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:
- t -
tail() :
MarketDataRequest205
,
AdminHeartbeat12
,
AdminHeartbeat302
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4
,
CollateralMarketValue62
,
GlobalDayRoll307
,
IncrementalRefreshBook46
,
IncrementalRefreshBookLongQty64
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatisticsLongQty67
,
IncrementalRefreshSpectrum303
,
IncrementalRefreshTicker304
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummaryLongQty65
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolumeLongQty66
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
QuoteRequest39
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68
,
SnapshotRefreshSpectrum305
,
SnapshotRefreshTicker306
,
SnapshotRefreshTopOrders59
,
Negotiate200
,
NegotiationReject201
,
NegotiationResponse202
,
RequestAck206
,
RequestReject207
,
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeGroupList< BinarySize >
,
SbeVariableLengthFieldList< BinarySize >
,
SecurityListRequest208
,
SecurityStatusRequest209
,
SubscriberHeartbeat210
,
Terminate203
TcpNoDelayOption :
SessionSettings::Default
,
SessionSettings::Key
tcpNoDelayOption() :
Session
,
SessionSettings
,
Gateway
TemplateId :
MarketDataRequest205
,
AdminHeartbeat12
,
AdminHeartbeat302
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4
,
CollateralMarketValue62
,
GlobalDayRoll307
,
IncrementalRefreshBook46
,
IncrementalRefreshBookLongQty64
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatisticsLongQty67
,
IncrementalRefreshSpectrum303
,
IncrementalRefreshTicker304
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummaryLongQty65
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolumeLongQty66
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
MessageHeader
,
QuoteRequest39
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68
,
SnapshotRefreshSpectrum305
,
SnapshotRefreshTicker306
,
SnapshotRefreshTopOrders59
,
MessageHeader
,
Negotiate200
,
NegotiationReject201
,
NegotiationResponse202
,
RequestAck206
,
RequestReject207
,
SecurityListRequest208
,
SecurityStatusRequest209
,
SubscriberHeartbeat210
,
Terminate203
templateId() :
MessageHeader
,
SbeMessage
termCode() :
InstrumentDefinitionRepo58
terminate() :
Gateway
Terminate203() :
Terminate203
terminated() :
SessionStorage
TerminateInReplyOnEstablish :
SessionErrorReason
TerminateInReplyOnEstablishException() :
TerminateInReplyOnEstablishException
terminationType() :
InstrumentDefinitionRepo58
text() :
AdminLogout16
,
RequestReject207
ThisType :
MarketDataRequest205::RelatedSymEntry
,
MarketDataRequest205::SecurityGroupsEntry
,
MarketDataRequest205
,
AdminHeartbeat12
,
AdminHeartbeat302
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4::Entry
,
ChannelReset4
,
CollateralMarketValue62::Entry
,
CollateralMarketValue62
,
EventIndicator
,
GlobalDayRoll307
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshBook46
,
IncrementalRefreshBookLongQty64::Entry
,
IncrementalRefreshBookLongQty64::OrderIDEntry
,
IncrementalRefreshBookLongQty64
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatisticsLongQty67::Entry
,
IncrementalRefreshSessionStatisticsLongQty67
,
IncrementalRefreshSpectrum303::Entry
,
IncrementalRefreshSpectrum303
,
IncrementalRefreshTicker304::Entry
,
IncrementalRefreshTicker304
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummaryLongQty65::Entry
,
IncrementalRefreshTradeSummaryLongQty65::OrderIDEntry
,
IncrementalRefreshTradeSummaryLongQty65
,
IncrementalRefreshVolume37::Entry
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolumeLongQty66::Entry
,
IncrementalRefreshVolumeLongQty66
,
InstAttribValue
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63::EventsEntry
,
InstrumentDefinitionFX63::FeedTypesEntry
,
InstrumentDefinitionFX63::InstAttribEntry
,
InstrumentDefinitionFX63::LotTypeRulesEntry
,
InstrumentDefinitionFX63
,
InstrumentDefinitionFX63::TradingSessionsEntry
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionRepo58::BrokenDatesEntry
,
InstrumentDefinitionRepo58::EventsEntry
,
InstrumentDefinitionRepo58::FeedTypesEntry
,
InstrumentDefinitionRepo58::InstAttribEntry
,
InstrumentDefinitionRepo58::LotTypeRulesEntry
,
InstrumentDefinitionRepo58::RelatedInstrumentsEntry
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionRepo58::UnderlyingsEntry
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
,
InstrumentDefinitionSpread56
,
MatchEventIndicator
,
QuoteRequest39::RelatedSymEntry
,
QuoteRequest39
,
SecurityStatus30
,
SecurityStatusWorkup60::OrderIDEntry
,
SecurityStatusWorkup60
,
SettlPriceType
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69::Entry
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53::Entry
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshTCP61::Entry
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68::Entry
,
SnapshotFullRefreshTCPLongQty68
