OnixS C++ CME MDP Conflated TCP Handler  1.3.6
API Documentation
Fields.h File Reference

Go to the source code of this file.

Classes

struct  AggressorFlag
 
struct  AggressorSide
 
struct  MarketHrs
 
struct  PreviousDayFlag
 
struct  SpectrumSecurityTradingEvent
 
struct  SpectrumEntryType
 
struct  TickerEntryType
 
struct  EventType
 
struct  HaltReason
 
struct  LegSide
 
struct  EntryType
 
struct  EntryTypeBook
 
struct  EntryTypeDailyStatistics
 
struct  EntryTypeStatistics
 
struct  UpdateAction
 
struct  MoneyOrPar
 
struct  OpenCloseSettlFlag
 
struct  OrderUpdateAction
 
struct  PriceSource
 
struct  PutOrCall
 
struct  RepoSubType
 
struct  SecurityAltIDSource
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityUpdateAction
 
struct  Side
 
struct  WorkupTradingStatus
 
struct  InstAttribValue
 
struct  MatchEventIndicator
 
struct  SettlPriceType
 
struct  EventIndicator
 

Namespaces

 OnixS
 
 OnixS::CME
 
 OnixS::CME::ConflatedTCP
 
 OnixS::CME::ConflatedTCP::Messaging
 
 OnixS::CME::ConflatedTCP::Messaging::MDP
 

Typedefs

typedef Char CHAR
 
typedef Char Currency[3]
 
typedef IntegralConstant< Int8, 24 > InstAttribType
 
typedef Int16 Int16
 
typedef Int32 Int32
 
typedef Int8 Int8
 
typedef UInt16 LocalMktDate
 
typedef IntegralConstant< Char, 'J'> EntryTypeChannelReset
 
typedef IntegralConstant< Char, 'g'> EntryTypeLimits
 
typedef IntegralConstant< Char, '2'> EntryTypeTrade
 
typedef IntegralConstant< Char, 'e'> EntryTypeVol
 
typedef IntegralConstant< Int8, 0 > UpdateActionNew
 
typedef IntegralConstant< Int8, 0 > UpdateTypeNew
 
typedef IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
 
typedef Char SecurityExchange[4]
 
typedef IntegralConstant< Char, '8'> SecurityIDSource
 
typedef Char UserDefinedInstrument
 
typedef UInt16 UInt16
 
typedef UInt32 UInt32
 
typedef UInt64 UInt64
 
typedef UInt8 UInt8
 
typedef IntegralConstant< Int32, 2147483647 > NullInt32
 
typedef IntegralConstant< Int8, 127 > NullInt8
 
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
 
typedef IntegralConstant< UInt16, 65535 > NullUInt16
 
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
 
typedef IntegralConstant< UInt8, 255 > NullUInt8
 

Functions

Timestamp localMktDateToTimestamp (LocalMktDate days) noexcept
 
LocalMktDate timestampToLocalMktDate (const Timestamp &timestamp) noexcept