OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
Home
Contents
Namespaces
Classes
Files
Class List
Class Index
Class Hierarchy
Class Members
All
Functions
Variables
Typedefs
Enumerations
Enumerator
Related Functions
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
u
v
w
y
z
~
- c -
calculateBatchSize() :
MessageBatchChecker
calculateBinarySize() :
BusinessReject521
,
Establish503
,
EstablishmentAck504
,
EstablishmentReject505
,
ExecutionAck539
,
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportPendingCancel564
,
ExecutionReportPendingReplace565
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeAddendumOutright548
,
ExecutionReportTradeAddendumSpread549
,
ExecutionReportTradeAddendumSpreadLeg550
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526
,
ExecutionReportTradeSpreadLeg527
,
MassQuote517
,
MassQuoteAck545
,
Negotiate500
,
NegotiationReject502
,
NegotiationResponse501
,
NewOrderCross544
,
NewOrderSingle514
,
NotApplied513
,
OrderCancelReject535
,
OrderCancelReplaceReject536
,
OrderCancelReplaceRequest515
,
OrderCancelRequest516
,
OrderMassActionReport562
,
OrderMassActionRequest529
,
OrderMassStatusRequest530
,
OrderStatusRequest533
,
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
,
PartyDetailsListRequest537
,
QuoteCancel528
,
QuoteCancelAck563
,
RequestForQuote543
,
RequestForQuoteAck546
,
Retransmission509
,
RetransmitReject510
,
RetransmitRequest508
,
SbeMessage
,
SecurityDefinitionRequest560
,
SecurityDefinitionResponse561
,
Sequence506
,
Message
,
MessageAccessor
,
Terminate507
calculatedCcyLastQty() :
ExecutionReportTradeAddendumOutright548
,
ExecutionReportTradeAddendumSpreadLeg550
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpreadLeg527
calculateMaxMessageSize() :
HasEmptyCredentials< Message >
,
HasNoVariableFieldsOrGroups< Message >
cancelledSymbol() :
QuoteCancelAck563
cancelText() :
ExecutionReportCancel534
,
ExecutionReportPendingCancel564
,
ExecutionReportStatus532
,
OrderMassActionReport562
,
QuoteCancelAck563
CannotEstablishLinkException() :
CannotEstablishLinkException
cast() :
Field
CgwSession() :
CgwSession
checkTail() :
SbeGroupList< BinarySize >
,
SbeVariableLengthFieldList< BinarySize >
checkVariableLengthFields() :
SbeGroupList< BinarySize >
className() :
BusinessReject521
,
Establish503
,
EstablishmentAck504
,
EstablishmentReject505
,
ExecutionAck539
,
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportPendingCancel564
,
ExecutionReportPendingReplace565
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeAddendumOutright548
,
ExecutionReportTradeAddendumOutright548::FillsEntry
,
ExecutionReportTradeAddendumOutright548::OrderEventsEntry
,
ExecutionReportTradeAddendumSpread549
,
ExecutionReportTradeAddendumSpread549::FillsEntry
,
ExecutionReportTradeAddendumSpread549::LegsEntry
,
ExecutionReportTradeAddendumSpread549::OrderEventsEntry
,
ExecutionReportTradeAddendumSpreadLeg550
,
ExecutionReportTradeAddendumSpreadLeg550::FillsEntry
,
ExecutionReportTradeAddendumSpreadLeg550::OrderEventsEntry
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeOutright525::FillsEntry
,
ExecutionReportTradeOutright525::OrderEventsEntry
,
ExecutionReportTradeSpread526
,
ExecutionReportTradeSpread526::FillsEntry
,
ExecutionReportTradeSpread526::LegsEntry
,
ExecutionReportTradeSpread526::OrderEventsEntry
,
ExecutionReportTradeSpreadLeg527
,
ExecutionReportTradeSpreadLeg527::FillsEntry
,
ExecutionReportTradeSpreadLeg527::OrderEventsEntry
,
MassQuote517
,
MassQuote517::QuoteEntry
,
MassQuoteAck545
,
MassQuoteAck545::QuoteEntry
,
Negotiate500
,
NegotiationReject502
,
NegotiationResponse501
,
NewOrderCross544
,
NewOrderCross544::SidesEntry
,
NewOrderSingle514
,
NotApplied513
,
OrderCancelReject535
,
OrderCancelReplaceReject536
,
OrderCancelReplaceRequest515
,
OrderCancelRequest516
,
OrderMassActionReport562::AffectedOrdersEntry
,
OrderMassActionReport562
,
OrderMassActionRequest529
,
OrderMassStatusRequest530
,
OrderStatusRequest533
,
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequest518::PartyDetailsEntry
,
