OnixS C++ CME MDP Conflated TCP Handler
1.3.6
API Documentation
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Here is a list of all class members with links to the classes they belong to:
- b -
back() :
StrRef
Base :
ErrorCodes
,
MarketDataRequest205::RelatedSymEntry
,
MarketDataRequest205::SecurityGroupsEntry
,
AggressorFlag
,
AggressorSide
,
ChannelReset4::Entry
,
CollateralMarketValue62::Entry
,
EntryType
,
EntryTypeBook
,
EntryTypeDailyStatistics
,
EntryTypeStatistics
,
EventType
,
HaltReason
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshBookLongQty64::Entry
,
IncrementalRefreshBookLongQty64::OrderIDEntry
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshSessionStatisticsLongQty67::Entry
,
IncrementalRefreshSpectrum303::Entry
,
IncrementalRefreshTicker304::Entry
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshTradeSummaryLongQty65::Entry
,
IncrementalRefreshTradeSummaryLongQty65::OrderIDEntry
,
IncrementalRefreshVolume37::Entry
,
IncrementalRefreshVolumeLongQty66::Entry
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionFX63::EventsEntry
,
InstrumentDefinitionFX63::FeedTypesEntry
,
InstrumentDefinitionFX63::InstAttribEntry
,
InstrumentDefinitionFX63::LotTypeRulesEntry
,
InstrumentDefinitionFX63::TradingSessionsEntry
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionRepo58::BrokenDatesEntry
,
InstrumentDefinitionRepo58::EventsEntry
,
InstrumentDefinitionRepo58::FeedTypesEntry
,
InstrumentDefinitionRepo58::InstAttribEntry
,
InstrumentDefinitionRepo58::LotTypeRulesEntry
,
InstrumentDefinitionRepo58::RelatedInstrumentsEntry
,
InstrumentDefinitionRepo58::UnderlyingsEntry
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
,
LegSide
,
MarketHrs
,
MoneyOrPar
,
OpenCloseSettlFlag
,
OrderUpdateAction
,
PreviousDayFlag
,
PriceSource
,
PutOrCall
,
QuoteRequest39::RelatedSymEntry
,
RepoSubType
,
SecurityAltIDSource
,
SecurityStatusWorkup60::OrderIDEntry
,
SecurityTradingEvent
,
SecurityTradingStatus
,
SecurityUpdateAction
,
Side
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshLongQty69::Entry
,
SnapshotFullRefreshOrderBook53::Entry
,
SnapshotFullRefreshTCP61::Entry
,
SnapshotFullRefreshTCPLongQty68::Entry
,
SnapshotRefreshSpectrum305::Entry
,
SnapshotRefreshTicker306::Entry
,
SnapshotRefreshTopOrders59::Entry
,
SpectrumEntryType
,
SpectrumSecurityTradingEvent
,
TickerEntryType
,
UpdateAction
,
WorkupTradingStatus
,
ReqRejReason
,
RequestAck206::RelatedSymEntry
,
RequestAck206::SecurityGroupsEntry
,
RequestIDStatus
,
SecurityListRequest208::RelatedSymEntry
,
SecurityListRequest208::SecurityGroupsEntry
,
SecurityStatusRequest209::RelatedSymEntry
,
SecurityStatusRequest209::SecurityGroupsEntry
,
SubscriptionReqType
begin() :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
StrRef
Bid :
EntryType
,
EntryTypeBook
binary() :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeMessage
BinaryBlock() :
BinaryBlock< Container, BlockLength >
binarySize() :
SbeGroup< EntryType, DimensionType, GroupSizeType >
BinarySize :
SbeGroup< EntryType, DimensionType, GroupSizeType >
Bits :
EventIndicator
bits() :
EventIndicator
Bits :
InstAttribValue
bits() :
InstAttribValue
Bits :
MatchEventIndicator
bits() :
MatchEventIndicator
Bits :
SettlPriceType
bits() :
SettlPriceType
block() :
SbeGroupEntry< BodySizeType >
,
SbeMessage
blockEnd() :
SbeMessage
BlockLength :
GroupSize
blockLength() :
GroupSize
BlockLength :
GroupSizeEncoding
blockLength() :
GroupSizeEncoding
,
MarketDataRequest205
,
MarketDataRequest205::RelatedSymEntry
,
MarketDataRequest205::SecurityGroupsEntry
,
AdminHeartbeat12
,
AdminHeartbeat302
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4
,
ChannelReset4::Entry
,
CollateralMarketValue62
,
CollateralMarketValue62::Entry
,
GlobalDayRoll307
BlockLength :
GroupSize8Byte
blockLength() :
GroupSize8Byte
,
GroupSize
BlockLength :
GroupSize
blockLength() :
GroupSizeEncoding
BlockLength :
GroupSizeEncoding
blockLength() :
IncrementalRefreshBook46
