OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.1
API documentation
OnixS::CboeCFE::MarketData::Pitch Namespace Reference

Namespaces

 Implementation
 

Classes

struct  AddOrderLongMsg
 
struct  AddOrderShortMsg
 
class  ArgumentException
 
class  BinaryFields
 
class  BinaryMessage
 
struct  DataSource
 
struct  DeleteOrderMsg
 
class  EfViFeedEngine
 
struct  EndOfDaySummaryMsg
 
struct  EndOfSessionMsg
 
struct  ErrorCode
 
class  ErrorListener
 
class  Exception
 
struct  FeedDescriptor
 
class  FeedEngine
 
struct  FeedEngineThreadIdle
 
class  FeedEngineThreadPool
 
struct  FeedEngineThreadPoolListener
 
struct  FeedEngineThreadPoolSettings
 
class  FixedPointDecimal
 
struct  FuturesInstrumentDefinitionMsg
 
struct  FuturesVarianceSymbolMappingMsg
 
class  Handler
 
struct  HandlerSettings
 
struct  HandlerState
 
class  HandlerStateListener
 
struct  IntegralConstant
 
struct  Issue
 
struct  Leg
 
struct  ListingState
 
struct  LogFilePermission
 
struct  LogLevel
 
struct  LogSettings
 
class  MarketByPriceListener
 
class  MessageListener
 
struct  ModifyOrderLongMsg
 
struct  ModifyOrderShortMsg
 
struct  Month
 
class  NetFeedEngineProcessResult
 
class  NicWatch
 
struct  OpenInterestMsg
 
class  OperationException
 
class  OrderBook
 
class  OrderBookListener
 
struct  OrderExecutedMsg
 
struct  OrderInfo
 
struct  OrdinaryExtractor
 
struct  OrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > >
 
struct  PriceLevel
 
struct  PriceLevelCollections
 
struct  PriceLimitsMsg
 
class  ProtocolListener
 
struct  ReduceSizeLongMsg
 
struct  ReduceSizeShortMsg
 
class  ReplayListener
 
struct  ReplayMode
 
struct  ReplayOptions
 
class  Semaphore
 
struct  ServiceDescriptor
 
struct  SettlementMsg
 
struct  SideIndicator
 
class  SocketFeedEngine
 
class  StrRef
 
struct  TcpFeedDescriptor
 
struct  TcpServiceDescriptor
 
class  ThisThread
 
class  ThreadAffinity
 
struct  TimeMsg
 
struct  TimeReferenceMsg
 
class  TimeSpan
 
struct  TimeSpanFormat
 
class  Timestamp
 
struct  TimestampFormat
 
struct  TimeTraits
 
struct  TradeBreakMsg
 
struct  TradeCondition
 
struct  TradeLongMsg
 
class  TradeOnOrderExecutedListener
 
struct  TradeShortMsg
 
struct  TradingStatus
 
struct  TradingStatusMsg
 
struct  TransactionBeginMsg
 
struct  TransactionEndMsg
 
struct  UnitClearMsg
 
struct  UpdateAction
 
class  UtcWatch
 
struct  Variance
 
class  WarningListener
 
class  WatchService
 

Typedefs

typedef std::vector< std::string > FilesList
 
typedef std::set< std::string > Symbols
 
typedef UInt8 Byte
 
typedef std::vector< OrderInfoOrderInfos
 
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 >
BytetoByteBlock (Type *ptr) ONIXS_BATS_PITCH_NOTHROW
 
template<typename Type >
const BytetoByteBlock (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 BinaryPricegetPrice (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 &timestamp, const TimeSpan &timeSpan)
 
Timestamp operator- (const Timestamp &timestamp, 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 Documentation

typedef UInt8 Binary1

Definition at line 78 of file Defines.h.

typedef UInt16 Binary2

Definition at line 79 of file Defines.h.

typedef UInt32 Binary4

Definition at line 80 of file Defines.h.

typedef UInt64 Binary8

Definition at line 81 of file Defines.h.

typedef UInt32 BinaryDate

Definition at line 112 of file Defines.h.

typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -4> > BinaryPrice

Binary Price.

Definition at line 99 of file Defines.h.

Binary Short Price.

Definition at line 108 of file Defines.h.

typedef UInt8 BitField

Definition at line 110 of file Defines.h.

typedef UInt8 Byte

Alias for Byte.

Definition at line 37 of file Memory.h.

typedef char Char

Character type alias.

