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OnixS C++ Cboe CFE Multicast PITCH Market Data Handler
1.10.3
API documentation
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OnixS C++ Cboe CFE Multicast PITCH Market Data Handler
1.10.3
API documentation
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| ▼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 |