OnixS CBOE CSM Handler for C++
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
ArgumentExceptionArgument value error
ArgumentRangeExceptionArgument value range error
CurrentMarketCurrent market
CurrentMarketEntriesGroup of Current Market Entry instances
CurrentMarketEntryCurrent market entry
CurrentMarketListenerCurrent Market listener
CurrentMarketUpdateCurrent market update
CurrentMarketUpdateEntriesGroup of Current Market Update entry instances
CurrentMarketUpdateEntryCurrent Market Update entry
DataSourceData source
DecimalDecimal type for better precision
EndOfDayListenerDefines an interface through which the Handler notifies subscribers about end of day event
EntryTypesExposes list of entry types
EopTypesExposes list of EOP Types
ErrorCodeKnown (selected) error codes
ErrorListenerDefines an interface through which the Handler notifies subscribers about errors occurred while processing messages
ExceptionBasic exception class for this namespace
ExerciseStylesExercise styles
FeedDescriptorFeed descriptor
FieldSetEncapsulates primary operations over collection of FIX fields like FIX message and repeating group instance are
FieldValueRefImplements concept of a read-only reference to a FIX field value
GroupEncapsulates operations over FIX Repeating Group
GroupInstanceSingle instance of FIX Repeating Group
HandlerCBOE CSM Market Data Handler class
HandlerSettingsHandler base configuration settings
HandlerStateDefines the state that the handler is in
HandlerStateListenerStatus Listener
HeartbeatCurrent market
IncrementalRefreshBook Depth Incremental Update/Refresh template
IncrementalRefreshEntriesGroup of Incremental Refresh entry instances
IncrementalRefreshEntryIncremental Refresh entry
IncrementalRefreshVolumeEntriesGroup of Incremental Refresh Volume entry instances
IncrementalRefreshVolumeEntryIncremental Refresh Volume entry
LegLeg entry
LegalMarketsExposes list of Legal Markets
LegsGroup of Leg instances
LegSideExposes list of leg sides
less< OnixS::CBOE::MarketData::CSM::StringRef >Allows using of StringRef in collections like std::map
Level2ListenerCurrent Market listener for Level 2 mode
LogFilePermissionLog file read permissions
LogLevelLog level
LogSettingsLogging options
MarketDataRefreshCurrent market
MessageEncapsulates operations over a FIX Message
MessageStringingFlagContains flags which affect FIX message textual presentation
MonthDefines all the months in the year
NotImplementedExceptionMethod doesn't implemented
NullArgumentExceptionNull argument value error
NumberHelper class for conversion from string to number
OperationExceptionOperation exception
OrderBookOrder Book
OrderBookListenerMarket Orders Listener
PacketDataListenerPacket Data Listener
PacketGapListenerPacket Gap Listener
PriceLevelEncapsulates price level concept
PriceLevelCollectionsMiscellaneous traits for PriceLevel class
PriceTypesPrice Types
PutOrCallPut or Call
RefreshIndicatorsRefresh indicators
ReplayListenerListening interface for log replay-related events
ReplayOptionsDefines ONIXS_CBOE_CSM_API which affect logs replay
SecurityDefinitionSecurity definition
SecurityDefinitionListenerSecurity definition listener
SecurityExchangesSecurity Exchanges
SecurityStatusSecurity Status template
SecurityTradingStatusesSecurity trading statuses
SecurityTypesSecurity Types
ServiceDescriptorService endpoint description
SettlementValueListenerCurrent Market listener
SnapshotFullRefreshBook Depth Snapshot Full Refresh
SnapshotFullRefreshEntriesGroup of Snapshot Full Refresh entry instances
SnapshotFullRefreshEntrySnapshot Full Refresh entry
SnapshotFullRefreshVolumeEntriesGroup of Snapshot Full Refresh Volume entry instances
SnapshotFullRefreshVolumeEntrySnapshot Full Refresh Volume entry
StringRefProvides efficient way of accessing text-based FIX field values
SummaryListenerCurrent Market listener
ThreadAffinityRepresents set of CPU indices
TickerEntriesGroup of Leg entry instances
TickerEntryLeg entry
TimeSpanRepresents time interval
TimeSpanFormatsTime span formats supported
TimestampRepresents timestamp without time-zone information
TimestampFormatCollection of timestamp formats supported
TypedGroup< Entry >A group of typed instances
UpdateActionsUpdate actions
VolumeTypesVolume types
WarningListenerWarning listener
YearMonthDayYear, month, day fields