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OnixS C++ CME MDP Premium Market Data Handler
5.8.3
API Documentation
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OnixS C++ CME MDP Premium Market Data Handler
5.8.3
API Documentation
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| ▼NOnixS | |
| ▼NCME | |
| ►NMDH | |
| ►NFIX | |
| CAdminHeartbeat12 | |
| CAdminHeartbeat410 | |
| CAdminLogin15 | |
| CAdminLogin408 | |
| CAdminLogout16 | |
| CAdminLogout409 | |
| ►CChannelReset4 | |
| CEntries | |
| CEntry | |
| CCharConverter | Implements the value conversion abstraction for fields whose values represent a single character |
| CDecimalConverter | Implements the value conversion abstraction for the decimal fields |
| CField | Represents the field in the FIX message |
| CFieldSet | The abstraction of a source of FIX information which provides access to the FIX fields by their tags |
| CGroup | Implements a FIX repeating group over the SBE-encoded binary data |
| CGroupEntry | Provides FIX-like access to the fields stored in a SBE-encoded repeating group |
| CGroupEntryAccessor | Provides FIX-like access to the fields stored in a SBE-encoded repeating group |
| ►CIncrementalRefreshBook46 | |
| CEntries | |
| CEntry | |
| COrderIDEntries | |
| COrderIDEntry | |
| ►CIncrementalRefreshDailyStatistics49 | |
| CEntries | |
| CEntry | |
| ►CIncrementalRefreshLimitsBanding50 | |
| CEntries | |
| CEntry | |
| ►CIncrementalRefreshOrderBook47 | |
| CEntries | |
| CEntry | |
| ►CIncrementalRefreshSessionStatistics51 | |
| CEntries | |
| CEntry | |
| ►CIncrementalRefreshTradeSummary48 | |
| CEntries | |
| CEntry | |
| COrderIDEntries | |
| COrderIDEntry | |
| ►CIncrementalRefreshVolume37 | |
| CEntries | |
| CEntry | |
| ►CInstrumentDefinitionFixedIncome57 | |
| CEvents | |
| CEventsEntry | |
| CFeedTypes | |
| CFeedTypesEntry | |
| CInstAttrib | |
| CInstAttribEntry | |
| CLotTypeRules | |
| CLotTypeRulesEntry | |
| ►CInstrumentDefinitionFuture54 | |
| CEvents | |
| CEventsEntry | |
| CFeedTypes | |
| CFeedTypesEntry | |
| CInstAttrib | |
| CInstAttribEntry | |
| CLotTypeRules | |
| CLotTypeRulesEntry | |
| ►CInstrumentDefinitionOption55 | |
| CEvents | |
| CEventsEntry | |
| CFeedTypes | |
| CFeedTypesEntry | |
| CInstAttrib | |
| CInstAttribEntry | |
| CLotTypeRules | |
| CLotTypeRulesEntry | |
| CRelatedInstruments | |
| CRelatedInstrumentsEntry | |
| CUnderlyings | |
| CUnderlyingsEntry | |
| ►CInstrumentDefinitionSpread56 | |
| CEvents | |
| CEventsEntry | |
| CFeedTypes | |
| CFeedTypesEntry | |
| CInstAttrib | |
| CInstAttribEntry | |
| CLegs | |
| CLegsEntry | |
| CLotTypeRules | |
| CLotTypeRulesEntry | |
| CInt16Converter | Implements the value conversion abstraction for the integer fields |
| CInt32Converter | Implements the value conversion abstraction for the integer fields |
| CInt64Converter | Implements the value conversion abstraction for the integer fields |
| CInt8Converter | Implements the value conversion abstraction for the integer fields |
| CIntegerConverter | Implements the value conversion abstraction for the integer fields |
| CMaturityMonthYearConverter | Implements the value conversion abstraction for the month-year fields |
| CMessage | Implements FIX-like interface over the SBE-encoded message |
| CMessageAccessor | Implements FIX-like services for the SBE-encoded message |
| CMessageArgs | Exposes the FIX message being processed by the Handler and the packet containing it |
| CMessageListener | Callbacks invoked by Handler during market data processing to reflect various stages of processing |
| CMultiContainer | Sequence of tag-value pairs preserving order of pairs and allowing presence of multiple tag-value pairs with the same tag value |
| CNullConverter | |
| ►CQuoteRequest39 | |
| CRelatedSym | |
| CRelatedSymEntry | |
| CSecurityStatus30 | |
| ►CSnapshotFullRefresh52 | |
