OnixS C++ CME MDP Conflated UDP Handler
1.1.2
API documentation
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level
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N
OnixS
▼
N
CME
►
N
ConflatedUDP
►
N
FIX
C
AdminHeartbeat12
C
AdminHeartbeat410
C
AdminLogin15
C
AdminLogin408
C
AdminLogout16
C
AdminLogout409
►
C
ChannelReset4
C
Entries
C
Entry
C
CharConverter
C
DecimalConverter
C
Field
C
FieldSet
C
Group
C
GroupEntry
C
GroupEntryAccessor
►
C
IncrementalRefreshBookLongQty64
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
►
C
IncrementalRefreshLimitsBanding50
C
Entries
C
Entry
►
C
IncrementalRefreshTradeSummaryLongQty65
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
►
C
InstrumentDefinitionFX63
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
TradingSessions
C
TradingSessionsEntry
C
Int16Converter
C
Int32Converter
C
Int64Converter
C
Int8Converter
C
IntegerConverter
C
MaturityMonthYearConverter
C
Message
C
MessageAccessor
C
MessageArgs
C
MessageListener
C
MultiContainer
C
NullConverter
C
SecurityStatus30
►
C
SnapshotFullRefreshLongQty69
C
Entries
C
Entry
C
StrRefConverter
C
TagValue
Represents a pair of a tag and a value
C
TagValueSelectionIterator
Iterator over tag-value pairs having the same tag value
C
TagValueSelector
C
TimestampConverter
C
UInt16Converter
C
UInt32Converter
C
UInt64Converter
C
UInt8Converter
C
ValueContainer
Container for a value of any supported kinds
C
ValueConversion
C
ValueConversionTraits
C
ValueConversionTraits< BitSet, ValueKinds::Bits >
C
ValueConversionTraits< Enumeration, ValueKinds::Enumeration >
C
ValueConverter
C
ValueKind
Traits class used identify a field value kind
C
ValueKinds
Identifies kinds of
FIX
field values
C
AccurateLateJoinSession
C
AccuratePreopeningSession
C
AdminHeartbeat12
AdminHeartbeat
C
AdminHeartbeat410
AdminHeartbeat
C
AdminLogin15
AdminLogin
C
AdminLogin408
AdminLogin
C
AdminLogout16
AdminLogout
C
AdminLogout409
AdminLogout
C
AdvancedSessionSettings
C
AggressorFlag
AggressorFlag
type
C
AggressorSide
AggressorSide
type
C
AtomicScopedStore
C
BaseBookManagement
C
BboThreshold
Defines tracking attributes for a particular BBO parameter
C
Bids
Tag class for accessing bids in templates
C
BinaryBlock
C
BinaryGroup
Encapsulates operations over SBE-encoded repeating group
►
C
BinaryGroupEntries
Encapsulates operations over SBE-encoded repeating group entries
C
Iterator
C
BinaryGroupEntry
C
BinaryGroups
►
C
BinaryMessage
Encapsulates services for manipulating SBE-encoded messages
C
NoVersionCheck
C
BinaryMessageIterator
Iterator over SBE-encoded messages
C
BinaryMessages
Collection of encoded messages stored in single packet
C
BookManagement
Parameters affecting book management machinery
C
BookState
State of order book
C
BookUpdateErrorArgs
Exposes details of book maintenance failure
C
BookUpdateNotification
Defines book update notification strategies
C
ChannelFeedListener
►
C
ChannelReset4
ChannelReset
C
Entry
C
DatamineReplaySupplements
C
DebugLoggingSettings
Parameters affecting what's logged at a debug level
C
Decimal
A real number with floating exponent
C
DefaultListeners
C
DirectBboTracking
Defines tracking for BBO in direct books
C
DirectPriceLevel
Encapsulates price level concept
C
EntryType
MDEntryType type
C
EntryTypeBook
MDEntryTypeBook type
C
EntryTypeDailyStatistics
MDEntryTypeDailyStatistics type
C
EntryTypeStatistics
MDEntryTypeStatistics type
C
EventType
EventType
type
C
FeedEngineThreadListener
C
FeedEngineThreads
C
FeedEngineThreadSettings
C
FeedSettings
C
FeedSettingsBase
C
FileLogger
C
FileLoggerListener
Collection of events raised by
FileLogger
during its life time
C
FileLoggerSettings
Base parameters affecting synchronous logging services
C
FixedDepthBookManagement
C
FixedPointDecimal
C
GapAndErrorHandlingOptions
C
GroupSize
C
GroupSize8Byte
C
GroupSizeEncoding
Repeating group dimensions
C
HaltReason
HaltReason
type
C
Handler
C
HandlerListener
Events raised by
Handler
while processing market data
C
HandlerListeners
C
HandlerSettings
Handler
's configuration settings
C
HandlerSettingsUse
►
C
IncrementalRefreshBookLongQty64
MDIncrementalRefreshBookLongQty
C
Entry
C
OrderIDEntry
►
C
IncrementalRefreshLimitsBanding50
MDIncrementalRefreshLimitsBanding
C
Entry
►
C
IncrementalRefreshTradeSummaryLongQty65
MDIncrementalRefreshTradeSummaryLongQty
C
Entry
C
OrderIDEntry
C
InitializationSettings
Collection of attributes for one-time initialization
C
InstAttribValue
InstAttribValue
type
►
C
InstrumentDefinitionFX63
MDInstrumentDefinitionFX
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LotTypeRulesEntry
C
TradingSessionsEntry
C
InstrumentRecoveryOptions
Defines different ways of instrument definition recovery
C
InstrumentSelection
C
IntegralConstant
Integral constant
C
Issue
C
IssueArgs
C
JoinRecoveryOptions
C
LegSide
LegSide
