OnixS C++ CME Market Data Handler  5.4.0
API documentation
Fields.h File Reference

Go to the source code of this file.

Classes

struct  AggressorFlag
 
struct  AggressorSide
 
struct  EventType
 
struct  HaltReason
 
struct  LegSide
 
struct  EntryType
 
struct  EntryTypeBook
 
struct  EntryTypeDailyStatistics
 
struct  EntryTypeStatistics
 
struct  UpdateAction
 
struct  MoneyOrPar
 
struct  OpenCloseSettlFlag
 
struct  OrderUpdateAction
 
struct  PriceSource
 
struct  PutOrCall
 
struct  RepoSubType
 
struct  SecurityAltIDSource
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityUpdateAction
 
struct  Side
 
struct  WorkupTradingStatus
 
class  InstAttribValue
 
class  MatchEventIndicator
 
class  SettlPriceType
 

Namespaces

 OnixS
 
 OnixS::CME
 
 OnixS::CME::MDH
 

Typedefs

typedef Char Asset[6]
 
typedef Char CFICode[6]
 
typedef Char CHAR
 
typedef Char CountryCode[2]
 
typedef Char Currency[3]
 
typedef IntegralConstant< Int8, 24 > InstAttribType
 
typedef Int16 Int16
 
typedef Int32 Int32
 
typedef Int8 Int8
 
typedef UInt16 LocalMktDate
 
typedef Char LongName[35]
 
typedef IntegralConstant< Char, 'J'> EntryTypeChannelReset
 
typedef IntegralConstant< Char, 'g'> EntryTypeLimits
 
typedef IntegralConstant< Char, '2'> EntryTypeTrade
 
typedef IntegralConstant< Char, 'e'> EntryTypeVol
 
typedef Char FeedType[3]
 
typedef IntegralConstant< Int8, 0 > UpdateActionNew
 
typedef IntegralConstant< Int8, 0 > UpdateTypeNew
 
typedef Char QuoteReqId[23]
 
typedef Char SecurityExchange[4]
 
typedef Char SecurityGroup[6]
 
typedef IntegralConstant< Char, '8'> SecurityIDSource
 
typedef Char SecuritySubType[5]
 
typedef Char SecurityType[6]
 
typedef Char String12[12]
 
typedef Char String20[20]
 
typedef Char String25[25]
 
typedef Char String3[3]
 
typedef Char String5[5]
 
typedef Char String6[6]
 
typedef Char String8[8]
 
typedef Char Symbol[20]
 
typedef Char Text[180]
 
typedef Char UnderlyingSymbol[20]
 
typedef Char UnitOfMeasure[30]
 
typedef Char UserDefinedInstrument
 
typedef UInt16 UInt16
 
typedef UInt32 UInt32
 
typedef UInt64 UInt64
 
typedef UInt8 UInt8
 
typedef IntegralConstant< Int32, 2147483647 > NullInt32
 
typedef IntegralConstant< Int8, 127 > NullInt8
 
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
 
typedef IntegralConstant< UInt16, 65535 > NullUInt16
 
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
 
typedef IntegralConstant< UInt8, 255 > NullUInt8
 

Functions

Timestamp localMktDateToTimestamp (LocalMktDate days)