OnixS::CME::MDH Namespace Reference

Namespaces
namespace	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	IncrementalRefreshBookLongQty64
struct	IncrementalRefreshDailyStatistics49
struct	IncrementalRefreshLimitsBanding50
struct	IncrementalRefreshOrderBook47
struct	IncrementalRefreshSessionStatistics51
struct	IncrementalRefreshSessionStatisticsLongQty67
struct	IncrementalRefreshTradeSummary48
struct	IncrementalRefreshTradeSummaryLongQty65
struct	IncrementalRefreshVolume37
struct	IncrementalRefreshVolumeLongQty66
class	InstAttribValue
struct	InstrumentDefinitionFixedIncome57
struct	InstrumentDefinitionFuture54
struct	InstrumentDefinitionFX63
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	SnapshotFullRefreshLongQty69
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 IntegralConstant< UInt8, 4 >	SecurityAltIDSourceISIN
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	String7[7]
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< SnapshotFullRefreshLongQty69 >	SnapshotFullRefresh69Args
typedef MessageArgs< QuoteRequest39 >	QuoteRequest39Args
typedef MessageArgs< InstrumentDefinitionOption55 >	InstrumentDefinitionOption55Args
typedef MessageArgs< IncrementalRefreshTradeSummary48 >	IncrementalRefreshTradeSummary48Args
typedef MessageArgs< IncrementalRefreshOrderBook47 >	IncrementalRefreshOrderBook47Args
typedef MessageArgs< SnapshotFullRefreshOrderBook53 >	SnapshotFullRefreshOrderBook53Args
typedef MessageArgs< InstrumentDefinitionFX63 >	InstrumentDefinitionFX63Args
typedef MessageArgs< IncrementalRefreshBookLongQty64 >	IncrementalRefreshBookLongQty64Args
typedef MessageArgs< IncrementalRefreshTradeSummaryLongQty65 >	IncrementalRefreshTradeSummaryLongQty65Args
typedef MessageArgs< IncrementalRefreshVolumeLongQty66 >	IncrementalRefreshVolumeLongQty66Args
typedef MessageArgs< IncrementalRefreshSessionStatisticsLongQty67 >	IncrementalRefreshSessionStatisticsLongQty67Args
typedef MessageArgs< SnapshotFullRefreshLongQty69 >	SnapshotFullRefreshLongQty69Args
typedef std::list< Order, MemoryPoolAllocator< Order > >	SortedOrders
typedef UInt8	MbpBookDepth
typedef Int64	MbpBookQuantity
typedef UInt8	Byte
typedef UInt16	Word
typedef UInt32	DWord
typedef UInt64	QWord
typedef IncrementalRefreshBookCombinedEntry< IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry >	IncrementalRefreshBook46CombinedEntry
typedef IncrementalRefreshBookCombinedEntry< IncrementalRefreshBookLongQty64::OrderIDEntry, IncrementalRefreshBookLongQty64::Entry >	IncrementalRefreshBook64CombinedEntry
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 TradeSummaryArgs< IncrementalRefreshTradeSummaryLongQty65 >	TradeSummary65Args
typedef SecurityDataArgs< IncrementalRefreshVolume37 >	Volume37Args
typedef SecurityDataArgs< IncrementalRefreshVolumeLongQty66 >	Volume66Args
typedef SecurityDataArgs< IncrementalRefreshOrderBook47 >	MboBook47AtomicUpdateArgs
typedef SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry >	MboBookCombined46AtomicUpdateArgs
typedef SecurityDataArgs< IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry >	MboBookCombined64AtomicUpdateArgs
typedef SecurityDataArgs< IncrementalRefreshBook46 >	MbpBook46AtomicUpdateArgs
typedef SecurityDataArgs< IncrementalRefreshBookLongQty64 >	MbpBook64AtomicUpdateArgs
