OnixS C++ CME MDP Premium Market Data Handler
5.10.3
Users' manual and API documentation
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level
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N
OnixS
N
CME
N
MDH
N
Messaging
N
FIX
C
AdminHeartbeat12
C
AdminHeartbeat410
C
AdminLogin15
C
AdminLogin408
C
AdminLogout16
C
AdminLogout409
C
ChannelReset4
C
Entries
C
Entry
C
CharConverter
C
DecimalConverter
Implements the value conversion the
Decimal
fields
C
Field
A field in a tag-based message
C
FieldAccessor
C
FieldSet
Collection of Fields
C
Group
C
GroupEntry
C
GroupEntryAccessor
C
IncrementalRefreshBook46
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
C
IncrementalRefreshBookLongQty64
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
C
IncrementalRefreshDailyStatistics49
C
Entries
C
Entry
C
IncrementalRefreshLimitsBanding50
C
Entries
C
Entry
C
IncrementalRefreshOrderBook47
C
Entries
C
Entry
C
IncrementalRefreshSessionStatistics51
C
Entries
C
Entry
C
IncrementalRefreshSessionStatisticsLongQty67
C
Entries
C
Entry
C
IncrementalRefreshTradeSummary48
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
C
IncrementalRefreshTradeSummaryLongQty65
C
Entries
C
Entry
C
OrderIDEntries
C
OrderIDEntry
C
IncrementalRefreshVolume37
C
Entries
C
Entry
C
IncrementalRefreshVolumeLongQty66
C
Entries
C
Entry
C
InstrumentDefinitionFixedIncome57
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
InstrumentDefinitionFuture54
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
InstrumentDefinitionFX63
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
TradingSessions
C
TradingSessionsEntry
C
InstrumentDefinitionOption55
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
RelatedInstruments
C
RelatedInstrumentsEntry
C
Underlyings
C
UnderlyingsEntry
C
InstrumentDefinitionSpread56
C
Events
C
EventsEntry
C
FeedTypes
C
FeedTypesEntry
C
InstAttrib
C
InstAttribEntry
C
Legs
C
LegsEntry
C
LotTypeRules
C
LotTypeRulesEntry
C
Int16Converter
Implements the value conversion for integer fields
C
Int32Converter
Implements the value conversion for integer fields
C
Int64Converter
Implements the value conversion for integer fields
C
Int8Converter
Implements the value conversion for integer fields
C
IntegerConverter
Implements the value conversion for integer fields
C
MaturityMonthYearConverter
Implements the value conversion for month-year fields
C
Message
C
MessageAccessor
C
MessageArgs
C
MessageListener
C
MultiContainer
C
NullConverter
C
QuoteRequest39
C
RelatedSym
C
RelatedSymEntry
C
SecurityStatus30
C
SnapshotFullRefresh52
C
Entries
C
Entry
C
SnapshotFullRefreshLongQty69
C
Entries
C
Entry
C
SnapshotFullRefreshOrderBook53
C
Entries
C
Entry
C
StrRefConverter
Implements the value conversion for text fields
C
TagValue
Represents a pair of a tag and a value
C
TagValueSelectionIterator
Iterator over tag-value pairs having the same tag value
C
TagValueSelector
C
TimestampConverter
Implements the value conversion for
Timestamp
fields
C
UInt16Converter
Implements the value conversion for integer fields
C
UInt32Converter
Implements the value conversion for integer fields
C
UInt64Converter
Implements the value conversion for integer fields
C
UInt8Converter
Implements the value conversion for integer fields
C
ValueContainer
Container for a value
C
ValueConversion
C
ValueConversionTraits
Field
value traits used in conversion operations
C
ValueConversionTraits< BitSet, ValueKinds::Bits >
C
ValueConversionTraits< Enumeration, ValueKinds::Enumeration >
C
ValueConverter
C
ValueKind
Traits class used to identify a field value
C
ValueKinds
Identifies the kind of the field value
C
AdminHeartbeat12
AdminHeartbeat
C
