablePurgeRejected | A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass cancellation cannot occur |
| CMutableQuoteCancelled | A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered with a Quote Update message |
| CMutableQuoteExecution | A Quote Execution message is used to indicate an execution has occurred on a resting quote |
| CMutableQuoteRestated | Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for some reason by CFE |
| CMutableQuoteUpdateRejected | Quote Update Rejected messages are sent in response to a Quote Update message when the entire quote block is rejected by the order handler |
| CMutableReplayComplete | |
| CMutableResetRiskAcknowledgement | Response to a Reset Risk request |
| CMutableServerHeartbeat | |
| CMutableTASQuoteRestatement | A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution |
| CMutableTASRestatement | A TAS Restatement is sent post-settlement time for each TAS execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution |
| CMutableTradeCancelCorrectOptionUSFutures | Used to provide notification that a trade has been cancelled |
| CMutableTradeCancelOrCorrect | Used to provide notification that a trade has been cancelled (busted) or corrected (price change only) |
| CMutableVarianceQuoteRestatement | A Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the associated business day to communicate updated Price, Size, and Symbol values associated with the cleared execution |
| CMutableVarianceRestatement | A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associated business day to communicate updated Price, Size and Symbol associated with the cleared execution |
| ►NThreading | |
| ►NImplementation | |
| ►CFutureBase | Base implementation of SharedFuture<T> |
| Cmoving_init_t | |
| CFutureGetReturn | |
| CFutureGetReturn< void > | |
| CCondition | |
| CFutureStatus | State of a SharedFuture object (similar to std::future_status, |
| CGuard | Performs automatic acquisition and release of a synchronization object |
| CMutex | |
| CSemaphore | |
| CSharedFuture | |
| CThisThread | Current thread related tasks |
| CThreadAffinity | Represents set of CPU indices |
| CAlpha | |
| CAlphanumeric | |
| CArgumentException | |
| CArgumentRangeException | |
| CBaseLiquidityIndicator | BaseLiquidityIndicator |
| CBinaryFields | |
| CBinaryMessage | Encapsulates services for manipulating little endian encoded messages |
| CCancelOrder | Cancel Order |
| CCancelOrigOnReject | CancelOrigOnReject |
| CCancelRejected | A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancellation cannot occur |
| CCapacity | Capacity |
| CClientHeartbeat | |
| CConnectionRetries | |
| CCtiCode | CTI codes |
| CCustOrderHandlingInst | Execution source code provided during order entry to describe broker service |
| CErrorCode | |
| CErrorListener | |
| CException | |
| CFixedPointDecimal | |
| CHandler | |
| CHandlerSettings | |
| CHandlerState | |
| CHandlerStateListener | |
| CIntegralConstant | Integral constant |
| CLoginRequest | |
| ►CLoginResponse | |
| CUnit | |
| CLoginResponseStatus | Login status |
| CLogLevel | |
| ►CLogonSettings | |
| CUnit | |
| CLogoutRequest | |
| CLogoutResponse | |
| CLogoutResponseReason | |
| CLogSettings | |
| CManualOrderIndicator | Manual Order Indicators |
| CMassCancelAcknowledgement | A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders message requesting a mass cancellation has completed cancelling all individual orders |
| CMassCancelOrder | Mass Cancel Order |
| CMassCancelRejected | A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that the mass cancellation cannot occur |
| CMessageListener | Incoming (CFE to TPH) message listener |
| CMessageType | Message types |
| CModifyOrder | Modify Order |
| CModifyRejected | Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified |
| CMonth | Identifies months in year |
| CMultilegReportingType | MultilegReportingType |
| CNewOrderOptionUSFutures | New Order Option US Futures V1 |
| CNewOrderV2 | New Order US Futures V2 |
| CNotImplementedException | |
| CNullArgumentException | |
| COpenClose | Indicates status of client position in a trade resulting from the order |
| COperationException | |
| COrderAcknowledgement | Order Acknowledgement messages are sent in response to a New Order message |
| ►COrderAcknowledgementOptionUSFutures | Is sent in response to a New Order Option US Futures message |
| CLeg | |
| COrderCancelled | Order cancelled |
| COrderExecution | An Order Execution is sent for each fill on an order |
| COrderExecutionOptionUSFutures | Is sent for each fill on an order |
| COrderModified | Modified messages are sent in response to a Modify Order to indicate that the order has been successfully modified |
| COrderReasonCode | Order Reason Code |
| COrderRejected | Order Order rejected |
| COrdinaryExtractor | Value extractor helper |
| COrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > > | |
| COrdType | Order types |
| COutgoingMessage | Base class for outgoing messages |
| CPendingStatus | PendingStatus |
| CPurgeAcknowledgement | A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order purge has completed cancelling all individual orders |
| CPurgeOrders | Purge Orders |
| CPurgeRejected | A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass cancellation cannot occur |
| CQuoteCancelled | A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered with a Quote Update message |
| CQuoteExecution | A Quote Execution message is used to indicate an execution has occurred on a resting quote |
| CQuoteReasonCode | Quote Reason Code |
| CQuoteRestated | Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for some reason by CFE |
| CQuoteResult | QuoteResult |
| CQuoteUpdate | Quote Update |
| ►CQuoteUpdateAcknowledgement | Quote Update Acknowledgment messages are sent in response to a Quote Update message |
| CQuote | |
| CQuoteUpdateOptionUSFutures | Quote Update |
| CQuoteUpdateRejected | Quote Update Rejected messages are sent in response to a Quote Update message when the entire quote block is rejected by the order handler |
| CReplayComplete | |
| CReplayListener | |
| CReplayUnspecifiedUnit | Controls replay behavior for unknown units |
| CResetRisk | Reset Risk |
| CResetRiskAcknowledgement | Response to a Reset Risk request |
| CRestatementReason | Restatement Reasons |
| CRiskResetResult | RiskResetResult |
| CSeqNumberTraits | |
| CServerHeartbeat | |
| CSessionListener | |
| CSide | Order sides |
| CSizeModifier | SizeModifier |
| CString | ASCII encoded, right-padded with filler |
| CStringTraits | String helpers |
| CStrRef | Provides efficient way of accessing text-based field values |
| CSubLiquidityIndicator | SubLiquidityIndicator |
| CTASQuoteRestatement | A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution |
| CTASRestatement | A TAS Restatement is sent post-settlement time for each TAS execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution |
| CText | |
| CTimeInForce | Time in force |
| CTimeSpan | |
| CTimeSpanFormat | Collection of timespan formatting patterns |
| CTimestamp | Represents time point without time-zone information |
| CTimestampFormat | Collection of timestamp formatting patterns |
| CTimeTraits | Miscellaneous time characteristics |
| CTradeCancelCorrectOptionUSFutures | Used to provide notification that a trade has been cancelled |
| CTradeCancelOrCorrect | Used to provide notification that a trade has been cancelled (busted) or corrected (price change only) |
| CUnit | |
| CVarianceQuoteRestatement | A Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the associated business day to communicate updated Price, Size, and Symbol values associated with the cleared execution |
| CVarianceRestatement | A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associated business day to communicate updated Price, Size and Symbol associated with the cleared execution |
| CWarningListener |