typedef SecurityDataArgs< IncrementalRefreshDailyStatistics49 >	DailyStatistics49Args
typedef SecurityDataArgs< IncrementalRefreshSessionStatistics51 >	SessionStatistics51Args
typedef SecurityDataArgs< IncrementalRefreshSessionStatisticsLongQty67 >	SessionStatistics67Args
typedef SecurityDataArgs< IncrementalRefreshLimitsBanding50 >	LimitsAndBanding50Args
typedef SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry >	QuoteRequest39RelatedSymArgs
typedef SecurityDataArgs< SnapshotFullRefresh52 >	Recovery52EntryArgs
typedef SecurityDataArgs< SnapshotFullRefreshLongQty69 >	Recovery69EntryArgs
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 (SchemaVersion, SchemaVersion, const Char *=nullptr)
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 &, Int64, Int64)
void	toStr (std::string &, const MboBboTracking &)
std::string	toStr (const MboBboTracking &tracking)
void	toStr (std::string &, const ImpliedBboTracking &)
std::string	toStr (const ImpliedBboTracking &tracking)
void	toStr (std::string &, const DirectBboTracking &)
std::string	toStr (const DirectBboTracking &tracking)
void	toStr (std::string &, BookUpdateNotification::Enum)
std::string	toStr (BookUpdateNotification::Enum strategy)
void	toStr (std::string &, const BookManagement &)
std::string	toStr (const BookManagement &settings)
void	brief (std::string &, const ConsolidatedBook &)
std::string	brief (const ConsolidatedBook &book)
void	toStr (std::string &, const ConsolidatedBook &)
std::string	toStr (const ConsolidatedBook &book)
void	toFormattedStr (std::string &, const ConsolidatedBook &)
std::string	toFormattedStr (const ConsolidatedBook &book)
void	consolidate (ConsolidatedBook &, const DirectBook &, const ImpliedBook &)
void	toStr (std::string &, const ConsolidatedPriceLevel &)
std::string	toStr (const ConsolidatedPriceLevel &priceLevel)
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 &str, const InstrumentDefinitionFX63 &obj)
std::string	toStr (const InstrumentDefinitionFX63 &obj)
void	toFix (std::string &str, const InstrumentDefinitionFX63 &obj)
void	toStr (std::string &str, const IncrementalRefreshBookLongQty64 &obj)
std::string	toStr (const IncrementalRefreshBookLongQty64 &obj)
void	toFix (std::string &str, const IncrementalRefreshBookLongQty64 &obj)
void	toStr (std::string &str, const IncrementalRefreshTradeSummaryLongQty65 &obj)
std::string	toStr (const IncrementalRefreshTradeSummaryLongQty65 &obj)
void	toFix (std::string &str, const IncrementalRefreshTradeSummaryLongQty65 &obj)
void	toStr (std::string &str, const IncrementalRefreshVolumeLongQty66 &obj)
std::string	toStr (const IncrementalRefreshVolumeLongQty66 &obj)
void	toFix (std::string &str, const IncrementalRefreshVolumeLongQty66 &obj)
void	toStr (std::string &str, const IncrementalRefreshSessionStatisticsLongQty67 &obj)
std::string	toStr (const IncrementalRefreshSessionStatisticsLongQty67 &obj)
void	toFix (std::string &str, const IncrementalRefreshSessionStatisticsLongQty67 &obj)
void	toStr (std::string &str, const SnapshotFullRefreshLongQty69 &obj)
std::string	toStr (const SnapshotFullRefreshLongQty69 &obj)
void	toFix (std::string &str, const SnapshotFullRefreshLongQty69 &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

