OnixS C++ CME MDP Premium Market Data Handler
5.8.9
API Documentation
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Here is a list of all class members with links to the classes they belong to:
- b -
B() :
FeedSettingsBase< Layout >
,
NetFeedRole
Base :
AggressorFlag
,
AggressorSide
,
BookState
,
BookUpdateNotification
,
ChannelReset4::Entry
,
DataCenter
,
EntryType
,
EntryTypeBook
,
EntryTypeDailyStatistics
,
EntryTypeStatistics
,
EventType
,
GapAndErrorHandlingOptions
,
HaltReason
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshVolume37::Entry
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
,
InstrumentRecoveryOptions
,
JoinRecoveryOptions
,
LegSide
,
LogCategory
,
LogSeverity
,
MarketRecoveryOptions
,
MessageTracing
,
MoneyOrPar
,
Month
,
NetFeedRole
,
NetFeedType
,
OpenCloseSettlFlag
,
OrderUpdateAction
,
PriceSource
,
PutOrCall
,
QuoteRequest39::RelatedSymEntry
,
RealtimeFeedLayout
,
RecoveryFeedLayout
,
RepoSubType
,
SecurityAltIDSource
,
SecurityTradingEvent
,
SecurityTradingStatus
,
SecurityUpdateAction
,
Side
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshOrderBook53::Entry
,
SolarflareFeedEngineOperatingMode
,
TradeProcessing
,
TradeSummaryArgs< Summary, Data >
,
UpdateAction
,
WorkupTradingStatus
BaseBookManagement() :
BaseBookManagement< BboTracking >
,
DirectBboTracking
,
ImpliedBboTracking
,
MboBboTracking
BboThreshold() :
BboThreshold
bboTracking() :
BaseBookManagement< BboTracking >
begin() :
BinaryGroup< EntryType, DimensionType, LengthType >
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
BinaryMessages
,
MultiContainer
,
ListSetting< Type, Container >
,
ReplaySpan
,
StrRef
,
TinySet< Key >
,
TinyStrSet
,
VectorOverArray< ItemType, SizeType >
beginChange() :
SettingChangeController
,
TrivialChangeController
Bid :
EntryType
,
EntryTypeBook
bids() :
MboBook
,
MbpBook< EntryType, DepthType >
Binary :
AdminHeartbeat12
,
AdminHeartbeat410
,
AdminLogin15
,
AdminLogin408
,
AdminLogout16
,
AdminLogout409
,
ChannelReset4
,
IncrementalRefreshBook46
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshVolume37
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
,
QuoteRequest39
,
SecurityStatus30
,
SnapshotFullRefresh52
,
SnapshotFullRefreshOrderBook53
BinaryBlock() :
BinaryBlock< Container, BlockLength >
BinaryEntries :
ChannelReset4::Entries
,
IncrementalRefreshBook46::Entries
,
IncrementalRefreshBook46::OrderIDEntries
,
IncrementalRefreshDailyStatistics49::Entries
,
IncrementalRefreshLimitsBanding50::Entries
,
IncrementalRefreshOrderBook47::Entries
,
IncrementalRefreshSessionStatistics51::Entries
,
IncrementalRefreshTradeSummary48::Entries
,
IncrementalRefreshTradeSummary48::OrderIDEntries
,
IncrementalRefreshVolume37::Entries
,
InstrumentDefinitionFixedIncome57::Events
,
InstrumentDefinitionFixedIncome57::FeedTypes
,
InstrumentDefinitionFixedIncome57::InstAttrib
,
InstrumentDefinitionFixedIncome57::LotTypeRules
,
InstrumentDefinitionFuture54::Events
,
InstrumentDefinitionFuture54::FeedTypes
,
InstrumentDefinitionFuture54::InstAttrib
,
InstrumentDefinitionFuture54::LotTypeRules
,
InstrumentDefinitionOption55::Events
,
InstrumentDefinitionOption55::FeedTypes
,
InstrumentDefinitionOption55::InstAttrib
,
InstrumentDefinitionOption55::LotTypeRules
,
InstrumentDefinitionOption55::RelatedInstruments
,
InstrumentDefinitionOption55::Underlyings
,
InstrumentDefinitionSpread56::Events
,
InstrumentDefinitionSpread56::FeedTypes
,
InstrumentDefinitionSpread56::InstAttrib
,
InstrumentDefinitionSpread56::Legs
,
InstrumentDefinitionSpread56::LotTypeRules
,
QuoteRequest39::RelatedSym
,
SnapshotFullRefresh52::Entries