Definition at line 42 of file String.h.

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 128 of file Defines.h.

Ordered list of files to be replayed.

Definition at line 35 of file Replay.h.

Alias for Instrument Id type.

Definition at line 123 of file Defines.h.

Aliases message length type.

Definition at line 90 of file Defines.h.

typedef Binary8 OrderId

Alias for Order Id type.

Definition at line 115 of file Defines.h.

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 Binary4 Quantity

Alias for Quantity type.

Definition at line 118 of file Defines.h.

typedef UInt32 SequenceNumber

Alias for Sequence Number type.

Definition at line 87 of file Defines.h.

typedef Int32 SignedBinary4

Definition at line 83 of file Defines.h.

typedef Int64 SignedBinary8

Definition at line 84 of file Defines.h.

typedef std::set<std::string> Symbols

Alias for symbol list.

Definition at line 174 of file HandlerSettings.h.

typedef Binary4 Time

Definition at line 120 of file Defines.h.

Function Documentation

Type* OnixS::CboeCFE::MarketData::Pitch::advanceBackByBytes ( Type *  pointer,
ptrdiff_t  distance 
)
inline

Returns pointer which is lower than given one to a given number of bytes.

Definition at line 129 of file Memory.h.

Type* OnixS::CboeCFE::MarketData::Pitch::advanceByBytes ( Type *  pointer,
ptrdiff_t  distance 
)
inline

Advances given pointer to a given offset (distance) in bytes.

Definition at line 109 of file Memory.h.

ptrdiff_t OnixS::CboeCFE::MarketData::Pitch::byteDistance ( Left *  left,
Right *  right 
)
inline

Returns distance in bytes between two pointers.

Definition at line 149 of file Memory.h.

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.

Timestamp OnixS::CboeCFE::MarketData::Pitch::fromSeconds ( UInt32  secondsSinceEpoch)
inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 703 of file Time.h.

ONIXS_CBOECFE_PITCH_API bool OnixS::CboeCFE::MarketData::Pitch::fromStr ( Timestamp ,
const char *  ,
size_t   
)

De-serializes a timestamp from the given string.

bool OnixS::CboeCFE::MarketData::Pitch::fromStr ( Timestamp ts,
const std::string &  str 
)
inline

Definition at line 902 of file Time.h.

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.

void OnixS::CboeCFE::MarketData::Pitch::gatherLogs ( FilesList gatheredLogs,
const std::string &  root 
)
inline

Gathers log files which are stored in a given folder.

Definition at line 74 of file Replay.h.

const BinaryPrice & getPrice ( const PriceLevel level)
inline

Returns value of Price8.

Definition at line 291 of file OrderBook.h.

bool isValid ( const PriceLevel level)
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 
)

Compares two fixed-point decimals.

Definition at line 126 of file Decimal.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const StrRef left,
const StrRef right 
)
inline

Compares with another instance.

Definition at line 293 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const StrRef ref,
const std::string &  str 
)
inline

Compares StrRef with std::string.

Definition at line 313 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const std::string &  str,
const StrRef ref 
)
inline

Compares StrRef with std::string.

Definition at line 333 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const TimeSpan left,
const TimeSpan right 
)
inline

Compares with other instance for in-equality.

Definition at line 337 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const StrRef ref,
const Char str 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 353 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const Char str,
const StrRef ref 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 373 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator!= ( const Timestamp left,
const Timestamp right 
)
inline

Compares with instances for inequality.

Definition at line 726 of file Time.h.

Timestamp OnixS::CboeCFE::MarketData::Pitch::operator+ ( const Timestamp timestamp,
const TimeSpan timeSpan 
)
inline

Adds time interval to given time point.

Definition at line 791 of file Time.h.

Timestamp OnixS::CboeCFE::MarketData::Pitch::operator- ( const Timestamp timestamp,
const TimeSpan timeSpan 
)
inline

Subtracts time interval from given time point.

Definition at line 805 of file Time.h.

TimeSpan OnixS::CboeCFE::MarketData::Pitch::operator- ( const Timestamp left,
const Timestamp right 
)
inline

Calculates time interval between two time points.

Definition at line 819 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator< ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 135 of file Decimal.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator< ( const TimeSpan left,
const TimeSpan right 
)
inline

Checks whether left time interval less than right one.

Definition at line 347 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator< ( const StrRef left,
const StrRef right 
)
inline

Establishes order over string refs.

Definition at line 383 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator< ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 739 of file Time.h.