AdminHeartbeat12Args

typedef MessageArgs<AdminHeartbeat12> AdminHeartbeat12Args

MessageArgs template instantiation for AdminHeartbeat12 message type.

Definition at line 83 of file MarketDataListener.h.

AdminHeartbeat410Args

typedef MessageArgs<AdminHeartbeat410> AdminHeartbeat410Args

MessageArgs template instantiation for AdminHeartbeat410 message type.

Definition at line 103 of file MarketDataListener.h.

AdminLogin15Args

typedef MessageArgs<AdminLogin15> AdminLogin15Args

MessageArgs template instantiation for AdminLogin15 message type.

Definition at line 87 of file MarketDataListener.h.

AdminLogin408Args

typedef MessageArgs<AdminLogin408> AdminLogin408Args

MessageArgs template instantiation for AdminLogin408 message type.

Definition at line 95 of file MarketDataListener.h.

AdminLogout16Args

typedef MessageArgs<AdminLogout16> AdminLogout16Args

MessageArgs template instantiation for AdminLogout16 message type.

Definition at line 91 of file MarketDataListener.h.

AdminLogout409Args

typedef MessageArgs<AdminLogout409> AdminLogout409Args

MessageArgs template instantiation for AdminLogout409 message type.

Definition at line 99 of file MarketDataListener.h.

Asset

typedef Char Asset[6]

Asset.

FIX type: String.

Definition at line 33 of file Fields.h.

Byte

typedef UInt8 Byte

Alias for Byte.

Definition at line 30 of file Memory.h.

CFICode

typedef Char CFICode[6]

CFICode type.

FIX type: String.

Definition at line 38 of file Fields.h.

ChannelId

typedef UInt32 ChannelId

Identifies CME channel.

Definition at line 28 of file Domain.h.

ChannelIdAliases

typedef DatamineReplaySettings::Aliases ChannelIdAliases

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

Definition at line 420 of file Replay.h.

ChannelReset4Args

typedef MessageArgs<ChannelReset4> ChannelReset4Args

MessageArgs template instantiation for ChannelReset4 message type.

Definition at line 79 of file MarketDataListener.h.

CHAR

typedef Char CHAR

char.

Definition at line 41 of file Fields.h.

Char

typedef char Char

Character type alias.

Definition at line 36 of file String.h.

ConsolidatedBook

typedef MbpBook<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBook

Consolidated Order Book.

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

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

Definition at line 39 of file ConsolidatedBook.h.

ConsolidatedBookFactory

typedef MbpBookFactory<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBookFactory

Factory for consolidated books.

Definition at line 42 of file ConsolidatedBook.h.

ConsolidatedBookManagement

typedef BaseBookManagement<ImpliedBboTracking> ConsolidatedBookManagement

Management and tracking parameters for consolidated books.

Definition at line 779 of file BookManagement.h.

CountryCode

typedef Char CountryCode[2]

ISO 2-character country code.

FIX type: String.

Definition at line 46 of file Fields.h.

CpuIndex

typedef Int32 CpuIndex

Zero-based index of CPU.

Definition at line 64 of file FeedEngineThreadPool.h.

CpuIndices

typedef TinySet<CpuIndex> CpuIndices

Alias for collection of CPU indices.

Definition at line 67 of file FeedEngineThreadPool.h.

Currency

typedef Char Currency[3]

Currency.

FIX type: Currency.

Definition at line 51 of file Fields.h.

DailyStatistics49Args

typedef SecurityDataArgs<IncrementalRefreshDailyStatistics49> DailyStatistics49Args

Instantiation of security data attributes for daily statistics.

Definition at line 189 of file SecurityListener.h.

Decimal9

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

Decimal with constant exponent -9.

Definition at line 31 of file Composites.h.

DecimalExponent

typedef Int32 DecimalExponent

Aliases exponent component type for the decimal type.

Definition at line 133 of file Decimal.h.

DecimalMantissa

typedef Int64 DecimalMantissa

Aliases mantissa component type for the decimal type.

Definition at line 130 of file Decimal.h.

DecimalQty

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

A number representing quantity.

FIX type: Qty.

Definition at line 59 of file Composites.h.

DirectBook

typedef MbpBook<DirectPriceLevel, MbpBookDepth> DirectBook

Multi-depth (direct) order book.

Definition at line 30 of file DirectBook.h.

DirectBookFactory

typedef MbpBookFactory<DirectPriceLevel, MbpBookDepth> DirectBookFactory

Factory for direct order books.

Definition at line 33 of file DirectBook.h.

