OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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Fields.h File Reference

Go to the source code of this file.

Classes

struct  AvgPxInd
struct  BooleanFlag
struct  BooleanNULL
struct  ClearingAcctType
struct  CmtaGiveUpCD
struct  CustOrdHandlInst
struct  CustOrderCapacity
struct  DKReason
struct  ExecAckStatus
struct  ExecMode
struct  ExecReason
struct  ExecTypTrdCxl
struct  ExpCycle
struct  FTI
struct  KeepAliveLapsed
struct  ListUpdAct
struct  ManualOrdInd
struct  ManualOrdIndReq
struct  MassActionOrdTyp
struct  MassActionResponse
struct  MassActionScope
struct  MassCancelTIF
struct  MassCxlReqTyp
struct  MassStatusOrdTyp
struct  MassStatusReqTyp
struct  MassStatusTIF
struct  OFMOverrideReq
struct  OrdStatusTrd
struct  OrdStatusTrdCxl
struct  OrderEventType
struct  OrderStatus
struct  OrderType
struct  OrderTypeReq
struct  PartyDetailRole
struct  QuoteAckStatus
struct  QuoteCxlStatus
struct  QuoteCxlTyp
struct  QuoteTyp
struct  RFQSide
struct  ReqResult
struct  SLEDS
struct  SMPI
struct  SecRspTyp
struct  ShortSaleType
struct  SideNULL
struct  SideReq
struct  SideTimeInForce
struct  SplitMsg
struct  TimeInForce
struct  TradeAddendum
struct  ExecInst

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::iLink3
namespace  OnixS::CME::iLink3::Messaging

Typedefs

typedef Char CHAR
typedef IntegralConstant< Char, '2'> CrossOrderType
typedef IntegralConstant< Char, '0'> CrossPrioritization
typedef IntegralConstant< Char, '3'> CrossType
typedef IntegralConstant< Char, '1'> CxlRejRsp
typedef IntegralConstant< Char, '2'> CxrRejRsp
typedef IntegralConstant< Char, '0'> ExecTypNew
typedef IntegralConstant< Char, '8'> ExecTypRej
typedef IntegralConstant< Char, 'I'> ExecTypStatus
typedef IntegralConstant< Char, '4'> ExecTypeCxl
typedef IntegralConstant< Char, 'C'> ExecTypeExp
typedef IntegralConstant< Char, '5'> ExecTypeModify
typedef IntegralConstant< Char, '6'> ExecTypePendCxl
typedef IntegralConstant< Char, 'E'> ExecTypePendModify
typedef IntegralConstant< Char, 'F'> ExecTypeTrade
typedef Int32 Int32
typedef IntegralConstant< Char, '8'> LegSecIDSource
typedef UInt16 LocalMktDate
typedef IntegralConstant< Char, '3'> MassAction
typedef IntegralConstant< Char, '5'> ModifyStatus
typedef IntegralConstant< UInt8, 1 > NoPtyUpd
typedef IntegralConstant< Char, '4'> OrdStatusCxl
typedef IntegralConstant< Char, 'U'> OrdStatusCxlRej
typedef IntegralConstant< Char, 'U'> OrdStatusCxrRej
typedef IntegralConstant< Char, 'C'> OrdStatusExp
typedef IntegralConstant< Char, '0'> OrdStatusNew
typedef IntegralConstant< Char, '6'> OrdStatusPendCxl
typedef IntegralConstant< Char, '8'> OrdStatusRej
typedef IntegralConstant< Char, 'C'> PartyIDSource
typedef IntegralConstant< Char, 'E'> PendModStatus
typedef IntegralConstant< Char, '8'> SecurityIDSource
typedef IntegralConstant< Char, '1'> SecurityReqType
typedef IntegralConstant< Char, 'Y'> UDI
typedef Char CharNULL
typedef UInt8 EnumNULL
typedef UInt16 UInt16
typedef UInt32 UInt32
typedef UInt64 UInt64
typedef UInt8 UInt8
typedef IntegralConstant< Int32, 2147483647 > NullInt32
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
typedef IntegralConstant< Char, 0 > NullCharNULL
typedef IntegralConstant< UInt8, 255 > NullEnumNULL
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) noexcept
LocalMktDate timestampToLocalMktDate (const Timestamp &timestamp) noexcept