type
C
LocalWatch
Local watch
C
LogCategory
Categories for information being logged
C
LogDebug
Specializes
LogEvent
to log debug information
C
LogEntry
Abstraction of log entry in logging services
C
LogError
Specializes
LogEvent
to log errors
C
LogEvent
C
Logger
Abstraction of logger
C
LoggingDefaults
C
LoggingSettings
C
LogInfo
Specializes
LogEvent
to log informations
C
LogSeverity
Defines severity levels for log entries
C
LogWarning
Specializes
LogEvent
to log warnings
C
MarketDataListener
C
MatchEventIndicator
MatchEventIndicator
type
C
MaturityMonthYear
C
MbpBook
C
MbpBookFactory
Serves as a factory for book of given type
C
MemoryPool
►
C
MemoryPoolAllocator
C
rebind
C
MemoryPoolSettings
C
MessageArgs
C
MessageHeader
Template ID and length of message root
C
MessageTracing
Defines how SBE messages are traced
C
MoneyOrPar
MoneyOrPar
type
C
Month
Identifies months in year
C
MulticastRecoveryFeedSettings
Collection of parameters affecting recovery feeds behavior
C
NaturalRefreshSession
C
NetFeed
Base attributes of market data feed
C
NetFeedConnection
Network feed connection attributes
C
NetFeedConnectionLess
Establishes the order between two connections
C
NetFeedConsumer
C
NetFeedEngine
C
NetFeedEngineProcessResult
C
NetFeedLink
C
NetFeedListener
C
NetFeedRole
Feed roles (primary, secondary)
C
NetFeedState
Defines possible states for the feeds
C
NetFeedType
Feed types based on type of market data service
C
NetPacket
C
NicWatch
C
NoVerify
C
NullDecimal9
Null values definition for optional Decimal9 field
C
NullDecimalQty
Null values definition for optional DecimalQty field
C
NullLogger
Implements logging services to put data to nowhere
C
NullMaturityMonthYear
Null values definition for optional
MaturityMonthYear
field
C
NullPRICE9
Null values definition for optional PRICE9 field
C
Offers
Tag class for accessing offers in templates
C
OpenCloseSettlFlag
OpenCloseSettlFlag
type
C
Order
Order
as the member of the Market By
Order
(MBO) book
C
OrderTraits
Some basic traits for the order
C
OrderUpdateAction
OrderUpdateAction
type
C
Packet
Represents
CME
binary packet containing SBE messages
C
PcapReplaySupplements
Replay supplements for the PCAP replay functionality
C
PriceSource
PriceSource
type
C
PutOrCall
PutOrCall
type
C
RealtimeFeedLayout
C
RealtimeFeedSettings
Collection of parameters affecting real-time feeds behavior
C
RecoveryCompletionArgs
Gathers information about the recovery completion
C
RecoveryCompletionStatus
Collection of statuses of recovery completion
C
RecoveryFeedLayout
C
ReplaySpan
Defines range of log entries to be replayed
C
ReplaySpeed
Controls speed of market data replay
C
ReplaySupplements
C
RepoSubType
RepoSubType
type
C
SchemaTraits
Attributes of SBE message schema
C
Security
Attributes associated with security
C
SecurityAltIDSource
SecurityAltIDSource
type
C
SecurityDataArgs
C
SecurityListener
Callbacks invoked by
Handler
to expose market data entities
C
SecurityStatus30
SecurityStatus
C
SecurityTradingEvent
SecurityTradingEvent
type
C
SecurityTradingStatus
SecurityTradingStatus
type
C
SecurityUpdateAction
SecurityUpdateAction
type
C
SessionSettings
C
SettingAssignController
C
SettingAssignGuard
Scope guard to update setting in the safe way
C
SettingGroup
Base services for settings grouped by a certain criteria
C
SettlPriceType
SettlPriceType
type
C
Side
Side
type
►
C
SnapshotFullRefreshLongQty69
SnapshotFullRefreshLongQty
C
Entry
C
SocketFeedEngine
C
SocketFeedEngineSettings
C
SolarflareFeedEngine
C
SolarflareFeedEngineSettings
C
StaticAssertionFailure
C
StaticAssertionFailure< true >
C
StrRef
C
Task
Defines an abstraction for a task
C
TcpRecoveryFeedSettings
Collection of parameters affecting recovery feeds behavior
►
C
TcpRecoveryService
TCP Recovery Service
C
NoDetails
Services as a marker for special construction
C
TcpRecoverySessionSettings
Collection of session settings related to TCP recovery
C
TcpRecoverySettings
TCP recovery service configuration settings
C
ThreadAffinity
Represents a set of CPU indices
C
ThreadPool
Manages group of threads executing user-defined tasks
C
ThreadPoolSettings
C
TimeSpan
C
TimeSpanFormat
Collection of timespan formatting patterns
C
Timestamp
Represents time point without time-zone information
C
TimestampFormat
Collection of timestamp formatting patterns
C
TimeTraits
Miscellaneous time characteristics
C
TinySet
C
TinyStrSet
C
TinyStrSetIterator
Implements iterator for the
TinyStrSet
class
C
TradeOrderDetails
C
TradeOrderIds
C
TradeProcessing
Defines different ways trades are processed
C
TradeSummaryArgs
Attributes of trade summary
C
TrivialAssignController
C
UpdateAction
MDUpdateAction type
C
UseHandlerSettingsAsIs
C
UtcWatch
UTC watch
C
VectorOverArray
C
Version
C
WatchService
Abstract watch service
C
WorkupTradingStatus
WorkupTradingStatus
type