DirectBookManagement

typedef FixedDepthBookManagement<DirectBboTracking, MbpBookDepth> DirectBookManagement

Management and tracking parameters for direct books.

Definition at line 773 of file BookManagement.h.

DirectBookUpdateErrorArgs

typedef BookUpdateErrorArgs<DirectBook> DirectBookUpdateErrorArgs

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

Definition at line 256 of file SecurityListener.h.

DisplayQuantity

typedef Int32 DisplayQuantity

Presents display quantity.

Definition at line 35 of file Order.h.

DWord

typedef UInt32 DWord

Alias for Double Word.

Definition at line 36 of file Memory.h.

EntryTypeChannelReset

typedef IntegralConstant<Char, 'J'> EntryTypeChannelReset

Channel Reset message entry type.

Definition at line 76 of file Fields.h.

EntryTypeLimits

typedef IntegralConstant<Char, 'g'> EntryTypeLimits

MDEntryTypeLimits.

Definition at line 79 of file Fields.h.

EntryTypeTrade

typedef IntegralConstant<Char, '2'> EntryTypeTrade

MDEntryTypeTrade.

Definition at line 82 of file Fields.h.

EntryTypeVol

typedef IntegralConstant<Char, 'e'> EntryTypeVol

MDEntryTypeVol.

Definition at line 85 of file Fields.h.

ErrorArgs

typedef IssueArgs ErrorArgs

Error arguments.

Definition at line 177 of file HandlerListener.h.

FeedIdAliases

typedef LogReplaySettings::Aliases FeedIdAliases

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

Definition at line 358 of file Replay.h.

FeedType

typedef Char FeedType[3]

MDFeedType type.

FIX type: String.

Definition at line 90 of file Fields.h.

FileList

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

Ordered list of logs to be replayed.

Definition at line 42 of file Replay.h.

HandlerDebugLoggingSettings

typedef DebugLoggingSettings HandlerDebugLoggingSettings

Definition at line 174 of file LoggingSettings.h.

HostListSetting

typedef ListSetting<std::string> HostListSetting

List of hosts as a setting.

Definition at line 34 of file FeedSettings.h.

ImpliedBook

typedef MbpBook<ImpliedPriceLevel, MbpBookDepth> ImpliedBook

Defines implied book.

Definition at line 30 of file ImpliedBook.h.

ImpliedBookFactory

typedef MbpBookFactory<ImpliedPriceLevel, MbpBookDepth> ImpliedBookFactory

Factory for implied order books.

Definition at line 33 of file ImpliedBook.h.

ImpliedBookManagement

typedef FixedDepthBookManagement<ImpliedBboTracking, MbpBookDepth> ImpliedBookManagement

Management and tracking parameters for implied books.

Definition at line 776 of file BookManagement.h.

ImpliedBookUpdateErrorArgs

typedef BookUpdateErrorArgs<ImpliedBook> ImpliedBookUpdateErrorArgs

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

Definition at line 260 of file SecurityListener.h.

IncrementalRefreshBook46Args

typedef MessageArgs<IncrementalRefreshBook46> IncrementalRefreshBook46Args

MessageArgs template instantiation for IncrementalRefreshBook46 message type.

Definition at line 119 of file MarketDataListener.h.

IncrementalRefreshBook46CombinedEntry

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.

IncrementalRefreshBook64CombinedEntry

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

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

Definition at line 120 of file MessageSupplements.h.

IncrementalRefreshBookLongQty64Args

typedef MessageArgs<IncrementalRefreshBookLongQty64> IncrementalRefreshBookLongQty64Args

MessageArgs template instantiation for IncrementalRefreshBookLongQty64 message type.

Definition at line 171 of file MarketDataListener.h.

IncrementalRefreshDailyStatistics49Args

typedef MessageArgs<IncrementalRefreshDailyStatistics49> IncrementalRefreshDailyStatistics49Args

MessageArgs template instantiation for IncrementalRefreshDailyStatistics49 message type.

Definition at line 123 of file MarketDataListener.h.

