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OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
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OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
|
| ▼NOnixS | |
| ▼NCME | |
| ▼NiLink3 | |
| ►NBrokerTec | |
| CRejectCodes | The Establishment Reject message error codes |
| ►NEbs | |
| CRejectCodes | The Establishment Reject message error codes |
| ►NEncoding | |
| CBase64Encoding | BASE64 encoding service |
| ►NExceptions | |
| CBusinessRejectInReplyOnEstablishException | Received the BusinessReject message in reply to the Establish or Negotiate messages |
| CCannotEstablishLinkException | The telecommunication link cannot be established |
| CEstablishmentRejectException | The Establish message is rejected by the exchange |
| CLinkErrorException | A telecommunication link error is detected |
| CNegotiationRejectException | The Negotiate message is rejected by the exchange |
| CProgramIsFinishingException | The program is finishing its execution |
| CResponseTimeoutException | A response has not been received during the specified timeout |
| CSbeMessageAttachedExceptionBase | |
| CSessionException | A Session-related exception |
| CTerminateInReplyOnEstablishException | Received the Terminate message in reply to the Establish or Negotiate messages |
| CTypedSbeMessageAttachedExceptionBase | |
| CUnexpectedMessageTypeException | An unexpected message type is received |
| CUnexpectedSequenceNumberException | An unexpected message sequence number is detected |
| ►NFuturesAndOptions | |
| CRejectCodes | The Establishment Reject message error codes |
| ►NMessaging | |
| ►NTagBased | |
| CBusinessReject521 | |
| CCharConverter | Implements the value conversion for fields whose values represent a single character |
| CDecimalConverter | Implements the value conversion the Decimal fields |
| CEstablish503 | |
| CEstablishmentAck504 | |
| CEstablishmentReject505 | |
| CExecutionAck539 | |
| CExecutionReportCancel534 | |
| CExecutionReportElimination524 | |
| CExecutionReportModify531 | |
| CExecutionReportNew522 | |
| CExecutionReportPendingCancel564 | |
| CExecutionReportPendingReplace565 | |
| CExecutionReportReject523 | |
| CExecutionReportStatus532 | |
| ►CExecutionReportTradeAddendumOutright548 | |
| CFills | |
| CFillsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| ►CExecutionReportTradeAddendumSpread549 | |
| CFills | |
| CFillsEntry | |
| CLegs | |
| CLegsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| ►CExecutionReportTradeAddendumSpreadLeg550 | |
| CFills | |
| CFillsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| ►CExecutionReportTradeOutright525 | |
| CFills | |
| CFillsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| ►CExecutionReportTradeSpread526 | |
| CFills | |
| CFillsEntry | |
| CLegs | |
| CLegsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| ►CExecutionReportTradeSpreadLeg527 | |
| CFills | |
| CFillsEntry | |
| COrderEvents | |
| COrderEventsEntry | |
| CField | A field in a tag-based message |
| CFieldAccessor | Provides a tag-based access to fields stored in an SBE-encoded block |
| CFieldSet | Collection of Fields |
| CGroup | Implements a tag-based repeating group over an SBE-encoded binary data |
| CGroupEntry | Provides a tag-based access to fields stored in an SBE-encoded repeating group |
| CGroupEntryAccessor | Provides a tag-based access to fields stored in an SBE-encoded repeating group |
| CInt16Converter | Implements the value conversion for integer fields |
| CInt32Converter | Implements the value conversion for integer fields |
| CInt64Converter | Implements the value conversion for integer fields |
| CInt8Converter | Implements the value conversion for integer fields |
| CIntegerConverter | Implements the value conversion for integer fields |
| ►CMassQuote517 | |
| CQuoteEntries | |
| CQuoteEntry | |
| ►CMassQuoteAck545 | |
| CQuoteEntries | |
| CQuoteEntry | |
