OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
OnixS::CME::MDH Namespace Reference

Namespaces

 FIX
 

Classes

struct  AccurateLateJoinMboSession
 
struct  AccurateLateJoinMbpSession
 
struct  AccurateLateJoinSession
 
struct  AccuratePreopeningMboSession
 
struct  AccuratePreopeningMbpSession
 
struct  AccuratePreopeningSession
 
struct  AdminHeartbeat12
 
struct  AdminHeartbeat410
 
struct  AdminLogin15
 
struct  AdminLogin408
 
struct  AdminLogout16
 
struct  AdminLogout409
 
struct  AggressorFlag
 
struct  AggressorSide
 
class  AnyDepthBookManagement
 
class  AtomicScopedStore
 
class  BaseBookManagement
 
class  BboThreshold
 
struct  Bids
 
class  BinaryBlock
 
class  BinaryGroup
 
class  BinaryGroupEntries
 
class  BinaryGroupEntry
 
class  BinaryGroups
 
class  BinaryMessage
 
class  BinaryMessageIterator
 
class  BinaryMessages
 
class  BookManagement
 
struct  BookState
 
class  BookUpdateErrorArgs
 
struct  BookUpdateNotification
 
struct  ChannelFeedListener
 
struct  ChannelReset4
 
class  ConsolidatedPriceLevel
 
struct  DataCenter
 
class  DatamineReplaySettings
 
class  DebugLoggingSettings
 
class  Decimal
 
struct  DefaultListeners
 
class  DirectBboTracking
 
class  DirectPriceLevel
 
struct  EntryType
 
struct  EntryTypeBook
 
struct  EntryTypeDailyStatistics
 
struct  EntryTypeStatistics
 
struct  EventType
 
class  FeedConnectionSettings
 
class  FeedEngineThreadPool
 
struct  FeedEngineThreadPoolListener
 
class  FeedEngineThreadSettings
 
class  FeedSettings
 
class  FeedSettingsBase
 
class  FileLogger
 
struct  FileLoggerListener
 
class  FileLoggerSettings
 
class  FixedDepthBookManagement
 
class  FixedPointDecimal
 
struct  GapAndErrorHandlingOptions
 
class  GroupSize
 
class  GroupSize8Byte
 
class  GroupSizeEncoding
 
struct  HaltReason
 
class  Handler
 
struct  HandlerListener
 
class  HandlerListeners
 
class  HandlerSettings
 
struct  HandlerSettingsUse
 
class  ImpliedBboTracking
 
class  ImpliedPriceLevel
 
struct  IncrementalRefreshBook46
 
class  IncrementalRefreshBookCombinedEntry
 
struct  IncrementalRefreshDailyStatistics49
 
struct  IncrementalRefreshLimitsBanding50
 
struct  IncrementalRefreshOrderBook47
 
struct  IncrementalRefreshSessionStatistics51
 
struct  IncrementalRefreshTradeSummary48
 
struct  IncrementalRefreshVolume37
 
class  InstAttribValue
 
struct  InstrumentDefinitionFixedIncome57
 
struct  InstrumentDefinitionFuture54
 
struct  InstrumentDefinitionOption55
 
struct  InstrumentDefinitionSpread56
 
struct  InstrumentRecoveryOptions
 
class  InstrumentSelection
 
struct  IntegralConstant
 
struct  Issue
 
class  IssueArgs
 
struct  JoinRecoveryOptions
 
struct  LegSide
 
class  LicenseSettings
 
class  ListSetting
 
class  LocalWatch
 
struct  LogCategory
 
struct  LogDebug
 
class  LogEntry
 
struct  LogError
 
class  LogEvent
 
class  Logger
 
struct  LoggingDefaults
 
class  LoggingSettings
 
struct  LogInfo
 
struct  LogSeverity
 
struct  LogWarning
 
struct  MarketDataListener
 
struct  MarketRecoveryOptions
 
class  MatchEventIndicator
 
class  MaturityMonthYear
 
class  MboBboTracking
 
class  MboBook
 
class  MboBookBase
 
class  MbpBook
 
class  MbpBookFactory
 
class  MemoryPool
 
class  MemoryPoolAllocator
 
class  MemoryPoolSettings
 
class  MessageArgs
 
class  MessageHeader
 
struct  MessageTracing
 
struct  MoneyOrPar
 
struct  Month
 
class  MulticastRecoveryFeedSettings
 
struct  NaturalRefreshSession
 
class  NetFeed
 
class  NetFeedConnection
 
struct  NetFeedConnectionLess
 
class  NetFeedConsumer
 
class  NetFeedEngine
 
class  NetFeedEngineProcessResult
 
class  NetFeedLink
 
struct  NetFeedListener
 
struct  NetFeedRole
 
struct  NetFeedState
 
struct  NetFeedType
 
class  NetPacket
 
class  NicWatch
 
struct  NoVerify
 
struct  NullDecimal9
 
struct  NullDecimalQty
 
struct  NullLogger
 
struct  NullMaturityMonthYear
 
struct  NullPRICE9
 
struct  Offers
 
struct  OpenCloseSettlFlag
 
class  Order
 
struct  OrderTraits
 
struct  OrderUpdateAction
 
class  Packet
 
class  PcapReplaySettings
 
struct  PriceSource
 
struct  PutOrCall
 
struct  QuoteRequest39
 
struct  RealtimeFeedLayout
 
class  RealtimeFeedSettings
 
class  RecoveryCompletionArgs
 
struct  RecoveryCompletionStatus
 
struct  RecoveryFeedLayout
 
class  ReplaySettings
 
class  ReplaySpan
 
struct  ReplaySpeed
 
struct  RepoSubType
 
struct  SchemaTraits
 
class  Security
 
struct  SecurityAltIDSource
 
class  SecurityDataArgs
 
struct  SecurityListener
 
struct  SecurityStatus30
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityUpdateAction
 
class  SessionSettings
 
struct  SettingChangeController
 
class  SettingChangeGuard
 
class  SettingGroup
 
class  SettlPriceType
 
struct  Side
 
struct  SnapshotFullRefresh52
 
struct  SnapshotFullRefreshOrderBook53
 
class  SocketFeedEngine
 
class  SocketFeedEngineSettings
 
class  SolarflareFeedEngine
 
struct  SolarflareFeedEngineOperatingMode
 
class  SolarflareFeedEngineSettings
 
struct  StaticAssertionFailure
 
struct  StaticAssertionFailure< true >
 
class  StrRef
 
class  TcpRecoveryFeedSettings
 
class  TcpRecoveryService
 
class  TcpRecoverySessionSettings
 
class  TcpRecoverySettings
 
class  ThisThread
 
class  ThreadAffinity
 
class  ThreadPoolSettings
 
class  TimeSpan
 
struct  TimeSpanFormat
 
class  Timestamp
 
struct  TimestampFormat
 
struct  TimeTraits
 
class  TinySet
 
class  TinyStrSet
 
class  TinyStrSetIterator
 
class  TradeOrderDetails
 
class  TradeOrderIds
 
struct  TradeProcessing
 
class  TradeSummaryArgs
 
struct  TrivialChangeController
 
struct  UpdateAction
 
struct  UseHandlerSettingsAsIs
 
class  UtcWatch
 
class  VectorOverArray
 
class  Version
 
struct  WatchService
 
struct  WorkupTradingStatus
 

Typedefs

typedef MessageHeader::TemplateId MessageTemplateId
 
typedef UInt16 MessageSize
 
typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > MboBookManagement
 
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepthDirectBookManagement
 
typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepthImpliedBookManagement
 
typedef BaseBookManagement< ImpliedBboTrackingConsolidatedBookManagement
 
typedef FixedPointDecimal< Int64, IntegralConstant< Int8,-9 > > Decimal9
 
typedef FixedPointDecimal< Int32, IntegralConstant< Int8,-4 > > DecimalQty
 
typedef FixedPointDecimal< Int64, IntegralConstant< Int8,-9 > > PRICE9
 
typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepthConsolidatedBook
 
typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepthConsolidatedBookFactory
 
typedef Int64 DecimalMantissa
 
typedef Int32 DecimalExponent
 
typedef MbpBook< DirectPriceLevel, MbpBookDepthDirectBook
 
typedef MbpBookFactory< DirectPriceLevel, MbpBookDepthDirectBookFactory
 
typedef UInt32 ChannelId
 
typedef Int32 SecurityId
 
typedef std::string NetFeedId
 
typedef std::vector< std::string > NifList
 
typedef Int32 CpuIndex
 
typedef TinySet< CpuIndexCpuIndices
 
typedef ListSetting< std::string > HostListSetting
 
typedef HostListSetting NifListSetting
 
typedef Char Asset[6]
 
typedef Char CFICode[6]
 
typedef Char CHAR
 
typedef Char CountryCode[2]
 
typedef Char Currency[3]
 
typedef IntegralConstant< Int8, 24 > InstAttribType
 
typedef Int16 Int16
 
typedef Int32 Int32
 
typedef Int8 Int8
 
typedef UInt16 LocalMktDate
 
typedef Char LongName[35]
 
typedef IntegralConstant< Char, 'J'> EntryTypeChannelReset
 
typedef IntegralConstant< Char, 'g'> EntryTypeLimits
 
typedef IntegralConstant< Char, '2'> EntryTypeTrade
 
typedef IntegralConstant< Char, 'e'> EntryTypeVol
 
typedef Char FeedType[3]
 
typedef IntegralConstant< Int8, 0 > UpdateActionNew
 
typedef IntegralConstant< Int8, 0 > UpdateTypeNew
 
typedef Char QuoteReqId[23]
 
typedef Char SecurityExchange[4]
 
typedef Char SecurityGroup[6]
 
typedef IntegralConstant< Char, '8'> SecurityIDSource
 
typedef Char SecuritySubType[5]
 
typedef Char SecurityType[6]
 
typedef Char String12[12]
 
typedef Char String20[20]
 
typedef Char String25[25]
 
typedef Char String3[3]
 
typedef Char String5[5]
 
typedef Char String6[6]
 
typedef Char String8[8]
 
typedef Char Symbol[20]
 
typedef Char Text[180]
 
typedef Char UnderlyingSymbol[20]
 
typedef Char UnitOfMeasure[30]
 
typedef Char UserDefinedInstrument
 
typedef UInt16 UInt16
 
typedef UInt32 UInt32
 
typedef UInt64 UInt64
 
typedef UInt8 UInt8
 
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
 
typedef IssueArgs WarningArgs
 
typedef IssueArgs ErrorArgs
 
typedef MbpBook< ImpliedPriceLevel, MbpBookDepthImpliedBook
 
typedef MbpBookFactory< ImpliedPriceLevel, MbpBookDepthImpliedBookFactory
 
typedef DebugLoggingSettings HandlerDebugLoggingSettings
 
typedef MessageArgs< InstrumentDefinitionFixedIncome57InstrumentDefinitionFixedIncome57Args
 
typedef MessageArgs< ChannelReset4ChannelReset4Args
 
typedef MessageArgs< AdminHeartbeat12AdminHeartbeat12Args
 
typedef MessageArgs< AdminLogin15AdminLogin15Args
 
typedef MessageArgs< AdminLogout16AdminLogout16Args
 
typedef MessageArgs< AdminLogin408AdminLogin408Args
 
typedef MessageArgs< AdminLogout409AdminLogout409Args
 
typedef MessageArgs< AdminHeartbeat410AdminHeartbeat410Args
 
typedef MessageArgs< InstrumentDefinitionFuture54InstrumentDefinitionFuture54Args
 
typedef MessageArgs< InstrumentDefinitionSpread56InstrumentDefinitionSpread56Args
 
typedef MessageArgs< SecurityStatus30SecurityStatus30Args
 
typedef MessageArgs< IncrementalRefreshBook46IncrementalRefreshBook46Args
 
typedef MessageArgs< IncrementalRefreshDailyStatistics49IncrementalRefreshDailyStatistics49Args
 
typedef MessageArgs< IncrementalRefreshLimitsBanding50IncrementalRefreshLimitsBanding50Args
 
typedef MessageArgs< IncrementalRefreshSessionStatistics51IncrementalRefreshSessionStatistics51Args
 
typedef MessageArgs< IncrementalRefreshVolume37IncrementalRefreshVolume37Args
 
typedef MessageArgs< SnapshotFullRefresh52SnapshotFullRefresh52Args
 
typedef MessageArgs< QuoteRequest39QuoteRequest39Args
 
typedef MessageArgs< InstrumentDefinitionOption55InstrumentDefinitionOption55Args
 
typedef MessageArgs< IncrementalRefreshTradeSummary48IncrementalRefreshTradeSummary48Args
 
typedef MessageArgs< IncrementalRefreshOrderBook47IncrementalRefreshOrderBook47Args
 
typedef MessageArgs< SnapshotFullRefreshOrderBook53SnapshotFullRefreshOrderBook53Args
 
typedef std::list< Order, MemoryPoolAllocator< Order > > SortedOrders
 
typedef UInt8 MbpBookDepth
 
typedef UInt8 Byte
 
typedef UInt16 Word
 
typedef UInt32 DWord
 
typedef UInt64 QWord
 
typedef IncrementalRefreshBookCombinedEntry< IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::EntryIncrementalRefreshBook46CombinedEntry
 
typedef UInt64 OrderId
 
typedef UInt64 OrderPriority
 
typedef Int32 DisplayQuantity
 
typedef NetPacket PacketArgs
 
typedef UInt32 SequenceNumber
 
typedef UInt16 PacketSize
 
typedef std::vector< std::string > FileList
 
typedef ReplaySettings< NetFeedIdLogReplaySettings
 
typedef LogReplaySettings::Aliases FeedIdAliases
 
typedef PcapReplaySettings::Aliases NetAddressAliases
 
typedef DatamineReplaySettings::Aliases ChannelIdAliases
 
typedef MessageHeader::Version SchemaVersion
 
typedef TradeSummaryArgs< IncrementalRefreshTradeSummary48TradeSummary48Args
 
typedef SecurityDataArgs< IncrementalRefreshVolume37Volume37Args
 
typedef SecurityDataArgs< IncrementalRefreshOrderBook47MboBook47AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntryMboBookCombined46AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshBook46MbpBook46AtomicUpdateArgs
 
typedef SecurityDataArgs< IncrementalRefreshDailyStatistics49DailyStatistics49Args
 
