OnixS C++ CME iLink 3 Binary Order Entry Handler  1.9.0
API Documentation
Messages.h File Reference

Go to the source code of this file.

Classes

class  Negotiate500
 
class  NegotiationResponse501
 
class  NegotiationReject502
 
class  Establish503
 
class  EstablishmentAck504
 
class  EstablishmentReject505
 
class  Sequence506
 
class  Terminate507
 
class  RetransmitRequest508
 
class  Retransmission509
 
class  RetransmitReject510
 
class  NotApplied513
 
class  NewOrderSingle514
 
class  OrderCancelReplaceRequest515
 
class  OrderCancelRequest516
 
class  MassQuote517
 
class  MassQuote517::QuoteEntry
 
struct  MassQuote517::QuoteEntries
 
class  PartyDetailsDefinitionRequest518
 
class  PartyDetailsDefinitionRequest518::PartyDetailsEntry
 
struct  PartyDetailsDefinitionRequest518::PartyDetails
 
class  PartyDetailsDefinitionRequest518::TrdRegPublicationsEntry
 
struct  PartyDetailsDefinitionRequest518::TrdRegPublications
 
class  PartyDetailsDefinitionRequestAck519
 
class  PartyDetailsDefinitionRequestAck519::PartyDetailsEntry
 
struct  PartyDetailsDefinitionRequestAck519::PartyDetails
 
class  PartyDetailsDefinitionRequestAck519::TrdRegPublicationsEntry
 
struct  PartyDetailsDefinitionRequestAck519::TrdRegPublications
 
class  BusinessReject521
 
class  ExecutionReportNew522
 
class  ExecutionReportReject523
 
class  ExecutionReportElimination524
 
class  ExecutionReportTradeOutright525
 
class  ExecutionReportTradeOutright525::FillsEntry
 
struct  ExecutionReportTradeOutright525::Fills
 
class  ExecutionReportTradeOutright525::OrderEventsEntry
 
struct  ExecutionReportTradeOutright525::OrderEvents
 
class  ExecutionReportTradeSpread526
 
class  ExecutionReportTradeSpread526::FillsEntry
 
struct  ExecutionReportTradeSpread526::Fills
 
class  ExecutionReportTradeSpread526::LegsEntry
 
struct  ExecutionReportTradeSpread526::Legs
 
class  ExecutionReportTradeSpread526::OrderEventsEntry
 
struct  ExecutionReportTradeSpread526::OrderEvents
 
class  ExecutionReportTradeSpreadLeg527
 
class  ExecutionReportTradeSpreadLeg527::FillsEntry
 
struct  ExecutionReportTradeSpreadLeg527::Fills
 
class  ExecutionReportTradeSpreadLeg527::OrderEventsEntry
 
struct  ExecutionReportTradeSpreadLeg527::OrderEvents
 
class  QuoteCancel528
 
class  QuoteCancel528::QuoteEntry
 
struct  QuoteCancel528::QuoteEntries
 
class  QuoteCancel528::QuoteSetsEntry
 
struct  QuoteCancel528::QuoteSets
 
class  OrderMassActionRequest529
 
class  OrderMassStatusRequest530
 
class  ExecutionReportModify531
 
class  ExecutionReportStatus532
 
class  OrderStatusRequest533
 
class  ExecutionReportCancel534
 
class  OrderCancelReject535
 
class  OrderCancelReplaceReject536
 
class  PartyDetailsListRequest537
 
class  PartyDetailsListRequest537::RequestingPartyIDsEntry
 
struct  PartyDetailsListRequest537::RequestingPartyIDs
 
class  PartyDetailsListRequest537::PartyIDsEntry
 
struct  PartyDetailsListRequest537::PartyIDs
 
class  PartyDetailsListReport538
 
class  PartyDetailsListReport538::PartyDetailsEntry
 
struct  PartyDetailsListReport538::PartyDetails
 
class  PartyDetailsListReport538::TrdRegPublicationsEntry
 
struct  PartyDetailsListReport538::TrdRegPublications
 
class  ExecutionAck539
 
class  RequestForQuote543
 
class  RequestForQuote543::RelatedSymEntry
 
struct  RequestForQuote543::RelatedSym
 
class  NewOrderCross544
 
class  NewOrderCross544::SidesEntry
 
struct  NewOrderCross544::Sides
 
class  MassQuoteAck545
 
class  MassQuoteAck545::QuoteEntry
 
struct  MassQuoteAck545::QuoteEntries
 
class  RequestForQuoteAck546
 
class  ExecutionReportTradeAddendumOutright548
 
class  ExecutionReportTradeAddendumOutright548::FillsEntry
 
struct  ExecutionReportTradeAddendumOutright548::Fills
 
class  ExecutionReportTradeAddendumOutright548::OrderEventsEntry
 
struct  ExecutionReportTradeAddendumOutright548::OrderEvents
 
class  ExecutionReportTradeAddendumSpread549
 
class  ExecutionReportTradeAddendumSpread549::FillsEntry
 
struct  ExecutionReportTradeAddendumSpread549::Fills
 
class  ExecutionReportTradeAddendumSpread549::LegsEntry
 
struct  ExecutionReportTradeAddendumSpread549::Legs
 
class  ExecutionReportTradeAddendumSpread549::OrderEventsEntry
 
struct  ExecutionReportTradeAddendumSpread549::OrderEvents
 
class  ExecutionReportTradeAddendumSpreadLeg550
 
class  ExecutionReportTradeAddendumSpreadLeg550::FillsEntry
 
struct  ExecutionReportTradeAddendumSpreadLeg550::Fills
 
class  ExecutionReportTradeAddendumSpreadLeg550::OrderEventsEntry
 
struct  ExecutionReportTradeAddendumSpreadLeg550::OrderEvents
 
class  SecurityDefinitionRequest560
 
class  SecurityDefinitionRequest560::LegsEntry
 
struct  SecurityDefinitionRequest560::Legs
 
class  SecurityDefinitionResponse561
 
class  SecurityDefinitionResponse561::LegsEntry
 
struct  SecurityDefinitionResponse561::Legs
 
class  OrderMassActionReport562
 
class  OrderMassActionReport562::AffectedOrdersEntry
 
struct  OrderMassActionReport562::AffectedOrders
 
class  QuoteCancelAck563
 
class  QuoteCancelAck563::QuoteEntry
 
struct  QuoteCancelAck563::QuoteEntries
 
class  QuoteCancelAck563::QuoteSetsEntry
 
struct  QuoteCancelAck563::QuoteSets
 

Namespaces

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