OnixS C++ CME MDP Premium Market Data Handler 5.11.1
Users' manual and API documentation
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12345]
 CAddOrModifyInstrumentDefinitionOperation< Action >
 CAggressorFlagAggressorFlag type
 CAggressorSideAggressorSide type
 CApplicableMessageOperationResult< Holder, Operation, Result, typename >
 CApplicableMessageOperationResult< Holder, Operation, Result, decltype(std::declval< const typename std::decay< Operation >::type & >().apply(std::declval< Holder & >()), void())>
 CApplyMessageOperations< Index, Size >
 CApplyMessageOperations< Size, Size >
 CAtomicScopedStore< Type, Value >
CBaseBookManagement< BboTracking >Configures common book-maintenance settings for one book type
CBaseBookManagement< ImpliedBboTracking >
 CBboThresholdStores threshold tracking settings for one BBO attribute
 CBidsTag type that selects the bid side of a book
CBinaryBlockBase
 CBinaryMessageIteratorProvides forward iteration over the SBE-encoded messages in a packet buffer
 CBinaryMessagesProvides a non-owning iterable view of the encoded messages in a packet
 CBookStateDescribes the lifecycle state of an order book
 CBookUpdateErrorArgs< Book >Exposes details of book maintenance failure
 CBookUpdateNotificationDefines when incremental book update callbacks are raised
 CBoundMessageOperationFactory< SourceFactory, CustomizationFactory >
 CCallableOperation
 CCallableOperationFactory< Callable >
 CChannelFeedListenerReceives network feed events raised by a single Handler instance
 CConsolidatedPriceLevelRepresents one consolidated book price level
 CContextualEntryOperation< Action >
 CDataCenter
 CDebugLoggingSettingsParameters affecting what's logged at a debug level
 CDefaultListeners
 CDeferredMessageOperation< Factory >
 CDeleteInstrumentDefinitionOperation< Action >
CDelivery
 CEntryOperationSelector< MessageType >
 CEntryOperationSelector< IncrementalRefreshBook::MessageType >
 CEntryOperationSelector< IncrementalRefreshOrderBook::MessageType >
 CEntryOperationSelector< IncrementalRefreshSessionStatistics::MessageType >
 CEntryOperationSelector< IncrementalRefreshTradeSummary::MessageType >
 CEntryOperationSelector< SnapshotFullRefresh::MessageType >
 CEntryOperationSelector< SnapshotFullRefreshOrderBook::MessageType >
 CEntryRangeStage< Action, Range, Projection >
 CEntryTypeMDEntryType type
 CEntryTypeBookMDEntryTypeBook type
 CEntryTypeDailyStatisticsMDEntryTypeDailyStatistics type
 CEntryTypeStatisticsMDEntryTypeStatistics type
 CEventFlagsDefines market-data event indicator flags used by test messages
 CEventTypeEventType type
Cfalse_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
CImpliedBboTrackingConfigures BBO threshold tracking for implied books
CImpliedPriceLevelRepresents one implied book price level
 CIncrementalRefreshBookCombinedEntry< Order, Price >Combines the order and price components of an incremental Market By Order (MBO) book update
 CInstAttribValueInstAttribValue type
 CInstrumentRecoveryOptionsDefines different ways of instrument definition recovery
 CInstrumentSelection
Cintegral_constant
 CIntegralConstant< Type, Constant >Integral constant
Cis_base_of
Cis_same
 CIsSpanCompatibleMessage< Message >
 CIssue
 CIssueArgs
 CSbeGroupEntries< EntryType, BlockLength, NumInGroup, Length >::IteratorAn iterator over SBE-encoded group entries
 CSbeGroupRange< EntryType, BlockLength, NumInGroup, Length >::IteratorIterator returning an entry view by value
 CJoinRecoveryOptions
 CLegSideLegSide type
 CListSetting< Type, Container >Stores a controller-aware list of setting values
 CLocalWatchLocal watch
 CLogCategoryClassifies the purpose of an individual log entry
 CLogEntryProvides a mutable log entry whose lifetime is controlled by its logger
CLogEvent
CLoggerDefines the interface for creating and submitting log entries
 CLoggingDefaults
 CLogPlayerSettingsSettings for replaying Handler log files through multicast senders
 CLogSeverityDefines the amount of diagnostic and market data written to a log
CMarketDataListener
 CMarketRecoveryOptionsDefines market state recovery options
 CMatchEventIndicatorMatchEventIndicator type
 CMaterializedMessage< Message, bool >
 CMaterializedMessage< Message, true >
 CMaturityMonthYear
 CMboBboTrackingConfigures BBO threshold tracking for MBO books
CMboBookBase
 CMbpBook< EntryType, DepthType >
 CMbpBookFactory< PriceLevelType, DepthType >Serves as a factory for book of given type
 CMdEntryOperation< Action >
 CMemoryPoolAllocates and reclaims raw memory blocks
 CMemoryPoolAllocator< Object >Adapts a MemoryPool for use as a standard allocator
 CMemoryPoolSettingsConfigures allocation and caching behavior of the handler's memory pool
 CMessageArgs< MessageType >Collection of market data supplied via message processing callbacks
 CMessageArgs
