CAggressorFlag | AggressorFlag type |
CAggressorSide | AggressorSide type |
CAtomicScopedStore< Type, Value > | |
►CBaseBookManagement< BboTracking > | |
CAnyDepthBookManagement< BboTracking, Depth > | |
CFixedDepthBookManagement< BboTracking, Depth > | |
►CBaseBookManagement< DirectBboTracking > | |
CFixedDepthBookManagement< DirectBboTracking, MbpBookDepth > | |
►CBaseBookManagement< ImpliedBboTracking > | |
CFixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth > | |
►CBaseBookManagement< MboBboTracking > | |
CAnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > | |
CBboThreshold | Defines tracking attributes for a particular BBO parameter |
CBids | Tag class for accessing bids in templates |
CBinaryBlock< Container, BlockLength > | |
►CBinaryBlock< BinaryGroupEntry< Length >, Length > | |
CBinaryGroupEntry< Length > | |
►CBinaryBlock< BinaryGroupEntry< MessageSize >, MessageSize > | |
CBinaryGroupEntry< MessageSize > | |
►CBinaryBlock< BinaryMessage, MessageSize > | |
►CBinaryMessage | Encapsulates services for manipulating SBE-encoded messages |
CAdminHeartbeat12 | AdminHeartbeat |
CAdminHeartbeat410 | AdminHeartbeat |
CAdminLogin15 | AdminLogin |
CAdminLogin408 | AdminLogin |
CAdminLogout16 | AdminLogout |
CAdminLogout409 | AdminLogout |
CChannelReset4 | ChannelReset |
CIncrementalRefreshBook46 | MDIncrementalRefreshBook |
CIncrementalRefreshDailyStatistics49 | MDIncrementalRefreshDailyStatistics |
CIncrementalRefreshLimitsBanding50 | MDIncrementalRefreshLimitsBanding |
CIncrementalRefreshOrderBook47 | MDIncrementalRefreshOrderBook |
CIncrementalRefreshSessionStatistics51 | MDIncrementalRefreshSessionStatistics |
CIncrementalRefreshTradeSummary48 | MDIncrementalRefreshTradeSummary |
CIncrementalRefreshVolume37 | MDIncrementalRefreshVolume |
CInstrumentDefinitionFixedIncome57 | MDInstrumentDefinitionFixedIncome |
CInstrumentDefinitionFuture54 | MDInstrumentDefinitionFuture |
CInstrumentDefinitionOption55 | MDInstrumentDefinitionOption |
CInstrumentDefinitionSpread56 | MDInstrumentDefinitionSpread |
CQuoteRequest39 | QuoteRequest |
CSecurityStatus30 | SecurityStatus |
CSnapshotFullRefresh52 | SnapshotFullRefresh |
CSnapshotFullRefreshOrderBook53 | SnapshotFullRefreshOrderBook |
CBinaryGroup< EntryType, DimensionType, LengthType > | Encapsulates operations over SBE-encoded repeating group |
CBinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length > | Encapsulates operations over SBE-encoded repeating group entries |
CBinaryGroupEntries< EntryType, typename Dimension::BlockLength, typename Dimension::NumInGroup, LengthType > | |
CBinaryGroupEntries< GroupEntrySource, MessageSize, MessageSize, MessageSize > | |
►CBinaryGroupEntry | |
CChannelReset4::Entry | |
CIncrementalRefreshBook46::Entry | |
CIncrementalRefreshBook46::OrderIDEntry | |
CIncrementalRefreshDailyStatistics49::Entry | |
CIncrementalRefreshLimitsBanding50::Entry | |
CIncrementalRefreshOrderBook47::Entry | |
CIncrementalRefreshSessionStatistics51::Entry | |
CIncrementalRefreshTradeSummary48::Entry | |
CIncrementalRefreshTradeSummary48::OrderIDEntry | |
CIncrementalRefreshVolume37::Entry | |
CInstrumentDefinitionFixedIncome57::EventsEntry | |
CInstrumentDefinitionFixedIncome57::FeedTypesEntry | |
CInstrumentDefinitionFixedIncome57::InstAttribEntry | |
CInstrumentDefinitionFixedIncome57::LotTypeRulesEntry | |
CInstrumentDefinitionFuture54::EventsEntry | |
CInstrumentDefinitionFuture54::FeedTypesEntry | |
CInstrumentDefinitionFuture54::InstAttribEntry | |
CInstrumentDefinitionFuture54::LotTypeRulesEntry | |
CInstrumentDefinitionOption55::EventsEntry | |