typedef SecurityDataArgs< IncrementalRefreshSessionStatistics51SessionStatistics51Args
 
typedef SecurityDataArgs< IncrementalRefreshLimitsBanding50LimitsAndBanding50Args
 
typedef SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntryQuoteRequest39RelatedSymArgs
 
typedef SecurityDataArgs< SnapshotFullRefresh52Recovery52EntryArgs
 
typedef SecurityDataArgs< SnapshotFullRefreshOrderBook53MboRecovery53EntryArgs
 
typedef BookUpdateErrorArgs< MboBookMboBookUpdateErrorArgs
 
typedef BookUpdateErrorArgs< DirectBookDirectBookUpdateErrorArgs
 
typedef BookUpdateErrorArgs< ImpliedBookImpliedBookUpdateErrorArgs
 
typedef char Char
 
typedef UInt16 VersionComponent
 

Functions

void throwBadBinaryData (const Char *className)
 
void throwBadBinaryGroup ()
 
void throwBadBinaryMessage ()
 
void throwBadMessageVersion (const Char *, SchemaVersion, SchemaVersion)
 
void toStr (std::string &, BookState::Enum)
 
std::string toStr (BookState::Enum bookState)
 
void throwBadBboThreshold ()
 
bool thresholdExceeded (const Decimal &, const Decimal &, const Decimal &)
 
bool thresholdExceeded (const Decimal &, Int32, Int32)
 
void toStr (std::string &, const MboBboTracking &)
 
std::string toStr (const MboBboTracking &tracking)
 
void toStr (std::string &, const ImpliedBboTracking &)
 
std::string toStr (const ImpliedBboTracking &tracking)
 
void toStr (std::string &, const DirectBboTracking &)
 
std::string toStr (const DirectBboTracking &tracking)
 
void toStr (std::string &, BookUpdateNotification::Enum)
 
std::string toStr (BookUpdateNotification::Enum strategy)
 
void toStr (std::string &, const BookManagement &)
 
std::string toStr (const BookManagement &settings)
 
void brief (std::string &, const ConsolidatedBook &)
 
std::string brief (const ConsolidatedBook &book)
 
void toStr (std::string &, const ConsolidatedBook &)
 
std::string toStr (const ConsolidatedBook &book)
 
void toFormattedStr (std::string &, const ConsolidatedBook &)
 
std::string toFormattedStr (const ConsolidatedBook &book)
 
void consolidate (ConsolidatedBook &, const DirectBook &, const ImpliedBook &)
 
void toStr (std::string &, const ConsolidatedPriceLevel &)
 
std::string toStr (const ConsolidatedPriceLevel &priceLevel)
 
template<class Mantissa , class Exponent >
bool operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator<= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator>= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
bool decimalEqual (const Decimal &left, const Decimal &right)
 
bool operator== (const Decimal &left, const Decimal &right)
 
bool operator!= (const Decimal &left, const Decimal &right)
 
template<class Mantissa , class Exponent >
bool operator== (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right)
 
template<class Mantissa , class Exponent >
bool operator!= (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right)
 
bool decimalLess (const Decimal &left, const Decimal &right)
 
bool operator< (const Decimal &left, const Decimal &right)
 
bool operator> (const Decimal &left, const Decimal &right)
 
bool operator<= (const Decimal &left, const Decimal &right)
 
bool operator>= (const Decimal &left, const Decimal &right)
 
template<class Mantissa , class Exponent >
bool operator< (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right)
 
template<class Mantissa , class Exponent >
bool operator> (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right)
 
template<class Mantissa , class Exponent >
bool operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right)
 
bool fromStr (Decimal &, const Char *, size_t)
 
void decimalToStr (std::string &, Int64, Int32)
 
void toStr (std::string &str, const Decimal &number)
 
std::string toStr (const Decimal &number)
 
template<class Mantissa , class Exponent >
void toStr (std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
 
template<class Mantissa , class Exponent >
std::string toStr (const FixedPointDecimal< Mantissa, Exponent > &number)
 
void brief (std::string &, const DirectBook &)
 
std::string brief (const DirectBook &book)
 
void toStr (std::string &, const DirectBook &)
 
std::string toStr (const DirectBook &book)
 
void toFormattedStr (std::string &, const DirectBook &)
 
std::string toFormattedStr (const DirectBook &book)
 
void toStr (std::string &, const DirectPriceLevel &)
 
std::string toStr (const DirectPriceLevel &priceLevel)
 
void toStr (std::string &, NetFeedType::Enum)
 
std::string toStr (NetFeedType::Enum type)
 
void toStr (std::string &str, NetFeedRole::Enum role)
 
std::string toStr (NetFeedRole::Enum role)
 
void fromStr (NifList &, const std::string &, const std::string &=std::string("; ,"))
 
void toStr (std::string &, const NetFeedConnection &)
 
std::string toStr (const NetFeedConnection &connection)
 
bool process (NetFeedEngine &engine)
 
void toStr (std::string &, const ThreadAffinity &)
 
std::string toStr (const ThreadAffinity &affinity)
 
void toStr (std::string &, const ThreadPoolSettings &)
 
std::string toStr (const ThreadPoolSettings &settings)
 
void toStr (std::string &, const FeedEngineThreadSettings &)
 
std::string toStr (const FeedEngineThreadSettings &settings)
 
void fromStr (HostListSetting &, const std::string &)
 
void toStr (std::string &, const FeedConnectionSettings &)
 
std::string toStr (const FeedConnectionSettings &settings)
 
void toStr (std::string &, RecoveryFeedLayout::Enum)
 
std::string toStr (RecoveryFeedLayout::Enum layout)
 
void toStr (std::string &, const MulticastRecoveryFeedSettings &)
 
std::string toStr (const MulticastRecoveryFeedSettings &settings)
 
void toStr (std::string &, const TcpRecoveryFeedSettings &)
 
std::string toStr (const TcpRecoveryFeedSettings &settings)
 
void toStr (std::string &, RealtimeFeedLayout::Enum)
 
std::string toStr (RealtimeFeedLayout::Enum layout)
 
void toStr (std::string &, const RealtimeFeedSettings &)
 
std::string toStr (const RealtimeFeedSettings &settings)
 
void toStr (std::string &, DataCenter::Enum)
 
std::string toStr (DataCenter::Enum layout)
 
void toStr (std::string &, const FeedSettings &)
 
std::string toStr (const FeedSettings &settings)
 
void connectivityFromConfiguration (FeedSettings &, const std::string &, ChannelId, DataCenter::Enum=DataCenter::Primary)
 
Timestamp localMktDateToTimestamp (LocalMktDate days)
 
std::string makeLogFilename (UInt32)
 
void toStr (std::string &, const InstrumentSelection &)
 
std::string toStr (const InstrumentSelection &selection)
 
bool selected (const InstrumentSelection::SecurityIds &ids, SecurityId id)
 
bool selected (const TinyStrSet &selection, const StrRef &value)
 
bool selected (const InstrumentSelection &selection, const Security &security)
 
std::ostream & operator<< (std::ostream &stream, const IssueArgs &args)
 
void toStr (std::string &, const HandlerListeners &)
 
std::string toStr (const HandlerListeners &listeners)
 
void toStr (std::string &, const HandlerSettings &)
 
std::string toStr (const HandlerSettings &settings)
 
std::string makeInstrumentCacheFilename (ChannelId)
 
void brief (std::string &, const ImpliedBook &)
 
std::string brief (const ImpliedBook &book)
 
void toStr (std::string &, const ImpliedBook &)
 
std::string toStr (const ImpliedBook &book)
 
void toFormattedStr (std::string &, const ImpliedBook &)
 
std::string toFormattedStr (const ImpliedBook &book)
 
void toStr (std::string &, const ImpliedPriceLevel &)
 
std::string toStr (const ImpliedPriceLevel &priceLevel)
 
void toStr (std::string &, Int8)
 
std::string toStr (Int8 number)
 
void toStr (std::string &, UInt8)
 
std::string toStr (UInt8 number)
 
void toStr (std::string &, Int16)
 
std::string toStr (Int16 number)
 
void toStr (std::string &, UInt16)
 
std::string toStr (UInt16 number)
 
void toStr (std::string &, Int32)
 
std::string toStr (Int32 number)
 
void toStr (std::string &, UInt32)
 
std::string toStr (UInt32 number)
 
void toStr (std::string &, Int64)
 
std::string toStr (Int64 number)
 
void toStr (std::string &, UInt64)
 
std::string toStr (UInt64 number)
 
template<typename Type , Type Constant>
void toStr (std::string &str, IntegralConstant< Type, Constant > constant)
 
template<typename Type , Type Constant>
std::string toStr (IntegralConstant< Type, Constant > constant)
 
bool fromStr (Int8 &, const Char *, size_t)
 
bool fromStr (UInt8 &, const Char *, size_t)
 
bool fromStr (Int16 &, const Char *, size_t)
 
bool fromStr (UInt16 &, const Char *, size_t)
 
bool fromStr (Int32 &, const Char *, size_t)
 
bool fromStr (UInt32 &, const Char *, size_t)
 
bool fromStr (Int64 &, const Char *, size_t)
 
bool fromStr (UInt64 &, const Char *, size_t)
 
template<typename Undefined >
LogEventoperator<< (LogEvent &event, Undefined undefined)
 
LogEventoperator<< (LogEvent &event, const Char *cStr)
 
LogEventoperator<< (LogEvent &event, const std::string &str)
 
LogEventoperator<< (LogEvent &event, const StrRef &strRef)
 
LogEventoperator<< (LogEvent &event, Char character)
 
LogEventoperator<< (LogEvent &event, Int8 number)
 
LogEventoperator<< (LogEvent &event, UInt8 number)
 
LogEventoperator<< (LogEvent &event, Int16 number)
 
LogEventoperator<< (LogEvent &event, UInt16 number)
 
LogEventoperator<< (LogEvent &event, Int32 number)
 
LogEventoperator<< (LogEvent &event, UInt32 number)
 
LogEventoperator<< (LogEvent &event, Int64 number)
 
LogEventoperator<< (LogEvent &event, UInt64 number)
 
template<class Mantissa , class Exponent >
LogEventoperator<< (LogEvent &event, const FixedPointDecimal< Mantissa, Exponent > &number)
 
LogEventoperator<< (LogEvent &event, const Timestamp &timestamp)
 
LogEventoperator<< (LogEvent &event, const TimeSpan &timeSpan)
 
void toStr (std::string &, LogSeverity::Enum)
 
std::string toStr (LogSeverity::Enum mode)
 
bool fromStr (LogSeverity::Enum &, const Char *, size_t)
 
void toStr (std::string &, LogCategory::Enum)
 
std::string toStr (LogCategory::Enum mode)
 
bool fromStr (LogCategory::Enum &, const Char *, size_t)
 
void toStr (std::string &, MessageTracing::Enum)
 
std::string toStr (MessageTracing::Enum tracing)
 
bool fromStr (MessageTracing::Enum &, const Char *, size_t)
 
void toStr (std::string &, const DebugLoggingSettings &)
 
std::string toStr (const DebugLoggingSettings &settings)
 
void toStr (std::string &, const LoggingSettings &)
 
std::string toStr (const LoggingSettings &settings)
 
MboBookcopy (MboBook &target, const MboBook &source)
 
void brief (std::string &, const MboBook &)
 
std::string brief (const MboBook &book)
 
void toStr (std::string &, const MboBook &)
 
std::string toStr (const MboBook &book)
 
void toFormattedStr (std::string &, const MboBook &)
 
std::string toFormattedStr (const MboBook &book)
 
template<typename Depth >
void throwMbpBookRedepthFailure (Depth newDepth, Depth maxDepth)
 
template<class TargetPriceLevel , class SourcePriceLevel , class Depth >
MbpBook< TargetPriceLevel, Depth > & copy (MbpBook< TargetPriceLevel, Depth > &target, const MbpBook< SourcePriceLevel, Depth > &source, Depth maxDepth=static_cast< Depth >(-1))
 
template<typename Type >
void * toOpaquePtr (Type *ptr)
 
template<typename Type >
const void * toOpaquePtr (const Type *ptr)
 
template<typename Type >
BytetoByteBlock (Type *ptr)
 
template<typename Type >
const BytetoByteBlock (const Type *ptr)
 
template<typename Type >
Type * advanceByBytes (Type *pointer, ptrdiff_t distance)
 
template<typename Type >
Type * advanceBackByBytes (Type *pointer, ptrdiff_t distance)
 
template<typename Left , typename Right >
ptrdiff_t byteDistance (Left *left, Right *right)
 
template<class Object , class OtherObject >
bool operator== (const MemoryPoolAllocator< Object > &left, const MemoryPoolAllocator< OtherObject > &right)
 
template<class Object , class OtherObject >
bool operator!= (const MemoryPoolAllocator< Object > &left, const MemoryPoolAllocator< OtherObject > &right)
 
