OnixS C++ CME Market Data Handler  5.4.0
API documentation
Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 1234]
 CAggressorFlagAggressorFlag type
 CAggressorSideAggressorSide type
 CAtomicScopedStore< Type, Value >
 CBaseBookManagement< BboTracking >
 CBaseBookManagement< DirectBboTracking >
 CBaseBookManagement< ImpliedBboTracking >
 CBaseBookManagement< MboBboTracking >
 CBboThresholdDefines tracking attributes for a particular BBO parameter
 CBidsTag class for accessing bids in templates
 CBinaryBlock< Container, BlockLength >
 CBinaryBlock< BinaryGroupEntry< Length >, Length >
 CBinaryBlock< BinaryGroupEntry< MessageSize >, MessageSize >
 CBinaryBlock< BinaryMessage, MessageSize >
 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 >
 CBinaryGroups< Length >
 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
 CDebugLoggingSettingsParameters affecting what's logged at a debug level
 CDecimalA real number with floating exponent
 CEntryTypeMDEntryType type
 CEntryTypeBookMDEntryTypeBook type
 CEntryTypeDailyStatisticsMDEntryTypeDailyStatistics type
 CEntryTypeStatisticsMDEntryTypeStatistics type
 CEventTypeEventType type
 CFeedSettingsBase< Layout >
 CFeedSettingsBase< RealtimeFeedLayout::Enum >
 CFeedSettingsBase< RecoveryFeedLayout::Enum >
 CFileLoggerListenerCollection of events raised by FileLogger during its life time
 CFileLoggerSettingsBase parameters affecting synchronous logging services
 CFixedPointDecimal< MantissaType, ExponentType >
 CGroupSizeEncodingRepeating group dimensions
 CHaltReasonHaltReason type
 CHandlerListenerEvents raised by Handler while processing market data
 CImpliedBboTrackingDefines tracking for BBO in implied books
 CImpliedPriceLevelEncapsulates price level concept
 CIncrementalRefreshBookCombinedEntry< Order, Price >
 CInitializationSettingsCollection of attributes for one-time initialization
 CInstAttribValueInstAttribValue type
 CInstrumentRecoveryOptionsDefines different ways of instrument definition recovery
 CIntegralConstant< Type, Constant >Integral constant
 CBinaryGroupEntries< EntryType, BlockLength, NumInGroup, Length >::Iterator
 CLegSideLegSide type
 CLocalWatchLocal watch
 CLogCategoryCategories for information being logged
 CLogEntryAbstraction of log entry in logging services
 CLoggerAbstraction of logger
 CLogSeverityDefines severity levels for log entries
 CMarketRecoveryOptionsDefines market state recovery options
 CMatchEventIndicatorMatchEventIndicator type
 CMboBboTrackingDefines tracking for BBO in MBO books
 CMbpBook< EntryType, DepthType >
 CMbpBookFactory< PriceLevelType, DepthType >Serves as a factory for book of given type
 CMemoryPoolAllocator< Object >
 CMessageArgs< MessageType >
 CMessageHeaderTemplate ID and length of message root
 CMessageTracingDefines how SBE messages are traced
 CMoneyOrParMoneyOrPar type
 CMonthIdentifies months in year
 CNetFeedBase attributes of market data feed
 CNetFeedConnectionNetwork feed connection attributes
 CNetFeedConnectionLessEstablishes the order between two connections
 CNetFeedRoleFeed roles (primary, secondary)
 CNetFeedStateDefines possible states for the feeds
 CNetFeedTypeFeed types based on type of market data service
 CTcpRecoveryService::NoDetailsServices as a marker for special construction
 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
 CPriceSourcePriceSource type
 CPutOrCallPutOrCall type
 CMemoryPoolAllocator< Object >::rebind< Other >
 CRecoveryCompletionArgsGathers information about the recovery completion
 CRecoveryCompletionStatusCollection of statuses of recovery completion
 CReplaySpanDefines range of log entries to be replayed
 CReplaySpeedControls speed of market data replay
 CReplaySupplements< DataSource, DataSourceLess >
 CReplaySupplements< ChannelId >
 CReplaySupplements< NetFeedConnection, NetFeedConnectionLess >
 CRepoSubTypeRepoSubType type
 CSchemaTraitsAttributes of SBE message schema
 CSecurityAttributes associated with security
 CSecurityAltIDSourceSecurityAltIDSource type
 CSecurityDataArgs< Container, Data >
 CSecurityDataArgs< Summary, Data >
 CSecurityListenerCallbacks invoked by Handler to expose market data entities
 CSecurityTradingEventSecurityTradingEvent type
 CSecurityTradingStatusSecurityTradingStatus type
 CSecurityUpdateActionSecurityUpdateAction type
 CSettingAssignGuardScope guard to update setting in the safe way
 CSettingGroupBase services for settings grouped by a certain criteria
 CSettlPriceTypeSettlPriceType type
 CSideSide type
 CStaticAssertionFailure< bool >
 CStaticAssertionFailure< true >
 CTagValueRepresents a pair of a tag and a value
 CTagValueSelectionIteratorIterator over tag-value pairs having the same tag value
 CTaskDefines an abstraction for a task
 CTcpRecoveryServiceTCP Recovery Service
 CTcpRecoverySessionSettingsCollection of session settings related to TCP recovery
 CTcpRecoverySettingsTCP recovery service configuration settings
 CThreadAffinityRepresents a set of CPU indices
 CThreadPoolManages group of threads executing user-defined tasks
 CTimeSpanFormatCollection of timespan formatting patterns
 CTimestampRepresents time point without time-zone information
 CTimestampFormatCollection of timestamp formatting patterns
 CTimeTraitsMiscellaneous time characteristics
 CTinySet< Key >
 CTinySet< CpuIndex >
 CTinySet< SecurityId >
 CTinyStrSetIteratorImplements iterator for the TinyStrSet class
 CTradeProcessingDefines different ways trades are processed
 CUpdateActionMDUpdateAction type
 CUtcWatchUTC watch
 CValueContainerContainer for a value of any supported kinds
 CValueConversion< Value >
 CValueConversionTraits< Value, int >
 CValueConversionTraits< BitSet, ValueKinds::Bits >
 CValueConversionTraits< Enumeration, ValueKinds::Enumeration >
 CValueKind< Value >Traits class used identify a field value kind
 CValueKindsIdentifies kinds of FIX field values
 CVectorOverArray< ItemType, SizeType >
 CVectorOverArray< Entry, Depth >
 CWatchServiceAbstract watch service
 CWorkupTradingStatusWorkupTradingStatus type