,
SnapshotRefreshSpectrum305::Entry
,
SnapshotRefreshSpectrum305
,
SnapshotRefreshTicker306::Entry
,
SnapshotRefreshTicker306
,
SnapshotRefreshTopOrders59::Entry
,
SnapshotRefreshTopOrders59
,
Negotiate200
,
NegotiationReject201
,
NegotiationResponse202
,
RequestAck206::RelatedSymEntry
,
RequestAck206::SecurityGroupsEntry
,
RequestAck206
,
RequestReject207
,
SecurityListRequest208::RelatedSymEntry
,
SecurityListRequest208::SecurityGroupsEntry
,
SecurityListRequest208
,
SecurityStatusRequest209::RelatedSymEntry
,
SecurityStatusRequest209::SecurityGroupsEntry
,
SecurityStatusRequest209
,
SubscriberHeartbeat210
,
Terminate203
ThreadAffinity() :
ThreadAffinity
ThreadingModel :
SessionSettings::Key
threadingModel() :
SessionSettings
ThreadingModelValue :
SessionSettings::Default
ThreadParams() :
ThreadParams
ThreadPool :
ThreadingModel
ThreadPoolAffinity :
SessionSettings::Key
threadPoolAffinity() :
SessionSettings
ThreadPoolPolicy :
SessionSettings::Key
threadPoolPolicy() :
SessionSettings
ThreadPoolPriority :
SessionSettings::Key
threadPoolPriority() :
SessionSettings
ThreadPoolSize :
SessionSettings::Default
,
SessionSettings::Key
threadPoolSize() :
SessionSettings
ThresholdLimitsandPriceBandVariation :
EntryType
tickRule() :
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
tickRuleNull() :
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
Ticks :
TimeSpan
,
Timestamp
ticks() :
TimeSpan
time() :
Timestamp
timeout() :
ResponseTimeoutException
TimeSpan() :
TimeSpan
Timestamp() :
Timestamp
TK :
MarketHrs
toString() :
SessionException
,
ErrorCodes
,
MarketDataRequest205
,
FixedPointDecimal< MantissaType, ExponentType >
,
FloatingPointDecimal< MantissaType, ExponentType >
,
MessageHolder< MessageTypeT, MaxMessageSize, MessageInitializer >
,
Negotiate200
,
NegotiationReject201
,
NegotiationResponse202
,
ReqRejReason
,
RequestAck206
,
RequestIDStatus
,
RequestReject207
,
SecurityListRequest208
,
SecurityStatusRequest209
,
SubscriberHeartbeat210
,
SubscriptionReqType
,
Terminate203
,
TimeSpan
,
Timestamp
,
Session
,
SessionSettings
,
SessionStateId
,
SessionStorageType
,
MessagePtr< Message >
,
ThreadAffinity
,
ThreadingModel
totNumReports() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53
totNumReportsNull() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFX63
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
TouchHigh :
TickerEntryType
TouchLow :
TickerEntryType
Trade :
EntryType
tradeableSize() :
IncrementalRefreshBook46::Entry
,
SnapshotFullRefreshTCP61::Entry
tradeableSizeNull() :
IncrementalRefreshBook46::Entry
,
SnapshotFullRefreshTCP61::Entry
tradeDate() :
InstrumentDefinitionFX63::TradingSessionsEntry
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
tradeDateNull() :
InstrumentDefinitionFX63::TradingSessionsEntry
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
TradeDateRoll :
HaltReason
tradeEntryId() :
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummaryLongQty65::Entry
tradeEntryIdNull() :
IncrementalRefreshTradeSummary48::Entry
tradeLinkId() :
SecurityStatusWorkup60
TradingHalt :
SecurityTradingStatus
tradingReferenceDate() :
IncrementalRefreshDailyStatistics49::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshTCP61::Entry
tradingReferenceDateNull() :
IncrementalRefreshDailyStatistics49::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshTCP61::Entry
tradingReferencePrice() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
tradingReferencePriceNull() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionRepo58
,
InstrumentDefinitionSpread56
TradingSessionHighPrice :
EntryType
tradingSessionId() :
IncrementalRefreshTicker304::Entry
,
SnapshotRefreshTicker306::Entry
tradingSessionIdNull() :
IncrementalRefreshTicker304::Entry
,
SnapshotRefreshTicker306::Entry
TradingSessionLowPrice :
EntryType
TradingSessions :
InstrumentDefinitionFX63
tradingSessions() :
InstrumentDefinitionFX63
TradingSessionsEntry() :
InstrumentDefinitionFX63::TradingSessionsEntry
transactTime() :
ChannelReset4
,
CollateralMarketValue62
,
GlobalDayRoll307
,
IncrementalRefreshBook46
,
IncrementalRefreshBookLongQty64
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatisticsLongQty67
,
IncrementalRefreshSpectrum303
,
IncrementalRefreshTicker304
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummaryLongQty65
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolumeLongQty66
,
QuoteRequest39
,
SecurityStatus30
,
SecurityStatusWorkup60
,
SnapshotFullRefresh52
,
SnapshotFullRefreshLongQty69
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshTCP61
,
SnapshotFullRefreshTCPLongQty68
,
SnapshotRefreshSpectrum305
,
SnapshotRefreshTicker306
,
SnapshotRefreshTopOrders59
triangulationEligible() :
InstAttribValue
tryAcquire() :
Mutex
,
Semaphore
TWAP :
SpectrumEntryType
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