OnixS C++ CME MDP Premium Market Data Handler
5.8.9
API Documentation
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offers() :
MboBook
,
MbpBook< EntryType, DepthType >
onBookAtomicUpdate() :
SecurityListener
onBookUpdate() :
SecurityListener
onBookUpdateError() :
SecurityListener
onClearedVolume() :
SecurityListener
onConnected() :
NetFeedListener
onConnectFailure() :
NetFeedListener
onConnectIssue() :
NetFeedListener
onDefinition() :
SecurityListener
onDelay() :
PollReplayDelayer
,
ReplayDelayer
,
SleepReplayDelayer
onDisconnected() :
NetFeedListener
onElectronicVolume() :
SecurityListener
onEndOfInstrumentRecovery() :
HandlerListener
onEndOfMarketRecovery() :
HandlerListener
onEndOfMessage() :
MessageListener
,
MarketDataListener
onEndOfPacket() :
MarketDataListener
onEndOfRealtimeProcessing() :
HandlerListener
onEndOfTcpRecovery() :
HandlerListener
onError() :
HandlerListener
onExpiration() :
NetFeedConsumer
onFailure() :
NetFeedConsumer
onFeedConnected() :
ChannelFeedListener
onFeedDisconnected() :
ChannelFeedListener
onFeedEngineThreadBegin() :
FeedEngineThreadPoolListener
onFeedEngineThreadEnd() :
FeedEngineThreadPoolListener
onFeedEngineThreadIdle() :
FeedEngineThreadPoolListener
onFeedEngineThreadIssue() :
FeedEngineThreadPoolListener
onFeedPacket() :
ChannelFeedListener
onFileLoggerIssue() :
FileLoggerListener
onFixingPrice() :
SecurityListener
onGap() :
SecurityListener
onGroupStatus() :
SecurityListener
onHighestBid() :
SecurityListener
onHighTradePrice() :
SecurityListener
onInstrumentRecovery() :
HandlerListener
onLimitsAndBanding() :
SecurityListener
onLowestOffer() :
SecurityListener
onLowTradePrice() :
SecurityListener
onMarketRecovery() :
HandlerListener
onMessage() :
MessageListener
,
MarketDataListener
onOpeningPrice() :
SecurityListener
onOpenInterest() :
SecurityListener
onPacket() :
MarketDataListener
,
NetFeedConsumer
onQuoteRequest() :
SecurityListener
onRealtimeProcessing() :
HandlerListener
onRecovery() :
SecurityListener
onReset() :
SecurityListener
onSecurityCreated() :
SecurityListener
onSettlementPrice() :
SecurityListener
onStarted() :
HandlerListener
onStatus() :
SecurityListener
onStopped() :
HandlerListener
onTcpRecovery() :
HandlerListener
onTimeout() :
NetFeedConsumer
onTrade() :
SecurityListener
onUndefined() :
SecurityListener
onWarning() :
HandlerListener
openCloseSettlFlag() :
IncrementalRefreshSessionStatistics51::Entry
,
SnapshotFullRefresh52::Entry
openInterestQty() :
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
operator bool() :
BinaryGroup< EntryType, DimensionType, LengthType >
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
BinaryGroupEntry< Length >
,
BinaryMessage
,
Field
,
Group
,
GroupEntry
,
Message
,
TagValueSelectionIterator
,
Packet
,
ThreadAffinity
operator const Items &() :
ListSetting< Type, Container >
operator ImpliedPriceLevel() :
ConsolidatedPriceLevel
operator Value() :
IntegralConstant< Type, Constant >
operator!=() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
,
BinaryMessageIterator
,
NullDecimal9
,
NullDecimalQty
,
NullMaturityMonthYear
,
NullPRICE9
,
TinyStrSetIterator
operator()() :
TagValueSelector
,
ValueConversion< Value >
,
IntegralConstant< Type, Constant >
,
NetFeedConnectionLess
operator*() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
,
BinaryMessageIterator
,
TagValueSelectionIterator
,
TinyStrSetIterator
operator+() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
operator++() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
,
BinaryMessageIterator
,
TagValueSelectionIterator
,
TinyStrSetIterator
operator+=() :
TimeSpan
operator-() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
operator--() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
operator-=() :
TimeSpan
operator<() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
operator=() :
AnyDepthBookManagement< BboTracking, Depth >
,
BaseBookManagement< BboTracking >
,
BboThreshold
,
BinaryGroup< EntryType, DimensionType, LengthType >
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
BinaryGroupEntry< Length >
,
BinaryGroups< Length >
,
BinaryMessage
,
BookManagement
,
ConsolidatedPriceLevel
,
DebugLoggingSettings
,
Decimal
,
DirectBboTracking
,
DirectPriceLevel
,
FeedConnectionSettings
,
FeedSettings
,
Field
,
Group
,
GroupEntry
,
Message
,
FixedDepthBookManagement< BboTracking, Depth >
,
HandlerListeners
,
HandlerSettings
,
ImpliedBboTracking
,
ImpliedPriceLevel
,
IncrementalRefreshBookCombinedEntry< Order, Price >
,
InstrumentSelection
,
LicenseSettings
,
ListSetting< Type, Container >
,
LoggingSettings
,
MboBboTracking
,
MboBook
,
MemoryPoolAllocator< Object >
,
MemoryPoolSettings
,
MulticastRecoveryFeedSettings
,
NetPacket
,
Packet
,
RealtimeFeedSettings
,
ReplaySettings< DataSource, DataSourceLess >
,
ReplaySpan
,
SessionSettings
,
StrRef
,
TcpRecoveryFeedSettings
,
TcpRecoverySessionSettings
,
TimeSpan
,
TinySet< Key >
,
TinyStrSetIterator
,
Version
operator==() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
,
BinaryMessageIterator
,
NullDecimal9
,
NullDecimalQty
,
NullMaturityMonthYear
,
NullPRICE9
,
TinyStrSetIterator
operator>() :
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
operator[]() :
BinaryGroup< EntryType, DimensionType, LengthType >
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
Group
,
GroupEntry
,
Message
,
ListSetting< Type, Container >
,
MboBook
,
MbpBook< EntryType, DepthType >
,
StrRef
,
TradeOrderIds
,
VectorOverArray< ItemType, SizeType >
Order() :
Order
orderCrossEligible() :
InstAttribValue
orderId() :
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshBookCombinedEntry< Order, Price >
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
SnapshotFullRefreshOrderBook53::Entry
,
TradeOrderDetails
OrderIDEntries() :
IncrementalRefreshBook46::OrderIDEntries
,
IncrementalRefreshTradeSummary48::OrderIDEntries
orderIdEntries() :
IncrementalRefreshBook46
,
IncrementalRefreshTradeSummary48
OrderIDEntry() :
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
,
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshTradeSummary48::OrderIDEntry
orderIds() :
TradeSummaryArgs< Summary, Data >
orderPriority() :
IncrementalRefreshBook46::OrderIDEntry
,
IncrementalRefreshBookCombinedEntry< Order, Price >
,
IncrementalRefreshOrderBook47::Entry
,
SnapshotFullRefreshOrderBook53::Entry
orderQty() :
QuoteRequest39::RelatedSymEntry
orderUpdateAction() :
IncrementalRefreshBook46::OrderIDEntry
ordinary() :
BinaryBlock< Container, BlockLength >
originalContractSize() :
InstrumentDefinitionFuture54
otcEligible() :
InstAttribValue
outOfOrderPacketMaxInterval() :
RealtimeFeedSettings