IncrementalRefreshLimitsBanding50Args

typedef MessageArgs<IncrementalRefreshLimitsBanding50> IncrementalRefreshLimitsBanding50Args

MessageArgs template instantiation for IncrementalRefreshLimitsBanding50 message type.

Definition at line 127 of file MarketDataListener.h.

IncrementalRefreshOrderBook47Args

typedef MessageArgs<IncrementalRefreshOrderBook47> IncrementalRefreshOrderBook47Args

MessageArgs template instantiation for IncrementalRefreshOrderBook47 message type.

Definition at line 159 of file MarketDataListener.h.

IncrementalRefreshSessionStatistics51Args

typedef MessageArgs<IncrementalRefreshSessionStatistics51> IncrementalRefreshSessionStatistics51Args

MessageArgs template instantiation for IncrementalRefreshSessionStatistics51 message type.

Definition at line 131 of file MarketDataListener.h.

IncrementalRefreshSessionStatisticsLongQty67Args

typedef MessageArgs<IncrementalRefreshSessionStatisticsLongQty67> IncrementalRefreshSessionStatisticsLongQty67Args

MessageArgs template instantiation for IncrementalRefreshSessionStatisticsLongQty67 message type.

Definition at line 183 of file MarketDataListener.h.

IncrementalRefreshTradeSummary48Args

typedef MessageArgs<IncrementalRefreshTradeSummary48> IncrementalRefreshTradeSummary48Args

MessageArgs template instantiation for IncrementalRefreshTradeSummary48 message type.

Definition at line 155 of file MarketDataListener.h.

IncrementalRefreshTradeSummaryLongQty65Args

typedef MessageArgs<IncrementalRefreshTradeSummaryLongQty65> IncrementalRefreshTradeSummaryLongQty65Args

MessageArgs template instantiation for IncrementalRefreshTradeSummaryLongQty65 message type.

Definition at line 175 of file MarketDataListener.h.

IncrementalRefreshVolume37Args

typedef MessageArgs<IncrementalRefreshVolume37> IncrementalRefreshVolume37Args

MessageArgs template instantiation for IncrementalRefreshVolume37 message type.

Definition at line 135 of file MarketDataListener.h.

IncrementalRefreshVolumeLongQty66Args

typedef MessageArgs<IncrementalRefreshVolumeLongQty66> IncrementalRefreshVolumeLongQty66Args

MessageArgs template instantiation for IncrementalRefreshVolumeLongQty66 message type.

Definition at line 179 of file MarketDataListener.h.

InstAttribType

typedef IntegralConstant<Int8, 24> InstAttribType

Eligibility.

Definition at line 54 of file Fields.h.

InstrumentDefinitionFixedIncome57Args

typedef MessageArgs<InstrumentDefinitionFixedIncome57> InstrumentDefinitionFixedIncome57Args

MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.

Definition at line 75 of file MarketDataListener.h.

InstrumentDefinitionFuture54Args

typedef MessageArgs<InstrumentDefinitionFuture54> InstrumentDefinitionFuture54Args

MessageArgs template instantiation for InstrumentDefinitionFuture54 message type.

Definition at line 107 of file MarketDataListener.h.

InstrumentDefinitionFX63Args

typedef MessageArgs<InstrumentDefinitionFX63> InstrumentDefinitionFX63Args

MessageArgs template instantiation for InstrumentDefinitionFX63 message type.

Definition at line 167 of file MarketDataListener.h.

InstrumentDefinitionOption55Args

typedef MessageArgs<InstrumentDefinitionOption55> InstrumentDefinitionOption55Args

MessageArgs template instantiation for InstrumentDefinitionOption55 message type.

Definition at line 151 of file MarketDataListener.h.

InstrumentDefinitionSpread56Args

typedef MessageArgs<InstrumentDefinitionSpread56> InstrumentDefinitionSpread56Args

MessageArgs template instantiation for InstrumentDefinitionSpread56 message type.

Definition at line 111 of file MarketDataListener.h.

Int16

typedef Int16 Int16

int16.