CInstrumentDefinitionOption55::FeedTypesEntry | |
CInstrumentDefinitionOption55::InstAttribEntry | |
CInstrumentDefinitionOption55::LotTypeRulesEntry | |
CInstrumentDefinitionOption55::RelatedInstrumentsEntry | |
CInstrumentDefinitionOption55::UnderlyingsEntry | |
CInstrumentDefinitionSpread56::EventsEntry | |
CInstrumentDefinitionSpread56::FeedTypesEntry | |
CInstrumentDefinitionSpread56::InstAttribEntry | |
CInstrumentDefinitionSpread56::LegsEntry | |
CInstrumentDefinitionSpread56::LotTypeRulesEntry | |
CQuoteRequest39::RelatedSymEntry | |
CSnapshotFullRefresh52::Entry | |
CSnapshotFullRefreshOrderBook53::Entry | |
CBinaryGroups< Length > | |
CBinaryMessageIterator | Iterator over SBE-encoded messages |
CBinaryMessages | Collection of encoded messages stored in single packet |
CBookState | State of order book |
CBookUpdateErrorArgs< Book > | Exposes details of book maintenance failure |
CBookUpdateNotification | Defines book update notification strategies |
CChannelFeedListener | |
CConsolidatedPriceLevel | |
CDataCenter | |
CDebugLoggingSettings | Parameters affecting what's logged at a debug level |
CDecimal | A real number with floating exponent |
CDefaultListeners | |
CEntryType | MDEntryType type |
CEntryTypeBook | MDEntryTypeBook type |
CEntryTypeDailyStatistics | MDEntryTypeDailyStatistics type |
CEntryTypeStatistics | MDEntryTypeStatistics type |
CEventType | EventType type |
CFeedConnectionSettings | The collection of parameters defining feed connection |
CFeedEngineThreadListener | |
CFeedEngineThreads | |
CFeedEngineThreadSettings | |
CFeedSettingsBase< Layout > | Collection of parameters which are common for all types of feeds |
►CFeedSettingsBase< RealtimeFeedLayout::Enum > | |
CRealtimeFeedSettings | Collection of parameters affecting real-time feeds behavior |
►CFeedSettingsBase< RecoveryFeedLayout::Enum > | |
CMulticastRecoveryFeedSettings | Collection of parameters affecting recovery feeds behavior |
CTcpRecoveryFeedSettings | Collection of parameters affecting recovery feeds behavior |
CField | |
►CFieldSet | |
►CGroupEntry | |
CChannelReset4::Entry | |
CIncrementalRefreshBook46::Entry | |
CIncrementalRefreshBook46::OrderIDEntry | |
CIncrementalRefreshDailyStatistics49::Entry | |
CIncrementalRefreshLimitsBanding50::Entry | |
CIncrementalRefreshOrderBook47::Entry | |
CIncrementalRefreshSessionStatistics51::Entry | |
CIncrementalRefreshTradeSummary48::Entry | |
CIncrementalRefreshTradeSummary48::OrderIDEntry | |
CIncrementalRefreshVolume37::Entry | |
CInstrumentDefinitionFixedIncome57::EventsEntry | |
CInstrumentDefinitionFixedIncome57::FeedTypesEntry | |
CInstrumentDefinitionFixedIncome57::InstAttribEntry | |
CInstrumentDefinitionFixedIncome57::LotTypeRulesEntry | |
CInstrumentDefinitionFuture54::EventsEntry | |
CInstrumentDefinitionFuture54::FeedTypesEntry | |
CInstrumentDefinitionFuture54::InstAttribEntry | |
CInstrumentDefinitionFuture54::LotTypeRulesEntry | |
CInstrumentDefinitionOption55::EventsEntry | |
CInstrumentDefinitionOption55::FeedTypesEntry | |
CInstrumentDefinitionOption55::InstAttribEntry | |
CInstrumentDefinitionOption55::LotTypeRulesEntry | |
CInstrumentDefinitionOption55::RelatedInstrumentsEntry | |
CInstrumentDefinitionOption55::UnderlyingsEntry | |
CInstrumentDefinitionSpread56::EventsEntry | |
CInstrumentDefinitionSpread56::FeedTypesEntry | |
CInstrumentDefinitionSpread56::InstAttribEntry | |
CInstrumentDefinitionSpread56::LegsEntry | |
CInstrumentDefinitionSpread56::LotTypeRulesEntry | |
CQuoteRequest39::RelatedSymEntry | |
CSnapshotFullRefresh52::Entry | |
CSnapshotFullRefreshOrderBook53::Entry | |
