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	PollReplayDelayer

struct	PriceSource

struct	PutOrCall

struct	QuoteRequest39

struct	RealtimeFeedLayout

class	RealtimeFeedSettings

class	RecoveryCompletionArgs

struct	RecoveryCompletionStatus

struct	RecoveryFeedLayout

struct	ReplayDelayer

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	SleepReplayDelayer

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, MbpBookDepth >	DirectBookManagement

typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth >	ImpliedBookManagement

typedef BaseBookManagement< ImpliedBboTracking >	ConsolidatedBookManagement

typedef FixedPointDecimal< Int64, IntegralConstant< Int8,-9 > >	Decimal9

typedef FixedPointDecimal< Int32, IntegralConstant< Int8,-4 > >	DecimalQty

typedef FixedPointDecimal< Int64, IntegralConstant< Int8,-9 > >	PRICE9

typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBook

typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBookFactory

typedef Int64	DecimalMantissa

typedef Int32	DecimalExponent

typedef MbpBook< DirectPriceLevel, MbpBookDepth >	DirectBook

typedef MbpBookFactory< DirectPriceLevel, MbpBookDepth >	DirectBookFactory

typedef UInt32	ChannelId

typedef Int32	SecurityId

typedef std::string	NetFeedId

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

typedef Int32	CpuIndex

typedef TinySet< CpuIndex >	CpuIndices

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, MbpBookDepth >	ImpliedBook

typedef MbpBookFactory< ImpliedPriceLevel, MbpBookDepth >	ImpliedBookFactory

typedef DebugLoggingSettings	HandlerDebugLoggingSettings

typedef MessageArgs< InstrumentDefinitionFixedIncome57 >	InstrumentDefinitionFixedIncome57Args

typedef MessageArgs< ChannelReset4 >	ChannelReset4Args

typedef MessageArgs< AdminHeartbeat12 >	AdminHeartbeat12Args

typedef MessageArgs< AdminLogin15 >	AdminLogin15Args

typedef MessageArgs< AdminLogout16 >	AdminLogout16Args

typedef MessageArgs< AdminLogin408 >	AdminLogin408Args

typedef MessageArgs< AdminLogout409 >	AdminLogout409Args

typedef MessageArgs< AdminHeartbeat410 >	AdminHeartbeat410Args

typedef MessageArgs< InstrumentDefinitionFuture54 >	InstrumentDefinitionFuture54Args

typedef MessageArgs< InstrumentDefinitionSpread56 >	InstrumentDefinitionSpread56Args

typedef MessageArgs< SecurityStatus30 >	SecurityStatus30Args

typedef MessageArgs< IncrementalRefreshBook46 >	IncrementalRefreshBook46Args

typedef MessageArgs< IncrementalRefreshDailyStatistics49 >	IncrementalRefreshDailyStatistics49Args

typedef MessageArgs< IncrementalRefreshLimitsBanding50 >	IncrementalRefreshLimitsBanding50Args

typedef MessageArgs< IncrementalRefreshSessionStatistics51 >	IncrementalRefreshSessionStatistics51Args

typedef MessageArgs< IncrementalRefreshVolume37 >	IncrementalRefreshVolume37Args

typedef MessageArgs< SnapshotFullRefresh52 >	SnapshotFullRefresh52Args

typedef MessageArgs< QuoteRequest39 >	QuoteRequest39Args

typedef MessageArgs< InstrumentDefinitionOption55 >	InstrumentDefinitionOption55Args

typedef MessageArgs< IncrementalRefreshTradeSummary48 >	IncrementalRefreshTradeSummary48Args

typedef MessageArgs< IncrementalRefreshOrderBook47 >	IncrementalRefreshOrderBook47Args

typedef MessageArgs< SnapshotFullRefreshOrderBook53 >	SnapshotFullRefreshOrderBook53Args

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::Entry >	IncrementalRefreshBook46CombinedEntry