MemoryPoolmakeMemoryPool (size_t, size_t, size_t, size_t)
 
void throwZeroParameter (const Char *parameter)
 
void toStr (std::string &, const MemoryPoolSettings &)
 
std::string toStr (const MemoryPoolSettings &settings)
 
void toStr (std::string &, const Order &)
 
std::string toStr (const Order &order)
 
void throwBadMessage (const Packet *packet)
 
void throwBadPacket (PacketSize packetSize, PacketSize minimalSize, const void *data)
 
void toStr (std::string &str, const Packet &packet)
 
std::string toStr (const Packet &packet)
 
void gatherLogFiles (FileList &, ChannelId, const std::string &)
 
void gatherLogFiles (FileList &, ChannelId, const std::string &, const std::string &)
 
void gatherFiles (FileList &, const std::string &, const std::string &)
 
void gatherPcapFiles (FileList &files, const std::string &location, const std::string &ext)
 
void replayLogFiles (const FileList &, Handler **, size_t, const LogReplaySettings &)
 
void replayLogFiles (const FileList &logs, Handler &handler, const LogReplaySettings &supplements)
 
void replayLogFiles (const FileList &logs, Handler **handlers, size_t handlerQty)
 
void replayLogFiles (const FileList &logs, Handler &handler)
 
void replayLogFiles (const FileList &logs, Handler **handlers, size_t handlerQty, const UseHandlerSettingsAsIs &)
 
void replayLogFiles (const FileList &logs, Handler &handler, const UseHandlerSettingsAsIs &marker)
 
void replayPcapFiles (const FileList &, Handler **, size_t, const PcapReplaySettings &)
 
void replayPcapFiles (const FileList &snapshots, MarketRecoveryOptions::Enum snapshotsApplyOptions, const FileList &incrementals, Handler **handlers, size_t handlerQty, const PcapReplaySettings &supplements)
 
void replayPcapFiles (const FileList &snapshots, MarketRecoveryOptions::Enum snapshotsApplyOptions, const FileList &incrementals, Handler &handler, const PcapReplaySettings &supplements=PcapReplaySettings())
 
void replayPcapFiles (const FileList &logs, Handler &handler, const PcapReplaySettings &supplements)
 
void replayPcapFiles (const FileList &logs, Handler &handler)
 
void replayDatamineFiles (const FileList &, Handler **, size_t, const DatamineReplaySettings &)
 
void replayDatamineFiles (const FileList &logs, Handler &handler, const DatamineReplaySettings &supplements)
 
void replayDatamineFiles (const FileList &logs, Handler &handler)
 
void brief (std::string &, const Security &)
 
std::string brief (const Security &security)
 
void toStr (std::string &, const Security &)
 
std::string toStr (const Security &security)
 
template<class Book >
std::ostream & operator<< (std::ostream &stream, const BookUpdateErrorArgs< Book > &args)
 
void toStr (std::string &str, AggressorFlag::Enum value)
 
std::string toStr (AggressorFlag::Enum value)
 
void toFix (std::string &str, AggressorFlag::Enum value)
 
void toStr (std::string &str, AggressorSide::Enum value)
 
std::string toStr (AggressorSide::Enum value)
 
void toFix (std::string &str, AggressorSide::Enum value)
 
void toStr (std::string &str, EventType::Enum value)
 
std::string toStr (EventType::Enum value)
 
void toFix (std::string &str, EventType::Enum value)
 
void toStr (std::string &str, HaltReason::Enum value)
 
std::string toStr (HaltReason::Enum value)
 
void toFix (std::string &str, HaltReason::Enum value)
 
void toStr (std::string &str, LegSide::Enum value)
 
std::string toStr (LegSide::Enum value)
 
void toFix (std::string &str, LegSide::Enum value)
 
void toStr (std::string &str, EntryType::Enum value)
 
std::string toStr (EntryType::Enum value)
 
void toFix (std::string &str, EntryType::Enum value)
 
void toStr (std::string &str, EntryTypeBook::Enum value)
 
std::string toStr (EntryTypeBook::Enum value)
 
void toFix (std::string &str, EntryTypeBook::Enum value)
 
void toStr (std::string &str, EntryTypeDailyStatistics::Enum value)
 
std::string toStr (EntryTypeDailyStatistics::Enum value)
 
void toFix (std::string &str, EntryTypeDailyStatistics::Enum value)
 
void toStr (std::string &str, EntryTypeStatistics::Enum value)
 
std::string toStr (EntryTypeStatistics::Enum value)
 
void toFix (std::string &str, EntryTypeStatistics::Enum value)
 
void toStr (std::string &str, UpdateAction::Enum value)
 
std::string toStr (UpdateAction::Enum value)
 
void toFix (std::string &str, UpdateAction::Enum value)
 
void toStr (std::string &str, MoneyOrPar::Enum value)
 
std::string toStr (MoneyOrPar::Enum value)
 
void toFix (std::string &str, MoneyOrPar::Enum value)
 
void toStr (std::string &str, OpenCloseSettlFlag::Enum value)
 
std::string toStr (OpenCloseSettlFlag::Enum value)
 
void toFix (std::string &str, OpenCloseSettlFlag::Enum value)
 
void toStr (std::string &str, OrderUpdateAction::Enum value)
 
std::string toStr (OrderUpdateAction::Enum value)
 
void toFix (std::string &str, OrderUpdateAction::Enum value)
 
void toStr (std::string &str, PriceSource::Enum value)
 
std::string toStr (PriceSource::Enum value)
 
void toFix (std::string &str, PriceSource::Enum value)
 
void toStr (std::string &str, PutOrCall::Enum value)
 
std::string toStr (PutOrCall::Enum value)
 
void toFix (std::string &str, PutOrCall::Enum value)
 
void toStr (std::string &str, RepoSubType::Enum value)
 
std::string toStr (RepoSubType::Enum value)
 
void toFix (std::string &str, RepoSubType::Enum value)
 
void toStr (std::string &str, SecurityAltIDSource::Enum value)
 
std::string toStr (SecurityAltIDSource::Enum value)
 
void toFix (std::string &str, SecurityAltIDSource::Enum value)
 
void toStr (std::string &str, SecurityTradingEvent::Enum value)
 
std::string toStr (SecurityTradingEvent::Enum value)
 
void toFix (std::string &str, SecurityTradingEvent::Enum value)
 
void toStr (std::string &str, SecurityTradingStatus::Enum value)
 
std::string toStr (SecurityTradingStatus::Enum value)
 
void toFix (std::string &str, SecurityTradingStatus::Enum value)
 
void toStr (std::string &str, SecurityUpdateAction::Enum value)
 
std::string toStr (SecurityUpdateAction::Enum value)
 
void toFix (std::string &str, SecurityUpdateAction::Enum value)
 
void toStr (std::string &str, Side::Enum value)
 
std::string toStr (Side::Enum value)
 
void toFix (std::string &str, Side::Enum value)
 
void toStr (std::string &str, WorkupTradingStatus::Enum value)
 
std::string toStr (WorkupTradingStatus::Enum value)
 
void toFix (std::string &str, WorkupTradingStatus::Enum value)
 
void toStr (std::string &str, InstAttribValue set)
 
std::string toStr (InstAttribValue set)
 
void toFix (std::string &str, InstAttribValue set)
 
void toStr (std::string &str, MatchEventIndicator set)
 
std::string toStr (MatchEventIndicator set)
 
void toFix (std::string &str, MatchEventIndicator set)
 
void toStr (std::string &str, SettlPriceType set)
 
std::string toStr (SettlPriceType set)
 
void toFix (std::string &str, SettlPriceType set)
 
void toStr (std::string &str, const MaturityMonthYear &obj)
 
std::string toStr (const MaturityMonthYear &obj)
 
void toStr (std::string &str, const GroupSize &obj)
 
std::string toStr (const GroupSize &obj)
 
void toStr (std::string &str, const GroupSize8Byte &obj)
 
std::string toStr (const GroupSize8Byte &obj)
 
void toStr (std::string &str, const GroupSizeEncoding &obj)
 
std::string toStr (const GroupSizeEncoding &obj)
 
void toStr (std::string &str, const MessageHeader &obj)
 
std::string toStr (const MessageHeader &obj)
 
void toStr (std::string &str, const InstrumentDefinitionFixedIncome57 &obj)
 
std::string toStr (const InstrumentDefinitionFixedIncome57 &obj)
 
void toFix (std::string &str, const InstrumentDefinitionFixedIncome57 &obj)
 
void toStr (std::string &str, const ChannelReset4 &obj)
 
std::string toStr (const ChannelReset4 &obj)
 
void toFix (std::string &str, const ChannelReset4 &obj)
 
void toStr (std::string &str, const AdminHeartbeat12 &obj)
 
std::string toStr (const AdminHeartbeat12 &obj)
 
void toFix (std::string &str, const AdminHeartbeat12 &obj)
 
void toStr (std::string &str, const AdminLogin15 &obj)
 
std::string toStr (const AdminLogin15 &obj)
 
void toFix (std::string &str, const AdminLogin15 &obj)
 
void toStr (std::string &str, const AdminLogout16 &obj)
 
std::string toStr (const AdminLogout16 &obj)
 
void toFix (std::string &str, const AdminLogout16 &obj)
 
void toStr (std::string &str, const AdminLogin408 &obj)
 
std::string toStr (const AdminLogin408 &obj)
 
void toFix (std::string &str, const AdminLogin408 &obj)
 
void toStr (std::string &str, const AdminLogout409 &obj)
 
std::string toStr (const AdminLogout409 &obj)
 
void toFix (std::string &str, const AdminLogout409 &obj)
 
void toStr (std::string &str, const AdminHeartbeat410 &obj)
 
std::string toStr (const AdminHeartbeat410 &obj)
 
void toFix (std::string &str, const AdminHeartbeat410 &obj)
 
void toStr (std::string &str, const InstrumentDefinitionFuture54 &obj)
 
std::string toStr (const InstrumentDefinitionFuture54 &obj)
 
void toFix (std::string &str, const InstrumentDefinitionFuture54 &obj)
 
void toStr (std::string &str, const InstrumentDefinitionSpread56 &obj)
 
std::string toStr (const InstrumentDefinitionSpread56 &obj)
 
void toFix (std::string &str, const InstrumentDefinitionSpread56 &obj)
 
void toStr (std::string &str, const SecurityStatus30 &obj)
 
std::string toStr (const SecurityStatus30 &obj)
 
void toFix (std::string &str, const SecurityStatus30 &obj)
 
void toStr (std::string &str, const IncrementalRefreshBook46 &obj)
 
std::string toStr (const IncrementalRefreshBook46 &obj)
 
void toFix (std::string &str, const IncrementalRefreshBook46 &obj)
 
void toStr (std::string &str, const IncrementalRefreshDailyStatistics49 &obj)
 
std::string toStr (const IncrementalRefreshDailyStatistics49 &obj)
 
void toFix (std::string &str, const IncrementalRefreshDailyStatistics49 &obj)
 
void toStr (std::string &str, const IncrementalRefreshLimitsBanding50 &obj)
 
std::string toStr (const IncrementalRefreshLimitsBanding50 &obj)
 
void toFix (std::string &str, const IncrementalRefreshLimitsBanding50 &obj)
 
void toStr (std::string &str, const IncrementalRefreshSessionStatistics51 &obj)
 
std::string toStr (const IncrementalRefreshSessionStatistics51 &obj)
 
void toFix (std::string &str, const IncrementalRefreshSessionStatistics51 &obj)
 
void toStr (std::string &str, const IncrementalRefreshVolume37 &obj)
 
std::string toStr (const IncrementalRefreshVolume37 &obj)
 
void toFix (std::string &str, const IncrementalRefreshVolume37 &obj)
 
void toStr (std::string &str, const SnapshotFullRefresh52 &obj)
 
std::string toStr (const SnapshotFullRefresh52 &obj)
 
void toFix (std::string &str, const SnapshotFullRefresh52 &obj)
 
void toStr (std::string &str, const QuoteRequest39 &obj)
 
std::string toStr (const QuoteRequest39 &obj)
 
void toFix (std::string &str, const QuoteRequest39 &obj)
 
void toStr (std::string &str, const InstrumentDefinitionOption55 &obj)
 
std::string toStr (const InstrumentDefinitionOption55 &obj)
 
void toFix (std::string &str, const InstrumentDefinitionOption55 &obj)
 
void toStr (std::string &str, const IncrementalRefreshTradeSummary48 &obj)
 
std::string toStr (const IncrementalRefreshTradeSummary48 &obj)
 
void toFix (std::string &str, const IncrementalRefreshTradeSummary48 &obj)
 
void toStr (std::string &str, const IncrementalRefreshOrderBook47 &obj)
 
std::string toStr (const IncrementalRefreshOrderBook47 &obj)
 
void toFix (std::string &str, const IncrementalRefreshOrderBook47 &obj)
 
void toStr (std::string &str, const SnapshotFullRefreshOrderBook53 &obj)
 
std::string toStr (const SnapshotFullRefreshOrderBook53 &obj)
 
void toFix (std::string &str, const SnapshotFullRefreshOrderBook53 &obj)
 
void toStr (std::string &, JoinRecoveryOptions::Enum)
 
std::string toStr (JoinRecoveryOptions::Enum recovery)
 
void toStr (std::string &, GapAndErrorHandlingOptions::Enum)
 
std::string toStr (GapAndErrorHandlingOptions::Enum handling)
 
void toStr (std::string &, InstrumentRecoveryOptions::Enum)
 
std::string toStr (InstrumentRecoveryOptions::Enum option)
 
void toStr (std::string &, MarketRecoveryOptions::Enum)
 
std::string toStr (MarketRecoveryOptions::Enum option)
 
void toStr (std::string &, const TcpRecoverySessionSettings &)
 
std::string toStr (const TcpRecoverySessionSettings &settings)
 
void toStr (std::string &, const SessionSettings &)
 
std::string toStr (const SessionSettings &settings)
 
void setSessionToRecoverInstrumentsAccurately (SessionSettings &settings)
 
void setSessionToRecoverInstrumentsFast (SessionSettings &settings)
 
void setSessionToJoinInPreopening (SessionSettings &settings)
 
void setSessionToLateJoin (SessionSettings &settings)
 
void setSessionToRecoverBothMboAndMbpBooks (SessionSettings &settings)
 
void setSessionToRecoverMboBooksOnly (SessionSettings &settings)
 
void setSessionToRecoverMbpBooksOnly (SessionSettings &settings)
 
void setSessionToFullRecoverUponRealtimeIssues (SessionSettings &settings)
 
void setSessionToRecoverBooksUponRealtimeIssues (SessionSettings &settings)
 
void setSessionToContinueRealtimeProcessingUponIssues (SessionSettings &settings)
 
void setSessionToAccuratePreopening (SessionSettings &settings)
 
void setSessionToAccurateLateJoin (SessionSettings &settings)
 
void setSessionToNaturalRefresh (SessionSettings &settings)
 
bool operator== (const SettingGroup &left, const SettingGroup &right)
 
bool operator!= (const SettingGroup &left, const SettingGroup &right)
 
template<class Type >
void toStr (std::string &str, const ListSetting< Type > &list, Char delimiter= ',')
 
void toStr (std::string &, const SocketFeedEngineSettings &)
 
std::string toStr (const SocketFeedEngineSettings &settings)
 
void toStr (std::string &, SolarflareFeedEngineOperatingMode::Enum)
 
std::string toStr (SolarflareFeedEngineOperatingMode::Enum mode)
 
void toStr (std::string &, const SolarflareFeedEngineSettings &)
 
std::string toStr (const SolarflareFeedEngineSettings &settings)
 
StrRef toStrRef (const std::string &str)
 