 CMessageHeaderTemplate ID and length of message root
 CMessageHolder< MessageTypeT, MaxMessageSize >Owns fixed-capacity storage for a prefixed CME message
 CMessageHolderDiagnosticVoid<... >
 CMessageInitializationOperation< ExpectedHolder >
CMessageOperationBase
 CMessagePrefixRepresents the length prefix preceding each message in an MDP packet
 CMessageRecipe< Holder, Operations >Owns a reusable recipe for constructing a held test message
 CMessageTracingDefines how SBE messages are traced
CMessageType
 CMoneyOrParMoneyOrPar type
 CMonthThe months in year
 CFutureBase::moving_init_t
CMulticastDeliveryImplements multicast delivery for DataFeed
 CMulticastSenderTest helper that sends multicast datagrams to configured CME feed targets
 CMulticastTargetSends datagrams to the multicast connections configured for one feed target
 CMulticastTargetOptionsConfigures multicast sockets used by a multicast target
 CMultiContainer
 CNetFeedBase attributes of market data feed
 CNetFeedConnectionNetwork feed connection attributes
 CNetFeedConnectionLessEstablishes the order between two connections
 CNetFeedConsumer
CNetFeedEngine
 CNetFeedEngineProcessResult
CNetFeedEngineSettingsDefines settings shared by network feed-engine implementations
 CNetFeedLink
 CNetFeedListener
 CNetFeedRoleIdentifies feed A or feed B within a redundant pair
 CNetFeedStateDefines possible states for the feeds
 CNetFeedTypeIdentifies a market data source or service
 CNicWatch
 CSbeMessage::NoCheck
 CTcpRecoveryService::NoDetailsServices as a marker for special construction
 CSbeMessage::NoFieldsInitFor tagged constructors
 CSbeMessage::NoInit
 CNoVerifySelects overloads that omit packet buffer validation
 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 type that selects the offer side of a book
 COpenCloseSettlFlagOpenCloseSettlFlag type
 COperationResultHolder< Result >
 COrderRepresents an order in a Market By Order (MBO) book
 COrderBookMdEntryOperation< Action >
 COrderIdEntryOperation< Action >
 COrderTraitsProvides the null values used for absent order attributes
 COrderUpdateActionOrderUpdateAction type
CPacketProvides a non-owning view of a CME binary packet containing SBE messages
 CPacketHeaderRepresents the sequence number and sending time stored in an MDP packet header
 CPacketHolder< FirstMessageType, RemainingMessageTypes >Owns a fixed set of CME message holders for sending in one packet
 CSbeGroupRange< EntryType, BlockLength, NumInGroup, Length >::Iterator::PointerHolds an entry view for pointer-like access without owning its message bytes
 CTinyStrSetIterator::PointerProxy providing pointer-like access to a dereferenced string view
 CPriceSourcePriceSource type
 CPutOrCallPutOrCall type
 CQuoteEntryOperation
 CQuoteRequestInitializationOperation
 CQuoteSymbol
 CRealtimeFeedLayout
 CMemoryPoolAllocator< Object >::rebind< Other >Produces an allocator for another object type using the same pool
 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
 CSecurityStatusInitializationOperation
 CSecurityTradingEventSecurityTradingEvent type
 CSecurityTradingStatusSecurityTradingStatus type
 CSecurityUpdateActionSecurityUpdateAction type
 CSessionStatisticsEntryOperation< Action >
CSettingChangeControllerCoordinates changes to settings that belong to a setting group
 CSettingChangeGuardPairs a successful beginChange() call with endChange()
CSettingGroupAssociates setting mutations with a change controller
 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
 CSnapshotFullRefreshEntryOperation
 CSnapshotFullRefreshInitializationOperation
 CSnapshotFullRefreshOrderBookEntryOperation
 CSnapshotFullRefreshOrderBookInitializationOperation
 CSolarflareFeedEngineMemoryPolicyControls how memory backing Solarflare ef_vi receive-buffer pools is allocated
 CSolarflareFeedEngineOperatingModeDefines modes in with the Solarflare Feed Engine can operate
 CSpanRange
 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 >Stores a small number of unique keys in contiguous storage
 CTinyStrSetStores unique strings supplied through non-owning Messaging::StrRef views
 CTinyStrSetIteratorProvides read-only iteration over strings owned by TinyStrSet
 CTradeEntryOperation
 CTradeOrderDetailsIdentifies an order involved in a trade and records its executed quantity
 CTradeOrderIdsCollects details of the orders involved in a single trade
 CTradeProcessingDefines the supported levels of trade processing
 CTradeSummaryEntryOperation< Action >
Ctrue_type
 Ctuple_element< Index, OnixS::CME::MDH::Test::PacketHolder< MessageTypes... > >Exposes the stored message holder type at a packet index
 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 >Provides vector-like access to caller-owned, fixed-capacity storage
 CVersion
Cview_base
 CWatchServiceAbstract watch service
 CWorkupTradingStatusWorkupTradingStatus type