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< NetFeedId >	LogReplaySettings

typedef LogReplaySettings::Aliases	FeedIdAliases

typedef PcapReplaySettings::Aliases	NetAddressAliases

typedef DatamineReplaySettings::Aliases	ChannelIdAliases

typedef MessageHeader::Version	SchemaVersion

typedef TradeSummaryArgs< IncrementalRefreshTradeSummary48 >	TradeSummary48Args

typedef SecurityDataArgs< IncrementalRefreshVolume37 >	Volume37Args

typedef SecurityDataArgs< IncrementalRefreshOrderBook47 >	MboBook47AtomicUpdateArgs

typedef SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry >	MboBookCombined46AtomicUpdateArgs

typedef SecurityDataArgs< IncrementalRefreshBook46 >	MbpBook46AtomicUpdateArgs

typedef SecurityDataArgs< IncrementalRefreshDailyStatistics49 >	DailyStatistics49Args

typedef SecurityDataArgs< IncrementalRefreshSessionStatistics51 >	SessionStatistics51Args

typedef SecurityDataArgs< IncrementalRefreshLimitsBanding50 >	LimitsAndBanding50Args

typedef SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry >	QuoteRequest39RelatedSymArgs

typedef SecurityDataArgs< SnapshotFullRefresh52 >	Recovery52EntryArgs

typedef SecurityDataArgs< SnapshotFullRefreshOrderBook53 >	MboRecovery53EntryArgs

typedef BookUpdateErrorArgs< MboBook >	MboBookUpdateErrorArgs

typedef BookUpdateErrorArgs< DirectBook >	DirectBookUpdateErrorArgs

typedef BookUpdateErrorArgs< ImpliedBook >	ImpliedBookUpdateErrorArgs

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 >
LogEvent &	operator<< (LogEvent &event, Undefined undefined)

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

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

LogEvent &	operator<< (LogEvent &event, const StrRef &strRef)

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

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

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

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

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

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

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

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

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

template<class Mantissa , class Exponent >
LogEvent &	operator<< (LogEvent &event, const FixedPointDecimal< Mantissa, Exponent > &number)

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

LogEvent &	operator<< (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)

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<typename Type >
void *	toOpaquePtr (Type *ptr)

template<typename Type >
const void *	toOpaquePtr (const Type *ptr)

template<typename Type >
Byte *	toByteBlock (Type *ptr)

template<typename Type >
const Byte *	toByteBlock (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)

MemoryPool *	makeMemoryPool (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	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 &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

typedef MessageArgs<AdminHeartbeat12> AdminHeartbeat12Args

MessageArgs template instantiation for AdminHeartbeat12 message type.

Definition at line 83 of file MarketDataListener.h.

typedef MessageArgs<AdminHeartbeat410> AdminHeartbeat410Args

MessageArgs template instantiation for AdminHeartbeat410 message type.

Definition at line 103 of file MarketDataListener.h.

typedef MessageArgs<AdminLogin15> AdminLogin15Args

MessageArgs template instantiation for AdminLogin15 message type.

Definition at line 87 of file MarketDataListener.h.

typedef MessageArgs<AdminLogin408> AdminLogin408Args

MessageArgs template instantiation for AdminLogin408 message type.

Definition at line 95 of file MarketDataListener.h.

typedef MessageArgs<AdminLogout16> AdminLogout16Args

MessageArgs template instantiation for AdminLogout16 message type.

Definition at line 91 of file MarketDataListener.h.

typedef MessageArgs<AdminLogout409> AdminLogout409Args

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.

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 420 of file Replay.h.

typedef MessageArgs<ChannelReset4> ChannelReset4Args

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.

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.

typedef MbpBookFactory<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBookFactory

Factory for consolidated books.