StrRef toStrRef (const Char *cStr)
 
std::string toStr (const StrRef &ref)
 
void toStr (std::string &str, const StrRef &ref)
 
std::string toStr (Char character)
 
void toStr (std::string &str, Char character)
 
void toStr (std::string &str, const std::string &value)
 
bool operator== (const StrRef &left, const StrRef &right)
 
bool operator!= (const StrRef &left, const StrRef &right)
 
bool operator== (const StrRef &ref, const std::string &str)
 
bool operator!= (const StrRef &ref, const std::string &str)
 
bool operator== (const std::string &str, const StrRef &ref)
 
bool operator!= (const std::string &str, const StrRef &ref)
 
bool operator== (const StrRef &ref, const Char *str)
 
bool operator!= (const StrRef &ref, const Char *str)
 
bool operator== (const Char *str, const StrRef &ref)
 
bool operator!= (const Char *str, const StrRef &ref)
 
bool operator< (const StrRef &left, const StrRef &right)
 
bool operator> (const StrRef &left, const StrRef &right)
 
std::ostream & operator<< (std::ostream &stream, const StrRef &text)
 
void throwZeroTcpRecoveryRequestLimit ()
 
void toStr (std::string &, const TcpRecoverySettings &)
 
std::string toStr (const TcpRecoverySettings &settings)
 
bool operator== (const TimeSpan &left, const TimeSpan &right)
 
bool operator!= (const TimeSpan &left, const TimeSpan &right)
 
bool operator< (const TimeSpan &left, const TimeSpan &right)
 
bool operator> (const TimeSpan &left, const TimeSpan &right)
 
void toStrAsHHMMSS (std::string &, TimeSpan)
 
void toStrAsHHMMSSmsec (std::string &, TimeSpan)
 
void toStrAsSDHHMMSSnsec (std::string &, TimeSpan)
 
void toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
 
std::string toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
 
bool operator== (const Timestamp &left, const Timestamp &right)
 
bool operator!= (const Timestamp &left, const Timestamp &right)
 
bool operator< (const Timestamp &left, const Timestamp &right)
 
bool operator<= (const Timestamp &left, const Timestamp &right)
 
bool operator> (const Timestamp &left, const Timestamp &right)
 
bool operator>= (const Timestamp &left, const Timestamp &right)
 
Timestamp operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)
 
Timestamp operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)
 
TimeSpan operator- (const Timestamp &left, const Timestamp &right)
 
void toStrAsYYYYMMDD (std::string &, Timestamp)
 
void toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
 
void toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
 
void toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
 
void toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
 
std::string toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
 
bool fromStr (Timestamp &, const Char *, size_t)
 
bool fromStr (Timestamp &ts, const std::string &str)
 
void toStr (std::string &, TradeProcessing::Enum)
 
std::string toStr (TradeProcessing::Enum strategy)
 
template<class Message >
Message typify (const BinaryMessage &message)
 
template<class Processor >
bool processTypified (const BinaryMessage &binary, Processor &processor)
 
template<typename TargetSize , typename SourceSize >
void throwVectorCopyOverflow (TargetSize targetSize, SourceSize sourceSize)
 
template<typename TargetItem , typename TargetSize , typename SourceItem , typename SourceSize >
void copy (VectorOverArray< TargetItem, TargetSize > &target, const VectorOverArray< SourceItem, TargetSize > &source, SourceSize itemCount=static_cast< SourceSize >(-1))
 
bool operator== (const Version &left, const Version &right)
 
bool operator!= (const Version &left, const Version &right)
 
bool operator< (const Version &left, const Version &right)
 
bool operator> (const Version &left, const Version &right)
 
bool fromStr (const Char *, size_t, Version &)
 
void toStr (std::string &, const Version &)
 
std::string toStr (const Version &version)
 

Typedef Documentation

MessageArgs template instantiation for AdminHeartbeat12 message type.

Definition at line 83 of file MarketDataListener.h.

MessageArgs template instantiation for AdminHeartbeat410 message type.

Definition at line 103 of file MarketDataListener.h.

MessageArgs template instantiation for AdminLogin15 message type.

Definition at line 87 of file MarketDataListener.h.

MessageArgs template instantiation for AdminLogin408 message type.

Definition at line 95 of file MarketDataListener.h.

MessageArgs template instantiation for AdminLogout16 message type.

Definition at line 91 of file MarketDataListener.h.

MessageArgs template instantiation for AdminLogout409 message type.

Definition at line 99 of file MarketDataListener.h.

typedef Char Asset[6]

Asset.

FIX type: String.

Definition at line 33 of file Fields.h.

typedef UInt8 Byte

Alias for Byte.

Definition at line 30 of file Memory.h.

typedef Char CFICode[6]

CFICode type.

FIX type: String.

Definition at line 38 of file Fields.h.

typedef UInt32 ChannelId

Identifies CME channel.

Definition at line 28 of file Domain.h.

Collection of channels to be used by the CME Datamine historical file replay to replace captured sources with the sources used by Handlers involved into replay.

Definition at line 375 of file Replay.h.

MessageArgs template instantiation for ChannelReset4 message type.

Definition at line 79 of file MarketDataListener.h.

typedef char Char

Character type alias.

Definition at line 36 of file String.h.

typedef Char CHAR

char.

Definition at line 41 of file Fields.h.

Consolidated Order Book.

A set of bid prices and ask prices for the given security (bids are descending and asks are ascending). The quantity is provided at each price level.

In addition to regular book interface, provides access to detailed consolidated price level data like direct and implied quantity components.

Definition at line 39 of file ConsolidatedBook.h.

Factory for consolidated books.

Definition at line 42 of file ConsolidatedBook.h.

Management and tracking parameters for consolidated books.

Definition at line 779 of file BookManagement.h.

typedef Char CountryCode[2]

ISO 2-character country code.

FIX type: String.

Definition at line 46 of file Fields.h.

typedef Int32 CpuIndex

Zero-based index of CPU.

Definition at line 64 of file FeedEngineThreadPool.h.

Alias for collection of CPU indices.

Definition at line 67 of file FeedEngineThreadPool.h.

typedef Char Currency[3]

Currency.

FIX type: Currency.

Definition at line 51 of file Fields.h.

Instantiation of security data attributes for daily statistics.

Definition at line 177 of file SecurityListener.h.

Decimal with constant exponent -9.

Definition at line 31 of file Composites.h.

Aliases exponent component type for the decimal type.

Definition at line 133 of file Decimal.h.

typedef Int64 DecimalMantissa

Aliases mantissa component type for the decimal type.

Definition at line 130 of file Decimal.h.

A number representing quantity.

FIX type: Qty.

Definition at line 59 of file Composites.h.

Multi-depth (direct) order book.

Definition at line 30 of file DirectBook.h.

Factory for direct order books.

Definition at line 33 of file DirectBook.h.

Management and tracking parameters for direct books.

Definition at line 773 of file BookManagement.h.

Instantiation of book update error arguments for books of direct type.

Definition at line 238 of file SecurityListener.h.

Presents display quantity.

Definition at line 35 of file Order.h.

typedef UInt32 DWord

Alias for Double Word.

Definition at line 36 of file Memory.h.

Channel Reset message entry type.

Definition at line 76 of file Fields.h.

MDEntryTypeLimits.

Definition at line 79 of file Fields.h.

MDEntryTypeTrade.

Definition at line 82 of file Fields.h.

MDEntryTypeVol.

Definition at line 85 of file Fields.h.

Error arguments.

Definition at line 177 of file HandlerListener.h.

Collection of logged data sources (feed identifiers) to be used by the Log Replay to replace logged sources with the sources used by Handlers involved into replay.

Definition at line 313 of file Replay.h.

typedef Char FeedType[3]

MDFeedType type.

FIX type: String.

Definition at line 90 of file Fields.h.

typedef std::vector<std::string> FileList

Ordered list of logs to be replayed.

Definition at line 39 of file Replay.h.

typedef ListSetting<std::string> HostListSetting

List of hosts as a setting.

Definition at line 31 of file FeedSettings.h.

Defines implied book.

Definition at line 30 of file ImpliedBook.h.

Factory for implied order books.

Definition at line 33 of file ImpliedBook.h.

Management and tracking parameters for implied books.

Definition at line 776 of file BookManagement.h.

Instantiation of book update error arguments for books of implied type.

Definition at line 242 of file SecurityListener.h.

MessageArgs template instantiation for IncrementalRefreshBook46 message type.

Definition at line 119 of file MarketDataListener.h.

Data for MBO book atomic update gathered from IncrementalRefreshBook46 message containing atomic updates for all types of books.

Definition at line 114 of file MessageSupplements.h.

MessageArgs template instantiation for IncrementalRefreshVolume37 message type.

Definition at line 135 of file MarketDataListener.h.

Eligibility.

Definition at line 54 of file Fields.h.

typedef Int16 Int16

int16.

Definition at line 57 of file Fields.h.

typedef Int32 Int32

int32.

Definition at line 60 of file Fields.h.

typedef Int8 Int8

int8.

Definition at line 63 of file Fields.h.

Instantiation of security data attributes for limits and banding.

Definition at line 183 of file SecurityListener.h.

LocalMktDate type.

FIX type: LocalMktDate.

Definition at line 68 of file Fields.h.

Replay supplements for log replay functionality.

Definition at line 307 of file Replay.h.

typedef Char LongName[35]

Financial Instrument Full Name.

FIX type: String.

Definition at line 73 of file Fields.h.

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 167 of file SecurityListener.h.

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 171 of file SecurityListener.h.

typedef AnyDepthBookManagement<MboBboTracking, SortedOrders::size_type> MboBookManagement

Management and tracking parameters for MBO books.

Definition at line 770 of file BookManagement.h.

Instantiation of book update error arguments for books of MBO type.

Definition at line 234 of file SecurityListener.h.

Instantiation of security data attributes for MBO recovery data.

Definition at line 194 of file SecurityListener.h.

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 174 of file SecurityListener.h.

Market by price order book depth type.

Definition at line 28 of file MbpBookTraits.h.

Aliases message length type.

Definition at line 880 of file BinaryMessage.h.

Aliases message type (template) identification.

Definition at line 877 of file BinaryMessage.h.

Collection of data sources (feed identifiers) to be used by the PCAP file replay to replace captured sources with the sources used by Handlers involved into replay.

Definition at line 344 of file Replay.h.

typedef std::string NetFeedId

The feed identifier.

Definition at line 100 of file FeedAttributes.h.

typedef std::vector<std::string> NifList

List of network interfaces.

Definition at line 31 of file FeedConnection.h.

List of network interfaces as a setting.

Definition at line 37 of file FeedSettings.h.

typedef IntegralConstant<Int32, 2147483647> NullInt32

Null value for optional Int32 field.

Definition at line 1011 of file Fields.h.

Null value for optional Int8 field.

Definition at line 1014 of file Fields.h.

Null value for optional LocalMktDate field.

Definition at line 1017 of file Fields.h.

Null value for optional UInt16 field.

Definition at line 1020 of file Fields.h.

typedef IntegralConstant<UInt32, 4294967295> NullUInt32

Null value for optional UInt32 field.

Definition at line 1023 of file Fields.h.

typedef IntegralConstant<UInt64, 18446744073709551615ULL> NullUInt64

Null value for optional UInt64 field.

Definition at line 1026 of file Fields.h.

Null value for optional UInt8 field.

Definition at line 1029 of file Fields.h.

typedef UInt64 OrderId

Type for order identification.

Definition at line 29 of file Order.h.

Type for order priority.

Definition at line 32 of file Order.h.

Alias for a type keeping collection of packet-related attributes.

Definition at line 409 of file Packet.h.

typedef UInt16 PacketSize

Integral type for measuring packets.

Definition at line 32 of file PacketTraits.h.

Price with constant exponent -9.

Definition at line 192 of file Composites.h.

typedef Char QuoteReqId[23]

QuoteReqId type.

FIX type: String.

Definition at line 101 of file Fields.h.

MessageArgs template instantiation for QuoteRequest39 message type.

Definition at line 143 of file MarketDataListener.h.

Instantiation of security data attributes for quote request related symbols.

Definition at line 186 of file SecurityListener.h.

typedef UInt64 QWord

Alias for Quad Word.

Definition at line 39 of file Memory.h.

Instantiation of security data attributes for recovery data.

Definition at line 191 of file SecurityListener.h.

Aliases SBE-encoded data version type.

Definition at line 28 of file SchemaTraits.h.

typedef Char SecurityExchange[4]

SecurityExchange type.

FIX type: Exchange.

Definition at line 106 of file Fields.h.

typedef Char SecurityGroup[6]

SecurityGroup type.

FIX type: String.

Definition at line 111 of file Fields.h.

typedef Int32 SecurityId

Unique security identifier.

Definition at line 31 of file Domain.h.

SecurityIDSource.

FIX type: char.

Definition at line 116 of file Fields.h.

MessageArgs template instantiation for SecurityStatus30 message type.

Definition at line 115 of file MarketDataListener.h.

typedef Char SecuritySubType[5]

SecuritySubType type.

FIX type: String.

Definition at line 121 of file Fields.h.

typedef Char SecurityType[6]

SecurityType.

FIX type: String.

Definition at line 126 of file Fields.h.

Integral type used to identify packets in a sequence transmitted by MDP.

Definition at line 29 of file PacketTraits.h.

Instantiation of security data attributes for session statistics.

Definition at line 180 of file SecurityListener.h.

MessageArgs template instantiation for SnapshotFullRefresh52 message type.

Definition at line 139 of file MarketDataListener.h.

Arranged collection of orders.

Definition at line 31 of file MboBookTraits.h.

typedef Char String12[12]

String length 12.

FIX type: String.

Definition at line 131 of file Fields.h.

typedef Char String20[20]

String length 20.

FIX type: String.

Definition at line 136 of file Fields.h.

typedef Char String25[25]

String length 25.

FIX type: String.

Definition at line 141 of file Fields.h.

typedef Char String3[3]

String length 3.

FIX type: String.

Definition at line 146 of file Fields.h.

typedef Char String5[5]

String length 5.

FIX type: String.

Definition at line 151 of file Fields.h.

typedef Char String6[6]

String with length of 6.

FIX type: String.

Definition at line 156 of file Fields.h.

typedef Char String8[8]

String length 8.

FIX type: String.

Definition at line 161 of file Fields.h.

typedef Char Symbol[20]

Symbol.

FIX type: String.

Definition at line 166 of file Fields.h.

typedef Char Text[180]

Text.

