▼NOnixS | |
▼NCboeCFE | |
▼NMarketData | |
▼NPitch | |
CAddOrderLongMsg | Add Order message represents a newly accepted visible order on the CFE book |
CAddOrderShortMsg | Add Order message represents a newly accepted visible order on the CFE book |
CArgumentException | Argument value error |
CBinaryFields | |
CBinaryMessage | Encapsulates services for manipulating little endian encoded messages |
CDataSource | Data source |
CDeleteOrderMsg | The Delete Order message is sent whenever an open order is completely canceled |
CEndOfDaySummaryMsg | The End of Day Summary is sent out right before the close of a symbol |
CEndOfSessionMsg | The End of Session message is sent for each unit when the unit shuts down |
CErrorCode | Known (selected) error codes |
CErrorListener | |
CException | Basic exception class for this namespace |
CFeedDescriptor | Feed descriptor |
CFeedEngine | Manages processing machinery for market data received from feeds |
CFeedEngineListener | |
CFeedEngineSettings | Collection of settings affecting Feed Engine behavior |
CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
CFixedPointDecimal | |
CFuturesInstrumentDefinitionMsg | |
CHandler | Cboe CFE Multicast PITCH Market Data Handler class |
CHandlerSettings | Handler configuration settings |
CHandlerState | Defines the state that the handler is in |
CHandlerStateListener | Status Listener |
CIntegralConstant | Integral constant |
CIssue | Issue Types |
CLeg | Leg |
CListingState | Listing states |
CLogFilePermission | Log file read permissions |
CLogLevel | Log level |
CLogSettings | Logging options |
CMarketByPriceListener | Order Book listener |
CMessageListener | Pitch message listener |
CModifyOrderLongMsg | The Modify Order message is sent whenever an open order is visibly modified |
CModifyOrderShortMsg | The Modify Order message is sent whenever an open order is visibly modified |
CMonth | Identifies months in year |
COpenInterestMsg | The Open Interest message is sent to communicate a symbol's open interest, usually for the prior trading date |
COperationException | Operation exception |
COrderBook | |
COrderBookListener | Order Book listener |
COrderExecutedMsg | Order Executed messages are sent when an order on the CFE book is executed in whole or in part |
COrderInfo | |
COrdinaryExtractor | Value extractor helper |
COrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > > | |
CPriceLevel | Encapsulates price level concept |
CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
CPriceLimitsMsg | The Price Limits message is sent out at the start of the session for products subject to Price Limits during extended trading hours |
CProtocolListener | Protocol Listener |
CReduceSizeLongMsg | Reduce Size messages are sent when a visible order on the CFE book is partially reduced |
CReduceSizeShortMsg | Reduce Size messages are sent when a visible order on the CFE book is partially reduced |
CReplayListener | Listening interface for log replay-related events |
CReplayOptions | Defines ONIXS_CBOECFE_PITCH_API which affect logs replay |
CSemaphore | Semaphore |
CServiceDescriptor | Service endpoint description |
CSettlementMsg | Settlement messages are normally sent once per day per instrument after settlement prices have been calculated for all applicable instruments on a given business date |
CSideIndicator | Order sides |
CStrRef | Provides efficient way of accessing text-based FIX field values |
CTcpFeedDescriptor | |
CTcpServiceDescriptor | Describse CFE services such as grp or spin |
CThreadAffinity | Represents set of CPU indices |
CTimeMsg | Time message is sent whenever the source time for a unit passes over a second boundary |
CTimeReferenceMsg | The Time Reference message is used to provide a midnight reference point for recipients of the feed |
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 |
CTradeBreakMsg | The Trade Break message is sent whenever an execution on CFE is broken |
CTradeCondition | Trade Conditions |
CTradeLongMsg | The Trade message provides information about executions that occur off of the CFE book (such as ECRP / Block trades) |
CTradeOnOrderExecutedListener | Is generated when Execution messages are received and contains additional information about instrument state |
CTradeShortMsg | The Trade message provides information about executions that occur off of the CFE book (such as ECRP / Block trades) |
CTradingStatus | Trading Statuses |
CTradingStatusMsg | The Trading Status message is used to indicate the current trading status of a Futures contract |
CTransactionBeginMsg | The Transaction Begin message indicates any subsequent messages, up to the accompanying Transaction End message, are all part of the same transaction block |
CTransactionEndMsg | The Transaction End message indicates that a transaction indicated by a previous Transaction Begin message has completed |
CUnitClearMsg | The Unit Clear message instructs feed recipients to clear all orders for the CFE book in the unit specified in the Sequenced Unit Header |
CUpdateAction | |
CVariance | Variance Block |
CWarningListener | Warning listener |