OnixS::CME::MDH Namespace Reference

Namespaces
namespace	FIX
namespace	Messaging

Classes
class	AnyDepthBookManagement
class	AtomicScopedStore
class	BaseBookManagement
class	BboThreshold
struct	Bids
class	BinaryMessageIterator
class	BinaryMessages
class	BookManagement
struct	BookState
class	BookUpdateErrorArgs
struct	BookUpdateNotification
struct	ChannelFeedListener
class	ConsolidatedPriceLevel
struct	DataCenter
class	DatamineReplaySettings
class	DebugLoggingSettings
struct	DefaultListeners
class	DirectBboTracking
class	DirectPriceLevel
class	FeedConnectionSettings
class	FeedEngineThreadPool
struct	FeedEngineThreadPoolListener
class	FeedEngineThreadSettings
class	FeedSettings
class	FeedSettingsBase
class	FileLogger
struct	FileLoggerListener
class	FileLoggerSettings
class	FixedDepthBookManagement
struct	GapAndErrorHandlingOptions
class	Handler
struct	HandlerListener
class	HandlerListeners
class	HandlerSettings
struct	HandlerSettingsUse
class	ImpliedBboTracking
class	ImpliedPriceLevel
class	IncrementalRefreshBookCombinedEntry
struct	InstrumentRecoveryOptions
class	InstrumentSelection
struct	Issue
class	IssueArgs
struct	JoinRecoveryOptions
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	MboBboTracking
class	MboBook
class	MboBookBase
class	MbpBook
class	MbpBookFactory
class	MemoryPool
class	MemoryPoolAllocator
class	MemoryPoolSettings
class	MessageArgs
class	MessagePrefix
struct	MessageTracing
class	MulticastRecoveryFeedSettings
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	NullLogger
struct	Offers
class	Order
struct	OrderTraits
class	Packet
class	PacketHeader
class	PcapReplaySettings
struct	PollReplayDelayer
struct	RealtimeFeedLayout
class	RealtimeFeedSettings
class	RecoveryCompletionArgs
struct	RecoveryCompletionStatus
struct	RecoveryFeedLayout
struct	ReplayDelayer
class	ReplaySettings
class	ReplaySpan
struct	ReplaySpeed
class	Security
class	SecurityDataArgs
struct	SecurityListener
class	SessionSettings
struct	SettingChangeController
class	SettingChangeGuard
class	SettingGroup
struct	SleepReplayDelayer
class	SocketFeedEngine
class	SocketFeedEngineSettings
class	SolarflareFeedEngine
struct	SolarflareFeedEngineOperatingMode
class	SolarflareFeedEngineSettings
class	TcpRecoveryFeedSettings
class	TcpRecoveryService
class	TcpRecoverySessionSettings
class	TcpRecoverySettings
class	ThisThread
class	ThreadAffinity
class	ThreadPoolSettings
class	TinySet
class	TinyStrSet
class	TinyStrSetIterator
class	TradeOrderDetails
class	TradeOrderIds
struct	TradeProcessing
class	TradeSummaryArgs
struct	TrivialChangeController
struct	UseHandlerSettingsAsIs
class	UtcWatch
class	VectorOverArray
class	Version
struct	WatchService

Typedefs
typedef IncrementalRefreshBookCombinedEntry< Messaging::IncrementalRefreshBook46::OrderIDEntry, Messaging::IncrementalRefreshBook46::Entry >	IncrementalRefreshBook46CombinedEntry
typedef IncrementalRefreshBookCombinedEntry< Messaging::IncrementalRefreshBookLongQty64::OrderIDEntry, Messaging::IncrementalRefreshBookLongQty64::Entry >	IncrementalRefreshBook64CombinedEntry
typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type >	MboBookManagement
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth >	DirectBookManagement
typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth >	ImpliedBookManagement
typedef BaseBookManagement< ImpliedBboTracking >	ConsolidatedBookManagement
typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBook
typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBookFactory
typedef MbpBook< DirectPriceLevel, MbpBookDepth >	DirectBook
typedef MbpBookFactory< DirectPriceLevel, MbpBookDepth >	DirectBookFactory
typedef Messaging::UInt32	ChannelId
typedef Messaging::Int32	SecurityId
typedef std::string	NetFeedId
typedef std::vector< std::string >	NifList
typedef Messaging::Int32	CpuIndex
typedef TinySet< CpuIndex >	CpuIndices
typedef ListSetting< std::string >	HostListSetting
typedef HostListSetting	NifListSetting
typedef IssueArgs	WarningArgs
typedef IssueArgs	ErrorArgs
typedef MbpBook< ImpliedPriceLevel, MbpBookDepth >	ImpliedBook
typedef MbpBookFactory< ImpliedPriceLevel, MbpBookDepth >	ImpliedBookFactory
typedef std::list< Order, MemoryPoolAllocator< Order > >	SortedOrders
typedef Messaging::UInt8	MbpBookDepth
typedef Messaging::Int64	MbpBookQuantity
typedef Messaging::UInt64	OrderId
typedef Messaging::UInt64	OrderPriority
typedef Messaging::Int32	DisplayQuantity
typedef NetPacket	PacketArgs
typedef Messaging::UInt32	SequenceNumber
typedef Messaging::UInt16	PacketSize
typedef std::vector< std::string >	FileList
typedef ReplaySettings< NetFeedId >	LogReplaySettings
typedef LogReplaySettings::Aliases	FeedIdAliases
typedef PcapReplaySettings::Aliases	NetAddressAliases
typedef DatamineReplaySettings::Aliases	ChannelIdAliases
typedef TradeSummaryArgs< Messaging::IncrementalRefreshTradeSummary48 >	TradeSummary48Args
typedef TradeSummaryArgs< Messaging::IncrementalRefreshTradeSummaryLongQty65 >	TradeSummary65Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshVolume37 >	Volume37Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshVolumeLongQty66 >	Volume66Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshOrderBook47 >	MboBook47AtomicUpdateArgs
typedef SecurityDataArgs< Messaging::IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry >	MboBookCombined46AtomicUpdateArgs
typedef SecurityDataArgs< Messaging::IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry >	MboBookCombined64AtomicUpdateArgs
typedef SecurityDataArgs< Messaging::IncrementalRefreshBook46 >	MbpBook46AtomicUpdateArgs
typedef SecurityDataArgs< Messaging::IncrementalRefreshBookLongQty64 >	MbpBook64AtomicUpdateArgs
typedef SecurityDataArgs< Messaging::IncrementalRefreshDailyStatistics49 >	DailyStatistics49Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshSessionStatistics51 >	SessionStatistics51Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshSessionStatisticsLongQty67 >	SessionStatistics67Args
typedef SecurityDataArgs< Messaging::IncrementalRefreshLimitsBanding50 >	LimitsAndBanding50Args
typedef SecurityDataArgs< Messaging::QuoteRequest39, Messaging::QuoteRequest39::RelatedSymEntry >	QuoteRequest39RelatedSymArgs
typedef SecurityDataArgs< Messaging::SnapshotFullRefresh52 >	Recovery52EntryArgs
typedef SecurityDataArgs< Messaging::SnapshotFullRefreshLongQty69 >	Recovery69EntryArgs
typedef SecurityDataArgs< Messaging::SnapshotFullRefreshOrderBook53 >	MboRecovery53EntryArgs
typedef BookUpdateErrorArgs< MboBook >	MboBookUpdateErrorArgs
typedef BookUpdateErrorArgs< DirectBook >	DirectBookUpdateErrorArgs
typedef BookUpdateErrorArgs< ImpliedBook >	ImpliedBookUpdateErrorArgs
typedef Messaging::UInt16	VersionComponent
using	SnapshotFullRefresh69Args = SnapshotFullRefreshLongQty69Args
using	BinaryMessageArgs = MessageArgs<Messaging::SbeMessage>
using	MultiContainerArgs = MessageArgs<Messaging::FIX::MultiContainer>
using	InstrumentDefinitionFixedIncome57Args = MessageArgs<Messaging::InstrumentDefinitionFixedIncome57>
using	InstrumentDefinitionFX63Args = MessageArgs<Messaging::InstrumentDefinitionFX63>
using	IncrementalRefreshBookLongQty64Args = MessageArgs<Messaging::IncrementalRefreshBookLongQty64>
using	IncrementalRefreshTradeSummaryLongQty65Args = MessageArgs<Messaging::IncrementalRefreshTradeSummaryLongQty65>
using	IncrementalRefreshVolumeLongQty66Args = MessageArgs<Messaging::IncrementalRefreshVolumeLongQty66>
using	IncrementalRefreshSessionStatisticsLongQty67Args = MessageArgs<Messaging::IncrementalRefreshSessionStatisticsLongQty67>
using	SnapshotFullRefreshLongQty69Args = MessageArgs<Messaging::SnapshotFullRefreshLongQty69>
using	AdminLogin408Args = MessageArgs<Messaging::AdminLogin408>
using	AdminLogout409Args = MessageArgs<Messaging::AdminLogout409>
using	AdminHeartbeat410Args = MessageArgs<Messaging::AdminHeartbeat410>
using	ChannelReset4Args = MessageArgs<Messaging::ChannelReset4>
using	AdminHeartbeat12Args = MessageArgs<Messaging::AdminHeartbeat12>
using	AdminLogin15Args = MessageArgs<Messaging::AdminLogin15>
using	AdminLogout16Args = MessageArgs<Messaging::AdminLogout16>
using	InstrumentDefinitionFuture54Args = MessageArgs<Messaging::InstrumentDefinitionFuture54>
using	InstrumentDefinitionSpread56Args = MessageArgs<Messaging::InstrumentDefinitionSpread56>
using	SecurityStatus30Args = MessageArgs<Messaging::SecurityStatus30>
using	IncrementalRefreshBook46Args = MessageArgs<Messaging::IncrementalRefreshBook46>
using	IncrementalRefreshDailyStatistics49Args = MessageArgs<Messaging::IncrementalRefreshDailyStatistics49>
using	IncrementalRefreshLimitsBanding50Args = MessageArgs<Messaging::IncrementalRefreshLimitsBanding50>
using	IncrementalRefreshSessionStatistics51Args = MessageArgs<Messaging::IncrementalRefreshSessionStatistics51>
using	IncrementalRefreshVolume37Args = MessageArgs<Messaging::IncrementalRefreshVolume37>
using	SnapshotFullRefresh52Args = MessageArgs<Messaging::SnapshotFullRefresh52>
using	QuoteRequest39Args = MessageArgs<Messaging::QuoteRequest39>
using	InstrumentDefinitionOption55Args = MessageArgs<Messaging::InstrumentDefinitionOption55>
using	IncrementalRefreshTradeSummary48Args = MessageArgs<Messaging::IncrementalRefreshTradeSummary48>
using	IncrementalRefreshOrderBook47Args = MessageArgs<Messaging::IncrementalRefreshOrderBook47>
using	SnapshotFullRefreshOrderBook53Args = MessageArgs<Messaging::SnapshotFullRefreshOrderBook53>

