Namespaces | |
Implementation | |
Typedefs | |
typedef std::vector< std::string > | FilesList |
typedef std::set< std::string > | Symbols |
typedef UInt8 | Byte |
typedef std::vector< OrderInfo > | OrderInfos |
typedef PriceLevelCollections::Array | PriceLevels |
typedef PriceLevelCollections::ArrayEntry | PriceLevelsEntry |
typedef PriceLevelCollections::ArrayConstEntry | PriceLevelsConstEntry |
typedef char | Char |
typedef UInt8 | Binary1 |
typedef UInt16 | Binary2 |
typedef UInt32 | Binary4 |
typedef UInt64 | Binary8 |
typedef Int32 | SignedBinary4 |
typedef Int64 | SignedBinary8 |
typedef UInt32 | SequenceNumber |
typedef Binary2 | MessageSize |
typedef FixedPointDecimal< Int64, IntegralConstant< Int8,-4 > > | BinaryPrice |
typedef FixedPointDecimal< Int16, IntegralConstant< Int8,-2 > > | BinaryShortPrice |
typedef UInt8 | BitField |
typedef UInt32 | BinaryDate |
typedef Binary8 | OrderId |
typedef Binary4 | Quantity |
typedef Binary4 | Time |
typedef Binary8 | InstrumentId |
typedef size_t | CpuIndex |
Functions | |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, SideIndicator::Enum) |
std::string | toStr (SideIndicator::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, UpdateAction::Enum) |
std::string | toStr (UpdateAction::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, TradeCondition::Enum) |
std::string | toStr (TradeCondition::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, ListingState::Enum) |
std::string | toStr (ListingState::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, TradingStatus::Enum) |
std::string | toStr (TradingStatus::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, Issue::Enum) |
std::string | toStr (Issue::Enum layout) |
ONIXS_CBOECFE_PITCH_API void | replayPcap (const std::vector< Handler * > &handlers, const ReplayOptions &options) |
ONIXS_CBOECFE_PITCH_API std::string | enumToString (LogLevel::Enum) |
LogSettings::Enum | operator| (LogSettings::Enum a, LogSettings::Enum b) |
LogFilePermission::Enum | operator| (LogFilePermission::Enum a, LogFilePermission::Enum b) |
void ONIXS_CBOECFE_PITCH_API | gatherFiles (FilesList *gatheredFiles, const std::string &root, const std::string &extension) |
void | gatherLogs (FilesList *gatheredLogs, const std::string &root) |
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLDPATH ONIXS_BATS_PITCH_NORETURN void | throwIncorrectSize (const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize) |
ONIXS_CBOECFE_PITCH_API std::string | enumToString (ErrorCode::Enum) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const ServiceDescriptor &descriptor) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const FeedDescriptor &descriptor) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const TcpServiceDescriptor &descriptor) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const TcpFeedDescriptor &descriptor) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const HandlerSettings &settings) |
template<typename Type > | |
void * | toOpaquePtr (Type *ptr) ONIXS_BATS_PITCH_NOTHROW |
template<typename Type > | |
const void * | toOpaquePtr (const Type *ptr) ONIXS_BATS_PITCH_NOTHROW |
template<typename Type > | |
Byte * | toByteBlock (Type *ptr) ONIXS_BATS_PITCH_NOTHROW |
template<typename Type > | |
const Byte * | toByteBlock (const Type *ptr) ONIXS_BATS_PITCH_NOTHROW |
template<typename Type > | |
Type * | advanceByBytes (Type *pointer, ptrdiff_t distance) ONIXS_BATS_PITCH_NOTHROW |
template<typename Type > | |
Type * | advanceBackByBytes (Type *pointer, ptrdiff_t distance) ONIXS_BATS_PITCH_NOTHROW |
template<typename Left , typename Right > | |
ptrdiff_t | byteDistance (Left *left, Right *right) ONIXS_BATS_PITCH_NOTHROW |
template<class FieldValue > | |
FieldValue | unalignedCopy (const void *p) ONIXS_BATS_PITCH_NOTHROW |
bool | operator== (const PriceLevel &l, const PriceLevel &r) ONIXS_BATS_PITCH_NOTHROW |
bool | isValid (const PriceLevel &level) ONIXS_BATS_PITCH_NOTHROW |
const BinaryPrice & | getPrice (const PriceLevel &level) ONIXS_BATS_PITCH_NOTHROW |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const PriceLevel &value) |
ONIXS_CBOECFE_PITCH_API_DECL (struct, DataSource) | |
template<class Mantissa , class Exponent > | |
bool | operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa , class Exponent > | |
bool | operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa , class Exponent > | |
bool | operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa , class Exponent > | |
bool | operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa , class Exponent > | |
bool | operator<= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa , class Exponent > | |
