CBaseLiquidityIndicator | BaseLiquidityIndicator |
CBinaryFields< Block, BlockSize > | |
►CBinaryFields< BinaryMessage, MessageSize > | |
►CBinaryMessage | Encapsulates services for manipulating little endian encoded messages |
CCancelRejected | A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancellation cannot occur |
CLoginResponse | |
CLoginResponse::Unit | |
CLogoutResponse | |
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 |
CMassCancelRejected | A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that the mass cancellation cannot occur |
CModifyRejected | Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified |
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 |
COrderAcknowledgementOptionUSFutures::Leg | |
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 |
COrderRejected | Order Order rejected |
CPurgeAcknowledgement | A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order purge has completed cancelling all individual 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 |
CQuoteRestated | Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for some reason by CFE |
CQuoteUpdateAcknowledgement | Quote Update Acknowledgment messages are sent in response to a Quote Update message |
CQuoteUpdateAcknowledgement::Quote | |
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 | |
CResetRiskAcknowledgement | Response to a Reset Risk request |
CServerHeartbeat | |
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 |
CConstantCancelOrder | Cancel Order |
CConstantClientHeartbeat | |
CConstantLoginRequest | |
CConstantLoginRequest::Unit | |
CConstantLogoutRequest | |
CConstantMassCancelOrder | Mass Cancel Order |
CConstantModifyOrder | Modify Order |
CConstantNewOrderOptionUSFutures | New Order Option US Futures V1 |
CConstantNewOrderV2 | New Order US Futures V2 |
CConstantPurgeOrders | Purge Orders |
CConstantQuoteUpdate | Quote Update |
CConstantQuoteUpdateOptionUSFutures | Quote Update |
CConstantResetRisk | Reset Risk |
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) |
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 |
CCancelOrigOnReject | CancelOrigOnReject |
CCapacity | Capacity |
CCondition | |
CConnectionRetries | |
CCtiCode | CTI codes |
CConstantPurgeOrders::CustomGroupId | |
CCustOrderHandlingInst | Execution source code provided during order entry to describe broker service |
CErrorCode | |
CErrorListener | |
►Cexception | STL class |
►CException | |
►CArgumentException | |
CArgumentRangeException | |
CNullArgumentException | |
COperationException | |
►Cruntime_error | STL class |
CNotImplementedException | |
CFixedPointDecimal< MantissaType, ExponentType > | |
CFixedPointDecimal< Int64, IntegralConstant< Int8,-4 > > | |
►CFutureBase | Base implementation of SharedFuture<T> |
CSharedFuture< T > | |
CFutureGetReturn< T > | |
CFutureGetReturn< void > | |
CFutureStatus | State of a SharedFuture object (similar to std::future_status, |
CGuard< Acquirable > | Performs automatic acquisition and release of a synchronization object |
CHandler | |
CHandlerSettings | |
CHandlerState | |
CHandlerStateListener | |
CIntegralConstant< Type, Constant > | Integral constant |
CConstantNewOrderOptionUSFutures::Legs | Legs |
CLoginResponseStatus | Login status |
CLogLevel | |
CLogonSettings | |
CLogoutResponseReason | |
CLogSettings | |
CManualOrderIndicator | Manual Order Indicators |
CMessageListener | Incoming (CFE to TPH) message listener |
CMessageType | Message types |
CMonth | Identifies months in year |
CFutureBase::moving_init_t | |
CMultilegReportingType | MultilegReportingType |
CMutex | |
COpenClose | Indicates status of client position in a trade resulting from the order |
COrderReasonCode | Order Reason Code |
COrdinaryExtractor< FieldValue > | Value extractor helper |
COrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > > | |
COrdType | Order types |
►COutgoingMessage | Base class for outgoing messages |
CCancelOrder | Cancel Order |
CClientHeartbeat | |
CLoginRequest | |
CLogoutRequest | |
CMassCancelOrder | Mass Cancel Order |
CModifyOrder | Modify Order |
CNewOrderOptionUSFutures | New Order Option US Futures V1 |
CNewOrderV2 | New Order US Futures V2 |
CPurgeOrders | Purge Orders |
CQuoteUpdate | Quote Update |
CQuoteUpdateOptionUSFutures | Quote Update |
CResetRisk | 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 |
CPendingStatus | PendingStatus |
CConstantQuoteUpdateOptionUSFutures::Quote | |
CConstantQuoteUpdate::Quote | |
CQuoteReasonCode | Quote Reason Code |
CQuoteResult | QuoteResult |
CReplayListener | |
CReplayUnspecifiedUnit | Controls replay behavior for unknown units |
CRestatementReason | Restatement Reasons |
CRiskResetResult | RiskResetResult |
CSemaphore | |
CSeqNumberTraits | |
CSessionListener | |
CSide | Order sides |
CSizeModifier | SizeModifier |
CString< N, FILLER > | ASCII encoded, right-padded with filler |
►CString< N > | |
CAlpha< 3 > | |
CAlpha< 4 > | |
CAlphanumeric< 10 > | |
CAlphanumeric< 2 > | |
CAlphanumeric< 4 > | |
CAlphanumeric< 6 > | |
CAlphanumeric< 60 > | |
CAlphanumeric< 8 > | |
CAlpha< N > | |
CAlphanumeric< N > | |
CText< N > | |
CText< 1 > | |
CText< 16 > | |
CText< 18 > | |
CText< 2 > | |
CText< 20 > | |
CText< 3 > | |
CText< 6 > | |
CText< 60 > | |
CText< 8 > | |
CStringTraits | String helpers |
CStrRef | Provides efficient way of accessing text-based field values |
CSubLiquidityIndicator | SubLiquidityIndicator |
CThisThread | Current thread related tasks |
CThreadAffinity | Represents set of CPU indices |
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 |
CLogonSettings::Unit | |
CUnit | |
CWarningListener | |