Functions
void	throwFieldConversionFailure (const Messaging::Char *field, const Messaging::Char *target)
SecurityId	securityId (const Messaging::FIX::MultiContainer &message)
Messaging::StrRef	securityGroup (const Messaging::FIX::MultiContainer &message)
Messaging::StrRef	symbol (const Messaging::FIX::MultiContainer &message)
Messaging::StrRef	asset (const Messaging::FIX::MultiContainer &message)
Messaging::SecurityUpdateAction::Enum	securityUpdateAction (const Messaging::FIX::MultiContainer &)
void	bookDepths (const Messaging::FIX::MultiContainer &, MbpBookDepth &, MbpBookDepth &)
Messaging::MatchEventIndicator	matchEventIndicator (const Messaging::FIX::MultiContainer &)
Messaging::Timestamp	timestamp (const Messaging::FIX::MultiContainer &, Messaging::FIX::Tag)
void	toStr (std::string &, BookState::Enum)
std::string	toStr (BookState::Enum bookState)
void	throwBadBboThreshold ()
bool	thresholdExceeded (const Messaging::Decimal &, const Messaging::Decimal &, const Messaging::Decimal &)
bool	thresholdExceeded (const Messaging::Decimal &, Messaging::Int64, Messaging::Int64)
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)
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)
std::string	makeLogFilename (Messaging::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, Messaging::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)
template<typename Undefined>
LogEvent &	operator<< (LogEvent &event, Undefined undefined)
LogEvent &	operator<< (LogEvent &event, const Messaging::Char *cStr)
LogEvent &	operator<< (LogEvent &event, const std::string &str)
LogEvent &	operator<< (LogEvent &event, Messaging::StrRef strRef)
LogEvent &	operator<< (LogEvent &event, Messaging::Char character)
LogEvent &	operator<< (LogEvent &event, Messaging::Int8 number)
LogEvent &	operator<< (LogEvent &event, Messaging::UInt8 number)
LogEvent &	operator<< (LogEvent &event, Messaging::Int16 number)
LogEvent &	operator<< (LogEvent &event, Messaging::UInt16 number)
LogEvent &	operator<< (LogEvent &event, Messaging::Int32 number)
LogEvent &	operator<< (LogEvent &event, Messaging::UInt32 number)
LogEvent &	operator<< (LogEvent &event, Messaging::Int64 number)
LogEvent &	operator<< (LogEvent &event, Messaging::UInt64 number)
template<class Mantissa, class Exponent>
LogEvent &	operator<< (LogEvent &event, const Messaging::FixedPointDecimal< Mantissa, Exponent > &number)
LogEvent &	operator<< (LogEvent &event, const Messaging::Timestamp &timestamp)
LogEvent &	operator<< (LogEvent &event, const Messaging::TimeSpan &timeSpan)
void	toStr (std::string &, LogSeverity::Enum)
std::string	toStr (LogSeverity::Enum mode)
bool	fromStr (LogSeverity::Enum &, const Messaging::Char *, size_t)
void	toStr (std::string &, LogCategory::Enum)
std::string	toStr (LogCategory::Enum mode)
bool	fromStr (LogCategory::Enum &, const Messaging::Char *, size_t)
void	toStr (std::string &, MessageTracing::Enum)
std::string	toStr (MessageTracing::Enum tracing)
bool	fromStr (MessageTracing::Enum &, const Messaging::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)
MboBook &	copy (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<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)
MemoryPool *	makeMemoryPool (size_t, size_t, size_t, size_t)
void	throwZeroParameter (const Messaging::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	toStr (std::string &str, const MessagePrefix &hdr)
void	toStr (std::string &str, const PacketHeader &hdr)
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	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	mergeDatamineFiles (const FileList &inFileNames, std::string outFileName, const ReplaySpan &timeSpan=ReplaySpan())
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 &, 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, Messaging::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)
void	throwZeroTcpRecoveryRequestLimit ()
void	toStr (std::string &, const TcpRecoverySettings &)
std::string	toStr (const TcpRecoverySettings &settings)
void	toStr (std::string &, TradeProcessing::Enum)
std::string	toStr (TradeProcessing::Enum strategy)
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 Messaging::Char *, size_t, Version &)
void	toStr (std::string &, const Version &)
std::string	toStr (const Version &version)

Typedef Documentation

AdminHeartbeat12Args

using AdminHeartbeat12Args = MessageArgs<Messaging::AdminHeartbeat12>

MessageArgs template instantiation for AdminHeartbeat12 message type.

Definition at line 109 of file MarketDataListener.h.

AdminHeartbeat410Args

using AdminHeartbeat410Args = MessageArgs<Messaging::AdminHeartbeat410>

MessageArgs template instantiation for AdminHeartbeat410 message type.

Definition at line 103 of file MarketDataListener.h.

AdminLogin15Args

using AdminLogin15Args = MessageArgs<Messaging::AdminLogin15>

MessageArgs template instantiation for AdminLogin15 message type.

Definition at line 112 of file MarketDataListener.h.