bool | operator>= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
ONIXS_CBOECFE_PITCH_API void | decimalToStr (std::string &, Int64, Int32) |
template<class Mantissa , class Exponent > | |
void | toStr (std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number) |
template<class Mantissa , class Exponent > | |
std::string | toStr (const FixedPointDecimal< Mantissa, Exponent > &number) |
template<class Mantissa , class Exponent > | |
std::ostream & | operator<< (std::ostream &stream, const FixedPointDecimal< Mantissa, Exponent > &number) |
ONIXS_CBOECFE_PITCH_API std::string | enumToString (HandlerState::Enum) |
ONIXS_CBOECFE_PITCH_API_DECL (class, OrderBook) | |
ONIXS_CBOECFE_PITCH_API_DECL (struct, PriceLevel) | |
StrRef | toStrRef (const std::string &str) |
StrRef | toStrRef (const Char *cStr) |
std::string | toStr (const StrRef &ref) |
void | toStr (std::string &str, const StrRef &ref) |
std::string | toStr (Char character) |
void | toStr (std::string &str, Char character) |
void | toStr (std::string &str, const std::string &value) |
bool | operator== (const StrRef &left, const StrRef &right) |
bool | operator!= (const StrRef &left, const StrRef &right) |
bool | operator== (const StrRef &ref, const std::string &str) |
bool | operator!= (const StrRef &ref, const std::string &str) |
bool | operator== (const std::string &str, const StrRef &ref) |
bool | operator!= (const std::string &str, const StrRef &ref) |
bool | operator== (const StrRef &ref, const Char *str) |
bool | operator!= (const StrRef &ref, const Char *str) |
bool | operator== (const Char *str, const StrRef &ref) |
bool | operator!= (const Char *str, const StrRef &ref) |
bool | operator< (const StrRef &left, const StrRef &right) |
bool | operator> (const StrRef &left, const StrRef &right) |
std::ostream & | operator<< (std::ostream &stream, const StrRef &text) |
ONIXS_CBOECFE_PITCH_API std::ostream & | operator<< (std::ostream &stream, const DataSource &ds) |
bool | process (FeedEngine &engine) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, Int8) |
std::string | toStr (Int8 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, UInt8) |
std::string | toStr (UInt8 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, Int16) |
std::string | toStr (Int16 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, UInt16) |
std::string | toStr (UInt16 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, Int32) |
std::string | toStr (Int32 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, UInt32) |
std::string | toStr (UInt32 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, Int64) |
std::string | toStr (Int64 number) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, UInt64) |
std::string | toStr (UInt64 number) |
template<typename Type , Type Constant> | |
void | toStr (std::string &str, IntegralConstant< Type, Constant > constant) |
template<typename Type , Type Constant> | |
std::string | toStr (IntegralConstant< Type, Constant > constant) |
bool | operator== (const TimeSpan &left, const TimeSpan &right) |
bool | operator!= (const TimeSpan &left, const TimeSpan &right) |
bool | operator< (const TimeSpan &left, const TimeSpan &right) |
bool | operator> (const TimeSpan &left, const TimeSpan &right) |
ONIXS_CBOECFE_PITCH_API void | toStrAsHHMMSS (std::string &, TimeSpan) |
ONIXS_CBOECFE_PITCH_API void | toStrAsHHMMSSmsec (std::string &, TimeSpan) |
ONIXS_CBOECFE_PITCH_API void | toStrAsSDHHMMSSnsec (std::string &, TimeSpan) |
void | toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec) |
std::string | toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec) |
Timestamp | fromSeconds (UInt32 secondsSinceEpoch) |
bool | operator== (const Timestamp &left, const Timestamp &right) |
bool | operator!= (const Timestamp &left, const Timestamp &right) |
bool | operator< (const Timestamp &left, const Timestamp &right) |
bool | operator<= (const Timestamp &left, const Timestamp &right) |
bool | operator> (const Timestamp &left, const Timestamp &right) |
bool | operator>= (const Timestamp &left, const Timestamp &right) |
Timestamp | operator+ (const Timestamp ×tamp, const TimeSpan &timeSpan) |
Timestamp | operator- (const Timestamp ×tamp, const TimeSpan &timeSpan) |
TimeSpan | operator- (const Timestamp &left, const Timestamp &right) |
ONIXS_CBOECFE_PITCH_API void | toStrAsYYYYMMDD (std::string &, Timestamp) |
ONIXS_CBOECFE_PITCH_API void | toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp) |
ONIXS_CBOECFE_PITCH_API void | toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp) |
ONIXS_CBOECFE_PITCH_API void | toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec) |
std::string | toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec) |