►CMessage | |
CAdminHeartbeat12 | |
CAdminHeartbeat410 | |
CAdminLogin15 | |
CAdminLogin408 | |
CAdminLogout16 | |
CAdminLogout409 | |
CChannelReset4 | |
CIncrementalRefreshBook46 | |
CIncrementalRefreshDailyStatistics49 | |
CIncrementalRefreshLimitsBanding50 | |
CIncrementalRefreshOrderBook47 | |
CIncrementalRefreshSessionStatistics51 | |
CIncrementalRefreshTradeSummary48 | |
CIncrementalRefreshVolume37 | |
CInstrumentDefinitionFixedIncome57 | |
CInstrumentDefinitionFuture54 | |
CInstrumentDefinitionOption55 | |
CInstrumentDefinitionSpread56 | |
CQuoteRequest39 | |
CSecurityStatus30 | |
CSnapshotFullRefresh52 | |
CSnapshotFullRefreshOrderBook53 | |
CFileLoggerListener | Collection of events raised by FileLogger during its life time |
CFileLoggerSettings | Base parameters affecting synchronous logging services |
CFixedPointDecimal< MantissaType, ExponentType > | |
CGapAndErrorHandlingOptions | |
►CGroup | |
CChannelReset4::Entries | |
CIncrementalRefreshBook46::Entries | |
CIncrementalRefreshBook46::OrderIDEntries | |
CIncrementalRefreshDailyStatistics49::Entries | |
CIncrementalRefreshLimitsBanding50::Entries | |
CIncrementalRefreshOrderBook47::Entries | |
CIncrementalRefreshSessionStatistics51::Entries | |
CIncrementalRefreshTradeSummary48::Entries | |
CIncrementalRefreshTradeSummary48::OrderIDEntries | |
CIncrementalRefreshVolume37::Entries | |
CInstrumentDefinitionFixedIncome57::Events | |
CInstrumentDefinitionFixedIncome57::FeedTypes | |
CInstrumentDefinitionFixedIncome57::InstAttrib | |
CInstrumentDefinitionFixedIncome57::LotTypeRules | |
CInstrumentDefinitionFuture54::Events | |
CInstrumentDefinitionFuture54::FeedTypes | |
CInstrumentDefinitionFuture54::InstAttrib | |
CInstrumentDefinitionFuture54::LotTypeRules | |
CInstrumentDefinitionOption55::Events | |
CInstrumentDefinitionOption55::FeedTypes | |
CInstrumentDefinitionOption55::InstAttrib | |
CInstrumentDefinitionOption55::LotTypeRules | |
CInstrumentDefinitionOption55::RelatedInstruments | |
CInstrumentDefinitionOption55::Underlyings | |
CInstrumentDefinitionSpread56::Events | |
CInstrumentDefinitionSpread56::FeedTypes | |
CInstrumentDefinitionSpread56::InstAttrib | |
CInstrumentDefinitionSpread56::Legs | |
CInstrumentDefinitionSpread56::LotTypeRules | |
CQuoteRequest39::RelatedSym | |
CSnapshotFullRefresh52::Entries | |
CSnapshotFullRefreshOrderBook53::Entries | |
CGroupEntryAccessor | |
CGroupSize | |
CGroupSize8Byte | |
CGroupSizeEncoding | Repeating group dimensions |
CHaltReason | HaltReason type |
CHandler | |
CHandlerListener | Events raised by Handler while processing market data |
CHandlerSettingsUse | |
►CImpliedBboTracking | Defines tracking for BBO in implied books |
CDirectBboTracking | Defines tracking for BBO in direct books |
►CImpliedPriceLevel | Encapsulates price level concept |
CDirectPriceLevel | Encapsulates price level concept |
CIncrementalRefreshBookCombinedEntry< Order, Price > | |
CInitializationSettings | Collection of attributes for one-time initialization |
CInstAttribValue | InstAttribValue type |
CInstrumentRecoveryOptions | Defines different ways of instrument definition recovery |
CInstrumentSelection | |
CIntegralConstant< Type, Constant > | Integral constant |
CIssue | |
CIssueArgs | |
CBinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator | |
CJoinRecoveryOptions | |
CLegSide | LegSide type |
CListSetting< Type, Container > | Represents a setting which is a list of values |
CListSetting< std::string > | |
CLocalWatch | Local watch |
CLogCategory | Categories for information being logged |
CLogEntry | Abstraction of log entry in logging services |
