OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.1
API Documentation
Messages.h File Reference
#include <cassert>
#include <stdexcept>
#include <OnixS/CME/iLink3/ABI.h>
#include <OnixS/CME/iLink3/messaging/Composites.h>
#include <OnixS/CME/iLink3/messaging/SbeMessage.h>

Go to the source code of this file.

Classes

struct  Negotiate500
 
struct  NegotiationResponse501
 
struct  NegotiationReject502
 
struct  Establish503
 
struct  EstablishmentAck504
 
struct  EstablishmentReject505
 
struct  Sequence506
 
struct  Terminate507
 
struct  RetransmitRequest508
 
struct  Retransmission509
 
struct  RetransmitReject510
 
struct  NotApplied513
 
struct  NewOrderSingle514
 
struct  OrderCancelReplaceRequest515
 
struct  OrderCancelRequest516
 
struct  MassQuote517
 
struct  MassQuote517::QuoteEntry
 
struct  PartyDetailsDefinitionRequest518
 
struct  PartyDetailsDefinitionRequest518::PartyDetailsEntry
 
struct  PartyDetailsDefinitionRequest518::TrdRegPublicationsEntry
 
struct  PartyDetailsDefinitionRequestAck519
 
struct  PartyDetailsDefinitionRequestAck519::PartyDetailsEntry
 
struct  PartyDetailsDefinitionRequestAck519::TrdRegPublicationsEntry
 
struct  BusinessReject521
 
struct  ExecutionReportNew522
 
struct  ExecutionReportReject523
 
struct  ExecutionReportElimination524
 
struct  ExecutionReportTradeOutright525
 
struct  ExecutionReportTradeOutright525::FillsEntry
 
struct  ExecutionReportTradeOutright525::OrderEventsEntry
 
struct  ExecutionReportTradeSpread526
 
struct  ExecutionReportTradeSpread526::FillsEntry
 
struct  ExecutionReportTradeSpread526::LegsEntry
 
struct  ExecutionReportTradeSpread526::OrderEventsEntry
 
struct  ExecutionReportTradeSpreadLeg527
 
struct  ExecutionReportTradeSpreadLeg527::FillsEntry
 
struct  ExecutionReportTradeSpreadLeg527::OrderEventsEntry
 
struct  QuoteCancel528
 
struct  QuoteCancel528::QuoteEntry
 
struct  QuoteCancel528::QuoteSetsEntry
 
struct  OrderMassActionRequest529
 
struct  OrderMassStatusRequest530
 
struct  ExecutionReportModify531
 
struct  ExecutionReportStatus532
 
struct  OrderStatusRequest533
 
struct  ExecutionReportCancel534
 
struct  OrderCancelReject535
 
struct  OrderCancelReplaceReject536
 
struct  PartyDetailsListRequest537
 
struct  PartyDetailsListRequest537::RequestingPartyIDsEntry
 
struct  PartyDetailsListRequest537::PartyIDsEntry
 
struct  PartyDetailsListReport538
 
struct  PartyDetailsListReport538::PartyDetailsEntry
 
struct  PartyDetailsListReport538::TrdRegPublicationsEntry
 
struct  ExecutionAck539
 
struct  RequestForQuote543
 
struct  RequestForQuote543::RelatedSymEntry
 
struct  NewOrderCross544
 
struct  NewOrderCross544::SidesEntry
 
struct  MassQuoteAck545
 
struct  MassQuoteAck545::QuoteEntry
 
struct  RequestForQuoteAck546
 
struct  ExecutionReportTradeAddendumOutright548
 
struct  ExecutionReportTradeAddendumOutright548::FillsEntry
 
struct  ExecutionReportTradeAddendumOutright548::OrderEventsEntry
 
struct  ExecutionReportTradeAddendumSpread549
 
struct  ExecutionReportTradeAddendumSpread549::FillsEntry
 
struct  ExecutionReportTradeAddendumSpread549::LegsEntry
 
struct  ExecutionReportTradeAddendumSpread549::OrderEventsEntry
 
struct  ExecutionReportTradeAddendumSpreadLeg550
 
struct  ExecutionReportTradeAddendumSpreadLeg550::FillsEntry
 
struct  ExecutionReportTradeAddendumSpreadLeg550::OrderEventsEntry
 
struct  SecurityDefinitionRequest560
 
struct  SecurityDefinitionRequest560::LegsEntry
 
struct  SecurityDefinitionRequest560::BrokenDatesEntry
 
struct  SecurityDefinitionResponse561
 
struct  SecurityDefinitionResponse561::LegsEntry
 
struct  SecurityDefinitionResponse561::BrokenDatesEntry
 
struct  OrderMassActionReport562
 
struct  OrderMassActionReport562::AffectedOrdersEntry
 
struct  QuoteCancelAck563
 
struct  QuoteCancelAck563::QuoteEntry
 
struct  QuoteCancelAck563::QuoteSetsEntry
 
struct  ExecutionReportPendingCancel564
 
struct  ExecutionReportPendingReplace565
 

Namespaces

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