ONIXS_CBOECFE_PITCH_API bool | fromStr (Timestamp &, const char *, size_t) |
bool | fromStr (Timestamp &ts, const std::string &str) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const AddOrderLongMsg &) |
std::string | toStr (const AddOrderLongMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const AddOrderShortMsg &) |
std::string | toStr (const AddOrderShortMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const DeleteOrderMsg &) |
std::string | toStr (const DeleteOrderMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const EndOfDaySummaryMsg &) |
std::string | toStr (const EndOfDaySummaryMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const EndOfSessionMsg &) |
std::string | toStr (const EndOfSessionMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const FuturesInstrumentDefinitionMsg &) |
std::string | toStr (const FuturesInstrumentDefinitionMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const Leg &) |
std::string | toStr (const Leg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const ModifyOrderLongMsg &) |
std::string | toStr (const ModifyOrderLongMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const ModifyOrderShortMsg &) |
std::string | toStr (const ModifyOrderShortMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const OrderExecutedMsg &) |
std::string | toStr (const OrderExecutedMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const OpenInterestMsg &) |
std::string | toStr (const OpenInterestMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const PriceLimitsMsg &) |
std::string | toStr (const PriceLimitsMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const ReduceSizeLongMsg &) |
std::string | toStr (const ReduceSizeLongMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const ReduceSizeShortMsg &) |
std::string | toStr (const ReduceSizeShortMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const SettlementMsg &) |
std::string | toStr (const SettlementMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TimeMsg &) |
std::string | toStr (const TimeMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TimeReferenceMsg &) |
std::string | toStr (const TimeReferenceMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TradeBreakMsg &) |
std::string | toStr (const TradeBreakMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TradeLongMsg &) |
std::string | toStr (const TradeLongMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TradeShortMsg &) |
std::string | toStr (const TradeShortMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TradingStatusMsg &) |
std::string | toStr (const TradingStatusMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TransactionBeginMsg &) |
std::string | toStr (const TransactionBeginMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const TransactionEndMsg &) |
std::string | toStr (const TransactionEndMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const UnitClearMsg &) |
std::string | toStr (const UnitClearMsg &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const Variance &) |
std::string | toStr (const Variance &msg) |
ONIXS_CBOECFE_PITCH_API void | toStr (std::string &, const FuturesVarianceSymbolMappingMsg &) |
std::string | toStr (const FuturesVarianceSymbolMappingMsg &msg) |
Variables | |
class ONIXS_CBOECFE_PITCH_API | FeedEngineThreadPool |
typedef UInt32 BinaryDate |
typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -4> > BinaryPrice |
typedef FixedPointDecimal< Int16, IntegralConstant<Int8, -2> > BinaryShortPrice |
typedef Binary8 InstrumentId |
typedef Binary2 MessageSize |
typedef std::vector<OrderInfo> OrderInfos |
Definition at line 45 of file OrderBook.h.
Sequence of price levels.
Definition at line 183 of file OrderBook.h.
Iterator over read-only collection of price levels.
Definition at line 189 of file OrderBook.h.
Iterator to access price levels with write permissions.
Definition at line 186 of file OrderBook.h.
typedef UInt32 SequenceNumber |
typedef Int32 SignedBinary4 |
typedef Int64 SignedBinary8 |
typedef std::set<std::string> Symbols |
Alias for symbol list.
Definition at line 174 of file HandlerSettings.h.
|
inline |
|
inline |
|
inline |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::decimalToStr | ( | std::string & | , |
Int64 | , | ||
Int32 | |||
) |
Serializes decimal presented by mantissa and exponent into a string.
ONIXS_CBOECFE_PITCH_API std::string OnixS::CboeCFE::MarketData::Pitch::enumToString | ( | HandlerState::Enum | ) |
Returns string representation of HandlerState value.
ONIXS_CBOECFE_PITCH_API std::string OnixS::CboeCFE::MarketData::Pitch::enumToString | ( | ErrorCode::Enum | ) |
Returns string representation of ErrorCode value.