,
SnapshotFullRefreshOrderBook53::Entries
BinaryEntry :
ChannelReset4::Entry
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshVolume37::Entry
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
,
QuoteRequest39::RelatedSymEntry
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshOrderBook53::Entry
BinaryGroup() :
BinaryGroup< EntryType, DimensionType, LengthType >
BinaryGroupEntries :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
BinaryGroupEntry() :
BinaryGroupEntry< Length >
BinaryGroups() :
BinaryGroups< Length >
BinaryMessage() :
BinaryMessage
BinaryMessageIterator() :
BinaryMessageIterator
BinaryMessages() :
BinaryMessages
bindFeedEngine() :
Handler
bindLogger() :
Handler
bindTcpRecovery() :
Handler
Bits :
ValueKinds
,
InstAttribValue
bits() :
InstAttribValue
Bits :
MatchEventIndicator
bits() :
MatchEventIndicator
Bits :
SettlPriceType
bits() :
SettlPriceType
block() :
BinaryGroupEntry< Length >
,
BinaryMessage
blockIncrease() :
MemoryPoolSettings
blockLength() :
AdminHeartbeat12
,
AdminHeartbeat410
,
AdminLogin15
,
AdminLogin408
,
AdminLogout16
,
AdminLogout409
BlockLength :
BinaryGroupEntry< Length >
blockLength() :
BinaryGroupEntry< Length >
,
BinaryMessage
BlockLength :
BinaryMessage
blockLength() :
ChannelReset4
,
ChannelReset4::Entry
BlockLength :
GroupSize8Byte
blockLength() :
GroupSize8Byte
BlockLength :
GroupSize
blockLength() :
GroupSize
,
GroupSizeEncoding
BlockLength :
GroupSizeEncoding
blockLength() :
IncrementalRefreshBook46
,
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshDailyStatistics49
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshTradeSummary48
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshVolume37
,
IncrementalRefreshVolume37::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFixedIncome57::EventsEntry
,
InstrumentDefinitionFixedIncome57::FeedTypesEntry
,
InstrumentDefinitionFixedIncome57::InstAttribEntry
,
InstrumentDefinitionFixedIncome57::LotTypeRulesEntry
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionFuture54::EventsEntry
,
InstrumentDefinitionFuture54::FeedTypesEntry
,
InstrumentDefinitionFuture54::InstAttribEntry
,
InstrumentDefinitionFuture54::LotTypeRulesEntry
,
InstrumentDefinitionOption55
,
InstrumentDefinitionOption55::EventsEntry
,
InstrumentDefinitionOption55::FeedTypesEntry
,
InstrumentDefinitionOption55::InstAttribEntry
,
InstrumentDefinitionOption55::LotTypeRulesEntry
,
InstrumentDefinitionOption55::RelatedInstrumentsEntry
,
InstrumentDefinitionOption55::UnderlyingsEntry
,
InstrumentDefinitionSpread56
,
InstrumentDefinitionSpread56::EventsEntry
,
InstrumentDefinitionSpread56::FeedTypesEntry
,
InstrumentDefinitionSpread56::InstAttribEntry
,
InstrumentDefinitionSpread56::LegsEntry
,
InstrumentDefinitionSpread56::LotTypeRulesEntry
BlockLength :
MessageHeader
blockLength() :
MessageHeader
,
QuoteRequest39
,
QuoteRequest39::RelatedSymEntry
,
SecurityStatus30
,
SnapshotFullRefresh52
,
SnapshotFullRefresh52::Entry
,
SnapshotFullRefreshOrderBook53
,
SnapshotFullRefreshOrderBook53::Entry
blockTradeEligible() :
InstAttribValue
book() :
BookUpdateErrorArgs< Book >
Book :
MbpBookFactory< PriceLevelType, DepthType >
BookManagement :
AnyDepthBookManagement< BboTracking, Depth >
,
BaseBookManagement< BboTracking >
,
BookManagement
,
FixedDepthBookManagement< BboTracking, Depth >
bookManagement() :
HandlerSettings
BookReset :
EntryType
,
EntryTypeBook
BookUpdateErrorArgs() :
BookUpdateErrorArgs< Book >
BothFeedsWithArbitrage :
RealtimeFeedLayout
BothMboAndMbp :
MarketRecoveryOptions
brief() :
TcpRecoveryService
Buy :
AggressorSide
,
Side
BuySide :
LegSide