AdminHeartbeat410
AdminHeartbeat
C
AdminLogin15
AdminLogin
C
AdminLogin408
AdminLogin
C
AdminLogout16
AdminLogout
C
AdminLogout409
AdminLogout
C
AggressorFlag
AggressorFlag
type
C
AggressorSide
AggressorSide
type
C
BinaryBlock
C
BinaryBlockBase
C
ChannelReset4
ChannelReset
C
Entry
C
EntryType
MDEntryType
type
C
EntryTypeBook
MDEntryTypeBook
type
C
EntryTypeDailyStatistics
MDEntryTypeDailyStatistics
type
C
EntryTypeStatistics
MDEntryTypeStatistics
type
C
EventType
EventType
type
C
FixedPointDecimal
Forward declarations
C
FloatingPointDecimal
A real number with a floating exponent
C
GroupSize
C
GroupSize8Byte
C
GroupSizeEncoding
Repeating group dimensions
C
HaltReason
HaltReason
type
C
IncrementalRefreshBook46
MDIncrementalRefreshBook
C
Entry
C
OrderIDEntry
C
IncrementalRefreshBookLongQty64
MDIncrementalRefreshBookLongQty
C
Entry
C
OrderIDEntry
C
IncrementalRefreshDailyStatistics49
MDIncrementalRefreshDailyStatistics
C
Entry
C
IncrementalRefreshLimitsBanding50
MDIncrementalRefreshLimitsBanding
C
Entry
C
IncrementalRefreshOrderBook47
MDIncrementalRefreshOrderBook
C
Entry
C
IncrementalRefreshSessionStatistics51
MDIncrementalRefreshSessionStatistics
C
Entry
C
IncrementalRefreshSessionStatisticsLongQty67
MDIncrementalRefreshSessionStatisticsLongQty
C
Entry
C
IncrementalRefreshTradeSummary48
MDIncrementalRefreshTradeSummary
C
Entry
C
OrderIDEntry
C
IncrementalRefreshTradeSummaryLongQty65
MDIncrementalRefreshTradeSummaryLongQty
C
Entry
C
OrderIDEntry
C
IncrementalRefreshVolume37
MDIncrementalRefreshVolume
C
Entry
C
IncrementalRefreshVolumeLongQty66
MDIncrementalRefreshVolumeLongQty
C
Entry
C
InstAttribValue
InstAttribValue
type
C
InstrumentDefinitionFixedIncome57
MDInstrumentDefinitionFixedIncome
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LotTypeRulesEntry
C
InstrumentDefinitionFuture54
MDInstrumentDefinitionFuture
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LotTypeRulesEntry
C
InstrumentDefinitionFX63
MDInstrumentDefinitionFX
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LotTypeRulesEntry
C
TradingSessionsEntry
C
InstrumentDefinitionOption55
MDInstrumentDefinitionOption
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LotTypeRulesEntry
C
RelatedInstrumentsEntry
C
UnderlyingsEntry
C
InstrumentDefinitionSpread56
MDInstrumentDefinitionSpread
C
EventsEntry
C
FeedTypesEntry
C
InstAttribEntry
C
LegsEntry
C
LotTypeRulesEntry
C
IntegralConstant
Integral constant
C
LegSide
LegSide
type
C
MatchEventIndicator
MatchEventIndicator
type
C
MaturityMonthYear
C
MessageHeader
Template ID and length of message root
C
MicrosecondSpan
Time interval specified in microseconds
C
MillisecondSpan
Time interval specified in milliseconds
C
MoneyOrPar
MoneyOrPar
type
C
Month
The months in year
C
NullDecimal9
Null values definition for optional
Decimal9
field
C
NullDecimalQty
Null values definition for optional
DecimalQty
field
C
NullMaturityMonthYear
Null values definition for optional
MaturityMonthYear
field
C
NullPRICE9
Null values definition for optional
PRICE9
field
C
OpenCloseSettlFlag
OpenCloseSettlFlag
type
C
OrderUpdateAction
OrderUpdateAction
type
C
PriceSource
PriceSource
type
C
PutOrCall
PutOrCall
type
C
QuoteRequest39
QuoteRequest
C
RelatedSymEntry
C
RepoSubType
RepoSubType
type
C
SbeFields
C
SbeGroup
SBE-encoded repeating group
C
SbeGroupEntries
Operations over SBE-encoded repeating group entries
C
Iterator
An iterator over SBE-encoded group entries
C
SbeGroupEntry
Operations over a repeating group instance
C
SbeGroupList
Groups list
C
SbeMessage
SBE-encoded message
C
NoCheck
C
NoFieldsInit
For tagged constructors
C
NoInit
C
SbeVariableLengthFieldList
Variable-length fields list
