OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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Fields.h File Reference

Go to the source code of this file.

Classes

struct  AggressorFlag
struct  AggressorSide
struct  EventType
struct  HaltReason
struct  LegSide
struct  EntryType
struct  EntryTypeBook
struct  EntryTypeDailyStatistics
struct  EntryTypeStatistics
struct  UpdateAction
struct  MoneyOrPar
struct  OpenCloseSettlFlag
struct  OrderUpdateAction
struct  PriceSource
struct  PutOrCall
struct  RepoSubType
struct  SecurityAltIDSource
struct  SecurityTradingEvent
struct  SecurityTradingStatus
struct  SecurityUpdateAction
struct  Side
struct  WorkupTradingStatus
class  InstAttribValue
class  MatchEventIndicator
class  SettlPriceType

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::ConflatedUDP

Typedefs

typedef Char Asset[6]
typedef Char CFICode[6]
typedef Char CHAR
typedef Char CountryCode[2]
typedef Char Currency[3]
typedef IntegralConstant< Int8, 24 > InstAttribType
typedef Int16 Int16
typedef Int32 Int32
typedef Int8 Int8
typedef UInt16 LocalMktDate
typedef Char LongName[35]
typedef IntegralConstant< Char, 'J'> EntryTypeChannelReset
typedef IntegralConstant< Char, 'g'> EntryTypeLimits
typedef IntegralConstant< Char, '2'> EntryTypeTrade
typedef IntegralConstant< Char, 'e'> EntryTypeVol
typedef Char FeedType[3]
typedef IntegralConstant< Int8, 0 > UpdateActionNew
typedef IntegralConstant< Int8, 0 > UpdateTypeNew
typedef Char QuoteReqId[23]
typedef IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
typedef Char SecurityExchange[4]
typedef Char SecurityGroup[6]
typedef IntegralConstant< Char, '8'> SecurityIDSource
typedef Char SecuritySubType[5]
typedef Char SecurityType[6]
typedef Char String12[12]
typedef Char String20[20]
typedef Char String25[25]
typedef Char String3[3]
typedef Char String5[5]
typedef Char String6[6]
typedef Char String7[7]
typedef Char String8[8]
typedef Char Symbol[20]
typedef Char Text[180]
typedef Char UnderlyingSymbol[20]
typedef Char UnitOfMeasure[30]
typedef Char UserDefinedInstrument
typedef UInt16 UInt16
typedef UInt32 UInt32
typedef UInt64 UInt64
typedef UInt8 UInt8
typedef IntegralConstant< Int32, 2147483647 > NullInt32
typedef IntegralConstant< Int8, 127 > NullInt8
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
typedef IntegralConstant< UInt16, 65535 > NullUInt16
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
typedef IntegralConstant< UInt8, 255 > NullUInt8

Functions

Timestamp localMktDateToTimestamp (LocalMktDate days)