OnixS C++ CME MDP Conflated TCP Handler
1.3.6
API Documentation
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lastImpliedMsg() :
MatchEventIndicator
lastMsgSeqNumProcessed() :
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53
lastQty() :
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshTradeSummaryLongQty65::OrderIDEntry
lastQuoteMsg() :
MatchEventIndicator
lastStatsMsg() :
MatchEventIndicator
lastTradeMsg() :
MatchEventIndicator
lastUpdateTime() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
lastVolumeMsg() :
MatchEventIndicator
legOptionDelta() :
InstrumentDefinitionSpread56::LegsEntry
legOptionDeltaNull() :
InstrumentDefinitionSpread56::LegsEntry
legPrice() :
InstrumentDefinitionSpread56::LegsEntry
legPriceNull() :
InstrumentDefinitionSpread56::LegsEntry
legRatioQty() :
InstrumentDefinitionSpread56::LegsEntry
legs() :
InstrumentDefinitionSpread56
legSecurityId() :
InstrumentDefinitionSpread56::LegsEntry
legSecurityIdSource() :
InstrumentDefinitionSpread56::LegsEntry
LegsEntry() :
InstrumentDefinitionSpread56::LegsEntry
legSide() :
InstrumentDefinitionSpread56::LegsEntry
length() :
StrRef
licenseAlertingDaysBeforeExpiration() :
SessionSettings
licenseStore() :
SessionSettings
licenseStores() :
SessionSettings
LinkErrorException() :
LinkErrorException
load() :
SessionSettings
localNetworkInterface() :
Session
,
SessionSettings
localPort() :
Session
localPortRange() :
Session
localTimeUsage() :
Session
,
SessionSettings
log() :
Session
logBeforeSending() :
Session
,
SessionSettings
logFileName() :
SessionSettings
lotType() :
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionFX63::LotTypeRulesEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionRepo58::LotTypeRulesEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
lotTypeRules() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
LotTypeRulesEntry() :
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionFX63::LotTypeRulesEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionRepo58::LotTypeRulesEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
lowLimitPrice() :
IncrementalRefreshLimitsBanding50::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68
lowLimitPriceNull() :
IncrementalRefreshLimitsBanding50::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68