OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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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

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::ConflatedTCP
namespace  OnixS::CME::ConflatedTCP::Messaging
namespace  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