PartyDetailsDefinitionRequest518::TrdRegPublicationsEntry
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsDefinitionRequestAck519::PartyDetailsEntry
,
PartyDetailsDefinitionRequestAck519::TrdRegPublicationsEntry
,
PartyDetailsListReport538
,
PartyDetailsListReport538::PartyDetailsEntry
,
PartyDetailsListReport538::TrdRegPublicationsEntry
,
PartyDetailsListRequest537
,
PartyDetailsListRequest537::PartyIDsEntry
,
PartyDetailsListRequest537::RequestingPartyIDsEntry
,
QuoteCancel528
,
QuoteCancel528::QuoteEntry
,
QuoteCancel528::QuoteSetsEntry
,
QuoteCancelAck563
,
QuoteCancelAck563::QuoteEntry
,
QuoteCancelAck563::QuoteSetsEntry
,
RequestForQuote543
,
RequestForQuote543::RelatedSymEntry
,
RequestForQuoteAck546
,
Retransmission509
,
RetransmitReject510
,
RetransmitRequest508
,
SecurityDefinitionRequest560::BrokenDatesEntry
,
SecurityDefinitionRequest560
,
SecurityDefinitionRequest560::LegsEntry
,
SecurityDefinitionResponse561::BrokenDatesEntry
,
SecurityDefinitionResponse561
,
SecurityDefinitionResponse561::LegsEntry
,
Sequence506
,
Terminate507
clear() :
MessageBatchCombiner
,
NetworkMessage
,
SbeMessage
clearingAccountType() :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
clearingTradePriceType() :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
clOrdId() :
ExecutionAck539
,
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportPendingCancel564
,
ExecutionReportPendingReplace565
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeAddendumOutright548
,
ExecutionReportTradeAddendumSpread549
,
ExecutionReportTradeAddendumSpreadLeg550
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526
,
ExecutionReportTradeSpreadLeg527
,
NewOrderCross544::SidesEntry
,
NewOrderSingle514
,
OrderCancelReject535
,
OrderCancelReplaceReject536
,
OrderCancelReplaceRequest515
,
OrderCancelRequest516
close() :
SessionStorage
,
Gateway
cmtaGiveupCD() :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
Condition() :
Condition
configurationFile() :
SessionSchedulerOptions
connect() :
Session
connectAsync() :
Session
constructGroup() :
SbeMessage
contain() :
FieldSet
container() :
SbeFields< Container, BlockLength >
contraCalculatedCcyLastQty() :
ExecutionReportTradeAddendumOutright548::OrderEventsEntry
,
ExecutionReportTradeOutright525::OrderEventsEntry
contraGrossTradeAmt() :
ExecutionReportTradeAddendumOutright548::OrderEventsEntry
,
ExecutionReportTradeOutright525::OrderEventsEntry
convert() :
CharConverter
,
DecimalConverter
,
IntegerConverter< Integer >
,
MaturityMonthYearConverter
,
StrRefConverter
,
TimestampConverter
,
ValueConversionTraits< Value, int >
,
ValueConversionTraits< BitSet, ValueKinds::Bits >
,
ValueConversionTraits< Enumeration, ValueKinds::Enumeration >
,
ValueConverter
counterparties() :
SessionConnectionSettings
Counterparty() :
Counterparty
cpuIndexes() :
ThreadAffinity
createEstablishmentAck() :
Gateway
createEstablishmentReject() :
Gateway
createNegotiationReject() :
Gateway
createNegotiationResponse() :
Gateway
createSequence() :
Gateway
createTerminate() :
Gateway
creationTime() :
Session
credentials() :
Establish503
,
Negotiate500
,
NegotiationResponse501
crossId() :
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526
,
NewOrderCross544
crossPrioritization() :
NewOrderCross544
crossType() :
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526
,
NewOrderCross544
cumQty() :
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportPendingCancel564
,
ExecutionReportPendingReplace565
,
ExecutionReportStatus532
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526
,
ExecutionReportTradeSpreadLeg527
currency() :
SecurityDefinitionResponse561
customerFlow() :
Negotiate500
customKey() :
Session
custOrderCapacity() :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
custOrderHandlingInst() :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
cxlQuantity() :
OrderMassActionReport562::AffectedOrdersEntry
cxlRejReason() :
OrderCancelReject535
,
OrderCancelReplaceReject536
cxlRejResponseTo() :
OrderCancelReject535
,
OrderCancelReplaceReject536