Definition at line 42 of file ConsolidatedBook.h.

typedef BaseBookManagement<ImpliedBboTracking> ConsolidatedBookManagement

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.

typedef TinySet<CpuIndex> CpuIndices

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.

typedef SecurityDataArgs<IncrementalRefreshDailyStatistics49> DailyStatistics49Args

Instantiation of security data attributes for daily statistics.

Definition at line 177 of file SecurityListener.h.

typedef FixedPointDecimal<Int64, IntegralConstant<Int8, -9> > Decimal9

Decimal with constant exponent -9.

Definition at line 31 of file Composites.h.

typedef Int32 DecimalExponent

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.

typedef FixedPointDecimal<Int32, IntegralConstant<Int8, -4> > DecimalQty

A number representing quantity.

FIX type: Qty.

Definition at line 59 of file Composites.h.

typedef MbpBook<DirectPriceLevel, MbpBookDepth> DirectBook

Multi-depth (direct) order book.

Definition at line 30 of file DirectBook.h.

typedef MbpBookFactory<DirectPriceLevel, MbpBookDepth> DirectBookFactory

Factory for direct order books.

Definition at line 33 of file DirectBook.h.

typedef FixedDepthBookManagement<DirectBboTracking, MbpBookDepth> DirectBookManagement

Management and tracking parameters for direct books.

Definition at line 773 of file BookManagement.h.

typedef BookUpdateErrorArgs<DirectBook> DirectBookUpdateErrorArgs

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

Definition at line 238 of file SecurityListener.h.

typedef Int32 DisplayQuantity

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.

typedef IntegralConstant<Char, 'J'> EntryTypeChannelReset

Channel Reset message entry type.

Definition at line 76 of file Fields.h.

typedef IntegralConstant<Char, 'g'> EntryTypeLimits

MDEntryTypeLimits.

Definition at line 79 of file Fields.h.

typedef IntegralConstant<Char, '2'> EntryTypeTrade

MDEntryTypeTrade.

Definition at line 82 of file Fields.h.

typedef IntegralConstant<Char, 'e'> EntryTypeVol

MDEntryTypeVol.

Definition at line 85 of file Fields.h.

typedef IssueArgs ErrorArgs

Error arguments.

Definition at line 177 of file HandlerListener.h.

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 358 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 DebugLoggingSettings HandlerDebugLoggingSettings

Definition at line 174 of file LoggingSettings.h.

typedef ListSetting<std::string> HostListSetting

List of hosts as a setting.

Definition at line 31 of file FeedSettings.h.

typedef MbpBook<ImpliedPriceLevel, MbpBookDepth> ImpliedBook

Defines implied book.

Definition at line 30 of file ImpliedBook.h.

typedef MbpBookFactory<ImpliedPriceLevel, MbpBookDepth> ImpliedBookFactory

Factory for implied order books.

Definition at line 33 of file ImpliedBook.h.

typedef FixedDepthBookManagement<ImpliedBboTracking, MbpBookDepth> ImpliedBookManagement

Management and tracking parameters for implied books.

Definition at line 776 of file BookManagement.h.

typedef BookUpdateErrorArgs<ImpliedBook> ImpliedBookUpdateErrorArgs

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

Definition at line 242 of file SecurityListener.h.

typedef MessageArgs<IncrementalRefreshBook46> IncrementalRefreshBook46Args

MessageArgs template instantiation for IncrementalRefreshBook46 message type.

Definition at line 119 of file MarketDataListener.h.

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

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.

typedef MessageArgs<IncrementalRefreshDailyStatistics49> IncrementalRefreshDailyStatistics49Args

MessageArgs template instantiation for IncrementalRefreshDailyStatistics49 message type.

Definition at line 123 of file MarketDataListener.h.

typedef MessageArgs<IncrementalRefreshLimitsBanding50> IncrementalRefreshLimitsBanding50Args

MessageArgs template instantiation for IncrementalRefreshLimitsBanding50 message type.