FIX type: String.

Definition at line 171 of file Fields.h.

typedef UInt16 UInt16

uInt16 optional.

Definition at line 189 of file Fields.h.

typedef UInt32 UInt32

uInt32.

Definition at line 192 of file Fields.h.

typedef UInt64 UInt64

uInt64.

Definition at line 195 of file Fields.h.

typedef UInt8 UInt8

uInt8.

Definition at line 198 of file Fields.h.

typedef Char UnderlyingSymbol[20]

UnderlyingSymbol type.

FIX type: String.

Definition at line 176 of file Fields.h.

typedef Char UnitOfMeasure[30]

UnitOfMeasure type.

FIX type: String.

Definition at line 181 of file Fields.h.

MDUpdateActionNew.

Definition at line 93 of file Fields.h.

MDUpdateTypeNew.

Definition at line 96 of file Fields.h.

UserDefinedInstrument type.

FIX type: char.

Definition at line 186 of file Fields.h.

Alias for the version numeric component.

Definition at line 31 of file Version.h.

Instantiation of security data attributes for volumes.

Definition at line 164 of file SecurityListener.h.

Warning arguments.

Definition at line 174 of file HandlerListener.h.

typedef UInt16 Word

Alias for Word.

Definition at line 33 of file Memory.h.

Function Documentation

Type* OnixS::CME::MDH::advanceBackByBytes ( Type *  pointer,
ptrdiff_t  distance 
)
inline

Returns pointer which is lower than given one to a given number of bytes.

Definition at line 83 of file Memory.h.

Type* OnixS::CME::MDH::advanceByBytes ( Type *  pointer,
ptrdiff_t  distance 
)
inline

Advances given pointer to a given offset (distance) in bytes.

Definition at line 75 of file Memory.h.

void OnixS::CME::MDH::brief ( std::string &  ,
const DirectBook  
)

Book brief info.

void OnixS::CME::MDH::brief ( std::string &  ,
const ImpliedBook  
)

Book brief info.

std::string OnixS::CME::MDH::brief ( const DirectBook book)
inline

Book brief info.

Definition at line 40 of file DirectBook.h.

std::string OnixS::CME::MDH::brief ( const ImpliedBook book)
inline

Book brief info.

Definition at line 40 of file ImpliedBook.h.

void OnixS::CME::MDH::brief ( std::string &  ,
const ConsolidatedBook  
)

Book brief info.

std::string OnixS::CME::MDH::brief ( const ConsolidatedBook book)
inline

Book brief info.

Definition at line 49 of file ConsolidatedBook.h.

void OnixS::CME::MDH::brief ( std::string &  ,
const Security  
)

Security brief info.

std::string OnixS::CME::MDH::brief ( const Security security)
inline

Security brief info.

Definition at line 143 of file Security.h.

void OnixS::CME::MDH::brief ( std::string &  ,
const MboBook  
)

Book brief info.

std::string OnixS::CME::MDH::brief ( const MboBook book)
inline

Book brief info.

Definition at line 221 of file MboBook.h.

ptrdiff_t OnixS::CME::MDH::byteDistance ( Left *  left,
Right *  right 
)
inline

Returns distance in bytes between two pointers.

Definition at line 90 of file Memory.h.

void OnixS::CME::MDH::connectivityFromConfiguration ( FeedSettings ,
const std::string &  ,
ChannelId  ,
DataCenter::Enum  = DataCenter::Primary 
)

Retrieves connection settings from the given connectivity configuration file for the given channel and fills correspondent parameters in the given FeedSettings instance.

If the configuration file includes connectivity settings for both primary and disaster recovery data centers, the additional parameter allows to control which settings are to be extracted.

void OnixS::CME::MDH::consolidate ( ConsolidatedBook ,
const DirectBook ,
const ImpliedBook  
)

Consolidates direct and implied books into given instance.

MboBook& OnixS::CME::MDH::copy ( MboBook target,
const MboBook source 
)
inline

Copies content of MBO book to the other one.

Definition at line 210 of file MboBook.h.

MbpBook<TargetPriceLevel, Depth>& OnixS::CME::MDH::copy ( MbpBook< TargetPriceLevel, Depth > &  target,
const MbpBook< SourcePriceLevel, Depth > &  source,
Depth  maxDepth = static_cast<Depth>(-1) 
)

Copies content of one book to another.

Source and destination books are not required to be of same type, just compatible by price levels. For example, content of direct book can be copied to implied book, or content of consolidated book can be copied to implied book, however, implied book can't be copied to direct book as far as direct price level has more attributes rather than implied one.

Definition at line 221 of file MbpBook.h.

void OnixS::CME::MDH::copy ( VectorOverArray< TargetItem, TargetSize > &  target,
const VectorOverArray< SourceItem, TargetSize > &  source,
SourceSize  itemCount = static_cast<SourceSize>(-1) 
)

Copies items from source to target.

Items are not required to be of same type thus compatible types can be copied.

Definition at line 272 of file VectorOverArray.h.

bool OnixS::CME::MDH::decimalEqual ( const Decimal left,
const Decimal right 
)

Checks two decimals for equality.

bool OnixS::CME::MDH::decimalLess ( const Decimal left,
const Decimal right 
)

Compares two decimals.

void OnixS::CME::MDH::decimalToStr ( std::string &  ,
Int64  ,
Int32   
)

Serializes decimal presented by mantissa and exponent into a string.

void OnixS::CME::MDH::fromStr ( NifList ,
const std::string &  ,
const std::string &  = std::string("; ,") 
)

Deserializes semicolon or comma-delimited list of hosts and/or network interface names.

void OnixS::CME::MDH::fromStr ( HostListSetting ,
const std::string &   
)

Deserializes host list setting from a string.

bool OnixS::CME::MDH::fromStr ( MessageTracing::Enum ,
const Char ,
size_t   
)

Deserializes message tracing constant from a string.

bool OnixS::CME::MDH::fromStr ( LogSeverity::Enum ,
const Char ,
size_t   
)

Deserializes log severity constant.

bool OnixS::CME::MDH::fromStr ( LogCategory::Enum ,
const Char ,
size_t   
)

Deserializes log category constant.

bool OnixS::CME::MDH::fromStr ( const Char ,
size_t  ,
Version  
)

Extracts version from point-separated presentation.

Updates version parameter if buffer is parsed successfully.

bool OnixS::CME::MDH::fromStr ( Int8 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( UInt8 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( Int16 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( UInt16 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( Int32 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( UInt32 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( Int64 &  ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( UInt64 ,
const Char ,
size_t   
)

Deserializes numeric value from its text representation.

Returns 'true' if the given buffer contains a valid representation of a number. Otherwise, 'false' is returned.

bool OnixS::CME::MDH::fromStr ( Decimal ,
const Char ,
size_t   
)

Deserializes a decimal number from the given text presentation.

bool OnixS::CME::MDH::fromStr ( Timestamp ,
const Char ,
size_t   
)

De-serializes a timestamp from the given string.

bool OnixS::CME::MDH::fromStr ( Timestamp ts,
const std::string &  str 
)
inline

Definition at line 687 of file Time.h.

void OnixS::CME::MDH::gatherFiles ( FileList ,
const std::string &  ,
const std::string &   
)

Gathers files which are stored in the given folder with the given extension.

Gathered files are sorted by name.

In contrast to the gatherLogFiles function gathering log files, which collects log files in exact order the files were produced by a logger, the given one represents a generic routine finding files according to the given pattern (extension).

void OnixS::CME::MDH::gatherLogFiles ( FileList ,
ChannelId  ,
const std::string &   
)

Gathers log files logs which are available for given channel and are stored in a given folder.

Gathering assumes log files are named by log file naming routine exposed by given SDK.

void OnixS::CME::MDH::gatherLogFiles ( FileList ,
ChannelId  ,
const std::string &  ,
const std::string &   
)

Gathers log files logs which are available for given channel and are stored in a given folder.

Gathering assumes log files are named by log file naming routine exposed by given SDK. In contrast to other overloads, given one allows to define prefix pattern for logs to be gathered.

void OnixS::CME::MDH::gatherPcapFiles ( FileList files,
const std::string &  location,
const std::string &  ext 
)
inline

Gathers files which are stored in the given folder with the given extension.

Gathered files are sorted by name.

Warning
The given function is deprecated. Consider using gatherFiles instead.

Definition at line 77 of file Replay.h.

Timestamp OnixS::CME::MDH::localMktDateToTimestamp ( LocalMktDate  days)
inline

Converts days since epoch to Timestamp value.

Definition at line 1032 of file Fields.h.

std::string OnixS::CME::MDH::makeInstrumentCacheFilename ( ChannelId  )

Makes filename for instrument cache for the given channel.

std::string OnixS::CME::MDH::makeLogFilename ( UInt32  )

Makes filename for log file for the given channel.

MemoryPool* OnixS::CME::MDH::makeMemoryPool ( size_t  ,
size_t  ,
size_t  ,
size_t   
)

Constructs a memory pool instance according to the given configuration.

bool OnixS::CME::MDH::operator!= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 96 of file Decimal.h.

bool OnixS::CME::MDH::operator!= ( const Version left,
const Version right 
)
inline

Checks the given two instances for inequality.

Definition at line 106 of file Version.h.

bool OnixS::CME::MDH::operator!= ( const SettingGroup left,
const SettingGroup right 
)
inline

Checks the two groups for inequality.

Definition at line 171 of file SettingGroup.h.

bool OnixS::CME::MDH::operator!= ( const MemoryPoolAllocator< Object > &  left,
const MemoryPoolAllocator< OtherObject > &  right 
)
inline

Definition at line 187 of file MemoryPool.h.

bool OnixS::CME::MDH::operator!= ( const StrRef left,
const StrRef right 
)
inline

Compares with another instance.

Definition at line 203 of file String.h.

bool OnixS::CME::MDH::operator!= ( const StrRef ref,
const std::string &  str 
)
inline

Compares StrRef with std::string.

Definition at line 215 of file String.h.

bool OnixS::CME::MDH::operator!= ( const Decimal left,
const Decimal right 
)
inline

Checks two decimals for inequality.

Definition at line 223 of file Decimal.h.

bool OnixS::CME::MDH::operator!= ( const std::string &  str,
const StrRef ref 
)
inline

Compares StrRef with std::string.

Definition at line 227 of file String.h.

bool OnixS::CME::MDH::operator!= ( const StrRef ref,
const Char str 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 239 of file String.h.

bool OnixS::CME::MDH::operator!= ( const Decimal left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)
inline

Checks two decimals for inequality.

Definition at line 244 of file Decimal.h.

bool OnixS::CME::MDH::operator!= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const Decimal right 
)
inline

Checks two decimals for inequality.

Definition at line 251 of file Decimal.h.

bool OnixS::CME::MDH::operator!= ( const Char str,
const StrRef ref 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 251 of file String.h.

bool OnixS::CME::MDH::operator!= ( const TimeSpan left,
const TimeSpan right 
)
inline

Compares with other instance for in-equality.

Definition at line 280 of file Time.h.

bool OnixS::CME::MDH::operator!= ( const Timestamp left,
const Timestamp right 
)
inline

Compares with instances for inequality.

Definition at line 560 of file Time.h.

Timestamp OnixS::CME::MDH::operator+ ( const Timestamp timestamp,
const TimeSpan timeSpan 
)
inline

Adds time interval to given time point.

Definition at line 590 of file Time.h.

Timestamp OnixS::CME::MDH::operator- ( const Timestamp timestamp,
const TimeSpan timeSpan 
)
inline

Subtracts time interval from given time point.

Definition at line 596 of file Time.h.

TimeSpan OnixS::CME::MDH::operator- ( const Timestamp left,
const Timestamp right 
)
inline

Calculates time interval between two time points.

Definition at line 602 of file Time.h.

bool OnixS::CME::MDH::operator< ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 103 of file Decimal.h.

bool OnixS::CME::MDH::operator< ( const Version left,
const Version right 
)
inline

Establishes the order between the given instances.

Definition at line 113 of file Version.h.

bool OnixS::CME::MDH::operator< ( const StrRef left,
const StrRef right 
)
inline

Establishes order over string refs.

Definition at line 257 of file String.h.

bool OnixS::CME::MDH::operator< ( const Decimal left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 261 of file Decimal.h.

bool OnixS::CME::MDH::operator< ( const Decimal left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)
inline

Compares two decimals.

Definition at line 286 of file Decimal.h.

bool OnixS::CME::MDH::operator< ( const TimeSpan left,
const TimeSpan right 
)
inline

Checks whether left time interval less than right one.

Definition at line 286 of file Time.h.

bool OnixS::CME::MDH::operator< ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 293 of file Decimal.h.

bool OnixS::CME::MDH::operator< ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 566 of file Time.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Undefined  undefined 
)

Prevents data of unrecognized type to be logged without properly defined serialization.

Definition at line 174 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const Char cStr 
)
inline

Logs zero-terminated string.

Definition at line 184 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const std::string &  str 
)
inline

Logs standard string.

Definition at line 192 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const StrRef strRef 
)
inline

Logs string by its reference.

Definition at line 200 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Char  character 
)
inline

Logs single character.

Definition at line 208 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Int8  number 
)
inline

Logs an integer.

Definition at line 216 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
UInt8  number 
)
inline

Logs an integer.

Definition at line 224 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Int16  number 
)
inline

Logs an integer.

Definition at line 232 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
UInt16  number 
)
inline

Logs an integer.

Definition at line 240 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Int32  number 
)
inline

Logs an integer.

Definition at line 248 of file LogEvents.h.

std::ostream& OnixS::CME::MDH::operator<< ( std::ostream &  stream,
const IssueArgs args 
)
inline

Definition at line 250 of file HandlerListener.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
UInt32  number 
)
inline

Logs an integer.

Definition at line 256 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
Int64  number 
)
inline

Logs an integer.

Definition at line 264 of file LogEvents.h.

std::ostream& OnixS::CME::MDH::operator<< ( std::ostream &  stream,
const StrRef text 
)
inline

StrRef serialization operator.

Definition at line 271 of file String.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
UInt64  number 
)
inline

Logs an integer.

Definition at line 272 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const FixedPointDecimal< Mantissa, Exponent > &  number 
)
inline

Logs decimal number.

Definition at line 281 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const Timestamp timestamp 
)
inline

Definition at line 289 of file LogEvents.h.