AdminLogin408Args

using AdminLogin408Args = MessageArgs<Messaging::AdminLogin408>

MessageArgs template instantiation for AdminLogin408 message type.

Definition at line 97 of file MarketDataListener.h.

AdminLogout16Args

using AdminLogout16Args = MessageArgs<Messaging::AdminLogout16>

MessageArgs template instantiation for AdminLogout16 message type.

Definition at line 115 of file MarketDataListener.h.

AdminLogout409Args

using AdminLogout409Args = MessageArgs<Messaging::AdminLogout409>

MessageArgs template instantiation for AdminLogout409 message type.

Definition at line 100 of file MarketDataListener.h.

BinaryMessageArgs

using BinaryMessageArgs = MessageArgs<Messaging::SbeMessage>

MessageArgs template instantiation for SbeMessage message type.

Definition at line 70 of file MarketDataListener.h.

ChannelId

typedef Messaging::UInt32 ChannelId

Identifies CME channel.

Definition at line 28 of file Domain.h.

ChannelIdAliases

typedef DatamineReplaySettings::Aliases ChannelIdAliases

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 425 of file Replay.h.

ChannelReset4Args

using ChannelReset4Args = MessageArgs<Messaging::ChannelReset4>

MessageArgs template instantiation for ChannelReset4 message type.

Definition at line 106 of file MarketDataListener.h.

ConsolidatedBook

typedef MbpBook<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBook

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.

ConsolidatedBookFactory

typedef MbpBookFactory<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBookFactory

Factory for consolidated books.

Definition at line 42 of file ConsolidatedBook.h.

ConsolidatedBookManagement

typedef BaseBookManagement<ImpliedBboTracking> ConsolidatedBookManagement

Management and tracking parameters for consolidated books.

Definition at line 779 of file BookManagement.h.

CpuIndex

typedef Messaging::Int32 CpuIndex

Zero-based index of CPU.

Definition at line 70 of file FeedEngineThreadPool.h.

CpuIndices

typedef TinySet<CpuIndex> CpuIndices

Alias for collection of CPU indices.

Definition at line 73 of file FeedEngineThreadPool.h.

DailyStatistics49Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshDailyStatistics49> DailyStatistics49Args

Instantiation of security data attributes for daily statistics.

Definition at line 200 of file SecurityListener.h.

DirectBook

typedef MbpBook<DirectPriceLevel, MbpBookDepth> DirectBook

Multi-depth (direct) order book.

Definition at line 30 of file DirectBook.h.

DirectBookFactory

typedef MbpBookFactory<DirectPriceLevel, MbpBookDepth> DirectBookFactory

Factory for direct order books.

Definition at line 33 of file DirectBook.h.

DirectBookManagement

typedef FixedDepthBookManagement<DirectBboTracking, MbpBookDepth> DirectBookManagement

Management and tracking parameters for direct books.

Definition at line 773 of file BookManagement.h.

DirectBookUpdateErrorArgs

typedef BookUpdateErrorArgs<DirectBook> DirectBookUpdateErrorArgs

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

Definition at line 263 of file SecurityListener.h.

DisplayQuantity

typedef Messaging::Int32 DisplayQuantity

Presents display quantity.

Definition at line 36 of file Order.h.

ErrorArgs

typedef IssueArgs ErrorArgs

Error arguments.

Definition at line 181 of file HandlerListener.h.

FeedIdAliases

typedef LogReplaySettings::Aliases FeedIdAliases

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 363 of file Replay.h.

FileList

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

Ordered list of logs to be replayed.

Definition at line 47 of file Replay.h.

HostListSetting

typedef ListSetting<std::string> HostListSetting

List of hosts as a setting.

Definition at line 39 of file FeedSettings.h.

ImpliedBook

typedef MbpBook<ImpliedPriceLevel, MbpBookDepth> ImpliedBook

Defines implied book.

Definition at line 30 of file ImpliedBook.h.

ImpliedBookFactory

typedef MbpBookFactory<ImpliedPriceLevel, MbpBookDepth> ImpliedBookFactory

Factory for implied order books.

Definition at line 33 of file ImpliedBook.h.

ImpliedBookManagement

typedef FixedDepthBookManagement<ImpliedBboTracking, MbpBookDepth> ImpliedBookManagement

Management and tracking parameters for implied books.

Definition at line 776 of file BookManagement.h.

ImpliedBookUpdateErrorArgs

typedef BookUpdateErrorArgs<ImpliedBook> ImpliedBookUpdateErrorArgs

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

Definition at line 267 of file SecurityListener.h.

IncrementalRefreshBook46Args

using IncrementalRefreshBook46Args = MessageArgs<Messaging::IncrementalRefreshBook46>

MessageArgs template instantiation for IncrementalRefreshBook46 message type.

Definition at line 127 of file MarketDataListener.h.

IncrementalRefreshBook46CombinedEntry

typedef IncrementalRefreshBookCombinedEntry<Messaging::IncrementalRefreshBook46::OrderIDEntry, Messaging::IncrementalRefreshBook46::Entry> IncrementalRefreshBook46CombinedEntry

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

Definition at line 117 of file MessageSupplements.h.

IncrementalRefreshBook64CombinedEntry

typedef IncrementalRefreshBookCombinedEntry<Messaging::IncrementalRefreshBookLongQty64::OrderIDEntry, Messaging::IncrementalRefreshBookLongQty64::Entry> IncrementalRefreshBook64CombinedEntry

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

Definition at line 123 of file MessageSupplements.h.

IncrementalRefreshBookLongQty64Args

using IncrementalRefreshBookLongQty64Args = MessageArgs<Messaging::IncrementalRefreshBookLongQty64>

MessageArgs template instantiation for IncrementalRefreshBookLongQty64 message type.

Definition at line 82 of file MarketDataListener.h.

IncrementalRefreshDailyStatistics49Args

using IncrementalRefreshDailyStatistics49Args = MessageArgs<Messaging::IncrementalRefreshDailyStatistics49>

MessageArgs template instantiation for IncrementalRefreshDailyStatistics49 message type.

Definition at line 130 of file MarketDataListener.h.

IncrementalRefreshLimitsBanding50Args

using IncrementalRefreshLimitsBanding50Args = MessageArgs<Messaging::IncrementalRefreshLimitsBanding50>

MessageArgs template instantiation for IncrementalRefreshLimitsBanding50 message type.

Definition at line 133 of file MarketDataListener.h.

IncrementalRefreshOrderBook47Args

using IncrementalRefreshOrderBook47Args = MessageArgs<Messaging::IncrementalRefreshOrderBook47>

MessageArgs template instantiation for IncrementalRefreshOrderBook47 message type.

Definition at line 154 of file MarketDataListener.h.

IncrementalRefreshSessionStatistics51Args

using IncrementalRefreshSessionStatistics51Args = MessageArgs<Messaging::IncrementalRefreshSessionStatistics51>

MessageArgs template instantiation for IncrementalRefreshSessionStatistics51 message type.

Definition at line 136 of file MarketDataListener.h.

IncrementalRefreshSessionStatisticsLongQty67Args

using IncrementalRefreshSessionStatisticsLongQty67Args = MessageArgs<Messaging::IncrementalRefreshSessionStatisticsLongQty67>

MessageArgs template instantiation for IncrementalRefreshSessionStatisticsLongQty67 message type.

Definition at line 91 of file MarketDataListener.h.

IncrementalRefreshTradeSummary48Args

using IncrementalRefreshTradeSummary48Args = MessageArgs<Messaging::IncrementalRefreshTradeSummary48>

MessageArgs template instantiation for IncrementalRefreshTradeSummary48 message type.

Definition at line 151 of file MarketDataListener.h.

IncrementalRefreshTradeSummaryLongQty65Args

using IncrementalRefreshTradeSummaryLongQty65Args = MessageArgs<Messaging::IncrementalRefreshTradeSummaryLongQty65>

MessageArgs template instantiation for IncrementalRefreshTradeSummaryLongQty65 message type.