| CEntries | |
| CEntry | |
| ►CSnapshotFullRefreshOrderBook53 | |
| CEntries | |
| CEntry | |
| CStrRefConverter | Implements the value conversion abstraction for the text fields |
| CTagValue | Represents a pair of a tag and a value |
| CTagValueSelectionIterator | Iterator over tag-value pairs having the same tag value |
| CTagValueSelector | Functor to be used in algorithms to find tag-value pair in collections by tag component |
| CTimestampConverter | Implements the value conversion abstraction for the timestamp fields |
| CUInt16Converter | Implements the value conversion abstraction for the integer fields |
| CUInt32Converter | Implements the value conversion abstraction for the integer fields |
| CUInt64Converter | Implements the value conversion abstraction for the integer fields |
| CUInt8Converter | Implements the value conversion abstraction for the integer fields |
| CValueContainer | Container for a value of any supported kinds |
| CValueConversion | Implements value conversion operations through value conversion traits |
| CValueConversionTraits | The field value traits used in conversion related operations |
| CValueConversionTraits< BitSet, ValueKinds::Bits > | The field value traits used in conversion related operations |
| CValueConversionTraits< Enumeration, ValueKinds::Enumeration > | The field value traits used in conversion related operations |
| CValueConverter | Abstraction gathering operations over a value of a particular type stored as a field in a message |
| CValueKind | Traits class used identify a field value kind |
| CValueKinds | Identifies kinds of FIX field values |
| CAccurateLateJoinMboSession | Settings for session with accurate book maintenance and considering market data processing is started at the middle of weekly session (late join) |
| CAccurateLateJoinMbpSession | Settings for session with accurate book maintenance and considering market data processing is started at the middle of weekly session (late join) |
| CAccurateLateJoinSession | Settings for session with accurate book maintenance and considering market data processing is started at the middle of weekly session (late join) |
| CAccuratePreopeningMboSession | Settings for session with accurate book maintenance and considering market data processing is started from the beginning of weekly session |
| CAccuratePreopeningMbpSession | Settings for session with accurate book maintenance and considering market data processing is started from the beginning of weekly session |
| CAccuratePreopeningSession | Settings for session with accurate book maintenance and considering market data processing is started from the beginning of weekly session |
| CAdminHeartbeat12 | AdminHeartbeat |
| CAdminHeartbeat410 | AdminHeartbeat |
| CAdminLogin15 | AdminLogin |
| CAdminLogin408 | AdminLogin |
| CAdminLogout16 | AdminLogout |
| CAdminLogout409 | AdminLogout |
| CAggressorFlag | AggressorFlag type |
| CAggressorSide | AggressorSide type |
| CAnyDepthBookManagement | Parameters affecting book management machinery for a books having variable depth like MBO ones |
| CAtomicScopedStore | |
| CBaseBookManagement | Parameters affecting book management machinery for a particular book type (direct, implied, consolidated) |
| CBboThreshold | Defines tracking attributes for a particular BBO parameter |
| CBids | Tag class for accessing bids in templates |
| CBinaryBlock | Exposes base services to access fields stored in a SBE-encoded block of fixed-length fields |
| CBinaryGroup | Encapsulates operations over SBE-encoded repeating group |
| ►CBinaryGroupEntries | Encapsulates operations over SBE-encoded repeating group entries |
| CIterator | Provides iterating facilities over SBE-encoded group entries |
| CBinaryGroupEntry | Encapsulates operations over SBE-encoded repeating group entry instance |