LogEvent& OnixS::CME::MDH::operator<< ( LogEvent event,
const TimeSpan timeSpan 
)
inline

Definition at line 297 of file LogEvents.h.

std::ostream& OnixS::CME::MDH::operator<< ( std::ostream &  stream,
const BookUpdateErrorArgs< Book > &  args 
)

Definition at line 474 of file SecurityListener.h.

bool OnixS::CME::MDH::operator<= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 117 of file Decimal.h.

bool OnixS::CME::MDH::operator<= ( const Decimal left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 273 of file Decimal.h.

bool OnixS::CME::MDH::operator<= ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 572 of file Time.h.

bool OnixS::CME::MDH::operator== ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 89 of file Decimal.h.

bool OnixS::CME::MDH::operator== ( const Version left,
const Version right 
)
inline

Checks the given two instances for equality.

Definition at line 100 of file Version.h.

bool OnixS::CME::MDH::operator== ( const SettingGroup left,
const SettingGroup right 
)
inline

Checks the two groups for equality.

Definition at line 165 of file SettingGroup.h.

bool OnixS::CME::MDH::operator== ( const MemoryPoolAllocator< Object > &  left,
const MemoryPoolAllocator< OtherObject > &  right 
)
inline

Definition at line 181 of file MemoryPool.h.

bool OnixS::CME::MDH::operator== ( const StrRef left,
const StrRef right 
)
inline

Compares StrRef instance with another one.

Definition at line 197 of file String.h.

bool OnixS::CME::MDH::operator== ( const StrRef ref,
const std::string &  str 
)
inline

Compares StrRef with std::string.

Definition at line 209 of file String.h.

bool OnixS::CME::MDH::operator== ( const Decimal left,
const Decimal right 
)
inline

Checks two decimals for equality.

Definition at line 217 of file Decimal.h.

bool OnixS::CME::MDH::operator== ( const std::string &  str,
const StrRef ref 
)
inline

Compares StrRef with std::string.

Definition at line 221 of file String.h.

bool OnixS::CME::MDH::operator== ( const Decimal left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)
inline

Checks two decimals for equality.

Definition at line 230 of file Decimal.h.

bool OnixS::CME::MDH::operator== ( const StrRef ref,
const Char str 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 233 of file String.h.

bool OnixS::CME::MDH::operator== ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const Decimal right 
)
inline

Checks two decimals for equality.

Definition at line 237 of file Decimal.h.

bool OnixS::CME::MDH::operator== ( const Char str,
const StrRef ref 
)
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 245 of file String.h.

bool OnixS::CME::MDH::operator== ( const TimeSpan left,
const TimeSpan right 
)
inline

Compares with other instance for equality.

Definition at line 274 of file Time.h.

bool OnixS::CME::MDH::operator== ( const Timestamp left,
const Timestamp right 
)
inline

Compares with instances for equality.

Definition at line 554 of file Time.h.

bool OnixS::CME::MDH::operator> ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 110 of file Decimal.h.

bool OnixS::CME::MDH::operator> ( const Version left,
const Version right 
)
inline

Establishes the order between the given instances.

Definition at line 123 of file Version.h.

bool OnixS::CME::MDH::operator> ( const StrRef left,
const StrRef right 
)
inline

Establishes order over string refs.

Definition at line 265 of file String.h.

bool OnixS::CME::MDH::operator> ( const Decimal left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 267 of file Decimal.h.

bool OnixS::CME::MDH::operator> ( const TimeSpan left,
const TimeSpan right 
)
inline

Checks whether left time interval greater than right one.

Definition at line 292 of file Time.h.

bool OnixS::CME::MDH::operator> ( const Decimal left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)
inline

Compares two decimals.

Definition at line 300 of file Decimal.h.

bool OnixS::CME::MDH::operator> ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 307 of file Decimal.h.

bool OnixS::CME::MDH::operator> ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 578 of file Time.h.

bool OnixS::CME::MDH::operator>= ( const FixedPointDecimal< Mantissa, Exponent > &  left,
const FixedPointDecimal< Mantissa, Exponent > &  right 
)

Compares two fixed-point decimals.

Definition at line 124 of file Decimal.h.

bool OnixS::CME::MDH::operator>= ( const Decimal left,
const Decimal right 
)
inline

Compares two decimals.

Definition at line 279 of file Decimal.h.

bool OnixS::CME::MDH::operator>= ( const Timestamp left,
const Timestamp right 
)
inline

Establishes order between two instances.

Definition at line 584 of file Time.h.

bool OnixS::CME::MDH::process ( NetFeedEngine engine)
inline

Carries out pending actions like data retrieval and event dispatching.

The returned value indicates whether any events have been handled by the engine.

Definition at line 146 of file FeedEngine.h.

bool OnixS::CME::MDH::processTypified ( const BinaryMessage binary,
Processor &  processor 
)

Casts given binary message according to template/type information and processes casted messages by given processor.

Returned value indicates whether message type was successfully recognized and pushed to processor for further processing. Unknown messages aren't processed and thus false result is returned.

Definition at line 41 of file Typification.h.

void OnixS::CME::MDH::replayDatamineFiles ( const FileList ,
Handler **  ,
size_t  ,
const DatamineReplaySettings  
)

Replays the given list of Datamine files for the given Handlers according to the given settings.

void OnixS::CME::MDH::replayDatamineFiles ( const FileList logs,
Handler handler,
const DatamineReplaySettings supplements 
)
inline

Replays the given list of Datamine files for the given Handlers according to the given settings.

Definition at line 496 of file Replay.h.

void OnixS::CME::MDH::replayDatamineFiles ( const FileList logs,
Handler handler 
)
inline

Replays the given list of historical data for the given Handler according to the default settings.

Definition at line 505 of file Replay.h.

void OnixS::CME::MDH::replayLogFiles ( const FileList ,
Handler **  ,
size_t  ,
const LogReplaySettings  
)

Extracts market data stored in the given log files and pushes it to the given handlers for further processing.

void OnixS::CME::MDH::replayLogFiles ( const FileList logs,
Handler handler,
const LogReplaySettings supplements 
)
inline

Extracts market data stored in the given log files and pushes it to the given handler for further processing.

Definition at line 386 of file Replay.h.

void OnixS::CME::MDH::replayLogFiles ( const FileList logs,
Handler **  handlers,
size_t  handlerQty 
)
inline

Processes market data stored in the log files according to specified settings.

Definition at line 395 of file Replay.h.

void OnixS::CME::MDH::replayLogFiles ( const FileList logs,
Handler handler 
)
inline

Processes market data stored in the log files according to specified settings.

Definition at line 402 of file Replay.h.

void OnixS::CME::MDH::replayLogFiles ( const FileList logs,
Handler **  handlers,
size_t  handlerQty,
const UseHandlerSettingsAsIs  
)
inline

Processes market data stored in the log files according to specified settings.

Definition at line 417 of file Replay.h.

void OnixS::CME::MDH::replayLogFiles ( const FileList logs,
Handler handler,
const UseHandlerSettingsAsIs marker 
)
inline

Processes market data stored in the log files according to specified settings.

Definition at line 428 of file Replay.h.

void OnixS::CME::MDH::replayPcapFiles ( const FileList ,
Handler **  ,
size_t  ,
const PcapReplaySettings  
)

Replays the given list of PCAP files for the given Handlers according to the given settings.

void OnixS::CME::MDH::replayPcapFiles ( const FileList snapshots,
MarketRecoveryOptions::Enum  snapshotsApplyOptions,
const FileList incrementals,
Handler **  handlers,
size_t  handlerQty,
const PcapReplaySettings supplements 
)

Applies the given list of PCAP files with snapshots then replays the given list of PCAP files with incrementals for the given Handlers according to the given settings.

Note
snapshots are being applied with no delay
only the first snapshot cycle from the given snapshots is applied, the rest are skipped
void OnixS::CME::MDH::replayPcapFiles ( const FileList snapshots,
MarketRecoveryOptions::Enum  snapshotsApplyOptions,
const FileList incrementals,
Handler handler,
const PcapReplaySettings supplements = PcapReplaySettings() 
)
inline

Applies the given list of PCAP files with snapshots then replays the given list of PCAP files with incrementals for the given Handler according to the given settings.

Note
snapshots are being applied with no delay
only the first snapshot cycle from the given snapshots is applied, the rest are skipped

Definition at line 460 of file Replay.h.

void OnixS::CME::MDH::replayPcapFiles ( const FileList logs,
Handler handler,
const PcapReplaySettings supplements 
)
inline

Replays the given list of PCAP files for the given Handler according to the given settings.

Definition at line 475 of file Replay.h.

void OnixS::CME::MDH::replayPcapFiles ( const FileList logs,
Handler handler 
)
inline

Replays the given list of PCAP files for the given Handler according to the default settings.

Definition at line 484 of file Replay.h.

bool OnixS::CME::MDH::selected ( const InstrumentSelection::SecurityIds ids,
SecurityId  id 
)
inline

Checks whether security with given identifier belongs to given selection.

Definition at line 173 of file Filtering.h.

bool OnixS::CME::MDH::selected ( const TinyStrSet selection,
const StrRef value 
)
inline

Checks whether security with given attribute belongs to given selection.

Definition at line 180 of file Filtering.h.

bool OnixS::CME::MDH::selected ( const InstrumentSelection selection,
const Security security 
)
inline

Checks whether security belongs to given selection.

Definition at line 187 of file Filtering.h.

void OnixS::CME::MDH::setSessionToAccurateLateJoin ( SessionSettings settings)
inline

Configures session to maintain order books accurately and considering market data processing is started at the middle of weekly session (late join).

Definition at line 629 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToAccuratePreopening ( SessionSettings settings)
inline

Configures session to maintain order books accurately and without performing initial (late-join) recovery thus considering market data processing is started from the beginning of weekly session.

Definition at line 617 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToContinueRealtimeProcessingUponIssues ( SessionSettings settings)
inline

Updates session settings to tell the Handler continue processing incremental (real-time) data in case of gap or other issue.

Definition at line 605 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToFullRecoverUponRealtimeIssues ( SessionSettings settings)
inline

Updates session settings to tell the Handler to recover instruments and market state (books) in case of gap or other issue.

Definition at line 589 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToJoinInPreopening ( SessionSettings settings)
inline

Updates session settings to tell the Handler to skip join-time recovery and switch processing incremental (real-time) data.

Definition at line 549 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToLateJoin ( SessionSettings settings)
inline

Updates session settings to tell the Handler to recover instruments and market state before it switches processing incremental data.

Definition at line 557 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToNaturalRefresh ( SessionSettings settings)
inline

Configures session settings to maintain order books using natural refresh.

Startup recovery is not performed and thus only real-time processing takes place.

Definition at line 641 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverBooksUponRealtimeIssues ( SessionSettings settings)
inline

Updates session settings to tell the Handler to recover market state (books) in case of gap or other issue.

Definition at line 597 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverBothMboAndMbpBooks ( SessionSettings settings)
inline

Updates session settings to recover books of all types each time the Handler recovers market state from snapshots.

Definition at line 565 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverInstrumentsAccurately ( SessionSettings settings)
inline

Various functions helping in configuring session in the desired way.

Updates session settings to tell the Handler to recover instruments using accurate strategy each time instrument recovery is performed.

Definition at line 533 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverInstrumentsFast ( SessionSettings settings)
inline

Updates session settings to tell the Handler to recover instruments using fast strategy each time instrument recovery is performed.

Definition at line 541 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverMboBooksOnly ( SessionSettings settings)
inline

Updates session settings to recover MBO books only each time the Handler recovers market state from snapshots.

Definition at line 573 of file SessionSettings.h.

void OnixS::CME::MDH::setSessionToRecoverMbpBooksOnly ( SessionSettings settings)
inline

Updates session settings to recover MBP books only each time the Handler recovers market state from snapshots.

Definition at line 581 of file SessionSettings.h.

bool OnixS::CME::MDH::thresholdExceeded ( const Decimal ,
const Decimal ,
const Decimal  
)

Checks whether new value exceeds given threshold in compare to the old value.

bool OnixS::CME::MDH::thresholdExceeded ( const Decimal ,
Int32  ,
Int32   
)

Checks whether new value exceeds given threshold in compare to the old value.

void OnixS::CME::MDH::throwBadBboThreshold ( )
inline

Raises exception on invalid best bid/offer threshold value.

Definition at line 37 of file BookManagement.h.

void OnixS::CME::MDH::throwBadBinaryData ( const Char className)

Throws exception on bad repeating group entry.

void OnixS::CME::MDH::throwBadBinaryGroup ( )

Throws exception on bad repeating group.

void OnixS::CME::MDH::throwBadBinaryMessage ( )
inline

Raises exception on bad binary message.

Definition at line 866 of file BinaryMessage.h.

void OnixS::CME::MDH::throwBadMessage ( const Packet packet)

Raises exception on ill-formed message.

void OnixS::CME::MDH::throwBadMessageVersion ( const Char ,
SchemaVersion  ,
SchemaVersion   
)

Raises exception on bad message version.

void OnixS::CME::MDH::throwBadPacket ( PacketSize  packetSize,
PacketSize  minimalSize,
const void *  data 
)

Raises exception on ill-formed packet.

void OnixS::CME::MDH::throwMbpBookRedepthFailure ( Depth  newDepth,
Depth  maxDepth 
)
inline

Raises exception on book re-depth failure.

Definition at line 36 of file MbpBook.h.

void OnixS::CME::MDH::throwVectorCopyOverflow ( TargetSize  targetSize,
SourceSize  sourceSize 
)

Definition at line 249 of file VectorOverArray.h.

void OnixS::CME::MDH::throwZeroParameter ( const Char parameter)
inline

Raises exception on zero parameter value.

Definition at line 31 of file MemoryPoolSettings.h.

void OnixS::CME::MDH::throwZeroTcpRecoveryRequestLimit ( )
inline

Throws error on zero TCP recovery request limit value.

Definition at line 33 of file TcpRecovery.h.