Definition at line 85 of file MarketDataListener.h.

IncrementalRefreshVolume37Args

using IncrementalRefreshVolume37Args = MessageArgs<Messaging::IncrementalRefreshVolume37>

MessageArgs template instantiation for IncrementalRefreshVolume37 message type.

Definition at line 139 of file MarketDataListener.h.

IncrementalRefreshVolumeLongQty66Args

using IncrementalRefreshVolumeLongQty66Args = MessageArgs<Messaging::IncrementalRefreshVolumeLongQty66>

MessageArgs template instantiation for IncrementalRefreshVolumeLongQty66 message type.

Definition at line 88 of file MarketDataListener.h.

InstrumentDefinitionFixedIncome57Args

using InstrumentDefinitionFixedIncome57Args = MessageArgs<Messaging::InstrumentDefinitionFixedIncome57>

MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.

Definition at line 76 of file MarketDataListener.h.

InstrumentDefinitionFuture54Args

using InstrumentDefinitionFuture54Args = MessageArgs<Messaging::InstrumentDefinitionFuture54>

MessageArgs template instantiation for InstrumentDefinitionFuture54 message type.

Definition at line 118 of file MarketDataListener.h.

InstrumentDefinitionFX63Args

using InstrumentDefinitionFX63Args = MessageArgs<Messaging::InstrumentDefinitionFX63>

MessageArgs template instantiation for InstrumentDefinitionFX63 message type.

Definition at line 79 of file MarketDataListener.h.

InstrumentDefinitionOption55Args

using InstrumentDefinitionOption55Args = MessageArgs<Messaging::InstrumentDefinitionOption55>

MessageArgs template instantiation for InstrumentDefinitionOption55 message type.

Definition at line 148 of file MarketDataListener.h.

InstrumentDefinitionSpread56Args

using InstrumentDefinitionSpread56Args = MessageArgs<Messaging::InstrumentDefinitionSpread56>

MessageArgs template instantiation for InstrumentDefinitionSpread56 message type.

Definition at line 121 of file MarketDataListener.h.

LimitsAndBanding50Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshLimitsBanding50> LimitsAndBanding50Args

Instantiation of security data attributes for limits and banding.

Definition at line 209 of file SecurityListener.h.

LogReplaySettings

typedef ReplaySettings<NetFeedId> LogReplaySettings

Replay supplements for log replay functionality.

Definition at line 357 of file Replay.h.

MboBook47AtomicUpdateArgs

typedef SecurityDataArgs<Messaging::IncrementalRefreshOrderBook47> MboBook47AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 183 of file SecurityListener.h.

MboBookCombined46AtomicUpdateArgs

typedef SecurityDataArgs<Messaging::IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry> MboBookCombined46AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 187 of file SecurityListener.h.

MboBookCombined64AtomicUpdateArgs

typedef SecurityDataArgs<Messaging::IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry> MboBookCombined64AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 191 of file SecurityListener.h.

MboBookManagement

typedef AnyDepthBookManagement<MboBboTracking, SortedOrders::size_type> MboBookManagement

Management and tracking parameters for MBO books.

Definition at line 770 of file BookManagement.h.

MboBookUpdateErrorArgs

typedef BookUpdateErrorArgs<MboBook> MboBookUpdateErrorArgs

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

Definition at line 259 of file SecurityListener.h.

MboRecovery53EntryArgs

typedef SecurityDataArgs<Messaging::SnapshotFullRefreshOrderBook53> MboRecovery53EntryArgs

Instantiation of security data attributes for MBO recovery data.

Definition at line 221 of file SecurityListener.h.

MbpBook46AtomicUpdateArgs

typedef SecurityDataArgs<Messaging::IncrementalRefreshBook46> MbpBook46AtomicUpdateArgs

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 194 of file SecurityListener.h.

MbpBook64AtomicUpdateArgs

typedef SecurityDataArgs<Messaging::IncrementalRefreshBookLongQty64> MbpBook64AtomicUpdateArgs

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 197 of file SecurityListener.h.

MbpBookDepth

typedef Messaging::UInt8 MbpBookDepth

Market by price order book depth type.

Definition at line 28 of file MbpBookTraits.h.

MbpBookQuantity

typedef Messaging::Int64 MbpBookQuantity

Type for order Quantity.

Definition at line 31 of file MbpBookTraits.h.

MultiContainerArgs

using MultiContainerArgs = MessageArgs<Messaging::FIX::MultiContainer>

MessageArgs template instantiation for a FIX multi-container.

Definition at line 73 of file MarketDataListener.h.

NetAddressAliases

typedef PcapReplaySettings::Aliases NetAddressAliases

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 394 of file Replay.h.

NetFeedId

typedef std::string NetFeedId

The feed identifier.

Definition at line 100 of file FeedAttributes.h.

NifList

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

List of network interfaces.

Definition at line 31 of file FeedConnection.h.

NifListSetting

typedef HostListSetting NifListSetting

List of network interfaces as a setting.

Definition at line 42 of file FeedSettings.h.

OrderId

typedef Messaging::UInt64 OrderId

Type for order identification.

Definition at line 30 of file Order.h.

OrderPriority

typedef Messaging::UInt64 OrderPriority

Type for order priority.

Definition at line 33 of file Order.h.

PacketArgs

typedef NetPacket PacketArgs

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

Definition at line 416 of file Packet.h.

PacketSize

typedef Messaging::UInt16 PacketSize

Integral type for measuring packets.

Definition at line 34 of file PacketTraits.h.

QuoteRequest39Args

using QuoteRequest39Args = MessageArgs<Messaging::QuoteRequest39>

MessageArgs template instantiation for QuoteRequest39 message type.

Definition at line 145 of file MarketDataListener.h.

QuoteRequest39RelatedSymArgs

typedef SecurityDataArgs<Messaging::QuoteRequest39, Messaging::QuoteRequest39::RelatedSymEntry> QuoteRequest39RelatedSymArgs

Instantiation of security data attributes for quote request related symbols.

Definition at line 212 of file SecurityListener.h.

Recovery52EntryArgs

typedef SecurityDataArgs<Messaging::SnapshotFullRefresh52> Recovery52EntryArgs

Instantiation of security data attributes for recovery data.

Definition at line 215 of file SecurityListener.h.

Recovery69EntryArgs

typedef SecurityDataArgs<Messaging::SnapshotFullRefreshLongQty69> Recovery69EntryArgs

Instantiation of security data attributes for recovery data.

Definition at line 218 of file SecurityListener.h.

SecurityId

typedef Messaging::Int32 SecurityId

Unique security identifier.

Definition at line 31 of file Domain.h.

SecurityStatus30Args

using SecurityStatus30Args = MessageArgs<Messaging::SecurityStatus30>

MessageArgs template instantiation for SecurityStatus30 message type.

Definition at line 124 of file MarketDataListener.h.

SequenceNumber

typedef Messaging::UInt32 SequenceNumber

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

Definition at line 31 of file PacketTraits.h.

SessionStatistics51Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshSessionStatistics51> SessionStatistics51Args

Instantiation of security data attributes for session statistics.

Definition at line 203 of file SecurityListener.h.

SessionStatistics67Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshSessionStatisticsLongQty67> SessionStatistics67Args

Instantiation of security data attributes for session statistics.

Definition at line 206 of file SecurityListener.h.

SnapshotFullRefresh52Args

using SnapshotFullRefresh52Args = MessageArgs<Messaging::SnapshotFullRefresh52>

MessageArgs template instantiation for SnapshotFullRefresh52 message type.

Definition at line 142 of file MarketDataListener.h.

SnapshotFullRefresh69Args

using SnapshotFullRefresh69Args = SnapshotFullRefreshLongQty69Args

Definition at line 26 of file MarketDataListener.h.

SnapshotFullRefreshLongQty69Args

using SnapshotFullRefreshLongQty69Args = MessageArgs<Messaging::SnapshotFullRefreshLongQty69>

MessageArgs template instantiation for SnapshotFullRefreshLongQty69 message type.

Definition at line 94 of file MarketDataListener.h.

