OnixS C++ CME MDP Conflated TCP Handler
1.3.6
API Documentation
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SbeType :
HeldAdapter< MessageType >
Schema :
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
,
SecurityListRequest208
,
SecurityStatusRequest209
,
SubscriberHeartbeat210
,
Terminate203
SchemaId :
MessageHeader
Second :
Timestamp
Seconds :
TimeSpan
SecurityGroups :
MarketDataRequest205
,
RequestAck206
,
SecurityListRequest208
,
SecurityStatusRequest209
Size :
SbeGroup< EntryType, DimensionType, GroupSizeType >
,
SbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >
size_type :
StrRef