Byte* OnixS::CME::MDH::toByteBlock ( Type *  ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 60 of file Memory.h.

const Byte* OnixS::CME::MDH::toByteBlock ( const Type *  ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 68 of file Memory.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
AggressorFlag::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 46 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
AggressorSide::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 66 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
EventType::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 86 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
HaltReason::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 106 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
LegSide::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 126 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
EntryType::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 146 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
EntryTypeBook::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 166 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
EntryTypeDailyStatistics::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 186 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
EntryTypeStatistics::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 206 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
UpdateAction::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 226 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
MoneyOrPar::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 246 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
OpenCloseSettlFlag::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 266 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
OrderUpdateAction::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 286 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
PriceSource::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 306 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
PutOrCall::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 326 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
RepoSubType::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 346 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
SecurityAltIDSource::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 366 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
SecurityTradingEvent::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 386 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
SecurityTradingStatus::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 406 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
SecurityUpdateAction::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 426 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
Side::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 446 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
WorkupTradingStatus::Enum  value 
)
inline

Serializes object into FIX presentation.

Definition at line 466 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
InstAttribValue  set 
)
inline

Serializes object into FIX presentation.

Definition at line 486 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
MatchEventIndicator  set 
)
inline

Serializes object into FIX presentation.

Definition at line 506 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
SettlPriceType  set 
)
inline

Serializes object into FIX presentation.

Definition at line 526 of file Serialization.h.

void OnixS::CME::MDH::toFix ( std::string &  str,
const InstrumentDefinitionFixedIncome57 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const ChannelReset4 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminHeartbeat12 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminLogin15 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminLogout16 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminLogin408 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminLogout409 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const AdminHeartbeat410 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const InstrumentDefinitionFuture54 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const InstrumentDefinitionSpread56 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const SecurityStatus30 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshBook46 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshDailyStatistics49 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshLimitsBanding50 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshSessionStatistics51 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshVolume37 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const SnapshotFullRefresh52 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const QuoteRequest39 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const InstrumentDefinitionOption55 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshTradeSummary48 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const IncrementalRefreshOrderBook47 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFix ( std::string &  str,
const SnapshotFullRefreshOrderBook53 obj 
)

Serializes object into FIX presentation.

void OnixS::CME::MDH::toFormattedStr ( std::string &  ,
const ImpliedBook  
)

Serializes book in formatted form.

void OnixS::CME::MDH::toFormattedStr ( std::string &  ,
const DirectBook  
)

Serializes book in formatted form.

std::string OnixS::CME::MDH::toFormattedStr ( const ImpliedBook book)
inline

Serializes book in formatted form.

Definition at line 68 of file ImpliedBook.h.

std::string OnixS::CME::MDH::toFormattedStr ( const DirectBook book)
inline

Serializes book in formatted form.

Definition at line 68 of file DirectBook.h.

void OnixS::CME::MDH::toFormattedStr ( std::string &  ,
const ConsolidatedBook  
)

Serializes book in formatted form.

std::string OnixS::CME::MDH::toFormattedStr ( const ConsolidatedBook book)
inline

Serializes book in formatted form.

Definition at line 77 of file ConsolidatedBook.h.

void OnixS::CME::MDH::toFormattedStr ( std::string &  ,
const MboBook  
)

Serializes book in formatted form.

std::string OnixS::CME::MDH::toFormattedStr ( const MboBook book)
inline

Serializes book in formatted form.

Definition at line 249 of file MboBook.h.

void* OnixS::CME::MDH::toOpaquePtr ( Type *  ptr)
inline

Makes pointer as opaque one.

Definition at line 45 of file Memory.h.

const void* OnixS::CME::MDH::toOpaquePtr ( const Type *  ptr)
inline

Makes pointer as opaque one.

Definition at line 52 of file Memory.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
AggressorFlag::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( AggressorFlag::Enum  value)
inline

Serializes object into a string.

Definition at line 36 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
BookState::Enum   
)

Serializes book state value into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ImpliedBook  
)

Serializes book.

void OnixS::CME::MDH::toStr ( std::string &  ,
const DirectBook  
)

Serializes book.

void OnixS::CME::MDH::toStr ( std::string &  ,
MessageTracing::Enum   
)

Serializes message tracing constant into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
AggressorSide::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( BookState::Enum  bookState)
inline

Serializes book state value into a string.

Definition at line 54 of file BookAttributes.h.

std::string OnixS::CME::MDH::toStr ( const ImpliedBook book)
inline

Serializes book.

Definition at line 54 of file ImpliedBook.h.

std::string OnixS::CME::MDH::toStr ( const DirectBook book)
inline

Serializes book.

Definition at line 54 of file DirectBook.h.

std::string OnixS::CME::MDH::toStr ( MessageTracing::Enum  tracing)
inline

Serializes message tracing constant into a string.

Definition at line 56 of file LoggingSettings.h.

std::string OnixS::CME::MDH::toStr ( AggressorSide::Enum  value)
inline

Serializes object into a string.

Definition at line 56 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
NetFeedType::Enum   
)

Appends string presentation of feed service type.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ConsolidatedBook  
)

Serializes book.

void OnixS::CME::MDH::toStr ( std::string &  ,
JoinRecoveryOptions::Enum   
)

Serializes join recovery option.

std::string OnixS::CME::MDH::toStr ( NetFeedType::Enum  type)
inline

Returns string presentation of feed service type.

Definition at line 61 of file FeedAttributes.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
TradeProcessing::Enum   
)

Serializes trade processing strategy.

void OnixS::CME::MDH::toStr ( std::string &  ,
LogSeverity::Enum   
)

Serializes log severity constant.

std::string OnixS::CME::MDH::toStr ( JoinRecoveryOptions::Enum  recovery)
inline

Serializes join recovery option.

Definition at line 63 of file SessionSettings.h.

std::string OnixS::CME::MDH::toStr ( const ConsolidatedBook book)
inline

Serializes book.

Definition at line 63 of file ConsolidatedBook.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
SolarflareFeedEngineOperatingMode::Enum   
)

Serializes the Solarflare Feed Engine operational mode into a string.

std::string OnixS::CME::MDH::toStr ( TradeProcessing::Enum  strategy)
inline

Serializes trade processing strategy.

Definition at line 65 of file TradeProcessing.h.

std::string OnixS::CME::MDH::toStr ( LogSeverity::Enum  mode)
inline

Serializes log severity constant.

Definition at line 66 of file Logger.h.

std::string OnixS::CME::MDH::toStr ( SolarflareFeedEngineOperatingMode::Enum  mode)
inline

Serializes the Solarflare Feed Engine operational mode into a string.

Definition at line 68 of file SolarflareFeedEngine.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
EventType::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( EventType::Enum  value)
inline

Serializes object into a string.

Definition at line 76 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const DirectPriceLevel  
)

Serializes price level attributes into a string.

std::string OnixS::CME::MDH::toStr ( const DirectPriceLevel priceLevel)
inline

Serializes price level attributes into a string.

Definition at line 87 of file DirectPriceLevel.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
NetFeedRole::Enum  role 
)
inline

Appends string presentation of feed role.

Definition at line 88 of file FeedAttributes.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
HaltReason::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( NetFeedRole::Enum  role)
inline

Returns string presentation of feed role.

Definition at line 94 of file FeedAttributes.h.

std::string OnixS::CME::MDH::toStr ( HaltReason::Enum  value)
inline

Serializes object into a string.

Definition at line 96 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
GapAndErrorHandlingOptions::Enum   
)

Serializes gap and error handling option.

std::string OnixS::CME::MDH::toStr ( GapAndErrorHandlingOptions::Enum  handling)
inline

Serializes gap and error handling option.

Definition at line 100 of file SessionSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
LogCategory::Enum   
)

Serializes log category constant.

std::string OnixS::CME::MDH::toStr ( LogCategory::Enum  mode)
inline

Serializes log category constant.

Definition at line 107 of file Logger.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ThreadAffinity  
)

Serializes thread affinity into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
Int8   
)

Serializes given integer into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const NetFeedConnection  
)

Serializes feed connection attributes to a given string.

std::string OnixS::CME::MDH::toStr ( const ThreadAffinity affinity)
inline

Serializes thread affinity into a string.

Definition at line 112 of file FeedEngineThreadPool.h.

std::string OnixS::CME::MDH::toStr ( Int8  number)
inline

Serializes given integer into a string.

Definition at line 112 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
LegSide::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const NetFeedConnection connection)
inline

Serializes feed connection attributes to a given string.

Definition at line 115 of file FeedConnection.h.

std::string OnixS::CME::MDH::toStr ( LegSide::Enum  value)
inline

Serializes object into a string.

Definition at line 116 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
UInt8   
)

Serializes given integer into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const SocketFeedEngineSettings  
)

Serializes feed engine settings into a string.

std::string OnixS::CME::MDH::toStr ( UInt8  number)
inline

Serializes given integer into a string.

Definition at line 126 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ImpliedPriceLevel  
)

Serializes price level attributes into a string.

std::string OnixS::CME::MDH::toStr ( const SocketFeedEngineSettings settings)
inline

Serializes feed engine settings into a string.

Definition at line 128 of file SocketFeedEngine.h.

std::string OnixS::CME::MDH::toStr ( const ImpliedPriceLevel priceLevel)
inline

Serializes price level attributes into a string.

Definition at line 130 of file ImpliedPriceLevel.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
EntryType::Enum  value 
)

Serializes object into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const Version  
)

Appends point-separated presentation of version to given string.

std::string OnixS::CME::MDH::toStr ( EntryType::Enum  value)
inline

Serializes object into a string.

Definition at line 136 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
Int16   
)

Serializes given integer into a string.

std::string OnixS::CME::MDH::toStr ( const Version version)
inline

Serializes Version instance into point-separated presentation.

Definition at line 138 of file Version.h.

std::string OnixS::CME::MDH::toStr ( Int16  number)
inline

Serializes given integer into a string.

Definition at line 140 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
InstrumentRecoveryOptions::Enum   
)

Serializes instrument definition recovery strategy.

std::string OnixS::CME::MDH::toStr ( InstrumentRecoveryOptions::Enum  option)
inline

Serializes instrument definition recovery strategy.

Definition at line 150 of file SessionSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const Order  
)

Appends representation of order to given string.

void OnixS::CME::MDH::toStr ( std::string &  ,
UInt16   
)

Serializes given integer into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
EntryTypeBook::Enum  value 
)

Serializes object into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const Security  
)

Serializes security.

std::string OnixS::CME::MDH::toStr ( const Order order)
inline

Returns string representation of the order.

Definition at line 154 of file Order.h.

std::string OnixS::CME::MDH::toStr ( UInt16  number)
inline

Serializes given integer into a string.

Definition at line 154 of file Integral.h.

std::string OnixS::CME::MDH::toStr ( EntryTypeBook::Enum  value)
inline

Serializes object into a string.

Definition at line 156 of file Serialization.h.

std::string OnixS::CME::MDH::toStr ( const Security security)
inline

Serializes security.

Definition at line 157 of file Security.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const InstrumentSelection  
)

Serializes instrument selection into text presentation.

std::string OnixS::CME::MDH::toStr ( const InstrumentSelection selection)
inline

Serializes instrument selection into text presentation.

Definition at line 160 of file Filtering.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
Int32   
)

Serializes given integer into a string.

std::string OnixS::CME::MDH::toStr ( const StrRef ref)
inline

Constructs std::string instance from StrRef one.

Definition at line 167 of file String.h.

std::string OnixS::CME::MDH::toStr ( Int32  number)
inline

Serializes given integer into a string.

Definition at line 168 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ConsolidatedPriceLevel  
)

Serializes price level attributes into a string.

std::string OnixS::CME::MDH::toStr ( const ConsolidatedPriceLevel priceLevel)
inline

Serializes price level attributes into a string.

Definition at line 172 of file ConsolidatedPriceLevel.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const StrRef ref 
)
inline

Appends text referenced by StrRef to given std::string instance.

Definition at line 173 of file String.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
EntryTypeDailyStatistics::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( EntryTypeDailyStatistics::Enum  value)
inline

Serializes object into a string.

Definition at line 176 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
UInt32   
)

Serializes given integer into a string.

std::string OnixS::CME::MDH::toStr ( Char  character)
inline

Constructs std::string from a character.

Definition at line 179 of file String.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const DebugLoggingSettings  
)

Serializes Handler debug logging settings into a string.

std::string OnixS::CME::MDH::toStr ( UInt32  number)
inline

Serializes given integer into a string.

Definition at line 182 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ThreadPoolSettings  
)

Serializes thread pool settings into a string.

std::string OnixS::CME::MDH::toStr ( const DebugLoggingSettings settings)
inline

Serializes Handler debug logging settings into a string.

Definition at line 183 of file LoggingSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const TcpRecoverySettings  
)

Serializes TCP recovery settings.

std::string OnixS::CME::MDH::toStr ( const ThreadPoolSettings settings)
inline

Serializes thread pool settings into a string.

Definition at line 185 of file FeedEngineThreadPool.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
MarketRecoveryOptions::Enum   
)

Serializes market recovery option.

void OnixS::CME::MDH::toStr ( std::string &  str,
Char  character 
)
inline

Appends character to given std::string instance.

Definition at line 185 of file String.h.

std::string OnixS::CME::MDH::toStr ( const TcpRecoverySettings settings)
inline

Serializes TCP recovery settings.

Definition at line 187 of file TcpRecovery.h.

std::string OnixS::CME::MDH::toStr ( MarketRecoveryOptions::Enum  option)
inline

Serializes market recovery option.

Definition at line 188 of file SessionSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const std::string &  value 
)
inline

Appends one string another one.

Definition at line 191 of file String.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
Int64   
)

Serializes given integer into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
EntryTypeStatistics::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( Int64  number)
inline

Serializes given integer into a string.

Definition at line 196 of file Integral.h.

std::string OnixS::CME::MDH::toStr ( EntryTypeStatistics::Enum  value)
inline

Serializes object into a string.

Definition at line 196 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
UInt64   
)

Serializes given integer into a string.

std::string OnixS::CME::MDH::toStr ( UInt64  number)
inline

Serializes given integer into a string.

Definition at line 210 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const SolarflareFeedEngineSettings  
)

Serializes the Solarflare Feed Engine settings into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
UpdateAction::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const SolarflareFeedEngineSettings settings)
inline

Serializes the Solarflare Feed Engine settings into a string.

Definition at line 215 of file SolarflareFeedEngine.h.

std::string OnixS::CME::MDH::toStr ( UpdateAction::Enum  value)
inline

Serializes object into a string.

Definition at line 216 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const MemoryPoolSettings  
)

Serializes memory pool settings into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
IntegralConstant< Type, Constant >  constant 
)
inline

Serializes given constant into a string.