| CMaturityMonthYearConverter | Implements the value conversion for month-year fields |
| CMessage | Implements a tag-based interface over an SBE-encoded message |
| CMessageAccessor | Implements tag-based services for an SBE-encoded message |
| CNegotiate500 | |
| CNegotiationReject502 | |
| CNegotiationResponse501 | |
| ►CNewOrderCross544 | |
| CSides | |
| CSidesEntry | |
| CNewOrderSingle514 | |
| CNotApplied513 | |
| CNullConverter | |
| COrderCancelReject535 | |
| COrderCancelReplaceReject536 | |
| COrderCancelReplaceRequest515 | |
| COrderCancelRequest516 | |
| ►COrderMassActionReport562 | |
| CAffectedOrders | |
| CAffectedOrdersEntry | |
| COrderMassActionRequest529 | |
| COrderMassStatusRequest530 | |
| COrderStatusRequest533 | |
| ►CPartyDetailsDefinitionRequest518 | |
| CPartyDetails | |
| CPartyDetailsEntry | |
| CTrdRegPublications | |
| CTrdRegPublicationsEntry | |
| ►CPartyDetailsDefinitionRequestAck519 | |
| CPartyDetails | |
| CPartyDetailsEntry | |
| CTrdRegPublications | |
| CTrdRegPublicationsEntry | |
| ►CPartyDetailsListReport538 | |
| CPartyDetails | |
| CPartyDetailsEntry | |
| CTrdRegPublications | |
| CTrdRegPublicationsEntry | |
| ►CPartyDetailsListRequest537 | |
| CPartyIDs | |
| CPartyIDsEntry | |
| CRequestingPartyIDs | |
| CRequestingPartyIDsEntry | |
| ►CQuoteCancel528 | |
| CQuoteEntries | |
| CQuoteEntry | |
| CQuoteSets | |
| CQuoteSetsEntry | |
| ►CQuoteCancelAck563 | |
| CQuoteEntries | |
| CQuoteEntry | |
| CQuoteSets | |
| CQuoteSetsEntry | |
| ►CRequestForQuote543 | |
| CRelatedSym | |
| CRelatedSymEntry | |
| CRequestForQuoteAck546 | |
| CRetransmission509 | |
| CRetransmitReject510 | |
| CRetransmitRequest508 | |
| ►CSecurityDefinitionRequest560 | |
| CBrokenDates | |
| CBrokenDatesEntry | |
| CLegs | |
| CLegsEntry | |
| ►CSecurityDefinitionResponse561 | |
| CBrokenDates | |
| CBrokenDatesEntry | |
| CLegs | |
| CLegsEntry | |
| CSequence506 | |
| CStrRefConverter | Implements the value conversion for text fields |
| CTerminate507 | |
| CTimestampConverter | Implements the value conversion for Timestamp fields |
| CUInt16Converter | Implements the value conversion for integer fields |
| CUInt32Converter | Implements the value conversion for integer fields |
| CUInt64Converter | Implements the value conversion for integer fields |
| CUInt8Converter | Implements the value conversion for integer fields |
| CValueContainer | Container for a value |
| CValueConversion | Implements value conversion operations through value conversion traits |
| CValueConversionTraits | Field value traits used in conversion operations |
| CValueConversionTraits< BitSet, ValueKinds::Bits > | The field value traits used in conversion related operations |
| CValueConversionTraits< Enumeration, ValueKinds::Enumeration > | Field value traits used in conversion operations |
| CValueConverter | Abstraction gathering operations over a value of a particular type stored as a field in a message |
| CValueKind | Traits class used to identify a field value |
| CValueKinds | Identifies the kind of the field value |
| CAvgPxInd | AvgPxInd type |
| CBinaryBlock | Services to access fields stored in an SBE-encoded block of fixed-length fields |
| CBooleanFlag | BooleanFlag type |
| CBooleanNULL | BooleanNULL type |
| CBusinessReject521 | BusinessReject |
| CClearingAcctType | ClearingAcctType type |
| CCmtaGiveUpCD | CmtaGiveUpCD type |
| CCustOrderCapacity | CustOrderCapacity type |
| CCustOrdHandlInst | CustOrdHandlInst type |
| CDATA | DATA Field |
| CDKReason | DKReason type |
| CEstablish503 | Establish |
| CEstablishmentAck504 | EstablishmentAck |
| CEstablishmentReject505 | EstablishmentReject |
| CExecAckStatus | ExecAckStatus type |
| CExecInst | ExecInst type |
| CExecMode | ExecMode type |
| CExecReason | ExecReason type |
| CExecTypTrdCxl | ExecTypTrdCxl type |
| CExecutionAck539 | ExecutionAck |
| CExecutionReportCancel534 | ExecutionReportCancel |
