OnixS C++ CME MDP Premium Market Data Handler 5.10.3
Users' manual and API documentation
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12345]
 CAggressorFlagAggressorFlag type
 CAggressorSideAggressorSide type
 CAtomicScopedStore< Type, Value >
 CBaseBookManagement< BboTracking >
 CBaseBookManagement< ImpliedBboTracking >
 CBboThresholdDefines tracking attributes for a particular BBO parameter
 CBidsTag class for accessing bids in templates
 CBinaryBlockBase
 CBinaryMessageIteratorIterator over SBE-encoded messages
 CBinaryMessagesCollection of encoded messages stored in single packet
 CBookStateState of order book
 CBookUpdateErrorArgs< Book >Exposes details of book maintenance failure
 CBookUpdateNotificationDefines book update notification strategies
 CChannelFeedListenerA listener for the feed-related events in the bounds of a single Handler instance
 CConsolidatedPriceLevel
 CDataCenter
 CDebugLoggingSettingsParameters affecting what's logged at a debug level
 CDefaultListeners
 CEntryTypeMDEntryType type
 CEntryTypeBookMDEntryTypeBook type
 CEntryTypeDailyStatisticsMDEntryTypeDailyStatistics type
 CEntryTypeStatisticsMDEntryTypeStatistics type
 CEventTypeEventType type
 CFeedConnectionSettingsThe collection of parameters defining feed connection
 CFeedEngineThreadPoolA pool of threads executing feed engine tasks
 CFeedEngineThreadPoolListener
 CFeedEngineThreadSettings
 CFeedSettingsBase< Layout >Collection of parameters which are common for all types of feeds
 CFeedSettingsBase< RealtimeFeedLayout::Enum >
 CFeedSettingsBase< RecoveryFeedLayout::Enum >
 CFieldA field in a tag-based message
 CFieldAccessor
 CFieldSetCollection of Fields
 CFileLoggerListenerCollection of events raised by FileLogger during its life time
 CFileLoggerSettingsBase parameters affecting synchronous logging services
 CFixedPointDecimal< MantissaType, ExponentType >Forward declarations
 CFloatingPointDecimal< MantissaType, ExponentType >A real number with a floating exponent
 CFutureBaseUntyped base for SharedFuture
 CFutureGetReturn< T >
 CFutureGetReturn< void >
 CGapAndErrorHandlingOptions
 CGroup
 CGroupSize
 CGroupSize8Byte
 CGroupSizeEncodingRepeating group dimensions
 CHaltReasonHaltReason type
 CHandler
 CHandlerListenerEvents raised by Handler while processing market data
 CHandlerSettingsUse
 CImpliedBboTrackingDefines tracking for BBO in implied books
 CImpliedPriceLevelEncapsulates price level concept
 CIncrementalRefreshBookCombinedEntry< Order, Price >
 CInstAttribValueInstAttribValue type
 CInstrumentRecoveryOptionsDefines different ways of instrument definition recovery
 CInstrumentSelection
 CIntegralConstant< Type, Constant >Integral constant
 CIssue
 CIssueArgs
 CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::IteratorAn iterator over SBE-encoded group entries
 CJoinRecoveryOptions
 CLegSideLegSide type
 CListSetting< Type, Container >Represents a setting which is a list of values
 CLocalWatchLocal watch
 CLogCategoryCategories for information being logged
 CLogEntryAbstraction of log entry in logging services
 CLogEvent
 CLoggerAbstraction of logger
 CLoggingDefaults
 CLogPlayerSettingsSettings for replaying Handler log files through multicast senders
 CLogSeverityDefines severity levels for log entries
 CMarketDataListener
 CMarketRecoveryOptionsDefines market state recovery options
 CMatchEventIndicatorMatchEventIndicator type
 CMaturityMonthYear
 CMboBboTrackingDefines tracking for BBO in MBO books
 CMboBookBase
 CMbpBook< EntryType, DepthType >
 CMbpBookFactory< PriceLevelType, DepthType >Serves as a factory for book of given type
 CMemoryPool
 CMemoryPoolAllocator< Object >
 CMemoryPoolSettings
 CMessageArgs< MessageType >Collection of market data supplied via message processing callbacks
 CMessageArgs
 CMessageHeaderTemplate ID and length of message root
 CMessagePrefixMessages are prefixed with message header
 CMessageTracingDefines how SBE messages are traced
 CMoneyOrParMoneyOrPar type
 CMonthThe months in year
 CFutureBase::moving_init_t
 CMulticastSenderTest helper that sends multicast datagrams to configured CME feed targets
 CMulticastTargetSends datagrams to the multicast connections configured for one feed target
 CMultiContainer
 CNetFeedBase attributes of market data feed
 CNetFeedConnectionNetwork feed connection attributes
 CNetFeedConnectionLessEstablishes the order between two connections
 CNetFeedConsumer
 CNetFeedEngine
