OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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Fields.h File Reference

Go to the source code of this file.

Classes

struct  AggressorFlag
struct  AggressorSide
struct  EventType
struct  HaltReason
struct  LegSide
struct  EntryType
struct  EntryTypeBook
struct  EntryTypeDailyStatistics
struct  EntryTypeStatistics
struct  UpdateAction
struct  MoneyOrPar
struct  OpenCloseSettlFlag
struct  OrderUpdateAction
struct  PriceSource
struct  PutOrCall
struct  RepoSubType
struct  SecurityAltIDSource
struct  SecurityTradingEvent
struct  SecurityTradingStatus
struct  SecurityUpdateAction
struct  Side
struct  WorkupTradingStatus
struct  InstAttribValue
struct  MatchEventIndicator
struct  SettlPriceType

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::MDH
namespace  OnixS::CME::MDH::Messaging

Typedefs

typedef Char CHAR
typedef Char Currency[3]
typedef IntegralConstant< Int8, 24 > InstAttribType
typedef UInt16 LocalMktDate
typedef IntegralConstant< Char, 'J'> EntryTypeChannelReset
typedef IntegralConstant< Char, 'g'> EntryTypeLimits
typedef IntegralConstant< Char, '2'> EntryTypeTrade
typedef IntegralConstant< Char, 'e'> EntryTypeVol
typedef IntegralConstant< Int8, 0 > UpdateActionNew
typedef IntegralConstant< Int8, 0 > UpdateTypeNew
typedef IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
typedef Char SecurityExchange[4]
typedef IntegralConstant< Char, '8'> SecurityIDSource
typedef Char UserDefinedInstrument
typedef IntegralConstant< Int32, 2147483647 > NullInt32
typedef IntegralConstant< Int8, 127 > NullInt8
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
typedef IntegralConstant< UInt16, 65535 > NullUInt16
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
typedef IntegralConstant< UInt8, 255 > NullUInt8

Functions

Timestamp localMktDateToTimestamp (LocalMktDate days)
LocalMktDate timestampToLocalMktDate (const Timestamp &timestamp) noexcept