►CLogEvent | |
CLogDebug | Specializes LogEvent to log debug information |
CLogError | Specializes LogEvent to log errors |
CLogInfo | Specializes LogEvent to log informations |
CLogWarning | Specializes LogEvent to log warnings |
►CLogger | Abstraction of logger |
CFileLogger | |
CNullLogger | Implements logging services to put data to nowhere |
CLoggingDefaults | |
CLogSeverity | Defines severity levels for log entries |
►CMarketDataListener | |
CMessageListener | |
CMarketRecoveryOptions | Defines market state recovery options |
CMatchEventIndicator | MatchEventIndicator type |
CMaturityMonthYear | |
CMboBboTracking | Defines tracking for BBO in MBO books |
►CMboBookBase | |
CMboBook | Market By Order book |
CMbpBook< EntryType, DepthType > | |
CMbpBookFactory< PriceLevelType, DepthType > | Serves as a factory for book of given type |
CMemoryPool | |
CMemoryPoolAllocator< Object > | |
CMemoryPoolSettings | |
CMessageAccessor | |
CMessageArgs | |
CMessageArgs< MessageType > | |
CMessageHeader | Template ID and length of message root |
CMessageTracing | Defines how SBE messages are traced |
CMoneyOrPar | MoneyOrPar type |
CMonth | Identifies months in year |
CMultiContainer | |
CNetFeed | Base attributes of market data feed |
CNetFeedConnection | Network feed connection attributes |
CNetFeedConnectionLess | Establishes the order between two connections |
CNetFeedConsumer | |
►CNetFeedEngine | |
CSocketFeedEngine | |
CSolarflareFeedEngine | |
CNetFeedEngineProcessResult | |
CNetFeedLink | |
CNetFeedListener | |
CNetFeedRole | Feed roles (primary, secondary) |
CNetFeedState | Defines possible states for the feeds |
CNetFeedType | Feed types based on type of market data service |
CNicWatch | |
CTcpRecoveryService::NoDetails | Services as a marker for special construction |
CNoVerify | |
CNullDecimal9 | Null values definition for optional Decimal9 field |
CNullDecimalQty | Null values definition for optional DecimalQty field |
CNullMaturityMonthYear | Null values definition for optional MaturityMonthYear field |
CNullPRICE9 | Null values definition for optional PRICE9 field |
COffers | Tag class for accessing offers in templates |
COpenCloseSettlFlag | OpenCloseSettlFlag type |
COrder | Order as the member of the Market By Order (MBO) book |
COrderTraits | Some basic traits for the order |
COrderUpdateAction | OrderUpdateAction type |
►CPacket | Represents CME binary packet containing SBE messages |
CNetPacket | |
CPriceSource | PriceSource type |
CPutOrCall | PutOrCall type |
CRealtimeFeedLayout | |
CMemoryPoolAllocator< Object >::rebind< Other > | |
CRecoveryCompletionArgs | Gathers information about the recovery completion |
CRecoveryCompletionStatus | Collection of statuses of recovery completion |
CRecoveryFeedLayout | |
CReplaySpan | Defines range of log entries to be replayed |
CReplaySpeed | Controls speed of market data replay |
CReplaySupplements< DataSource, DataSourceLess > | |
►CReplaySupplements< ChannelId > | |
CDatamineReplaySupplements | |
►CReplaySupplements< NetFeedConnection, NetFeedConnectionLess > | |
CPcapReplaySupplements | Replay supplements for the PCAP replay functionality |
CRepoSubType | RepoSubType type |
CSchemaTraits | Attributes of SBE message schema |
CSecurity | Attributes associated with security |
CSecurityAltIDSource | SecurityAltIDSource type |
CSecurityDataArgs< Container, Data > | |
►CSecurityDataArgs< Summary, Data > | |
CTradeSummaryArgs< Summary, Data > | Attributes of trade summary |
CSecurityListener | Callbacks invoked by Handler to expose market data entities |