 CNetFeedEngineProcessResult
 CNetFeedLink
 CNetFeedListener
 CNetFeedRoleFeed roles (primary, secondary)
 CNetFeedStateDefines possible states for the feeds
 CNetFeedTypeFeed types based on type of market data service
 CNicWatch
 CSbeMessage::NoCheck
 CTcpRecoveryService::NoDetailsServices as a marker for special construction
 CSbeMessage::NoFieldsInitFor tagged constructors
 CSbeMessage::NoInit
 CNoVerify
 CNullDecimal9Null values definition for optional Decimal9 field
 CNullDecimalQtyNull values definition for optional DecimalQty field
 CNullMaturityMonthYearNull values definition for optional MaturityMonthYear field
 CNullPRICE9Null values definition for optional PRICE9 field
 COffersTag class for accessing offers in templates
 COpenCloseSettlFlagOpenCloseSettlFlag type
 COrderOrder as the member of the Market By Order (MBO) book
 COrderTraitsSome basic traits for the order
 COrderUpdateActionOrderUpdateAction type
 CPacketRepresents CME binary packet containing SBE messages
 CPacketHeaderPacket header
 CPriceSourcePriceSource type
 CPutOrCallPutOrCall type
 CRealtimeFeedLayout
 CMemoryPoolAllocator< Object >::rebind< Other >
 CRecoveryCompletionArgsGathers information about the recovery completion
 CRecoveryCompletionStatusCollection of statuses of recovery completion
 CRecoveryFeedLayout
 CReplayDelayer
 CReplaySettings< DataSource, DataSourceLess >
 CReplaySettings< ChannelId >
 CReplaySettings< NetFeedConnection, NetFeedConnectionLess >
 CReplaySpanDefines range of log entries to be replayed
 CReplaySpeedControls speed of market data replay
 CRepoSubTypeRepoSubType type
 CSbeGroup< EntryType, DimensionType, GroupSizeType >SBE-encoded repeating group
 CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >Operations over SBE-encoded repeating group entries
 CSbeGroupList< BinarySize >Groups list
 CSbeVariableLengthFieldList< BinarySize >Variable-length fields list
 CSchemaTraitsAttributes of SBE message schema
 CSecurityAttributes associated with security
 CSecurityAltIDSourceSecurityAltIDSource type
 CSecurityDataArgs< Container, Data >
 CSecurityDataArgs< Summary, typename Summary::Entry >
 CSecurityListenerCallbacks invoked by Handler to expose market data entities
 CSecurityTradingEventSecurityTradingEvent type
 CSecurityTradingStatusSecurityTradingStatus type
 CSecurityUpdateActionSecurityUpdateAction type
 CSettingChangeController
 CSettingChangeGuardScope guard to update setting in the safe way
 CSettingGroupBase services for settings grouped by a certain criteria
 CSettlPriceTypeSettlPriceType type
 CHasExponent< T >::SFINAE< U >
 CHasMantissa< T >::SFINAE< U >
 CHasMemberTraits< T >::SFINAE< U >
 CHasSerializeMember< T >::SFINAE< U, noexcept >
 CHasValueStaticMember< T >::SFINAE< U, U::Value >
 CSideSide type
 CSocketFeedEngineSettings
 CSolarflareFeedEngineOperatingModeDefines modes in with the Solarflare Feed Engine can operate
 CSolarflareFeedEngineSettings
 CTagValueRepresents a pair of a tag and a value
 CTagValueSelectionIteratorIterator over tag-value pairs having the same tag value
 CTagValueSelector
 CTcpRecoveryServiceTCP Recovery Service
 CTcpRecoverySessionSettingsCollection of session settings related to TCP recovery
 CTcpRecoverySettingsTCP Recovery settings
 CThisThreadCurrent thread related tasks
 CThreadAffinityRepresents a set of CPU indices
 CThreadPoolSettings
 CTimeSpan
 CTimeSpanFormatTimespan formatting patterns
 CTimestampThe time point without the time-zone information
 CTimestampFormatTimestamp formatting patterns
 CTimeTraitsMiscellaneous time characteristics
 CTinySet< Key >
 CTinyStrSet
 CTinyStrSetIteratorImplements iterator for the TinyStrSet class
 CTradeOrderDetails
 CTradeOrderIds
 CTradeProcessingDefines different ways trades are processed
 CUnwrapType< T >
 CUnwrapType< IntegralConstant< Type, Constant > >
 CUpdateActionMDUpdateAction type
 CUseHandlerSettingsAsIs
 CUtcWatchUTC watch
 CValueContainerContainer for a value
 CValueConversion< Value >
 CValueConversionTraits< Value, int >Field value traits used in conversion operations
 CValueConversionTraits< BitSet, ValueKinds::Bits >
 CValueConversionTraits< Enumeration, ValueKinds::Enumeration >
 CValueConverter
 CValueKind< Value >Traits class used to identify a field value
 CValueKindsIdentifies the kind of the field value
 CVectorOverArray< ItemType, SizeType >
 CVersion
 CWatchServiceAbstract watch service
 CWorkupTradingStatusWorkupTradingStatus type