C
SchemaTraits
Attributes of SBE message schema
C
SecondSpan
Time interval specified in seconds
C
SecurityAltIDSource
SecurityAltIDSource
type
C
SecurityStatus30
SecurityStatus
C
SecurityTradingEvent
SecurityTradingEvent
type
C
SecurityTradingStatus
SecurityTradingStatus
type
C
SecurityUpdateAction
SecurityUpdateAction
type
C
SettlPriceType
SettlPriceType
type
C
Side
Side
type
C
SnapshotFullRefresh52
SnapshotFullRefresh
C
Entry
C
SnapshotFullRefreshLongQty69
SnapshotFullRefreshLongQty
C
Entry
C
SnapshotFullRefreshOrderBook53
SnapshotFullRefreshOrderBook
C
Entry
C
TimeSpan
C
TimeSpanFormat
Timespan formatting patterns
C
Timestamp
The time point without the time-zone information
C
TimestampFormat
Timestamp
formatting patterns
C
TimeTraits
Miscellaneous time characteristics
C
UnwrapType
C
UnwrapType< IntegralConstant< Type, Constant > >
C
UpdateAction
MDUpdateAction
type
C
WorkupTradingStatus
WorkupTradingStatus
type
N
Test
C
MulticastSender
Test
helper that sends multicast datagrams to configured
CME
feed targets
C
MulticastTarget
Sends datagrams to the multicast connections configured for one feed target
N
Threading
N
Implementation
C
FutureBase
Untyped base for
SharedFuture
C
moving_init_t
C
FutureGetReturn
C
FutureGetReturn< void >
C
SharedFuture
C
AnyDepthBookManagement
C
AtomicScopedStore
C
BaseBookManagement
C
BboThreshold
Defines tracking attributes for a particular BBO parameter
C
Bids
Tag class for accessing bids in templates
C
BinaryMessageIterator
Iterator over SBE-encoded messages
C
BinaryMessages
Collection of encoded messages stored in single packet
C
BookManagement
Parameters affecting book management machinery
C
BookState
State of order book
C
BookUpdateErrorArgs
Exposes details of book maintenance failure
C
BookUpdateNotification
Defines book update notification strategies
C
ChannelFeedListener
A listener for the feed-related events in the bounds of a single
Handler
instance
C
CombinedReplayDelayer
C
ConsolidatedPriceLevel
C
DataCenter
C
DatamineReplaySettings
C
DebugLoggingSettings
Parameters affecting what's logged at a debug level
C
DefaultListeners
C
DirectBboTracking
Defines tracking for BBO in direct books
C
DirectPriceLevel
Encapsulates price level concept
C
FeedConnectionSettings
The collection of parameters defining feed connection
C
FeedEngineThreadPool
A pool of threads executing feed engine tasks
C
FeedEngineThreadPoolListener
C
FeedEngineThreadSettings
C
FeedSettings
C
FeedSettingsBase
Collection of parameters which are common for all types of feeds
C
FileLogger
C
FileLoggerListener
Collection of events raised by
FileLogger
during its life time
C
FileLoggerSettings
Base parameters affecting synchronous logging services
C
FixedDepthBookManagement
C
GapAndErrorHandlingOptions
C
Handler
C
HandlerListener
Events raised by
Handler
while processing market data
C
HandlerListeners
C
HandlerSettings
Handler
's configuration settings
C
HandlerSettingsUse
C
ImpliedBboTracking
Defines tracking for BBO in implied books
C
ImpliedPriceLevel
Encapsulates price level concept
C
IncrementalRefreshBookCombinedEntry
C
InstrumentRecoveryOptions
Defines different ways of instrument definition recovery
C
InstrumentSelection
C
Issue
C
IssueArgs
C
JoinRecoveryOptions
C
LicenseSettings
License configuration settings
C
ListSetting
Represents a setting which is a list of values
C
LocalWatch
Local watch
C
LogCategory
Categories for information being logged
C
LogDebug
Specializes
LogEvent
to log debug information
C
LogEntry
Abstraction of log entry in logging services
C
LogError
Specializes
LogEvent
to log errors
C
LogEvent
C
Logger
Abstraction of logger
C
LoggingDefaults
C