| CBinaryGroups | Encapsulates services for manipulating SBE-encoded groups stored sequentially in SBE-encoded message |
| CBinaryMessage | Encapsulates services for manipulating SBE-encoded messages |
| CBinaryMessageIterator | Iterator over SBE-encoded messages |
| CBinaryMessages | Collection of encoded messages stored in single packet |
| CBookManagement | Parameters affecting book management machinery |
| CBookState | State of order book |
| CBookUpdateErrorArgs | Exposes details of book maintenance failure |
| CBookUpdateNotification | Defines book update notification strategies |
| CChannelFeedListener | A listener for the feed-related events in the bounds of a single Handler instance |
| ►CChannelReset4 | ChannelReset |
| CEntry | Number of entries in Market Data message |
| CConsolidatedPriceLevel | Price level data attributes of bid or ask of consolidated order book |
| CDataCenter | To optimally service customers and meet regulatory requirements for out-of-region recovery capabilities and timelines, CME Group utilizes a two data center model comprised of a Primary and a Disaster Recovery (DR) data center |
| CDatamineReplaySettings | Replay supplements for the CME DataMine historical data replay functionality |
| CDebugLoggingSettings | Parameters affecting what's logged at a debug level |
| CDecimal | A real number with floating exponent |
| CDefaultListeners | Default listeners used by the Handler if no user-defined instances are provided |
| CDirectBboTracking | Defines tracking for BBO in direct books |
| CDirectPriceLevel | Encapsulates price level concept |
| CEntryType | MDEntryType type |
| CEntryTypeBook | MDEntryTypeBook type |
| CEntryTypeDailyStatistics | MDEntryTypeDailyStatistics type |
| CEntryTypeStatistics | MDEntryTypeStatistics type |
| CEventType | EventType type |
| CFeedConnectionSettings | The collection of parameters defining feed connection |
| CFeedEngineThreadPool | A pool of threads executing feed engine tasks |
| CFeedEngineThreadPoolListener | Listener for thread-related events |
| CFeedEngineThreadSettings | The collection of parameters affecting behavior of a Feed Engine thread pool |
| CFeedSettings | The parameters affecting all feeds involved into market data processing |
| CFeedSettingsBase | Collection of parameters which are common for all types of feeds |
| CFileLogger | Implements logging services to put logged data into a regular file |
| CFileLoggerListener | Collection of events raised by FileLogger during its life time |
| CFileLoggerSettings | Base parameters affecting synchronous logging services |
| CFixedDepthBookManagement | Parameters affecting book management machinery for a particular book type (direct, implied, consolidated) |
| CFixedPointDecimal | Represents real number with constant exponent |
| CGapAndErrorHandlingOptions | Defines the way Handler has to handle gap in real-time (incremental) data |
| CGroupSize | Repeating group dimensions |
| CGroupSize8Byte | 8 Byte aligned repeating group dimensions |
| CGroupSizeEncoding | Repeating group dimensions |
| CHaltReason | HaltReason type |
| CHandler | Encapsulates all the machinery related with market data processing from CME Market Data Platform |
| CHandlerListener | Events raised by Handler while processing market data |
| CHandlerListeners | Set of listeners to be used by the Handler to reflect various aspects of market data processing |
| CHandlerSettings | Handler's configuration settings |
| CHandlerSettingsUse | Defines whether processing and other settings must be extracted from logs and used during the replay, or the original settings as they were defined by replay invoker must be used |
| CImpliedBboTracking | Defines tracking for BBO in implied books |
| CImpliedPriceLevel | Encapsulates price level concept |
| ►CIncrementalRefreshBook46 | MDIncrementalRefreshBook |
| CEntry | Number of entries in Market Data message |