| CExecutionReportElimination524 | ExecutionReportElimination |
| CExecutionReportModify531 | ExecutionReportModify |
| CExecutionReportNew522 | ExecutionReportNew |
| CExecutionReportPendingCancel564 | ExecutionReportPendingCancel |
| CExecutionReportPendingReplace565 | ExecutionReportPendingReplace |
| CExecutionReportReject523 | ExecutionReportReject |
| CExecutionReportStatus532 | ExecutionReportStatus |
| ►CExecutionReportTradeAddendumOutright548 | ExecutionReportTradeAddendumOutright |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| ►CExecutionReportTradeAddendumSpread549 | ExecutionReportTradeAddendumSpread |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| CLegsEntry | Number of legs (repeating groups) |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| ►CExecutionReportTradeAddendumSpreadLeg550 | ExecutionReportTradeAddendumSpreadLeg |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| ►CExecutionReportTradeOutright525 | ExecutionReportTradeOutright |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| ►CExecutionReportTradeSpread526 | ExecutionReportTradeSpread |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| CLegsEntry | Number of Leg executions; Will currently be set to 0 and in future will contain the leg fills for the spread when spread leg fills are consolidated with the spread fill as a single message |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| ►CExecutionReportTradeSpreadLeg527 | ExecutionReportTradeSpreadLeg |
| CFillsEntry | Specifies the number of fill reasons included in this Execution Report |
| COrderEventsEntry | Number of fills which comprise fill quantity |
| CExpCycle | ExpCycle type |
| CFieldsInitPolicy | The policy to create messages with null-initialized optional fields |
| CFieldsNoInitPolicy | The policy to create messages without initialized optional fields |
| CFixedPointDecimal | Forward declarations |
| CFloatingPointDecimal | A real number with a floating exponent |
| CFTI | FTI type |
| CGroupSize | Repeating group dimensions |
| CGroupSizeEncoding | Repeating group dimensions |
| CHasEmptyCredentials | Assume the credentials filed of the message is empty |
| CHasNoVariableFieldsOrGroups | Assume the message has a constant size |
| CHeldAdapter< MessageType, false > | |
| CHeldAdapter< MessageType, true > | |
| CIntegralConstant | Integral constant |
| CKeepAliveLapsed | KeepAliveLapsed type |
| CListUpdAct | ListUpdAct type |
| CLocalWatch | Local watch |
| CManualOrdInd | ManualOrdInd type |
| CManualOrdIndReq | ManualOrdIndReq type |
| CMassActionOrdTyp | MassActionOrdTyp type |
| CMassActionResponse | MassActionResponse type |
| CMassActionScope | MassActionScope type |
| CMassCancelTIF | MassCancelTIF type |
| CMassCxlReqTyp | MassCxlReqTyp type |
| ►CMassQuote517 | MassQuote |
| CQuoteEntry | The number of quoute entries for a quote set |
| ►CMassQuoteAck545 | MassQuoteAck |
| CQuoteEntry | The number of quoute entries for a quote set |
| CMassStatusOrdTyp | MassStatusOrdTyp type |
| CMassStatusReqTyp | MassStatusReqTyp type |
| CMassStatusTIF | MassStatusTIF type |
| CMaturityMonthYear | Year, Month and Date |
| CMessageBatch | The message batch wrapper |
| CMessageBatchChecker | |
| CMessageBatchCombiner | The class can be used to combine messages with different types to the batch for sending |
| CMessageHeader | Template ID and length of message root |
| CMessageHolder | Contains the SimpleOpenFramingHeader, the SBE message, and the data buffer |
| CMonth | The months in year |
| CNegotiate500 | Negotiate |
| CNegotiationReject502 | NegotiationReject |
| CNegotiationResponse501 | NegotiationResponse |
| CNetworkMessage | A network iLink3 message |
| ►CNewOrderCross544 | NewOrderCross |
| CSidesEntry | Number of Side repeating group instances |
| CNewOrderSingle514 | NewOrderSingle |
| CNotApplied513 | NotApplied |
| CNullDecimal32NULL | Null values definition for optional Decimal32NULL field |