SnapshotFullRefreshOrderBook53Args

using SnapshotFullRefreshOrderBook53Args = MessageArgs<Messaging::SnapshotFullRefreshOrderBook53>

MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.

Definition at line 157 of file MarketDataListener.h.

SortedOrders

typedef std::list<Order, MemoryPoolAllocator<Order> > SortedOrders

Arranged collection of orders.

Definition at line 31 of file MboBookTraits.h.

TradeSummary48Args

typedef TradeSummaryArgs<Messaging::IncrementalRefreshTradeSummary48> TradeSummary48Args

Definition at line 172 of file SecurityListener.h.

TradeSummary65Args

typedef TradeSummaryArgs<Messaging::IncrementalRefreshTradeSummaryLongQty65> TradeSummary65Args

Definition at line 174 of file SecurityListener.h.

VersionComponent

typedef Messaging::UInt16 VersionComponent

Alias for the version numeric component.

Definition at line 31 of file Version.h.

Volume37Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshVolume37> Volume37Args

Instantiation of security data attributes for volumes.

Definition at line 177 of file SecurityListener.h.

Volume66Args

typedef SecurityDataArgs<Messaging::IncrementalRefreshVolumeLongQty66> Volume66Args

Instantiation of security data attributes for volumes.

Definition at line 180 of file SecurityListener.h.

WarningArgs

typedef IssueArgs WarningArgs

Warning arguments.

Definition at line 178 of file HandlerListener.h.

Function Documentation

asset()

Messaging::StrRef asset ( const Messaging::FIX::MultiContainer & message )

inline

Retrieves asset field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 77 of file Accessors.h.

bookDepths()

void bookDepths	(	const Messaging::FIX::MultiContainer &	,
		MbpBookDepth &	,
		MbpBookDepth &	)

Retrieves depths of direct and implied books assuming the given message represents a security definition.

brief() [1/10]

std::string brief ( const ConsolidatedBook & book )

inline

Book brief info.

Definition at line 49 of file ConsolidatedBook.h.

brief() [2/10]

std::string brief ( const DirectBook & book )

inline

Book brief info.

Definition at line 40 of file DirectBook.h.

brief() [3/10]

std::string brief ( const ImpliedBook & book )

inline

Book brief info.

Definition at line 40 of file ImpliedBook.h.

brief() [4/10]

std::string brief ( const MboBook & book )

inline

Book brief info.

Definition at line 221 of file MboBook.h.

brief() [5/10]

std::string brief ( const Security & security )

inline

Security brief info.

Definition at line 157 of file Security.h.

brief() [6/10]

void brief	(	std::string &	,
		const ConsolidatedBook &	)

Book brief info.

brief() [7/10]

void brief	(	std::string &	,
		const DirectBook &	)

Book brief info.

brief() [8/10]

void brief	(	std::string &	,
		const ImpliedBook &	)

Book brief info.

brief() [9/10]

void brief	(	std::string &	,
		const MboBook &	)

Book brief info.

brief() [10/10]

void brief	(	std::string &	,
		const Security &	)

Security brief info.

connectivityFromConfiguration()

void 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.

consolidate()

void consolidate	(	ConsolidatedBook &	,
		const DirectBook &	,
		const ImpliedBook &	)

Consolidates direct and implied books into given instance.

copy() [1/3]

MboBook & copy ( MboBook & target, const MboBook & source )

inline

Copies content of MBO book to the other one.

Definition at line 210 of file MboBook.h.

copy() [2/3]

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) )

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.

copy() [3/3]

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) )

Copies items from source to target. Items are not required to be of same type thus compatible types can be copied.

Definition at line 273 of file VectorOverArray.h.

fromStr() [1/6]

bool fromStr	(	const Messaging::Char *	,
		size_t	,
		Version &	)

Extracts version from point-separated presentation. Updates version parameter if buffer is parsed successfully.

fromStr() [2/6]

void fromStr	(	HostListSetting &	,
		const std::string &	)

Deserializes host list setting from a string.

fromStr() [3/6]

bool fromStr	(	LogCategory::Enum &	,
		const Messaging::Char *	,
		size_t	)

Deserializes log category constant.

fromStr() [4/6]

bool fromStr	(	LogSeverity::Enum &	,
		const Messaging::Char *	,
		size_t	)

Deserializes log severity constant.

fromStr() [5/6]

bool fromStr	(	MessageTracing::Enum &	,
		const Messaging::Char *	,
		size_t	)

Deserializes message tracing constant from a string.

fromStr() [6/6]

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

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

gatherFiles()

void 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).

gatherLogFiles() [1/2]

void 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.

gatherLogFiles() [2/2]

void 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.

makeInstrumentCacheFilename()

std::string makeInstrumentCacheFilename

(

ChannelId

)

Makes filename for instrument cache for the given channel.

makeLogFilename()

std::string makeLogFilename

(

Messaging::UInt32

)

Makes filename for log file for the given channel.

makeMemoryPool()

MemoryPool * makeMemoryPool	(	size_t	,
		size_t	,
		size_t	,
		size_t	)

Constructs a memory pool instance according to the given configuration.

matchEventIndicator()

Messaging::MatchEventIndicator matchEventIndicator

(

const Messaging::FIX::MultiContainer &

)

Retrieves match event indicator bits.

Returns an empty bitset if indicator is absent.

mergeDatamineFiles()

void mergeDatamineFiles	(	const FileList &	inFileNames,
		std::string	outFileName,
		const ReplaySpan &	timeSpan = ReplaySpan() )

Merges the given Datamine files into a single one. The output file is gzipped.

operator!=() [1/3]

template<class Object, class OtherObject>

bool operator!= ( const MemoryPoolAllocator< Object > & left, const MemoryPoolAllocator< OtherObject > & right )

inline

Definition at line 187 of file MemoryPool.h.

operator!=() [2/3]

bool operator!= ( const SettingGroup & left, const SettingGroup & right )

inline

Checks the two groups for inequality.

Definition at line 172 of file SettingGroup.h.

operator!=() [3/3]

bool operator!= ( const Version & left, const Version & right )

inline

Checks the given two instances for inequality.

Definition at line 106 of file Version.h.

operator<()

bool operator< ( const Version & left, const Version & right )

inline

Establishes the order between the given instances.

Definition at line 113 of file Version.h.

operator<<() [1/18]

LogEvent & operator<< ( LogEvent & event, const Messaging::Char * cStr )

inline

Logs zero-terminated string.

Definition at line 184 of file LogEvents.h.

operator<<() [2/18]

template<class Mantissa, class Exponent>

LogEvent & operator<< ( LogEvent & event, const Messaging::FixedPointDecimal< Mantissa, Exponent > & number )

inline

Logs decimal number.

Definition at line 281 of file LogEvents.h.

operator<<() [3/18]

LogEvent & operator<< ( LogEvent & event, const Messaging::TimeSpan & timeSpan )

inline

Logs time span.

Definition at line 297 of file LogEvents.h.

operator<<() [4/18]

LogEvent & operator<< ( LogEvent & event, const Messaging::Timestamp & timestamp )

inline

Definition at line 289 of file LogEvents.h.

operator<<() [5/18]

LogEvent & operator<< ( LogEvent & event, const std::string & str )

inline

Logs standard string.

Definition at line 192 of file LogEvents.h.

operator<<() [6/18]

LogEvent & operator<< ( LogEvent & event, Messaging::Char character )

inline

Logs single character.

Definition at line 208 of file LogEvents.h.

operator<<() [7/18]

LogEvent & operator<< ( LogEvent & event, Messaging::Int16 number )

inline

Logs an integer.

Definition at line 232 of file LogEvents.h.

operator<<() [8/18]

LogEvent & operator<< ( LogEvent & event, Messaging::Int32 number )

inline

Logs an integer.

Definition at line 248 of file LogEvents.h.

operator<<() [9/18]

LogEvent & operator<< ( LogEvent & event, Messaging::Int64 number )

inline

Logs an integer.

