OnixS C++ CME iLink 3 Binary Order Entry Handler  1.9.0
API Documentation
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

 OnixS
 
 OnixS::CME
 
 OnixS::CME::iLink3
 
 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, '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, '8'> OrdStatusRej
 
typedef IntegralConstant< Char, 'C'> PartyIDSource
 
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)
 
LocalMktDate timestampToLocalMktDate (const Timestamp &timestamp)