| COrderIDEntry | Number of OrderID entries |
| CIncrementalRefreshBookCombinedEntry | Data for MBO book atomic update gathered from IncrementalRefreshBook message containing atomic updates for all types of books |
| ►CIncrementalRefreshDailyStatistics49 | MDIncrementalRefreshDailyStatistics |
| CEntry | Number of entries in Market Data message |
| ►CIncrementalRefreshLimitsBanding50 | MDIncrementalRefreshLimitsBanding |
| CEntry | Number of entries in Market Data message |
| ►CIncrementalRefreshOrderBook47 | MDIncrementalRefreshOrderBook |
| CEntry | Number of entries in Market Data message |
| ►CIncrementalRefreshSessionStatistics51 | MDIncrementalRefreshSessionStatistics |
| CEntry | Number of entries in Market Data message |
| ►CIncrementalRefreshTradeSummary48 | MDIncrementalRefreshTradeSummary |
| CEntry | Number of Trade Summary entries |
| COrderIDEntry | Number of OrderID entries |
| ►CIncrementalRefreshVolume37 | MDIncrementalRefreshVolume |
| CEntry | Number of entries in Market Data message |
| CInstAttribValue | InstAttribValue type |
| ►CInstrumentDefinitionFixedIncome57 | MDInstrumentDefinitionFixedIncome |
| CEventsEntry | Number of repeating EventType entries |
| CFeedTypesEntry | Number of repeating FeedType repeating group entries |
| CInstAttribEntry | Number of repeating InstrAttribType entries |
| CLotTypeRulesEntry | Number of entries |
| ►CInstrumentDefinitionFuture54 | MDInstrumentDefinitionFuture |
| CEventsEntry | Number of repeating EventType entries |
| CFeedTypesEntry | Number of repeating FeedType entries |
| CInstAttribEntry | Number of repeating InstrAttribType entries |
| CLotTypeRulesEntry | Number of entries |
| ►CInstrumentDefinitionOption55 | MDInstrumentDefinitionOption |
| CEventsEntry | Number of EventType entries |
| CFeedTypesEntry | Number of FeedType entries |
| CInstAttribEntry | Number of InstrAttribType entries |
| CLotTypeRulesEntry | Number of entries |
| CRelatedInstrumentsEntry | Number of related instruments group |
| CUnderlyingsEntry | Number of underlying instruments |
| ►CInstrumentDefinitionSpread56 | MDInstrumentDefinitionSpread |
| CEventsEntry | Number of repeating EventType entries |
| CFeedTypesEntry | Number of FeedType entries |
| CInstAttribEntry | Number of InstrAttribType entries |
| CLegsEntry | Number of Leg entries |
| CLotTypeRulesEntry | Number of entries |
| CInstrumentRecoveryOptions | Defines different ways of instrument definition recovery |
| CInstrumentSelection | Represents selection of instruments whose market data is to be processed by the Handler |
| CIntegralConstant | Integral constant |
| CIssue | Collection of issues Handler may report during market data processing |
| CIssueArgs | Gathers information about the issue Handler may experience while processing market data |
| CJoinRecoveryOptions | Defines type of recovery to be done by Handler at the time it joins market |
| CLegSide | LegSide type |
| CLicenseSettings | License configuration settings |
| CListSetting | Represents a setting which is a list of values |
| CLocalWatch | Local watch |
| CLogCategory | Categories for information being logged |
| CLogDebug | Specializes LogEvent to log debug information |
| CLogEntry | Abstraction of log entry in logging services |
| CLogError | Specializes LogEvent to log errors |
| CLogEvent | By default, logging machinery provides access to the entry with ability to store arbitrary text |
| CLogger | Abstraction of logger |
| CLoggingDefaults | Provides default functionality for the logging-related services |
| CLoggingSettings | The collection of settings affecting use of logging subsystem by the Handler |
| CLogInfo | Specializes LogEvent to log information |
| CLogSeverity | Defines severity levels for log entries |
| CLogWarning | Specializes LogEvent to log warnings |
