OnixS C++ CME MDP Conflated TCP Handler  1.3.1
API Documentation
Messages.h File Reference

Go to the source code of this file.

Classes

struct  InstrumentDefinitionFixedIncome57
 
struct  InstrumentDefinitionFixedIncome57::EventsEntry
 
struct  InstrumentDefinitionFixedIncome57::FeedTypesEntry
 
struct  InstrumentDefinitionFixedIncome57::InstAttribEntry
 
struct  InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
 
struct  InstrumentDefinitionRepo58
 
struct  InstrumentDefinitionRepo58::EventsEntry
 
struct  InstrumentDefinitionRepo58::FeedTypesEntry
 
struct  InstrumentDefinitionRepo58::InstAttribEntry
 
struct  InstrumentDefinitionRepo58::LotTypeRulesEntry
 
struct  InstrumentDefinitionRepo58::UnderlyingsEntry
 
struct  InstrumentDefinitionRepo58::RelatedInstrumentsEntry
 
struct  InstrumentDefinitionRepo58::BrokenDatesEntry
 
struct  SnapshotRefreshTopOrders59
 
struct  SnapshotRefreshTopOrders59::Entry
 
struct  SecurityStatusWorkup60
 
struct  SecurityStatusWorkup60::OrderIDEntry
 
struct  SnapshotFullRefreshTCP61
 
struct  SnapshotFullRefreshTCP61::Entry
 
struct  CollateralMarketValue62
 
struct  CollateralMarketValue62::Entry
 
struct  InstrumentDefinitionFX63
 
struct  InstrumentDefinitionFX63::EventsEntry
 
struct  InstrumentDefinitionFX63::FeedTypesEntry
 
struct  InstrumentDefinitionFX63::InstAttribEntry
 
struct  InstrumentDefinitionFX63::LotTypeRulesEntry
 
struct  InstrumentDefinitionFX63::TradingSessionsEntry
 
struct  IncrementalRefreshBookLongQty64
 
struct  IncrementalRefreshBookLongQty64::Entry
 
struct  IncrementalRefreshBookLongQty64::OrderIDEntry
 
struct  IncrementalRefreshTradeSummaryLongQty65
 
struct  IncrementalRefreshTradeSummaryLongQty65::Entry
 
struct  IncrementalRefreshTradeSummaryLongQty65::OrderIDEntry
 
struct  IncrementalRefreshVolumeLongQty66
 
struct  IncrementalRefreshVolumeLongQty66::Entry
 
struct  IncrementalRefreshSessionStatisticsLongQty67
 
struct  IncrementalRefreshSessionStatisticsLongQty67::Entry
 
struct  SnapshotFullRefreshTCPLongQty68
 
struct  SnapshotFullRefreshTCPLongQty68::Entry
 
struct  SnapshotFullRefreshLongQty69
 
struct  SnapshotFullRefreshLongQty69::Entry
 
struct  AdminHeartbeat302
 
struct  IncrementalRefreshSpectrum303
 
struct  IncrementalRefreshSpectrum303::Entry
 
struct  IncrementalRefreshTicker304
 
struct  IncrementalRefreshTicker304::Entry
 
struct  SnapshotRefreshSpectrum305
 
struct  SnapshotRefreshSpectrum305::Entry
 
struct  SnapshotRefreshTicker306
 
struct  SnapshotRefreshTicker306::Entry
 
struct  GlobalDayRoll307
 
struct  ChannelReset4
 
struct  ChannelReset4::Entry
 
struct  AdminHeartbeat12
 
struct  AdminLogin15
 
struct  AdminLogout16
 
struct  InstrumentDefinitionFuture54
 
struct  InstrumentDefinitionFuture54::EventsEntry
 
struct  InstrumentDefinitionFuture54::FeedTypesEntry
 
struct  InstrumentDefinitionFuture54::InstAttribEntry
 
struct  InstrumentDefinitionFuture54::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread56
 
struct  InstrumentDefinitionSpread56::EventsEntry
 
struct  InstrumentDefinitionSpread56::FeedTypesEntry
 
struct  InstrumentDefinitionSpread56::InstAttribEntry
 
struct  InstrumentDefinitionSpread56::LotTypeRulesEntry
 
struct  InstrumentDefinitionSpread56::LegsEntry
 
struct  SecurityStatus30
 
struct  IncrementalRefreshBook46
 
struct  IncrementalRefreshBook46::Entry
 
struct  IncrementalRefreshBook46::OrderIDEntry
 
struct  IncrementalRefreshDailyStatistics49
 
struct  IncrementalRefreshDailyStatistics49::Entry
 
struct  IncrementalRefreshLimitsBanding50
 
struct  IncrementalRefreshLimitsBanding50::Entry
 
struct  IncrementalRefreshSessionStatistics51
 
struct  IncrementalRefreshSessionStatistics51::Entry
 
struct  IncrementalRefreshVolume37
 
struct  IncrementalRefreshVolume37::Entry
 
struct  SnapshotFullRefresh52
 
struct  SnapshotFullRefresh52::Entry
 
struct  QuoteRequest39
 
struct  QuoteRequest39::RelatedSymEntry
 
struct  InstrumentDefinitionOption55
 
struct  InstrumentDefinitionOption55::EventsEntry
 
struct  InstrumentDefinitionOption55::FeedTypesEntry
 
struct  InstrumentDefinitionOption55::InstAttribEntry
 
struct  InstrumentDefinitionOption55::LotTypeRulesEntry
 
struct  InstrumentDefinitionOption55::UnderlyingsEntry
 
struct  InstrumentDefinitionOption55::RelatedInstrumentsEntry
 
struct  IncrementalRefreshTradeSummary48
 
struct  IncrementalRefreshTradeSummary48::Entry
 
struct  IncrementalRefreshTradeSummary48::OrderIDEntry
 
struct  IncrementalRefreshOrderBook47
 
struct  IncrementalRefreshOrderBook47::Entry
 
struct  SnapshotFullRefreshOrderBook53
 
struct  SnapshotFullRefreshOrderBook53::Entry
 

Namespaces

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