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshBookLongQty64
,
IncrementalRefreshBookLongQty64::Entry
,
IncrementalRefreshBookLongQty64::OrderIDEntry
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshSessionStatisticsLongQty67
,
IncrementalRefreshSessionStatisticsLongQty67::Entry
,
IncrementalRefreshSpectrum303
,
IncrementalRefreshSpectrum303::Entry
,
IncrementalRefreshTicker304
,
IncrementalRefreshTicker304::Entry
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshTradeSummaryLongQty65
,
IncrementalRefreshTradeSummaryLongQty65::Entry
,
IncrementalRefreshTradeSummaryLongQty65::OrderIDEntry
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolume37::Entry
,
IncrementalRefreshVolumeLongQty66
,
IncrementalRefreshVolumeLongQty66::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionFX63
,
InstrumentDefinitionFX63::EventsEntry
,
InstrumentDefinitionFX63::FeedTypesEntry
,
InstrumentDefinitionFX63::InstAttribEntry
,
InstrumentDefinitionFX63::LotTypeRulesEntry
,
InstrumentDefinitionFX63::TradingSessionsEntry
,
InstrumentDefinitionOption55
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionRepo58::BrokenDatesEntry
,
InstrumentDefinitionRepo58::EventsEntry
,
InstrumentDefinitionRepo58::FeedTypesEntry
,
InstrumentDefinitionRepo58::InstAttribEntry
,
InstrumentDefinitionRepo58::LotTypeRulesEntry
,
InstrumentDefinitionRepo58::RelatedInstrumentsEntry
,
InstrumentDefinitionRepo58::UnderlyingsEntry
,
InstrumentDefinitionSpread56
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
BlockLength :
MessageHeader
blockLength() :
MessageHeader
,
QuoteRequest39
,
QuoteRequest39::RelatedSymEntry
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SecurityStatusWorkup60::OrderIDEntry
,
SnapshotFullRefresh52
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshLongQty69::Entry
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshOrderBook53::Entry
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCP61::Entry
,
SnapshotFullRefreshTCPLongQty68
,
SnapshotFullRefreshTCPLongQty68::Entry
,
SnapshotRefreshSpectrum305
,
SnapshotRefreshSpectrum305::Entry
,
SnapshotRefreshTicker306
,
SnapshotRefreshTicker306::Entry
,
SnapshotRefreshTopOrders59
,
SnapshotRefreshTopOrders59::Entry
,
MessageHeader
BlockLength :
MessageHeader
blockLength() :
Negotiate200
,
NegotiationReject201
,
NegotiationResponse202
,
RequestAck206
,
RequestAck206::RelatedSymEntry
,
RequestAck206::SecurityGroupsEntry
,
RequestReject207
BlockLength :
SbeGroupEntry< BodySizeType >
blockLength() :
SbeGroupEntry< BodySizeType >
BlockLength :
SbeMessage
blockLength() :
SbeMessage
,
SecurityListRequest208
,
SecurityListRequest208::RelatedSymEntry
,
SecurityListRequest208::SecurityGroupsEntry
,
SecurityStatusRequest209
,
SecurityStatusRequest209::RelatedSymEntry
,
SecurityStatusRequest209::SecurityGroupsEntry
,
SubscriberHeartbeat210
,
Terminate203
blockTradeEligible() :
InstAttribValue
body() :
SbeMessage
BookReset :
EntryType
,
EntryTypeBook
brokenDateEnd() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDateEndNull() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDateGUId() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDates() :
InstrumentDefinitionRepo58
BrokenDates :
InstrumentDefinitionRepo58
brokenDateSecurityId() :
InstrumentDefinitionRepo58::BrokenDatesEntry
BrokenDatesEntry() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDateStart() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDateStartNull() :
InstrumentDefinitionRepo58::BrokenDatesEntry
brokenDateTermType() :
InstrumentDefinitionRepo58
brokenDateTermTypeNull() :
InstrumentDefinitionRepo58
buf() :
MessagePtr< Message >
buffer() :
MessageHolder< MessageTypeT, MaxMessageSize, MessageInitializer >
buffer_ :
SessionStorage::RawMessagePointer
BufferSize :
MessageHolder< MessageTypeT, MaxMessageSize, MessageInitializer >
bufferSize() :
MessageHolder< MessageTypeT, MaxMessageSize, MessageInitializer >
,
SbeMessage
Buy :
AggressorSide
,
Side
BuySide :
LegSide