| CMarketDataListener | Callbacks invoked by Handler during market data processing to reflect various stages of processing |
| CMarketRecoveryOptions | Defines market state recovery options |
| CMatchEventIndicator | MatchEventIndicator type |
| CMaturityMonthYear | Year, Month and Date |
| CMboBboTracking | Defines tracking for BBO in MBO books |
| CMboBook | Market By Order book |
| CMboBookBase | Private base for MBO book |
| CMbpBook | Base attributes of order book |
| CMbpBookFactory | Serves as a factory for book of given type |
| CMemoryPool | Memory pool abstraction |
| ►CMemoryPoolAllocator | |
| Crebind | |
| CMemoryPoolSettings | Memory pool settings |
| CMessageArgs | Collection of market data supplied via message processing callbacks |
| CMessageHeader | Template ID and length of message root |
| CMessageTracing | Defines how SBE messages are traced |
| CMoneyOrPar | MoneyOrPar type |
| CMonth | Identifies months in year |
| CMulticastRecoveryFeedSettings | Collection of parameters affecting recovery feeds behavior |
| CNaturalRefreshSession | Configures session settings to maintain order books using natural refresh |
| CNetFeed | Base attributes of market data feed |
| CNetFeedConnection | Network feed connection attributes |
| CNetFeedConnectionLess | Establishes the order between two connections |
| CNetFeedConsumer | Represents an interface through which the Feed Engine pushes market data received for the feeds |
| CNetFeedEngine | Abstraction for the Feed Engine machinery |
| CNetFeedEngineProcessResult | Designed to reflect various aspects of feed engine processing flow |
| CNetFeedLink | Abstraction of a link used by the NetFeed instances to cover transportation layer |
| CNetFeedListener | Collection of the events raised by the NetFeed at various stages of its lifetime |
| CNetFeedRole | Feed roles (primary, secondary) |
| CNetFeedState | Defines possible states for the feeds |
| CNetFeedType | Feed types based on type of market data service |
| CNetPacket | |
| CNicWatch | The network interface watch |
| CNoVerify | Used to identify the necessity to omit verification where that's applicable |
| CNullDecimal9 | Null values definition for optional Decimal9 field |
| CNullDecimalQty | Null values definition for optional DecimalQty field |
| CNullLogger | Implements logging services to put data to nowhere |
| CNullMaturityMonthYear | Null values definition for optional MaturityMonthYear field |
| CNullPRICE9 | Null values definition for optional PRICE9 field |
| COffers | Tag class for accessing offers in templates |
| COpenCloseSettlFlag | OpenCloseSettlFlag type |
| COrder | Order as the member of the Market By Order (MBO) book |
| COrderTraits | Some basic traits for the order |
| COrderUpdateAction | OrderUpdateAction type |
| CPacket | Represents CME binary packet containing SBE messages |
| CPcapReplaySettings | Replay supplements for the PCAP replay functionality |
| CPriceSource | PriceSource type |
| CPutOrCall | PutOrCall type |
| ►CQuoteRequest39 | QuoteRequest |
| CRelatedSymEntry | Indicates the number of repeating symbols specified |
| CRealtimeFeedLayout | Defines feed layout alternates available for real-time feed like incremental one |
| CRealtimeFeedSettings | Collection of parameters affecting real-time feeds behavior |
| CRecoveryCompletionArgs | Gathers information about the recovery completion |
| CRecoveryCompletionStatus | Collection of statuses of recovery completion |
| CRecoveryFeedLayout | Defines feed layout alternates available for recovery feeds like instrument and snapshot |
| CReplaySettings | Various supplemental settings affecting the way the logged data is replayed |
| CReplaySpan | Defines range of log entries to be replayed |
| CReplaySpeed | Controls speed of market data replay |
| CRepoSubType | RepoSubType type |
| CSchemaTraits | Attributes of SBE message schema |