Definition at line 264 of file LogEvents.h.

operator<<() [10/18]

LogEvent & operator<< ( LogEvent & event, Messaging::Int8 number )

inline

Logs an integer.

Definition at line 216 of file LogEvents.h.

operator<<() [11/18]

LogEvent & operator<< ( LogEvent & event, Messaging::StrRef strRef )

inline

Logs string by its reference.

Definition at line 200 of file LogEvents.h.

operator<<() [12/18]

LogEvent & operator<< ( LogEvent & event, Messaging::UInt16 number )

inline

Logs an integer.

Definition at line 240 of file LogEvents.h.

operator<<() [13/18]

LogEvent & operator<< ( LogEvent & event, Messaging::UInt32 number )

inline

Logs an integer.

Definition at line 256 of file LogEvents.h.

operator<<() [14/18]

LogEvent & operator<< ( LogEvent & event, Messaging::UInt64 number )

inline

Logs an integer.

Definition at line 272 of file LogEvents.h.

operator<<() [15/18]

LogEvent & operator<< ( LogEvent & event, Messaging::UInt8 number )

inline

Logs an integer.

Definition at line 224 of file LogEvents.h.

operator<<() [16/18]

template<typename Undefined>

LogEvent & 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.

operator<<() [17/18]

template<class Book>

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

Definition at line 596 of file SecurityListener.h.

operator<<() [18/18]

std::ostream & operator<< ( std::ostream & stream, const IssueArgs & args )

inline

Definition at line 254 of file HandlerListener.h.

operator==() [1/3]

template<class Object, class OtherObject>

bool operator== ( const MemoryPoolAllocator< Object > & left, const MemoryPoolAllocator< OtherObject > & right )

inline

Definition at line 181 of file MemoryPool.h.

operator==() [2/3]

bool operator== ( const SettingGroup & left, const SettingGroup & right )

inline

Checks the two groups for equality.

Definition at line 166 of file SettingGroup.h.

operator==() [3/3]

bool operator== ( const Version & left, const Version & right )

inline

Checks the given two instances for equality.

Definition at line 100 of file Version.h.

operator>()

bool operator> ( const Version & left, const Version & right )

inline

Establishes the order between the given instances.

Definition at line 123 of file Version.h.

process()

bool 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.

replayDatamineFiles() [1/3]

void replayDatamineFiles	(	const FileList &	,
		Handler **	,
		size_t	,
		const DatamineReplaySettings &	)

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

replayDatamineFiles() [2/3]

void 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 560 of file Replay.h.

replayDatamineFiles() [3/3]

void 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 551 of file Replay.h.

replayLogFiles() [1/6]

void 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.

replayLogFiles() [2/6]

void replayLogFiles ( const FileList & logs, Handler & handler )

inline

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

Definition at line 452 of file Replay.h.

replayLogFiles() [3/6]

void 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 436 of file Replay.h.

replayLogFiles() [4/6]

void 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 478 of file Replay.h.

replayLogFiles() [5/6]

void 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 445 of file Replay.h.

replayLogFiles() [6/6]

void 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 467 of file Replay.h.

replayPcapFiles() [1/5]

void replayPcapFiles	(	const FileList &	,
		Handler **	,
		size_t	,
		const PcapReplaySettings &	)

Replays the given list of PCAP files for the given Handlers according to the given settings. Supported container extensions: .bz2, .gz, .xz, .zz, .zlib, .zst, .zstd.

replayPcapFiles() [2/5]

void 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 535 of file Replay.h.

replayPcapFiles() [3/5]

void 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 526 of file Replay.h.

replayPcapFiles() [4/5]

void 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 511 of file Replay.h.

replayPcapFiles() [5/5]

void 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

securityGroup()

Messaging::StrRef securityGroup ( const Messaging::FIX::MultiContainer & message )

inline

Retrieves security group field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 59 of file Accessors.h.

securityId()

SecurityId securityId ( const Messaging::FIX::MultiContainer & message )

inline

Extracts security id from the given tag-value container.

Throws an exception if security identifier is not a number.

Definition at line 43 of file Accessors.h.

securityUpdateAction()

Messaging::SecurityUpdateAction::Enum securityUpdateAction

(

const Messaging::FIX::MultiContainer &

)

Retrieves security update action field value assuming the given container represents a security definition.

selected() [1/3]

bool selected ( const InstrumentSelection & selection, const Security & security )

inline

Checks whether security belongs to given selection.

Definition at line 187 of file Filtering.h.

selected() [2/3]

bool 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.

selected() [3/3]

bool selected ( const TinyStrSet & selection, Messaging::StrRef value )

inline

Checks whether security with given attribute belongs to given selection.

Definition at line 180 of file Filtering.h.

setSessionToAccurateLateJoin()

void 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.

setSessionToAccuratePreopening()

void 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.

setSessionToContinueRealtimeProcessingUponIssues()

void 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.

setSessionToFullRecoverUponRealtimeIssues()

void 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.

setSessionToJoinInPreopening()

void 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.

setSessionToLateJoin()

void 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.

setSessionToNaturalRefresh()

void 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.

setSessionToRecoverBooksUponRealtimeIssues()

void 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.

setSessionToRecoverBothMboAndMbpBooks()

void 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.

setSessionToRecoverInstrumentsAccurately()

void 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.

setSessionToRecoverInstrumentsFast()

void 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.

setSessionToRecoverMboBooksOnly()

void 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.

setSessionToRecoverMbpBooksOnly()

void 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.

symbol()

Messaging::StrRef symbol ( const Messaging::FIX::MultiContainer & message )

inline

Retrieves symbol field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 68 of file Accessors.h.

thresholdExceeded() [1/2]

bool thresholdExceeded	(	const Messaging::Decimal &	,
		const Messaging::Decimal &	,
		const Messaging::Decimal &	)

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

thresholdExceeded() [2/2]

bool thresholdExceeded	(	const Messaging::Decimal &	,
		Messaging::Int64	,
		Messaging::Int64	)

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

throwBadBboThreshold()

void throwBadBboThreshold ( )

inline

Raises exception on invalid best bid/offer threshold value.

Definition at line 37 of file BookManagement.h.

throwBadMessage()

void throwBadMessage

(

const Packet *

packet

)

Raises exception on ill-formed message.

throwBadPacket()

void throwBadPacket	(	PacketSize	packetSize,
		PacketSize	minimalSize,
		const void *	data )

Raises exception on ill-formed packet.

throwFieldConversionFailure()

void throwFieldConversionFailure	(	const Messaging::Char *	field,
		const Messaging::Char *	target )

Raises exception explaining field value conversion failure.

throwMbpBookRedepthFailure()

template<typename Depth>

void throwMbpBookRedepthFailure ( Depth newDepth, Depth maxDepth )

inline

Raises exception on book re-depth failure.

Definition at line 36 of file MbpBook.h.

throwVectorCopyOverflow()

template<typename TargetSize, typename SourceSize>

void throwVectorCopyOverflow	(	TargetSize	targetSize,
		SourceSize	sourceSize )

Definition at line 250 of file VectorOverArray.h.

throwZeroParameter()

void throwZeroParameter ( const Messaging::Char * parameter )

inline

Raises exception on zero parameter value.

Definition at line 31 of file MemoryPoolSettings.h.

throwZeroTcpRecoveryRequestLimit()

void throwZeroTcpRecoveryRequestLimit ( )

inline

Throws error on zero TCP recovery request limit value.

Definition at line 39 of file TcpRecovery.h.

timestamp()

Messaging::Timestamp timestamp	(	const Messaging::FIX::MultiContainer &	,
		Messaging::FIX::Tag	)

Retrieves last update time field value.

toFormattedStr() [1/8]

std::string toFormattedStr ( const ConsolidatedBook & book )

inline

Serializes book in formatted form.

Definition at line 77 of file ConsolidatedBook.h.

toFormattedStr() [2/8]

std::string toFormattedStr ( const DirectBook & book )

inline

Serializes book in formatted form.

Definition at line 68 of file DirectBook.h.

toFormattedStr() [3/8]

std::string toFormattedStr ( const ImpliedBook & book )

inline

Serializes book in formatted form.

