OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
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TemplateId :
MessageHeader
ThisType :
BusinessReject521
,
Establish503
,
EstablishmentAck504
,
EstablishmentReject505
,
ExecInst
,
ExecutionAck539
,
ExecutionReportCancel534
,
ExecutionReportElimination524
,
ExecutionReportModify531
,
ExecutionReportNew522
,
ExecutionReportPendingCancel564
,
ExecutionReportPendingReplace565
,
ExecutionReportReject523
,
ExecutionReportStatus532
,
ExecutionReportTradeAddendumOutright548::FillsEntry
,
ExecutionReportTradeAddendumOutright548::OrderEventsEntry
,
ExecutionReportTradeAddendumOutright548
,
ExecutionReportTradeAddendumSpread549::FillsEntry
,
ExecutionReportTradeAddendumSpread549::LegsEntry
,
ExecutionReportTradeAddendumSpread549::OrderEventsEntry
,
ExecutionReportTradeAddendumSpread549
,
ExecutionReportTradeAddendumSpreadLeg550::FillsEntry
,
ExecutionReportTradeAddendumSpreadLeg550::OrderEventsEntry
,
ExecutionReportTradeAddendumSpreadLeg550
,
ExecutionReportTradeOutright525::FillsEntry
,
ExecutionReportTradeOutright525::OrderEventsEntry
,
ExecutionReportTradeOutright525
,
ExecutionReportTradeSpread526::FillsEntry
,
ExecutionReportTradeSpread526::LegsEntry
,
ExecutionReportTradeSpread526::OrderEventsEntry
,
ExecutionReportTradeSpread526
,
ExecutionReportTradeSpreadLeg527::FillsEntry
,
ExecutionReportTradeSpreadLeg527::OrderEventsEntry
,
ExecutionReportTradeSpreadLeg527
,
MassQuote517::QuoteEntry
,
MassQuote517
,
MassQuoteAck545::QuoteEntry
,
MassQuoteAck545
,
Negotiate500
,
NegotiationReject502
,
NegotiationResponse501
,
NewOrderCross544::SidesEntry
,
NewOrderCross544
,
NewOrderSingle514
,
NotApplied513
,
OrderCancelReject535
,
OrderCancelReplaceReject536
,
OrderCancelReplaceRequest515
,
OrderCancelRequest516
,
OrderMassActionReport562::AffectedOrdersEntry
,
OrderMassActionReport562
,
OrderMassActionRequest529
,
OrderMassStatusRequest530
,
OrderStatusRequest533
,
PartyDetailsDefinitionRequest518::PartyDetailsEntry
,
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequest518::TrdRegPublicationsEntry
,
PartyDetailsDefinitionRequestAck519::PartyDetailsEntry
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsDefinitionRequestAck519::TrdRegPublicationsEntry
,
PartyDetailsListReport538::PartyDetailsEntry
,
PartyDetailsListReport538
,
PartyDetailsListReport538::TrdRegPublicationsEntry
,
PartyDetailsListRequest537::PartyIDsEntry
,
PartyDetailsListRequest537::RequestingPartyIDsEntry
,
PartyDetailsListRequest537
,
QuoteCancel528::QuoteEntry
,
QuoteCancel528::QuoteSetsEntry
,
QuoteCancel528
,
QuoteCancelAck563::QuoteEntry
,
QuoteCancelAck563::QuoteSetsEntry
,
QuoteCancelAck563
,
RequestForQuote543::RelatedSymEntry
,
RequestForQuote543
,
RequestForQuoteAck546
,
Retransmission509
,
RetransmitReject510
,
RetransmitRequest508
,
SecurityDefinitionRequest560::BrokenDatesEntry
,
SecurityDefinitionRequest560::LegsEntry
,
SecurityDefinitionRequest560
,
SecurityDefinitionResponse561::BrokenDatesEntry
,
SecurityDefinitionResponse561::LegsEntry
,
SecurityDefinitionResponse561
,
Sequence506
,
Terminate507
Ticks :
TimeSpan
,
Timestamp
Timeout :
Gateway
Traits :
ValueConversion< Value >
TrdRegPublications :
PartyDetailsDefinitionRequest518
,
PartyDetailsDefinitionRequestAck519
,
PartyDetailsListReport538
Type :
FutureGetReturn< T >
,
FutureGetReturn< void >