Definition at line 127 of file MarketDataListener.h.

typedef MessageArgs<IncrementalRefreshOrderBook47> IncrementalRefreshOrderBook47Args

MessageArgs template instantiation for IncrementalRefreshOrderBook47 message type.

Definition at line 155 of file MarketDataListener.h.

typedef MessageArgs<IncrementalRefreshSessionStatistics51> IncrementalRefreshSessionStatistics51Args

MessageArgs template instantiation for IncrementalRefreshSessionStatistics51 message type.

Definition at line 131 of file MarketDataListener.h.

typedef MessageArgs<IncrementalRefreshTradeSummary48> IncrementalRefreshTradeSummary48Args

MessageArgs template instantiation for IncrementalRefreshTradeSummary48 message type.

Definition at line 151 of file MarketDataListener.h.

typedef MessageArgs<IncrementalRefreshVolume37> IncrementalRefreshVolume37Args

MessageArgs template instantiation for IncrementalRefreshVolume37 message type.

Definition at line 135 of file MarketDataListener.h.

typedef IntegralConstant<Int8, 24> InstAttribType

Eligibility.

Definition at line 54 of file Fields.h.

typedef MessageArgs<InstrumentDefinitionFixedIncome57> InstrumentDefinitionFixedIncome57Args

MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.

Definition at line 75 of file MarketDataListener.h.

typedef MessageArgs<InstrumentDefinitionFuture54> InstrumentDefinitionFuture54Args

MessageArgs template instantiation for InstrumentDefinitionFuture54 message type.

Definition at line 107 of file MarketDataListener.h.

typedef MessageArgs<InstrumentDefinitionOption55> InstrumentDefinitionOption55Args

MessageArgs template instantiation for InstrumentDefinitionOption55 message type.

Definition at line 147 of file MarketDataListener.h.

typedef MessageArgs<InstrumentDefinitionSpread56> InstrumentDefinitionSpread56Args

MessageArgs template instantiation for InstrumentDefinitionSpread56 message type.

Definition at line 111 of file MarketDataListener.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.

typedef SecurityDataArgs<IncrementalRefreshLimitsBanding50> LimitsAndBanding50Args

Instantiation of security data attributes for limits and banding.

Definition at line 183 of file SecurityListener.h.

typedef UInt16 LocalMktDate

LocalMktDate type.

FIX type: LocalMktDate.

Definition at line 68 of file Fields.h.

typedef ReplaySettings<NetFeedId> LogReplaySettings

Replay supplements for log replay functionality.

Definition at line 352 of file Replay.h.

typedef Char LongName[35]

Financial Instrument Full Name.

FIX type: String.

Definition at line 73 of file Fields.h.

typedef SecurityDataArgs<IncrementalRefreshOrderBook47> MboBook47AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 167 of file SecurityListener.h.

typedef SecurityDataArgs<IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry> MboBookCombined46AtomicUpdateArgs

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.

typedef BookUpdateErrorArgs<MboBook> MboBookUpdateErrorArgs

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

Definition at line 234 of file SecurityListener.h.

typedef SecurityDataArgs<SnapshotFullRefreshOrderBook53> MboRecovery53EntryArgs

Instantiation of security data attributes for MBO recovery data.

Definition at line 194 of file SecurityListener.h.

typedef SecurityDataArgs<IncrementalRefreshBook46> MbpBook46AtomicUpdateArgs

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 174 of file SecurityListener.h.

typedef UInt8 MbpBookDepth

Market by price order book depth type.

Definition at line 28 of file MbpBookTraits.h.

typedef UInt16 MessageSize

Aliases message length type.

Definition at line 880 of file BinaryMessage.h.

typedef MessageHeader::TemplateId MessageTemplateId

Aliases message type (template) identification.

Definition at line 877 of file BinaryMessage.h.

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 389 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.

typedef HostListSetting NifListSetting

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.

typedef IntegralConstant<Int8, 127> NullInt8

Null value for optional Int8 field.

