OnixS C++ CME MDP Premium Market Data Handler
5.8.9
API Documentation
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schemaId() :
MessageHeader
second() :
Timestamp
seconds() :
TimeSpan
secondsPerMinute() :
TimeTraits
security() :
DefaultListeners
,
HandlerListeners
Security() :
Security
securityAltId() :
InstrumentDefinitionFixedIncome57
securityAltIdSource() :
InstrumentDefinitionFixedIncome57
SecurityDataArgs() :
SecurityDataArgs< Container, Data >
securityExchange() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
securityGroup() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
,
SecurityStatus30
securityGroups() :
InstrumentSelection
securityId() :
IncrementalRefreshBook46::Entry
,
IncrementalRefreshBookCombinedEntry< Order, Price >
,
IncrementalRefreshDailyStatistics49::Entry
,
IncrementalRefreshLimitsBanding50::Entry
,
IncrementalRefreshOrderBook47::Entry
,
IncrementalRefreshSessionStatistics51::Entry
,
IncrementalRefreshTradeSummary48::Entry
,
IncrementalRefreshVolume37::Entry
,
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
,
QuoteRequest39::RelatedSymEntry
,
SecurityStatus30
,
SnapshotFullRefresh52
,
SnapshotFullRefreshOrderBook53
securityIds() :
InstrumentSelection
securityIdSource() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
securityOrDefault() :
HandlerListeners
SecurityStatus30() :
SecurityStatus30
securitySubType() :
InstrumentDefinitionSpread56
securityTradingEvent() :
SecurityStatus30
securityTradingStatus() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
,
SecurityStatus30
,
SnapshotFullRefresh52
securityType() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
securityUpdateAction() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
selectInstruments() :
Handler
self() :
CharConverter
,
DecimalConverter
,
Int16Converter
,
Int32Converter
,
Int64Converter
,
Int8Converter
,
MaturityMonthYearConverter
,
NullConverter
,
StrRefConverter
,
TimestampConverter
,
UInt16Converter
,
UInt32Converter
,
UInt64Converter
,
UInt8Converter
,
NullLogger
,
TrivialChangeController
send() :
NetFeedLink
sendingTime() :
Packet
sendMessage() :
NetFeed
sendTimeout() :
TcpRecoveryFeedSettings
seqNumber() :
Packet
,
Security
service() :
LocalWatch
,
NicWatch
,
PollReplayDelayer
,
SleepReplayDelayer
,
TcpRecoverySessionSettings
,
UtcWatch
servingTimeLimit() :
TcpRecoverySessionSettings
session() :
HandlerSettings
SessionSettings() :
SessionSettings
SettingChangeGuard() :
SettingChangeGuard
SettingGroup() :
SettingGroup
settings() :
FileLogger
,
Handler
settingsUse() :
DatamineReplaySettings
,
PcapReplaySettings
,
ReplaySettings< DataSource, DataSourceLess >
settlCurrency() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
settlPriceType() :
IncrementalRefreshDailyStatistics49::Entry
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
SettlPriceType() :
SettlPriceType
settlPriceType() :
SnapshotFullRefresh52::Entry
severityLevel() :
FileLoggerSettings
side() :
QuoteRequest39::RelatedSymEntry
sinceEpoch() :
Timestamp
size() :
BinaryGroup< EntryType, DimensionType, LengthType >
,
BinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >
,
Group
,
ListSetting< Type, Container >
,
Packet
,
StrRef
,
ThreadPoolSettings
,
TinySet< Key >
,
TinyStrSet
,
TradeOrderIds
,
VectorOverArray< ItemType, SizeType >
snapshotFeeds() :
FeedSettings
SnapshotFullRefresh52() :
SnapshotFullRefresh52
SnapshotFullRefreshOrderBook53() :
SnapshotFullRefreshOrderBook53
socketBufferSize() :
SocketFeedEngineSettings
,
SolarflareFeedEngineSettings
SocketFeedEngine() :
SocketFeedEngine
SocketFeedEngineSettings() :
SocketFeedEngineSettings
SolarflareFeedEngine() :
SolarflareFeedEngine
SolarflareFeedEngineSettings() :
SolarflareFeedEngineSettings
source() :
IssueArgs
,
LogEntry
,
NetPacket
speed() :
ReplaySettings< DataSource, DataSourceLess >
start() :
Handler
state() :
MboBook
,
MbpBook< EntryType, DepthType >
,
NetFeed
status() :
RecoveryCompletionArgs
stop() :
Handler
strikeCurrency() :
InstrumentDefinitionOption55
strikePrice() :
InstrumentDefinitionOption55
StrRef() :
StrRef
subFraction() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
swap() :
StrRef
,
TimeSpan
,
Timestamp
,
TinySet< Key >
,
TinyStrSet
symbol() :
InstrumentDefinitionFixedIncome57
,
InstrumentDefinitionFuture54
,
InstrumentDefinitionOption55
,
InstrumentDefinitionSpread56
,
QuoteRequest39::RelatedSymEntry
,
Security
symbols() :
InstrumentSelection