ONIXS_CBOECFE_PITCH_API std::string OnixS::CboeCFE::MarketData::Pitch::enumToString | ( | LogLevel::Enum | ) |
Returns string representation of ErrorCode value.
|
inline |
ONIXS_CBOECFE_PITCH_API bool OnixS::CboeCFE::MarketData::Pitch::fromStr | ( | Timestamp & | , |
const char * | , | ||
size_t | |||
) |
De-serializes a timestamp from the given string.
|
inline |
void ONIXS_CBOECFE_PITCH_API OnixS::CboeCFE::MarketData::Pitch::gatherFiles | ( | FilesList * | gatheredFiles, |
const std::string & | root, | ||
const std::string & | extension | ||
) |
Gathers files which are stored in a given folder.
|
inline |
|
inline |
Returns value of Price8.
Definition at line 291 of file OrderBook.h.
|
inline |
Indicates whether the instance of PriceLevel is valid.
Definition at line 297 of file OrderBook.h.
OnixS::CboeCFE::MarketData::Pitch::ONIXS_CBOECFE_PITCH_API_DECL | ( | class | , |
OrderBook | |||
) |
OnixS::CboeCFE::MarketData::Pitch::ONIXS_CBOECFE_PITCH_API_DECL | ( | struct | , |
PriceLevel | |||
) |
ONIXS_CBOECFE_PITCH_API_DECL | ( | struct | , |
DataSource | |||
) |
bool OnixS::CboeCFE::MarketData::Pitch::operator!= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
|
inline |
|
inline |
bool OnixS::CboeCFE::MarketData::Pitch::operator< | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const ServiceDescriptor & | descriptor | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const FeedDescriptor & | descriptor | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const DataSource & | ds | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const TcpServiceDescriptor & | descriptor | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const PriceLevel & | value | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const TcpFeedDescriptor & | descriptor | ||
) |
ONIXS_CBOECFE_PITCH_API std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const HandlerSettings & | settings | ||
) |
std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< | ( | std::ostream & | stream, |
const FixedPointDecimal< Mantissa, Exponent > & | number | ||
) |
|
inline |
bool OnixS::CboeCFE::MarketData::Pitch::operator<= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
bool OnixS::CboeCFE::MarketData::Pitch::operator== | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
|
inline |
compare
Definition at line 327 of file OrderBook.h.
|
inline |
|
inline |
bool OnixS::CboeCFE::MarketData::Pitch::operator> | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
bool OnixS::CboeCFE::MarketData::Pitch::operator>= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right | ||
) |
|
inline |
Typed logical operator helper.
Definition at line 89 of file LogSettings.h.
|
inline |
Typed logical operator helper.
Definition at line 118 of file LogSettings.h.
|
inline |
Carries out pending actions like data retrieval and event dispatching.
The returned value indicates whether any events have been handled by the engine.
Definition at line 133 of file FeedEngine.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::replayPcap | ( | const std::vector< Handler * > & | handlers, |
const ReplayOptions & | options | ||
) |
Replay pcap files.
OperationException | recovery serveses are not disabled. |
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLDPATH ONIXS_BATS_PITCH_NORETURN void OnixS::CboeCFE::MarketData::Pitch::throwIncorrectSize | ( | const std::string & | messageName, |
MessageSize | receivedSize, | ||
MessageSize | expectedSize | ||
) |
|
inline |
|
inline |
|
inline |
|
inline |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
SideIndicator::Enum | |||
) |
Appends string presentation of object.
|
inline |
Returns string presentation of object.
Definition at line 52 of file Enumerations.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TransactionBeginMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TransactionEndMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const UnitClearMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const EndOfSessionMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 67 of file EndOfSession.h.
|
inline |
Serializes object into string.
Definition at line 67 of file TransactionBegin.h.
|
inline |
Serializes object into string.
Definition at line 67 of file TransactionEnd.h.
|
inline |
Serializes object into string.
Definition at line 67 of file UnitClear.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const Leg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TimeMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TradeBreakMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const DeleteOrderMsg & | |||
) |
Serializes object into string.
|
inline |
|
inline |
|
inline |
Serializes object into string.
Definition at line 74 of file TradeBreak.h.
|
inline |
Serializes object into string.
Definition at line 74 of file DeleteOrder.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
UpdateAction::Enum | |||
) |
Appends string presentation of object.
|
inline |
Returns string presentation of object.
Definition at line 78 of file Enumerations.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const ReduceSizeLongMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const ReduceSizeShortMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TradingStatusMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 81 of file ReduceSizeShort.h.
|
inline |
Serializes object into string.
Definition at line 81 of file TradingStatus.h.
|
inline |
Serializes object into string.
Definition at line 81 of file ReduceSizeLong.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const OpenInterestMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const PriceLimitsMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const ModifyOrderShortMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TimeReferenceMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const ModifyOrderLongMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 88 of file PriceLimits.h.
|
inline |
Serializes object into string.