Definition at line 1014 of file Fields.h.

typedef IntegralConstant<UInt16, 65535> NullLocalMktDate

Null value for optional LocalMktDate field.

Definition at line 1017 of file Fields.h.

typedef IntegralConstant<UInt16, 65535> NullUInt16

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.

typedef IntegralConstant<UInt8, 255> NullUInt8

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.

typedef UInt64 OrderPriority

Type for order priority.

Definition at line 32 of file Order.h.

typedef NetPacket PacketArgs

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.

typedef FixedPointDecimal<Int64, IntegralConstant<Int8, -9> > PRICE9

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.

typedef MessageArgs<QuoteRequest39> QuoteRequest39Args

MessageArgs template instantiation for QuoteRequest39 message type.

Definition at line 143 of file MarketDataListener.h.

typedef SecurityDataArgs<QuoteRequest39, QuoteRequest39::RelatedSymEntry> QuoteRequest39RelatedSymArgs

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.

typedef SecurityDataArgs<SnapshotFullRefresh52> Recovery52EntryArgs

Instantiation of security data attributes for recovery data.

Definition at line 191 of file SecurityListener.h.

typedef MessageHeader::Version SchemaVersion

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.

typedef IntegralConstant<Char, '8'> SecurityIDSource

SecurityIDSource.

FIX type: char.

Definition at line 116 of file Fields.h.

typedef MessageArgs<SecurityStatus30> SecurityStatus30Args

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.

typedef UInt32 SequenceNumber

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

Definition at line 29 of file PacketTraits.h.

typedef SecurityDataArgs<IncrementalRefreshSessionStatistics51> SessionStatistics51Args

Instantiation of security data attributes for session statistics.

Definition at line 180 of file SecurityListener.h.

typedef MessageArgs<SnapshotFullRefresh52> SnapshotFullRefresh52Args

MessageArgs template instantiation for SnapshotFullRefresh52 message type.

Definition at line 139 of file MarketDataListener.h.

typedef MessageArgs<SnapshotFullRefreshOrderBook53> SnapshotFullRefreshOrderBook53Args

MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.

Definition at line 159 of file MarketDataListener.h.

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

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 TradeSummaryArgs<IncrementalRefreshTradeSummary48> TradeSummary48Args

Definition at line 161 of file SecurityListener.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.

typedef IntegralConstant<Int8, 0> UpdateActionNew

MDUpdateActionNew.

Definition at line 93 of file Fields.h.

typedef IntegralConstant<Int8, 0> UpdateTypeNew

MDUpdateTypeNew.

Definition at line 96 of file Fields.h.

typedef Char UserDefinedInstrument

UserDefinedInstrument type.

FIX type: char.

Definition at line 186 of file Fields.h.

typedef UInt16 VersionComponent

Alias for the version numeric component.

Definition at line 31 of file Version.h.

typedef SecurityDataArgs<IncrementalRefreshVolume37> Volume37Args

Instantiation of security data attributes for volumes.

Definition at line 164 of file SecurityListener.h.

typedef IssueArgs WarningArgs

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.

void OnixS::CME::MDH::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.

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 545 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 554 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 431 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 440 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 447 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 462 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 473 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 505 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 520 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 529 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 &	,
		const ImpliedBook &
	)

Serializes book.

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

Serializes book state value into a string.

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 ( const ConsolidatedBook & book )

inline

Serializes book.

Definition at line 63 of file ConsolidatedBook.h.

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

inline

Serializes join recovery option.

Definition at line 63 of file SessionSettings.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.

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

Serializes instrument selection into text presentation.

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

inline

Serializes security.

Definition at line 157 of file Security.h.

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,
		EntryTypeDailyStatistics::Enum	value
	)

Serializes object into a string.

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.

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.

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 Decimal &	number
	)

inline

Serializes decimal into a string.

Definition at line 323 of file Decimal.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.

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