| CNullDecimal64NULL | Null values definition for optional Decimal64NULL field |
| CNullMaturityMonthYear | Null values definition for optional MaturityMonthYear field |
| CNullPRICE9 | Null values definition for optional PRICE9 field |
| COFMOverrideReq | OFMOverrideReq type |
| COrderCancelReject535 | OrderCancelReject |
| COrderCancelReplaceReject536 | OrderCancelReplaceReject |
| COrderCancelReplaceRequest515 | OrderCancelReplaceRequest |
| COrderCancelRequest516 | OrderCancelRequest |
| COrderEventType | OrderEventType type |
| ►COrderMassActionReport562 | OrderMassActionReport |
| CAffectedOrdersEntry | Total number of order identifiers affected by the OrderMass Action Request |
| COrderMassActionRequest529 | OrderMassActionRequest |
| COrderMassStatusRequest530 | OrderMassStatusRequest |
| COrderStatus | OrderStatus type |
| COrderStatusRequest533 | OrderStatusRequest |
| COrderType | OrderType type |
| COrderTypeReq | OrderTypeReq type |
| COrdStatusTrd | OrdStatusTrd type |
| COrdStatusTrdCxl | OrdStatusTrdCxl type |
| CPartyDetailRole | PartyDetailRole type |
| ►CPartyDetailsDefinitionRequest518 | PartyDetailsDefinitionRequest |
| CPartyDetailsEntry | Number of party details |
| CTrdRegPublicationsEntry | Number of regulatory publication rules in repeating group |
| ►CPartyDetailsDefinitionRequestAck519 | PartyDetailsDefinitionRequestAck |
| CPartyDetailsEntry | Number of party details |
| CTrdRegPublicationsEntry | Number of regulatory publication rules in repeating group |
| ►CPartyDetailsListReport538 | PartyDetailsListReport |
| CPartyDetailsEntry | Number of party details |
| CTrdRegPublicationsEntry | Number of regulatory publication rules in repeating group |
| ►CPartyDetailsListRequest537 | PartyDetailsListRequest |
| CPartyIDsEntry | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries |
| CRequestingPartyIDsEntry | Number of requesting party identifiers |
| CQuoteAckStatus | QuoteAckStatus type |
| ►CQuoteCancel528 | QuoteCancel |
| CQuoteEntry | The number of quote entries for quote sets, instruments, product group, cancel all; 298=1 (1 to 100); 298=3 (1); 298=4 (1); 298=100 (1 to 15) |
| CQuoteSetsEntry | The number of sets of quotes in the message |
| ►CQuoteCancelAck563 | QuoteCancelAck |
| CQuoteEntry | The number of quote entries for a quote set |
| CQuoteSetsEntry | The number of sets of quotes in the message |
| CQuoteCxlStatus | QuoteCxlStatus type |
| CQuoteCxlTyp | QuoteCxlTyp type |
| CQuoteTyp | QuoteTyp type |
| CReqResult | ReqResult type |
| ►CRequestForQuote543 | RequestForQuote |
| CRelatedSymEntry | Specifies the number of repeating symbols specified |
| CRequestForQuoteAck546 | RequestForQuoteAck |
| CRetransmission509 | Retransmission |
| CRetransmitReject510 | RetransmitReject |
| CRetransmitRequest508 | RetransmitRequest |
| CRFQSide | RFQSide type |
| CSbeFields | Base services to access fields stored in an SBE-encoded block of memory |
| CSbeGroup | SBE-encoded repeating group |
| ►CSbeGroupEntries | Operations over SBE-encoded repeating group entries |
| CIterator | An iterator over SBE-encoded group entries |
| CSbeGroupEntry | Operations over a repeating group instance |
| CSbeGroupList | Groups list |
| ►CSbeMessage | SBE-encoded message |
| CNoCheck | |
| CNoFieldsInit | For tagged constructors |
| CNoInit | |
| CSbeVariableLengthFieldList | Variable-length fields list |
| CSchemaTraits | Attributes of SBE message schema |
| CSecRspTyp | SecRspTyp type |
| ►CSecurityDefinitionRequest560 | SecurityDefinitionRequest |
| CBrokenDatesEntry | Used to indicate the number of custom bespoke broken dates for user defined tailor made repo |
| CLegsEntry | Up to 26 legs (i.e., repeating groups) supported for UDS for options |
| ►CSecurityDefinitionResponse561 | SecurityDefinitionResponse |
| CBrokenDatesEntry | Used to indicate the number of custom bespoke broken dates for user defined tailor made repo |
| CLegsEntry | Number of legs (repeating groups) |
| CSequence506 | Sequence |