CSecurityTradingEvent | SecurityTradingEvent type |
CSecurityTradingStatus | SecurityTradingStatus type |
CSecurityUpdateAction | SecurityUpdateAction type |
►CSettingChangeController | |
CTrivialChangeController | |
CSettingChangeGuard | Scope guard to update setting in the safe way |
►CSettingGroup | Base services for settings grouped by a certain criteria |
CBookManagement | Parameters affecting book management machinery |
CFeedSettings | |
CHandlerListeners | |
CHandlerSettings | Handler's configuration settings |
CLoggingSettings | |
►CSessionSettings | |
►CAccurateLateJoinSession | |
CAccurateLateJoinMboSession | |
CAccurateLateJoinMbpSession | |
►CAccuratePreopeningSession | |
CAccuratePreopeningMboSession | |
CAccuratePreopeningMbpSession | |
CAdvancedSessionSettings | |
CNaturalRefreshSession | |
CSettlPriceType | SettlPriceType type |
CSide | Side type |
CSocketFeedEngineSettings | |
CSolarflareFeedEngineOperatingMode | Defines modes in with the Solarflare Feed Engine can operate |
CSolarflareFeedEngineSettings | |
CStaticAssertionFailure< bool > | |
CStaticAssertionFailure< true > | |
CStrRef | |
CTagValue | Represents a pair of a tag and a value |
CTagValueSelectionIterator | Iterator over tag-value pairs having the same tag value |
CTagValueSelector | |
CTask | Defines an abstraction for a task |
CTcpRecoveryService | TCP Recovery Service |
CTcpRecoverySessionSettings | Collection of session settings related to TCP recovery |
CTcpRecoverySettings | TCP recovery service configuration settings |
CThreadAffinity | Represents a set of CPU indices |
CThreadPool | Manages group of threads executing user-defined tasks |
CThreadPoolSettings | |
CTimeSpan | |
CTimeSpanFormat | Collection of timespan formatting patterns |
CTimestamp | Represents time point without time-zone information |
CTimestampFormat | Collection of timestamp formatting patterns |
CTimeTraits | Miscellaneous time characteristics |
CTinySet< Key > | |
CTinySet< CpuIndex > | |
CTinySet< SecurityId > | |
CTinyStrSet | |
CTinyStrSetIterator | Implements iterator for the TinyStrSet class |
CTradeOrderDetails | |
CTradeOrderIds | |
CTradeProcessing | Defines different ways trades are processed |
CUpdateAction | MDUpdateAction type |
CUseHandlerSettingsAsIs | |
CUtcWatch | UTC watch |
CValueContainer | Container for a value of any supported kinds |
CValueConversion< Value > | |
CValueConversionTraits< Value, int > | |
CValueConversionTraits< BitSet, ValueKinds::Bits > | |
CValueConversionTraits< Enumeration, ValueKinds::Enumeration > | |
►CValueConverter | |
►CIntegerConverter< Int16, Int16Converter > | |
CInt16Converter | |
►CIntegerConverter< Int32, Int32Converter > | |
CInt32Converter | |
►CIntegerConverter< Int64, Int64Converter > | |
CInt64Converter | |
►CIntegerConverter< Int8, Int8Converter > | |
CInt8Converter | |
►CIntegerConverter< UInt16, UInt16Converter > | |
CUInt16Converter | |
►CIntegerConverter< UInt32, UInt32Converter > | |
CUInt32Converter | |
►CIntegerConverter< UInt64, UInt64Converter > | |
CUInt64Converter | |
►CIntegerConverter< UInt8, UInt8Converter > | |
CUInt8Converter | |
CCharConverter | |
CDecimalConverter | |
CIntegerConverter< Integer, Descendant > | |
CMaturityMonthYearConverter | |
CNullConverter | |
CStrRefConverter | |
CTimestampConverter | |
CValueKind< Value > | Traits class used identify a field value kind |
CValueKinds | Identifies kinds of FIX field values |
CVectorOverArray< ItemType, SizeType > | |
CVectorOverArray< Entry, Depth > | |
CVersion | |
CWatchService | Abstract watch service |
CWorkupTradingStatus | WorkupTradingStatus type |