Definition at line 88 of file OpenInterest.h.
|
inline |
Serializes object into string.
Definition at line 89 of file ModifyOrderShort.h.
|
inline |
Serializes object into string.
Definition at line 89 of file ModifyOrderLong.h.
|
inline |
Serializes object into string.
Definition at line 89 of file TimeReference.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const SettlementMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const OrderExecutedMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 95 of file Settlement.h.
|
inline |
Serializes object into string.
Definition at line 96 of file OrderExecuted.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const AddOrderShortMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const AddOrderLongMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 102 of file AddOrderLong.h.
|
inline |
Serializes object into string.
Definition at line 102 of file AddOrderShort.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
TradeCondition::Enum | |||
) |
Appends string presentation of object.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const FuturesVarianceSymbolMappingMsg & | |||
) |
Serializes object into string.
|
inline |
Returns string presentation of object.
Definition at line 108 of file Enumerations.h.
|
inline |
Serializes object into string.
Definition at line 109 of file FuturesVarianceSymbolMapping.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const Variance & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TradeShortMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const TradeLongMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
Int8 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes object into string.
Definition at line 117 of file Variance.h.
|
inline |
Serializes object into string.
Definition at line 117 of file TradeShort.h.
|
inline |
Serializes object into string.
Definition at line 117 of file TradeLong.h.
|
inline |
Serializes given integer into a string.
Definition at line 120 of file Integral.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
UInt8 | |||
) |
Serializes given integer into a string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
ListingState::Enum | |||
) |
Appends string presentation of object.
|
inline |
Serializes given integer into a string.
Definition at line 133 of file Integral.h.
|
inline |
Returns string presentation of object.
Definition at line 135 of file Enumerations.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const EndOfDaySummaryMsg & | |||
) |
Serializes object into string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
Int16 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes object into string.
Definition at line 144 of file EndOfDaySummary.h.
|
inline |
Serializes given integer into a string.
Definition at line 146 of file Integral.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
UInt16 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes given integer into a string.
Definition at line 159 of file Integral.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
TradingStatus::Enum | |||
) |
Appends string presentation of object.
|
inline |
Returns string presentation of object.
Definition at line 163 of file Enumerations.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
Int32 | |||
) |
Serializes given integer into a string.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
const FuturesInstrumentDefinitionMsg & | |||
) |
Serializes object into string.
|
inline |
Serializes object into string.
Definition at line 172 of file FuturesInstrumentDefinition.h.
|
inline |
Serializes given integer into a string.
Definition at line 172 of file Integral.h.
|
inline |
|
inline |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
UInt32 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes given integer into a string.
Definition at line 185 of file Integral.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
Issue::Enum | |||
) |
Appends string presentation of object.
|
inline |
Returns string presentation of object.
Definition at line 191 of file Enumerations.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
Int64 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes given integer into a string.
Definition at line 198 of file Integral.h.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | , |
UInt64 | |||
) |
Serializes given integer into a string.
|
inline |
Serializes given integer into a string.
Definition at line 211 of file Integral.h.
|
inline |
Serializes given constant into a string.
Definition at line 222 of file Integral.h.
|
inline |
Serializes given constant into a string.
Definition at line 229 of file Integral.h.
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr | ( | std::string & | str, |
Timestamp | timestamp, | ||
TimestampFormat::Enum | format = TimestampFormat::YYYYMMDDHHMMSSnsec |
||
) |
Serializes timestamp according to specified pattern.
|
inline |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsHHMMSS | ( | std::string & | , |
TimeSpan | |||
) |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsHHMMSSmsec | ( | std::string & | , |
TimeSpan | |||
) |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsSDHHMMSSnsec | ( | std::string & | , |
TimeSpan | |||
) |
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsYYYYMMDD | ( | std::string & | , |
Timestamp | |||
) |
Serializes timestamp in YYYYMMDD format.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsYYYYMMDDHHMMSS | ( | std::string & | , |
Timestamp | |||
) |
Serializes timestamp in YYYYMMDDHHMMSS format.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsYYYYMMDDHHMMSSmsec | ( | std::string & | , |
Timestamp | |||
) |
Serializes timestamp in YYYYMMDDHHMMSSmsec format.
ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStrAsYYYYMMDDHHMMSSnsec | ( | std::string & | , |
Timestamp | |||
) |
Serializes timestamp in YYYYMMDDHHMMSSnsec format.
|
inline |
|
inline |
class ONIXS_CBOECFE_PITCH_API FeedEngineThreadPool |
Definition at line 271 of file FeedEngine.h.