| CShortSaleType | ShortSaleType type |
| CSideNULL | SideNULL type |
| CSideReq | SideReq type |
| CSideTimeInForce | SideTimeInForce type |
| CSimpleOpenFramingHeader | Simple Open Framing Header |
| CSLEDS | SLEDS type |
| CSMPI | SMPI type |
| CSplitMsg | SplitMsg type |
| CTerminate507 | Terminate |
| CTimeInForce | TimeInForce type |
| CTimeSpan | Time interval |
| CTimeSpanFormat | Timespan formatting patterns |
| CTimestamp | The time point without the time-zone information |
| CTimestampFormat | Timestamp formatting patterns |
| CTimeTraits | Miscellaneous time characteristics |
| CTradeAddendum | TradeAddendum type |
| CUtcWatch | |
| ►NScheduling | |
| CCounterparty | Parameters required to establish the connection with the counterparty |
| CDayOfWeek | The day of the week |
| CSessionConnectionSettings | Connection-related settings |
| CSessionSchedule | Session Schedule |
| CSessionScheduler | Session Scheduler |
| CSessionSchedulerListener | SessionScheduler events notifications |
| CSessionSchedulerOptions | Scheduler options |
| CTimeOfDay | Time of day |
| ►NTesting | |
| CClientMessageListener | Client's messages Listener |
| CClientSessionMessageListener | Client's session messages Listener |
| CGateway | CME iLink 3 Gateway Emulator |
| CMessagePtr | Message container |
| ►NThreading | |
| ►NImplementation | |
| ►CFutureBase | Base implementation of SharedFuture<T> |
| Cmoving_init_t | |
| CFutureGetReturn | |
| CFutureGetReturn< void > | |
| CCondition | Condition variable - a synchronization objects that allows threads to wait for certain events (conditions) to occur |
| CFutureStatus | State of a SharedFuture object (similar to std::future_status, |
| CGuard | Performs automatic acquisition and release of a synchronization object |
| CMutex | Mutex |
| CSemaphore | Semaphore |
| CSharedFuture | Represents a future result of an asynchronous operation - a result that will eventually appear in the Future after the processing is complete |
| CThisThread | Current thread related tasks |
| CThreadAffinity | Represents set of CPU indices |
| ►NTools | |
| CAuditTrailGenerator | Audit Trail Spreadsheet Generator |
| CNic | Network interface card helpers |
| CBusinessRejectReason | Code to identify reason for a Business Message Reject message |
| CCgwSession | An iLink 3 Session for CME Convenience Gateways (CGW) |
| CEstablishmentRejectErrorCode | The Establishment Reject message error codes |
| CNegotiationRejectErrorCode | The Negotiation Reject message error codes |
| CNotAppliedAction | Action to be taken when the NotApplied message is received from the exchange |
| CPriorityAndPolicyTraits | |
| CPtrTraits | |
| CReactorType | Network reactor type |
| CReceivedDataTimestamp | Represents a timestamp of the received data |
| CSeqNumberTraits | |
| CSession | An iLink 3 Session |
| CSessionErrorReason | Session Error Reason |
| CSessionListener | Session's Listener |
| CSessionReactor | Session's network stack reactor interface |
| ►CSessionSettings | Session settings |
| CDefault | Default session settings |
| CKey | The keys that are used to load settings from the configuration file |
| CSessionStateId | Session state ID |
| CSessionStorage | Session's storage |
| CSessionStorageType | Session Storage Type |
| CSessionWarningReason | Session Warning Reason |
| CSocketOption | Socket option of the SOL_SOCKET level |
| CTagBasedSessionListener | Tag-based Session Listener |
| CTcpDirectAttr | TCPDirect Attributes to pass configuration details (a wrapper around the zf_attr struct) |
| CTcpDirectStack | A high-level wrapper over the TCPDirect network stack |
| ►CTcpInfo | TCP state information |
| CTcpCaState | TCP congestion avoidance state |
| CTcpState | State of the connection |
| CTcpStandardStack | A high-level wrapper over the TCP standard stack |
| CTerminateErrorCode | The Terminate message error codes |
| CThreadingModel | Threading model |
| CThreadParams |