LoggingSettings
C
LogInfo
Specializes
LogEvent
to log information
C
LogPlayerSettings
Settings for replaying
Handler
log files through multicast senders
C
LogSeverity
Defines severity levels for log entries
C
LogWarning
Specializes
LogEvent
to log warnings
C
MarketDataListener
C
MarketRecoveryOptions
Defines market state recovery options
C
MboBboTracking
Defines tracking for BBO in MBO books
C
MboBook
Market By
Order
book
C
MboBookBase
C
MbpBook
C
MbpBookFactory
Serves as a factory for book of given type
C
MemoryPool
C
MemoryPoolAllocator
C
rebind
C
MemoryPoolSettings
C
MessageArgs
Collection of market data supplied via message processing callbacks
C
MessagePrefix
Messages are prefixed with message header
C
MessageTracing
Defines how SBE messages are traced
C
MulticastRecoveryFeedSettings
Collection of parameters affecting recovery feeds behavior
C
NetFeed
Base attributes of market data feed
C
NetFeedConnection
Network feed connection attributes
C
NetFeedConnectionLess
Establishes the order between two connections
C
NetFeedConsumer
C
NetFeedEngine
C
NetFeedEngineProcessResult
C
NetFeedLink
C
NetFeedListener
C
NetFeedRole
Feed roles (primary, secondary)
C
NetFeedState
Defines possible states for the feeds
C
NetFeedType
Feed types based on type of market data service
C
NetPacket
C
NicWatch
C
NoVerify
C
NullLogger
Implements logging services to put data to nowhere
C
Offers
Tag class for accessing offers in templates
C
Order
Order
as the member of the Market By
Order
(MBO) book
C
OrderTraits
Some basic traits for the order
C
Packet
Represents
CME
binary packet containing SBE messages
C
PacketHeader
Packet
header
C
PcapReplaySettings
Replay supplements for the PCAP replay functionality
C
PollReplayDelayer
Implements the replay delay by polling in the userspace
C
RealtimeFeedLayout
C
RealtimeFeedSettings
Collection of parameters affecting real-time feeds behavior
C
RecoveryCompletionArgs
Gathers information about the recovery completion
C
RecoveryCompletionStatus
Collection of statuses of recovery completion
C
RecoveryFeedLayout
C
ReplayDelayer
C
ReplaySettings
C
ReplaySpan
Defines range of log entries to be replayed
C
ReplaySpeed
Controls speed of market data replay
C
Security
Attributes associated with security
C
SecurityDataArgs
C
SecurityListener
Callbacks invoked by
Handler
to expose market data entities
C
SessionSettings
C
SettingChangeController
C
SettingChangeGuard
Scope guard to update setting in the safe way
C
SettingGroup
Base services for settings grouped by a certain criteria
C
SleepReplayDelayer
Implements the replay delay using the
sleep
system call
C
SocketFeedEngine
C
SocketFeedEngineSettings
C
SolarflareFeedEngine
C
SolarflareFeedEngineOperatingMode
Defines modes in with the Solarflare Feed Engine can operate
C
SolarflareFeedEngineSettings
C
TcpRecoveryFeedSettings
Collection of parameters affecting recovery feeds behavior
C
TcpRecoveryService
TCP Recovery Service
C
NoDetails
Services as a marker for special construction
C
TcpRecoverySessionSettings
Collection of session settings related to TCP recovery
C
TcpRecoverySettings
TCP Recovery settings
C
ThisThread
Current thread related tasks
C
ThreadAffinity
Represents a set of CPU indices
C
ThreadPoolSettings
C
TinySet
C
TinyStrSet
C
TinyStrSetIterator
Implements iterator for the
TinyStrSet
class
C
TradeOrderDetails
C
TradeOrderIds
C
TradeProcessing
Defines different ways trades are processed
C
TradeSummaryArgs
Attributes of trade summary
C
TrivialChangeController
C
UseHandlerSettingsAsIs
C
UtcWatch
UTC watch
C
VectorOverArray
C
Version
C
WatchService
Abstract watch service
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