Definition at line 68 of file ImpliedBook.h.

toFormattedStr() [4/8]

std::string toFormattedStr ( const MboBook & book )

inline

Serializes book in formatted form.

Definition at line 249 of file MboBook.h.

toFormattedStr() [5/8]

void toFormattedStr	(	std::string &	,
		const ConsolidatedBook &	)

Serializes book in formatted form.

toFormattedStr() [6/8]

void toFormattedStr	(	std::string &	,
		const DirectBook &	)

Serializes book in formatted form.

toFormattedStr() [7/8]

void toFormattedStr	(	std::string &	,
		const ImpliedBook &	)

Serializes book in formatted form.

toFormattedStr() [8/8]

void toFormattedStr	(	std::string &	,
		const MboBook &	)

Serializes book in formatted form.

toStr() [1/105]

std::string toStr ( BookState::Enum bookState )

inline

Serializes book state value into a string.

Definition at line 54 of file BookAttributes.h.

toStr() [2/105]

std::string toStr ( BookUpdateNotification::Enum strategy )

inline

Serializes book update notification policy into a string.

Definition at line 758 of file BookManagement.h.

toStr() [3/105]

std::string toStr ( const BookManagement & settings )

inline

Serializes book management settings into string.

Definition at line 934 of file BookManagement.h.

toStr() [4/105]

std::string toStr ( const ConsolidatedBook & book )

inline

Serializes book.

Definition at line 63 of file ConsolidatedBook.h.

toStr() [5/105]

std::string toStr ( const ConsolidatedPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 172 of file ConsolidatedPriceLevel.h.

toStr() [6/105]

std::string toStr ( const DebugLoggingSettings & settings )

inline

Serializes Handler debug logging settings into a string.

Definition at line 183 of file LoggingSettings.h.

toStr() [7/105]

std::string toStr ( const DirectBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 471 of file BookManagement.h.

toStr() [8/105]

std::string toStr ( const DirectBook & book )

inline

Serializes book.

Definition at line 54 of file DirectBook.h.

toStr() [9/105]

std::string toStr ( const DirectPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 87 of file DirectPriceLevel.h.

toStr() [10/105]

std::string toStr ( const FeedConnectionSettings & settings )

inline

Serializes feed connection parameters into a string.

Definition at line 245 of file FeedSettings.h.

toStr() [11/105]

std::string toStr ( const FeedEngineThreadSettings & settings )

inline

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

Definition at line 259 of file FeedEngineThreadPool.h.

toStr() [12/105]

std::string toStr ( const FeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 1202 of file FeedSettings.h.

toStr() [13/105]

std::string toStr ( const HandlerListeners & listeners )

inline

Serializes information on associated listeners.

Definition at line 252 of file HandlerListeners.h.

toStr() [14/105]

std::string toStr ( const HandlerSettings & settings )

inline

Serializes BBA tracking parameters into string.

Definition at line 477 of file HandlerSettings.h.

toStr() [15/105]

std::string toStr ( const ImpliedBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 370 of file BookManagement.h.

toStr() [16/105]

std::string toStr ( const ImpliedBook & book )

inline

Serializes book.

Definition at line 54 of file ImpliedBook.h.

toStr() [17/105]

std::string toStr ( const ImpliedPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 132 of file ImpliedPriceLevel.h.

toStr() [18/105]

std::string toStr ( const InstrumentSelection & selection )

inline

Serializes instrument selection into text presentation.

Definition at line 162 of file Filtering.h.

toStr() [19/105]

std::string toStr ( const LoggingSettings & settings )

inline

Serializes Handler debug logging settings into a string.

Definition at line 323 of file LoggingSettings.h.

toStr() [20/105]

std::string toStr ( const MboBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 251 of file BookManagement.h.

toStr() [21/105]

std::string toStr ( const MboBook & book )

inline

Serializes book.

Definition at line 235 of file MboBook.h.

toStr() [22/105]

std::string toStr ( const MemoryPoolSettings & settings )

inline

Serializes memory pool settings into a string.

Definition at line 221 of file MemoryPoolSettings.h.

toStr() [23/105]

std::string toStr ( const MulticastRecoveryFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 514 of file FeedSettings.h.

toStr() [24/105]

std::string toStr ( const NetFeedConnection & connection )

inline

Serializes feed connection attributes to a given string.

Definition at line 115 of file FeedConnection.h.

toStr() [25/105]

std::string toStr ( const Order & order )

inline

Returns string representation of the order.

Definition at line 155 of file Order.h.

toStr() [26/105]

std::string toStr ( const Packet & packet )

inline

Definition at line 323 of file Packet.h.

toStr() [27/105]

std::string toStr ( const RealtimeFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 850 of file FeedSettings.h.

toStr() [28/105]

std::string toStr ( const Security & security )

inline

Serializes security.

Definition at line 171 of file Security.h.

toStr() [29/105]

std::string toStr ( const SessionSettings & settings )

inline

Serializes market data processing session settings.

Definition at line 517 of file SessionSettings.h.

toStr() [30/105]

std::string toStr ( const SocketFeedEngineSettings & settings )

inline

Serializes feed engine settings into a string.

Definition at line 128 of file SocketFeedEngine.h.

toStr() [31/105]

std::string toStr ( const SolarflareFeedEngineSettings & settings )

inline

Serializes the Solarflare Feed Engine settings into a string.

Definition at line 215 of file SolarflareFeedEngine.h.

toStr() [32/105]

std::string toStr ( const TcpRecoveryFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 653 of file FeedSettings.h.

toStr() [33/105]

std::string toStr ( const TcpRecoverySessionSettings & settings )

inline

Serializes market recovery option.

Definition at line 338 of file SessionSettings.h.

toStr() [34/105]

std::string toStr ( const TcpRecoverySettings & settings )

inline

Serializes TCP recovery settings.

Definition at line 189 of file TcpRecovery.h.

toStr() [35/105]

std::string toStr ( const ThreadAffinity & affinity )

inline

Serializes thread affinity into a string.

Definition at line 118 of file FeedEngineThreadPool.h.

toStr() [36/105]

std::string toStr ( const ThreadPoolSettings & settings )

inline

Serializes thread pool settings into a string.

Definition at line 189 of file FeedEngineThreadPool.h.

toStr() [37/105]

std::string toStr ( const Version & version )

inline

Serializes Version instance into point-separated presentation.

Definition at line 138 of file Version.h.

toStr() [38/105]

std::string toStr ( DataCenter::Enum layout )

inline

Returns string presentation of feed layout.

Definition at line 890 of file FeedSettings.h.

toStr() [39/105]

std::string toStr ( GapAndErrorHandlingOptions::Enum handling )

inline

Serializes gap and error handling option.

Definition at line 100 of file SessionSettings.h.

toStr() [40/105]

std::string toStr ( InstrumentRecoveryOptions::Enum option )

inline

Serializes instrument definition recovery strategy.

Definition at line 150 of file SessionSettings.h.

toStr() [41/105]

std::string toStr ( JoinRecoveryOptions::Enum recovery )

inline

Serializes join recovery option.

Definition at line 63 of file SessionSettings.h.

toStr() [42/105]

std::string toStr ( LogCategory::Enum mode )

inline

Serializes log category constant.

Definition at line 107 of file Logger.h.

toStr() [43/105]

std::string toStr ( LogSeverity::Enum mode )

inline

Serializes log severity constant.

Definition at line 66 of file Logger.h.

toStr() [44/105]

std::string toStr ( MarketRecoveryOptions::Enum option )

inline

Serializes market recovery option.

Definition at line 188 of file SessionSettings.h.

toStr() [45/105]

std::string toStr ( MessageTracing::Enum tracing )

inline

Serializes message tracing constant into a string.

Definition at line 56 of file LoggingSettings.h.

toStr() [46/105]

std::string toStr ( NetFeedRole::Enum role )

inline

Returns string presentation of feed role.