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 
)

Definition at line 193 of file Decimal.h.

std::ostream& OnixS::CboeCFE::MarketData::Pitch::operator<< ( std::ostream &  stream,
const StrRef text 
)
inline

StrRef serialization operator.

Definition at line 419 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator<= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 153 of file Decimal.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator<= ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 752 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 117 of file Decimal.h.

bool operator== ( const PriceLevel l,
const PriceLevel r 
)
inline

compare

Definition at line 327 of file OrderBook.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const StrRef left,
const StrRef right 
)
inline

Compares StrRef instance with another one.

Definition at line 279 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const StrRef ref,
const std::string &  str 
)
inline

Compares StrRef with std::string.

Definition at line 303 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const std::string &  str,
const StrRef ref 
)
inline

Compares StrRef with std::string.

Definition at line 323 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const TimeSpan left,
const TimeSpan right 
)
inline

Compares with other instance for equality.

Definition at line 327 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const StrRef ref,
const Char str 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 343 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const Char str,
const StrRef ref 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 363 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator== ( const Timestamp left,
const Timestamp right 
)
inline

Compares with instances for equality.

Definition at line 713 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator> ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 144 of file Decimal.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator> ( const TimeSpan left,
const TimeSpan right 
)
inline

Checks whether left time interval greater than right one.

Definition at line 357 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator> ( const StrRef left,
const StrRef right 
)
inline

Establishes order over string refs.

Definition at line 409 of file String.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator> ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 765 of file Time.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator>= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 162 of file Decimal.h.

bool OnixS::CboeCFE::MarketData::Pitch::operator>= ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 778 of file Time.h.

LogSettings::Enum OnixS::CboeCFE::MarketData::Pitch::operator| ( LogSettings::Enum  a,
LogSettings::Enum  b 
)
inline

Typed logical operator helper.

Definition at line 89 of file LogSettings.h.

LogFilePermission::Enum OnixS::CboeCFE::MarketData::Pitch::operator| ( LogFilePermission::Enum  a,
LogFilePermission::Enum  b 
)
inline

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

bool OnixS::CboeCFE::MarketData::Pitch::process ( FeedEngine engine)
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.

Note
Only realtime feed is supported.
Both Grp and Spin services must be disabled.
Exceptions
OperationExceptionrecovery 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 
)
Byte* OnixS::CboeCFE::MarketData::Pitch::toByteBlock ( Type *  ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 74 of file Memory.h.

const Byte* OnixS::CboeCFE::MarketData::Pitch::toByteBlock ( const Type *  ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 92 of file Memory.h.

void* OnixS::CboeCFE::MarketData::Pitch::toOpaquePtr ( Type *  ptr)
inline

Makes pointer as opaque one.

Definition at line 46 of file Memory.h.

const void* OnixS::CboeCFE::MarketData::Pitch::toOpaquePtr ( const Type *  ptr)
inline

Makes pointer as opaque one.

Definition at line 59 of file Memory.h.

ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  ,
SideIndicator::Enum   
)

Appends string presentation of object.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( SideIndicator::Enum  layout)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const EndOfSessionMsg msg)
inline

Serializes object into string.

Definition at line 67 of file EndOfSession.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TransactionBeginMsg msg)
inline

Serializes object into string.

Definition at line 67 of file TransactionBegin.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TransactionEndMsg msg)
inline

Serializes object into string.

Definition at line 67 of file TransactionEnd.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const UnitClearMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const Leg msg)
inline

Serializes object into string.

Definition at line 74 of file Leg.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TimeMsg msg)
inline

Serializes object into string.

Definition at line 74 of file Time.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TradeBreakMsg msg)
inline

Serializes object into string.

Definition at line 74 of file TradeBreak.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const DeleteOrderMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( UpdateAction::Enum  layout)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const ReduceSizeShortMsg msg)
inline

Serializes object into string.

Definition at line 81 of file ReduceSizeShort.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TradingStatusMsg msg)
inline

Serializes object into string.

Definition at line 81 of file TradingStatus.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const ReduceSizeLongMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const PriceLimitsMsg msg)
inline

Serializes object into string.

Definition at line 88 of file PriceLimits.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const OpenInterestMsg msg)
inline

Serializes object into string.

Definition at line 88 of file OpenInterest.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const ModifyOrderShortMsg msg)
inline

Serializes object into string.

Definition at line 89 of file ModifyOrderShort.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const ModifyOrderLongMsg msg)
inline

Serializes object into string.

