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

Go to the source code of this file.

Classes

class  SecurityDataArgs< Container, Data >
 
class  TradeSummaryArgs< Summary, Data >
 
class  BookUpdateErrorArgs< Book >
 
struct  SecurityListener
 

Namespaces

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

Typedefs

typedef TradeSummaryArgs< IncrementalRefreshTradeSummary48 > TradeSummary48Args
 
typedef SecurityDataArgs< IncrementalRefreshVolume37 > Volume37Args
 
typedef SecurityDataArgs< IncrementalRefreshOrderBook47 > MboBook47AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry > MboBookCombined46AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshBook46 > MbpBook46AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshDailyStatistics49 > DailyStatistics49Args
 
typedef SecurityDataArgs< IncrementalRefreshSessionStatistics51 > SessionStatistics51Args
 
typedef SecurityDataArgs< IncrementalRefreshLimitsBanding50 > LimitsAndBanding50Args
 
typedef SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry > QuoteRequest39RelatedSymArgs
 
typedef SecurityDataArgs< SnapshotFullRefresh52 > Recovery52EntryArgs
 
typedef SecurityDataArgs< SnapshotFullRefreshOrderBook53 > MboRecovery53EntryArgs
 
typedef BookUpdateErrorArgs< MboBook > MboBookUpdateErrorArgs
 
typedef BookUpdateErrorArgs< DirectBook > DirectBookUpdateErrorArgs
 
typedef BookUpdateErrorArgs< ImpliedBook > ImpliedBookUpdateErrorArgs