OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.0
API documentation
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12345]
 NOnixS
 NCboeCFE
 NMarketData
 NPitch
 CAddOrderLongMsgAdd Order message represents a newly accepted visible order on the CFE book
 CAddOrderShortMsgAdd Order message represents a newly accepted visible order on the CFE book
 CArgumentExceptionArgument value error
 CBinaryFields
 CBinaryMessageEncapsulates services for manipulating little endian encoded messages
 CDataSourceData source
 CDeleteOrderMsgThe Delete Order message is sent whenever an open order is completely canceled
 CEfViFeedEngineThe given class implements the Feed Engine concept using the Solarlfare ef_vi SDK
 CEndOfDaySummaryMsgThe End of Day Summary is sent out right before the close of a symbol
 CEndOfSessionMsgThe End of Session message is sent for each unit when the unit shuts down
 CErrorCodeKnown (selected) error codes
 CErrorListener
 CExceptionBasic exception class for this namespace
 CFeedDescriptorFeed descriptor
 CFeedEngineThe Feed Engine machinery
 CFeedEngineThreadIdleIdentifies reasons feed engine threads becomes idle
 CFeedEngineThreadPoolA pool of threads executing feed engine tasks
 CFeedEngineThreadPoolListener
 CFeedEngineThreadPoolSettings
 CFixedPointDecimal
 CFuturesInstrumentDefinitionMsg
 CHandlerCboe CFE Multicast PITCH Market Data Handler class
 CHandlerSettingsHandler configuration settings
 CHandlerStateDefines the state that the handler is in
 CHandlerStateListenerStatus Listener
 CIntegralConstantIntegral constant
 CIssueIssue Types
 CLegLeg
 CListingStateListing states
 CLogFilePermissionLog file read permissions
 CLogLevelLog level
 CLogSettingsLogging options
 CMarketByPriceListenerOrder Book listener
 CMessageListenerPitch message listener
 CModifyOrderLongMsgThe Modify Order message is sent whenever an open order is visibly modified
 CModifyOrderShortMsgThe Modify Order message is sent whenever an open order is visibly modified
 CMonthIdentifies months in year
 CNetFeedEngineProcessResultDesigned to reflect various aspects of feed engine processing flow
 CNicWatch
 COpenInterestMsgThe Open Interest message is sent to communicate a symbol's open interest, usually for the prior trading date
 COperationExceptionOperation exception
 COrderBook
 COrderBookListenerOrder Book listener
 COrderExecutedMsgOrder Executed messages are sent when an order on the CFE book is executed in whole or in part
 COrderInfo
 COrdinaryExtractorValue extractor helper
 COrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > >
 CPriceLevelEncapsulates price level concept
 CPriceLevelCollectionsMiscellaneous traits for PriceLevel class
 CPriceLimitsMsgThe Price Limits message is sent out at the start of the session for products subject to Price Limits during extended trading hours
 CProtocolListenerProtocol Listener
 CReduceSizeLongMsgReduce Size messages are sent when a visible order on the CFE book is partially reduced
 CReduceSizeShortMsgReduce Size messages are sent when a visible order on the CFE book is partially reduced
 CReplayListenerListening interface for log replay-related events
 CReplayModeLogging options
 CReplayOptionsDefines params which affect replay
 CSemaphoreSemaphore
 CServiceDescriptorService endpoint description
 CSettlementMsgSettlement messages are normally sent once per day per instrument after settlement prices have been calculated for all applicable instruments on a given business date
 CSideIndicatorOrder sides
 CSocketFeedEngineThe given class implements feed engine concept using pool of working threads and standard socket API
 CStrRefProvides efficient way of accessing text-based FIX field values
 CTcpFeedDescriptor
 CTcpServiceDescriptorDescribse CFE services such as grp or spin
 CThisThreadCurrent thread related tasks
 CThreadAffinityRepresents set of CPU indices
 CTimeMsgTime message is sent whenever the source time for a unit passes over a second boundary
 CTimeReferenceMsgThe Time Reference message is used to provide a midnight reference point for recipients of the feed
 CTimeSpan
 CTimeSpanFormatCollection of timespan formatting patterns
 CTimestampRepresents time point without time-zone information
 CTimestampFormatCollection of timestamp formatting patterns
 CTimeTraitsMiscellaneous time characteristics
 CTradeBreakMsgThe Trade Break message is sent whenever an execution on CFE is broken
 CTradeConditionTrade Conditions
 CTradeLongMsgThe Trade message provides information about executions that occur off of the CFE book (such as ECRP / Block trades)
 CTradeOnOrderExecutedListenerIs generated when Execution messages are received and contains additional information about instrument state
 CTradeShortMsgThe Trade message provides information about executions that occur off of the CFE book (such as ECRP / Block trades)
 CTradingStatusTrading Statuses
 CTradingStatusMsgThe Trading Status message is used to indicate the current trading status of a Futures contract
 CTransactionBeginMsgThe Transaction Begin message indicates any subsequent messages, up to the accompanying Transaction End message, are all part of the same transaction block
 CTransactionEndMsgThe Transaction End message indicates that a transaction indicated by a previous Transaction Begin message has completed
 CUnitClearMsgThe Unit Clear message instructs feed recipients to clear all orders for the CFE book in the unit specified in the Sequenced Unit Header
 CUpdateAction
 CUtcWatchUTC watch
 CVarianceVariance Block
 CWarningListenerWarning listener
 CWatchServiceAbstract watch service