Definition at line 94 of file FeedAttributes.h.

toStr() [47/105]

std::string toStr ( NetFeedType::Enum type )

inline

Returns string presentation of feed service type.

Definition at line 61 of file FeedAttributes.h.

toStr() [48/105]

std::string toStr ( RealtimeFeedLayout::Enum layout )

inline

Returns string presentation of feed layout.

Definition at line 705 of file FeedSettings.h.

toStr() [49/105]

std::string toStr ( RecoveryFeedLayout::Enum layout )

inline

Returns string presentation of feed layout.

Definition at line 456 of file FeedSettings.h.

toStr() [50/105]

std::string toStr ( SolarflareFeedEngineOperatingMode::Enum mode )

inline

Serializes the Solarflare Feed Engine operational mode into a string.

Definition at line 68 of file SolarflareFeedEngine.h.

toStr() [51/105]

void toStr	(	std::string &	,
		BookState::Enum	)

Serializes book state value into a string.

toStr() [52/105]

void toStr	(	std::string &	,
		BookUpdateNotification::Enum	)

Serializes book update notification policy into a string.

toStr() [53/105]

void toStr	(	std::string &	,
		const BookManagement &	)

Serializes book management settings into string.

toStr() [54/105]

void toStr	(	std::string &	,
		const ConsolidatedBook &	)

Serializes book.

toStr() [55/105]

void toStr	(	std::string &	,
		const ConsolidatedPriceLevel &	)

Serializes price level attributes into a string.

toStr() [56/105]

void toStr	(	std::string &	,
		const DebugLoggingSettings &	)

Serializes Handler debug logging settings into a string.

toStr() [57/105]

void toStr	(	std::string &	,
		const DirectBboTracking &	)

Serializes BBO tracking parameters into string.

toStr() [58/105]

void toStr	(	std::string &	,
		const DirectBook &	)

Serializes book.

toStr() [59/105]

void toStr	(	std::string &	,
		const DirectPriceLevel &	)

Serializes price level attributes into a string.

toStr() [60/105]

void toStr	(	std::string &	,
		const FeedConnectionSettings &	)

Serializes feed connection parameters into a string.

toStr() [61/105]

void toStr	(	std::string &	,
		const FeedEngineThreadSettings &	)

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

toStr() [62/105]

void toStr	(	std::string &	,
		const FeedSettings &	)

Serializes feed settings into string.

toStr() [63/105]

void toStr	(	std::string &	,
		const HandlerListeners &	)

Serializes information on associated listeners.

toStr() [64/105]

void toStr	(	std::string &	,
		const HandlerSettings &	)

Serializes BBA tracking parameters into string.

toStr() [65/105]

void toStr	(	std::string &	,
		const ImpliedBboTracking &	)

Serializes BBO tracking parameters into string.

toStr() [66/105]

void toStr	(	std::string &	,
		const ImpliedBook &	)

Serializes book.

toStr() [67/105]

void toStr	(	std::string &	,
		const ImpliedPriceLevel &	)

Serializes price level attributes into a string.

toStr() [68/105]

void toStr	(	std::string &	,
		const InstrumentSelection &	)

Serializes instrument selection into text presentation.

toStr() [69/105]

void toStr	(	std::string &	,
		const LoggingSettings &	)

Serializes Handler debug logging settings into a string.

toStr() [70/105]

void toStr	(	std::string &	,
		const MboBboTracking &	)

Serializes BBO tracking parameters into string.

toStr() [71/105]

void toStr	(	std::string &	,
		const MboBook &	)

Serializes book.

toStr() [72/105]

void toStr	(	std::string &	,
		const MemoryPoolSettings &	)

Serializes memory pool settings into a string.

toStr() [73/105]

void toStr	(	std::string &	,
		const MulticastRecoveryFeedSettings &	)

Serializes feed settings into string.

toStr() [74/105]

void toStr	(	std::string &	,
		const NetFeedConnection &	)

Serializes feed connection attributes to a given string.

toStr() [75/105]

void toStr	(	std::string &	,
		const Order &	)

Appends representation of order to given string.

toStr() [76/105]

void toStr	(	std::string &	,
		const RealtimeFeedSettings &	)

Serializes feed settings into string.

toStr() [77/105]

void toStr	(	std::string &	,
		const Security &	)

Serializes security.

toStr() [78/105]

void toStr	(	std::string &	,
		const SessionSettings &	)

Serializes market data processing session settings.

toStr() [79/105]

void toStr	(	std::string &	,
		const SocketFeedEngineSettings &	)

Serializes feed engine settings into a string.

toStr() [80/105]

void toStr	(	std::string &	,
		const SolarflareFeedEngineSettings &	)

Serializes the Solarflare Feed Engine settings into a string.

toStr() [81/105]

void toStr	(	std::string &	,
		const TcpRecoveryFeedSettings &	)

Serializes feed settings into string.

toStr() [82/105]

void toStr	(	std::string &	,
		const TcpRecoverySessionSettings &	)

Serializes market recovery option.

toStr() [83/105]

void toStr	(	std::string &	,
		const TcpRecoverySettings &	)

Serializes TCP recovery settings.

toStr() [84/105]

void toStr	(	std::string &	,
		const ThreadAffinity &	)

Serializes thread affinity into a string.

toStr() [85/105]

void toStr	(	std::string &	,
		const ThreadPoolSettings &	)

Serializes thread pool settings into a string.

toStr() [86/105]

void toStr	(	std::string &	,
		const Version &	)

Appends point-separated presentation of version to given string.

toStr() [87/105]

void toStr	(	std::string &	,
		DataCenter::Enum	)

Appends string presentation of the given data center.

toStr() [88/105]

void toStr	(	std::string &	,
		GapAndErrorHandlingOptions::Enum	)

Serializes gap and error handling option.

toStr() [89/105]

void toStr	(	std::string &	,
		InstrumentRecoveryOptions::Enum	)

Serializes instrument definition recovery strategy.

toStr() [90/105]

void toStr	(	std::string &	,
		JoinRecoveryOptions::Enum	)

Serializes join recovery option.

toStr() [91/105]

void toStr	(	std::string &	,
		LogCategory::Enum	)

Serializes log category constant.

toStr() [92/105]

void toStr	(	std::string &	,
		LogSeverity::Enum	)

Serializes log severity constant.

toStr() [93/105]

void toStr	(	std::string &	,
		MarketRecoveryOptions::Enum	)

Serializes market recovery option.

toStr() [94/105]

void toStr	(	std::string &	,
		MessageTracing::Enum	)

Serializes message tracing constant into a string.

toStr() [95/105]

void toStr	(	std::string &	,
		NetFeedType::Enum	)

Appends string presentation of feed service type.

toStr() [96/105]

void toStr	(	std::string &	,
		RealtimeFeedLayout::Enum	)

Appends string presentation of feed layout.

toStr() [97/105]

void toStr	(	std::string &	,
		RecoveryFeedLayout::Enum	)

Appends string presentation of feed layout.

toStr() [98/105]

void toStr	(	std::string &	,
		SolarflareFeedEngineOperatingMode::Enum	)

Serializes the Solarflare Feed Engine operational mode into a string.

toStr() [99/105]

void toStr	(	std::string &	,
		TradeProcessing::Enum	)

Serializes trade processing strategy.

toStr() [100/105]

template<class Type>

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

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

Definition at line 326 of file SettingGroup.h.

toStr() [101/105]

void toStr	(	std::string &	str,
		const MessagePrefix &	hdr )

Serializes into a string.

toStr() [102/105]

void toStr	(	std::string &	str,
		const Packet &	packet )

toStr() [103/105]

void toStr	(	std::string &	str,
		const PacketHeader &	hdr )

Serializes into a string.

toStr() [104/105]

void toStr ( std::string & str, NetFeedRole::Enum role )

inline

Appends string presentation of feed role.

Definition at line 88 of file FeedAttributes.h.

toStr() [105/105]

std::string toStr ( TradeProcessing::Enum strategy )

inline

Serializes trade processing strategy.

Definition at line 65 of file TradeProcessing.h.