Definition at line 89 of file ModifyOrderLong.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TimeReferenceMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const SettlementMsg msg)
inline

Serializes object into string.

Definition at line 95 of file Settlement.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const OrderExecutedMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const AddOrderLongMsg msg)
inline

Serializes object into string.

Definition at line 102 of file AddOrderLong.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const AddOrderShortMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( TradeCondition::Enum  layout)
inline

Returns string presentation of object.

Definition at line 108 of file Enumerations.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const FuturesVarianceSymbolMappingMsg msg)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const Variance msg)
inline

Serializes object into string.

Definition at line 117 of file Variance.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TradeShortMsg msg)
inline

Serializes object into string.

Definition at line 117 of file TradeShort.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const TradeLongMsg msg)
inline

Serializes object into string.

Definition at line 117 of file TradeLong.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Int8  number)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( UInt8  number)
inline

Serializes given integer into a string.

Definition at line 133 of file Integral.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( ListingState::Enum  layout)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const EndOfDaySummaryMsg msg)
inline

Serializes object into string.

Definition at line 144 of file EndOfDaySummary.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Int16  number)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( UInt16  number)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( TradingStatus::Enum  layout)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const FuturesInstrumentDefinitionMsg msg)
inline

Serializes object into string.

Definition at line 172 of file FuturesInstrumentDefinition.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Int32  number)
inline

Serializes given integer into a string.

Definition at line 172 of file Integral.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
const FixedPointDecimal< Mantissa, Exponent > &  number 
)
inline

Serializes fixed-point decimal into a string.

Definition at line 175 of file Decimal.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const FixedPointDecimal< Mantissa, Exponent > &  number)
inline

Serializes fixed-point decimal into a string.

Definition at line 182 of file Decimal.h.

ONIXS_CBOECFE_PITCH_API void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  ,
UInt32   
)

Serializes given integer into a string.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( UInt32  number)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Issue::Enum  layout)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Int64  number)
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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( UInt64  number)
inline

Serializes given integer into a string.

Definition at line 211 of file Integral.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
IntegralConstant< Type, Constant >  constant 
)
inline

Serializes given constant into a string.

Definition at line 222 of file Integral.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( IntegralConstant< Type, Constant >  constant)
inline

Serializes given constant into a string.

Definition at line 229 of file Integral.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( const StrRef ref)
inline

Constructs std::string instance from StrRef one.

Definition at line 231 of file String.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
const StrRef ref 
)
inline

Appends text referenced by StrRef to given std::string instance.

Definition at line 240 of file String.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Char  character)
inline

Constructs std::string from a character.

Definition at line 250 of file String.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
Char  character 
)
inline

Appends character to given std::string instance.

Definition at line 259 of file String.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
const std::string &  value 
)
inline

Appends one string another one.

Definition at line 269 of file String.h.

void OnixS::CboeCFE::MarketData::Pitch::toStr ( std::string &  str,
TimeSpan  timeSpan,
TimeSpanFormat::Enum  format = TimeSpanFormat::SDHHMMSSnsec 
)
inline

Appends timespan formatted in specified pattern to given string.

Definition at line 400 of file Time.h.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( TimeSpan  timeSpan,
TimeSpanFormat::Enum  format = TimeSpanFormat::SDHHMMSSnsec 
)
inline

Formats timespan according to specified pattern.

Definition at line 430 of file Time.h.

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.

std::string OnixS::CboeCFE::MarketData::Pitch::toStr ( Timestamp  timestamp,
TimestampFormat::Enum  format = TimestampFormat::YYYYMMDDHHMMSSnsec 
)
inline

Serializes timestamp according to specified pattern.

Definition at line 880 of file Time.h.

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.

StrRef OnixS::CboeCFE::MarketData::Pitch::toStrRef ( const std::string &  str)
inline

Constructs StrRef instance over std::string content.

Definition at line 207 of file String.h.

StrRef OnixS::CboeCFE::MarketData::Pitch::toStrRef ( const Char cStr)
inline

Initializes instance from zero-terminated/C-like string.

Definition at line 216 of file String.h.

FieldValue OnixS::CboeCFE::MarketData::Pitch::unalignedCopy ( const void *  p)
inline

Definition at line 166 of file Memory.h.

Variable Documentation

class ONIXS_CBOECFE_PITCH_API FeedEngineThreadPool

Definition at line 271 of file FeedEngine.h.