Definition at line 221 of file Integral.h.

std::string OnixS::CME::MDH::toStr ( const MemoryPoolSettings settings)
inline

Serializes memory pool settings into a string.

Definition at line 221 of file MemoryPoolSettings.h.

std::string OnixS::CME::MDH::toStr ( IntegralConstant< Type, Constant >  constant)
inline

Serializes given constant into a string.

Definition at line 228 of file Integral.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const MboBook  
)

Serializes book.

void OnixS::CME::MDH::toStr ( std::string &  str,
MoneyOrPar::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const MboBook book)
inline

Serializes book.

Definition at line 235 of file MboBook.h.

std::string OnixS::CME::MDH::toStr ( MoneyOrPar::Enum  value)
inline

Serializes object into a string.

Definition at line 236 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const FeedConnectionSettings  
)

Serializes feed connection parameters into a string.

std::string OnixS::CME::MDH::toStr ( const FeedConnectionSettings settings)
inline

Serializes feed connection parameters into a string.

Definition at line 240 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const MboBboTracking  
)

Serializes BBO tracking parameters into string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const HandlerListeners  
)

Serializes information on associated listeners.

void OnixS::CME::MDH::toStr ( std::string &  ,
const FeedEngineThreadSettings  
)

Serializes settings defining behavior of feed engine threads into a string.

std::string OnixS::CME::MDH::toStr ( const MboBboTracking tracking)
inline

Serializes BBO tracking parameters into string.

Definition at line 251 of file BookManagement.h.

std::string OnixS::CME::MDH::toStr ( const HandlerListeners listeners)
inline

Serializes information on associated listeners.

Definition at line 252 of file HandlerListeners.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
OpenCloseSettlFlag::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const FeedEngineThreadSettings settings)
inline

Serializes settings defining behavior of feed engine threads into a string.

Definition at line 255 of file FeedEngineThreadPool.h.

std::string OnixS::CME::MDH::toStr ( OpenCloseSettlFlag::Enum  value)
inline

Serializes object into a string.

Definition at line 256 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
OrderUpdateAction::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( OrderUpdateAction::Enum  value)
inline

Serializes object into a string.

Definition at line 276 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
PriceSource::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( PriceSource::Enum  value)
inline

Serializes object into a string.

Definition at line 296 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
PutOrCall::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( PutOrCall::Enum  value)
inline

Serializes object into a string.

Definition at line 316 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const Packet packet 
)
std::string OnixS::CME::MDH::toStr ( const Packet packet)
inline

Definition at line 320 of file Packet.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const LoggingSettings  
)

Serializes Handler debug logging settings into a string.

void OnixS::CME::MDH::toStr ( std::string &  str,
const Decimal number 
)
inline

Serializes decimal into a string.

Definition at line 323 of file Decimal.h.

std::string OnixS::CME::MDH::toStr ( const LoggingSettings settings)
inline

Serializes Handler debug logging settings into a string.

Definition at line 323 of file LoggingSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const ListSetting< Type > &  list,
Char  delimiter = ',' 
)

Serializes the given list setting into a string/text presentation.

Definition at line 325 of file SettingGroup.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
TimeSpan  timeSpan,
TimeSpanFormat::Enum  format = TimeSpanFormat::SDHHMMSSnsec 
)
inline

Appends timespan formatted in specified pattern to given string.

Definition at line 328 of file Time.h.

std::string OnixS::CME::MDH::toStr ( const Decimal number)
inline

Serializes decimal into a string.

Definition at line 329 of file Decimal.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
RepoSubType::Enum  value 
)

Serializes object into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const TcpRecoverySessionSettings  
)

Serializes market recovery option.

std::string OnixS::CME::MDH::toStr ( RepoSubType::Enum  value)
inline

Serializes object into a string.

Definition at line 336 of file Serialization.h.

std::string OnixS::CME::MDH::toStr ( const TcpRecoverySessionSettings settings)
inline

Serializes market recovery option.

Definition at line 338 of file SessionSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const FixedPointDecimal< Mantissa, Exponent > &  number 
)
inline

Serializes fixed-point decimal into a string.

Definition at line 340 of file Decimal.h.

std::string OnixS::CME::MDH::toStr ( const FixedPointDecimal< Mantissa, Exponent > &  number)
inline

Serializes fixed-point decimal into a string.

Definition at line 347 of file Decimal.h.

std::string OnixS::CME::MDH::toStr ( TimeSpan  timeSpan,
TimeSpanFormat::Enum  format = TimeSpanFormat::SDHHMMSSnsec 
)
inline

Formats timespan according to specified pattern.

Definition at line 352 of file Time.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
SecurityAltIDSource::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( SecurityAltIDSource::Enum  value)
inline

Serializes object into a string.

Definition at line 356 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const ImpliedBboTracking  
)

Serializes BBO tracking parameters into string.

std::string OnixS::CME::MDH::toStr ( const ImpliedBboTracking tracking)
inline

Serializes BBO tracking parameters into string.

Definition at line 370 of file BookManagement.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
SecurityTradingEvent::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( SecurityTradingEvent::Enum  value)
inline

Serializes object into a string.

Definition at line 376 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
SecurityTradingStatus::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( SecurityTradingStatus::Enum  value)
inline

Serializes object into a string.

Definition at line 396 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
SecurityUpdateAction::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( SecurityUpdateAction::Enum  value)
inline

Serializes object into a string.

Definition at line 416 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
Side::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( Side::Enum  value)
inline

Serializes object into a string.

Definition at line 436 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
RecoveryFeedLayout::Enum   
)

Appends string presentation of feed layout.

std::string OnixS::CME::MDH::toStr ( RecoveryFeedLayout::Enum  layout)
inline

Returns string presentation of feed layout.

Definition at line 451 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
WorkupTradingStatus::Enum  value 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( WorkupTradingStatus::Enum  value)
inline

Serializes object into a string.

Definition at line 456 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const DirectBboTracking  
)

Serializes BBO tracking parameters into string.

std::string OnixS::CME::MDH::toStr ( const DirectBboTracking tracking)
inline

Serializes BBO tracking parameters into string.

Definition at line 471 of file BookManagement.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
InstAttribValue  set 
)

Serializes object into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const HandlerSettings  
)

Serializes BBA tracking parameters into string.

std::string OnixS::CME::MDH::toStr ( InstAttribValue  set)
inline

Serializes object into a string.

Definition at line 476 of file Serialization.h.

std::string OnixS::CME::MDH::toStr ( const HandlerSettings settings)
inline

Serializes BBA tracking parameters into string.

Definition at line 477 of file HandlerSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
MatchEventIndicator  set 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( MatchEventIndicator  set)
inline

Serializes object into a string.

Definition at line 496 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const MulticastRecoveryFeedSettings  
)

Serializes feed settings into string.

std::string OnixS::CME::MDH::toStr ( const MulticastRecoveryFeedSettings settings)
inline

Serializes feed settings into string.

Definition at line 509 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
SettlPriceType  set 
)

Serializes object into a string.

void OnixS::CME::MDH::toStr ( std::string &  ,
const SessionSettings  
)

Serializes market data processing session settings.

std::string OnixS::CME::MDH::toStr ( SettlPriceType  set)
inline

Serializes object into a string.

Definition at line 516 of file Serialization.h.

std::string OnixS::CME::MDH::toStr ( const SessionSettings settings)
inline

Serializes market data processing session settings.

Definition at line 517 of file SessionSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const MaturityMonthYear obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const MaturityMonthYear obj)
inline

Serializes object into a string.

Definition at line 536 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const GroupSize obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const GroupSize obj)
inline

Serializes object into a string.

Definition at line 550 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const GroupSize8Byte obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const GroupSize8Byte obj)
inline

Serializes object into a string.

Definition at line 564 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const GroupSizeEncoding obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const GroupSizeEncoding obj)
inline

Serializes object into a string.

Definition at line 578 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const MessageHeader obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const MessageHeader obj)
inline

Serializes object into a string.

Definition at line 592 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const InstrumentDefinitionFixedIncome57 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const InstrumentDefinitionFixedIncome57 obj)
inline

Serializes object into a string.

Definition at line 606 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const ChannelReset4 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const ChannelReset4 obj)
inline

Serializes object into a string.

Definition at line 624 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminHeartbeat12 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminHeartbeat12 obj)
inline

Serializes object into a string.

Definition at line 642 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const TcpRecoveryFeedSettings  
)

Serializes feed settings into string.

void OnixS::CME::MDH::toStr ( std::string &  str,
Timestamp  timestamp,
TimestampFormat::Enum  format = TimestampFormat::YYYYMMDDHHMMSSnsec 
)
inline

Serializes timestamp according to specified pattern.

Definition at line 646 of file Time.h.

std::string OnixS::CME::MDH::toStr ( const TcpRecoveryFeedSettings settings)
inline

Serializes feed settings into string.

Definition at line 648 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminLogin15 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminLogin15 obj)
inline

Serializes object into a string.

Definition at line 660 of file Serialization.h.

std::string OnixS::CME::MDH::toStr ( Timestamp  timestamp,
TimestampFormat::Enum  format = TimestampFormat::YYYYMMDDHHMMSSnsec 
)
inline

Serializes timestamp according to specified pattern.

Definition at line 674 of file Time.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminLogout16 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminLogout16 obj)
inline

Serializes object into a string.

Definition at line 678 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminLogin408 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminLogin408 obj)
inline

Serializes object into a string.

Definition at line 696 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
RealtimeFeedLayout::Enum   
)

Appends string presentation of feed layout.

std::string OnixS::CME::MDH::toStr ( RealtimeFeedLayout::Enum  layout)
inline

Returns string presentation of feed layout.

Definition at line 700 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminLogout409 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminLogout409 obj)
inline

Serializes object into a string.

Definition at line 714 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const AdminHeartbeat410 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const AdminHeartbeat410 obj)
inline

Serializes object into a string.

Definition at line 732 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const InstrumentDefinitionFuture54 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const InstrumentDefinitionFuture54 obj)
inline

Serializes object into a string.

Definition at line 750 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
BookUpdateNotification::Enum   
)

Serializes book update notification policy into a string.

std::string OnixS::CME::MDH::toStr ( BookUpdateNotification::Enum  strategy)
inline

Serializes book update notification policy into a string.

Definition at line 758 of file BookManagement.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const InstrumentDefinitionSpread56 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const InstrumentDefinitionSpread56 obj)
inline

Serializes object into a string.

Definition at line 768 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const SecurityStatus30 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const SecurityStatus30 obj)
inline

Serializes object into a string.

Definition at line 786 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshBook46 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshBook46 obj)
inline

Serializes object into a string.

Definition at line 804 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshDailyStatistics49 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshDailyStatistics49 obj)
inline

Serializes object into a string.

Definition at line 822 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshLimitsBanding50 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshLimitsBanding50 obj)
inline

Serializes object into a string.

Definition at line 840 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const RealtimeFeedSettings  
)

Serializes feed settings into string.

std::string OnixS::CME::MDH::toStr ( const RealtimeFeedSettings settings)
inline

Serializes feed settings into string.

Definition at line 845 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshSessionStatistics51 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshSessionStatistics51 obj)
inline

Serializes object into a string.

Definition at line 858 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshVolume37 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshVolume37 obj)
inline

Serializes object into a string.

Definition at line 876 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
DataCenter::Enum   
)

Appends string presentation of the given data center.

std::string OnixS::CME::MDH::toStr ( DataCenter::Enum  layout)
inline

Returns string presentation of feed layout.

Definition at line 885 of file FeedSettings.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const SnapshotFullRefresh52 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const SnapshotFullRefresh52 obj)
inline

Serializes object into a string.

Definition at line 894 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const QuoteRequest39 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const QuoteRequest39 obj)
inline

Serializes object into a string.

Definition at line 912 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const InstrumentDefinitionOption55 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const InstrumentDefinitionOption55 obj)
inline

Serializes object into a string.

Definition at line 930 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const BookManagement  
)

Serializes book management settings into string.

std::string OnixS::CME::MDH::toStr ( const BookManagement settings)
inline

Serializes book management settings into string.

Definition at line 934 of file BookManagement.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshTradeSummary48 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshTradeSummary48 obj)
inline

Serializes object into a string.

Definition at line 948 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const IncrementalRefreshOrderBook47 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const IncrementalRefreshOrderBook47 obj)
inline

Serializes object into a string.

Definition at line 966 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  str,
const SnapshotFullRefreshOrderBook53 obj 
)

Serializes object into a string.

std::string OnixS::CME::MDH::toStr ( const SnapshotFullRefreshOrderBook53 obj)
inline

Serializes object into a string.

Definition at line 984 of file Serialization.h.

void OnixS::CME::MDH::toStr ( std::string &  ,
const FeedSettings  
)

Serializes feed settings into string.

std::string OnixS::CME::MDH::toStr ( const FeedSettings settings)
inline

Serializes feed settings into string.

Definition at line 1197 of file FeedSettings.h.

void OnixS::CME::MDH::toStrAsHHMMSS ( std::string &  ,
TimeSpan   
)
void OnixS::CME::MDH::toStrAsHHMMSSmsec ( std::string &  ,
TimeSpan   
)
void OnixS::CME::MDH::toStrAsSDHHMMSSnsec ( std::string &  ,
TimeSpan   
)
void OnixS::CME::MDH::toStrAsYYYYMMDD ( std::string &  ,
Timestamp   
)

Serializes timestamp in YYYYMMDD format.

void OnixS::CME::MDH::toStrAsYYYYMMDDHHMMSS ( std::string &  ,
Timestamp   
)

Serializes timestamp in YYYYMMDDHHMMSS format.

void OnixS::CME::MDH::toStrAsYYYYMMDDHHMMSSmsec ( std::string &  ,
Timestamp   
)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

void OnixS::CME::MDH::toStrAsYYYYMMDDHHMMSSnsec ( std::string &  ,
Timestamp   
)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

StrRef OnixS::CME::MDH::toStrRef ( const std::string &  str)
inline

Constructs StrRef instance over std::string content.

Definition at line 155 of file String.h.

StrRef OnixS::CME::MDH::toStrRef ( const Char cStr)
inline

Initializes instance from zero-terminated/C-like string.

Definition at line 161 of file String.h.

Message OnixS::CME::MDH::typify ( const BinaryMessage message)
inline

Casts SBE-encoded message to given type.

Definition at line 29 of file Typification.h.