| CSecurity | Attributes associated with security |
| CSecurityAltIDSource | SecurityAltIDSource type |
| CSecurityDataArgs | Collection of attributes associated with security-related data in security listener callbacks |
| CSecurityListener | Callbacks invoked by Handler to expose market data entities |
| CSecurityStatus30 | SecurityStatus |
| CSecurityTradingEvent | SecurityTradingEvent type |
| CSecurityTradingStatus | SecurityTradingStatus type |
| CSecurityUpdateAction | SecurityUpdateAction type |
| CSessionSettings | Basic set of parameters affecting behavior of the Handler when the market data processing is performed |
| CSettingChangeController | Represents a service controlling change/update operations for the collections of settings |
| CSettingChangeGuard | Scope guard to update setting in the safe way |
| CSettingGroup | Base services for settings grouped by a certain criteria |
| CSettlPriceType | SettlPriceType type |
| CSide | Side type |
| ►CSnapshotFullRefresh52 | SnapshotFullRefresh |
| CEntry | Number of entries in Market Data message |
| ►CSnapshotFullRefreshOrderBook53 | SnapshotFullRefreshOrderBook |
| CEntry | Number of entries in Market Data message |
| CSocketFeedEngine | The given class implements feed engine concept using pool of working threads and standard socket API |
| CSocketFeedEngineSettings | Represents a collection of settings affecting the behavior of the multi-threaded feed engine while working with network-related services |
| CSolarflareFeedEngine | The given class implements the Feed Engine concept using the Solarlfare ef_vi SDK |
| CSolarflareFeedEngineOperatingMode | Defines modes in with the Solarflare Feed Engine can operate |
| CSolarflareFeedEngineSettings | Represents a collection of settings affecting the behavior of the Feed Engine while working with virtual interfaces |
| CStaticAssertionFailure | |
| CStaticAssertionFailure< true > | |
| CStrRef | Provides efficient way of accessing text-based values without copying content of the text being referred |
| CTcpRecoveryFeedSettings | Collection of parameters affecting recovery feeds behavior |
| ►CTcpRecoveryService | TCP Recovery Service |
| CNoDetails | Services as a marker for special construction |
| CTcpRecoverySessionSettings | Collection of session settings related to TCP recovery |
| CTcpRecoverySettings | TCP Recovery settings |
| CThisThread | Current thread related tasks |
| CThreadAffinity | Represents a set of CPU indices |
| CThreadPoolSettings | The collection of parameters affecting behavior of a thread pool |
| CTimeSpan | Represents time interval |
| CTimeSpanFormat | Collection of timespan formatting patterns |
| CTimestamp | Represents time point without time-zone information |
| CTimestampFormat | Collection of timestamp formatting patterns |
| CTimeTraits | Miscellaneous time characteristics |
| CTinySet | Class implementing set optimized for storing small number of items |
| CTinyStrSet | Implements TinySet for StrRef class |
| CTinyStrSetIterator | Implements iterator for the TinyStrSet class |
| CTradeOrderDetails | Stores information on a trade order like the order identifier and the other details |
| CTradeOrderIds | Collection of order details referring to a single trade |
| CTradeProcessing | Defines different ways trades are processed |
| CTradeSummaryArgs | Attributes of trade summary |
| CTrivialChangeController | |
| CUpdateAction | MDUpdateAction type |
| CUseHandlerSettingsAsIs | A Marker instructing the log replay procedure to use Handler settings as they are without applying any modifications based on logged information |
| CUtcWatch | UTC watch |
| CVectorOverArray | Implements vector-like container over built-in array of fixed size being referenced |
| CVersion | Identifies version of the product |
| CWatchService | Abstract watch service |
| CWorkupTradingStatus | WorkupTradingStatus type |