Definition at line 57 of file Fields.h.

Int32

typedef Int32 Int32

int32.

Definition at line 60 of file Fields.h.

Int8

typedef Int8 Int8

int8.

Definition at line 63 of file Fields.h.

LimitsAndBanding50Args

typedef SecurityDataArgs<IncrementalRefreshLimitsBanding50> LimitsAndBanding50Args

Instantiation of security data attributes for limits and banding.

Definition at line 198 of file SecurityListener.h.

LocalMktDate

typedef UInt16 LocalMktDate

LocalMktDate type.

FIX type: LocalMktDate.

Definition at line 68 of file Fields.h.

LogReplaySettings

typedef ReplaySettings<NetFeedId> LogReplaySettings

Replay supplements for log replay functionality.

Definition at line 352 of file Replay.h.

LongName

typedef Char LongName[35]

Financial Instrument Full Name.

FIX type: String.

Definition at line 73 of file Fields.h.

MboBook47AtomicUpdateArgs

typedef SecurityDataArgs<IncrementalRefreshOrderBook47> MboBook47AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 172 of file SecurityListener.h.

MboBookCombined46AtomicUpdateArgs

typedef SecurityDataArgs<IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry> MboBookCombined46AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 176 of file SecurityListener.h.

MboBookCombined64AtomicUpdateArgs

typedef SecurityDataArgs<IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry> MboBookCombined64AtomicUpdateArgs

Instantiation of security data attributes for MBO book atomic updates.

Definition at line 180 of file SecurityListener.h.

MboBookManagement

typedef AnyDepthBookManagement<MboBboTracking, SortedOrders::size_type> MboBookManagement

Management and tracking parameters for MBO books.

Definition at line 770 of file BookManagement.h.

MboBookUpdateErrorArgs

typedef BookUpdateErrorArgs<MboBook> MboBookUpdateErrorArgs

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

Definition at line 252 of file SecurityListener.h.

MboRecovery53EntryArgs

typedef SecurityDataArgs<SnapshotFullRefreshOrderBook53> MboRecovery53EntryArgs

Instantiation of security data attributes for MBO recovery data.

Definition at line 212 of file SecurityListener.h.

MbpBook46AtomicUpdateArgs

typedef SecurityDataArgs<IncrementalRefreshBook46> MbpBook46AtomicUpdateArgs

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 183 of file SecurityListener.h.

MbpBook64AtomicUpdateArgs

typedef SecurityDataArgs<IncrementalRefreshBookLongQty64> MbpBook64AtomicUpdateArgs

Instantiation of security data attributes for MBP book atomic updates.

Definition at line 186 of file SecurityListener.h.

MbpBookDepth

typedef UInt8 MbpBookDepth

Market by price order book depth type.

Definition at line 28 of file MbpBookTraits.h.

MbpBookQuantity

typedef Int64 MbpBookQuantity

Type for order Quantity.

Definition at line 31 of file MbpBookTraits.h.

MessageSize

typedef UInt16 MessageSize

Aliases message length type.

Definition at line 880 of file BinaryMessage.h.

MessageTemplateId

typedef MessageHeader::TemplateId MessageTemplateId

Aliases message type (template) identification.

Definition at line 877 of file BinaryMessage.h.

NetAddressAliases

typedef PcapReplaySettings::Aliases NetAddressAliases

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

Definition at line 389 of file Replay.h.

NetFeedId

typedef std::string NetFeedId

The feed identifier.

Definition at line 100 of file FeedAttributes.h.

NifList

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

List of network interfaces.

Definition at line 31 of file FeedConnection.h.

NifListSetting

typedef HostListSetting NifListSetting

List of network interfaces as a setting.

Definition at line 37 of file FeedSettings.h.

NullInt32

typedef IntegralConstant<Int32, 2147483647> NullInt32

Null value for optional Int32 field.

Definition at line 1061 of file Fields.h.

NullInt8

typedef IntegralConstant<Int8, 127> NullInt8

Null value for optional Int8 field.

Definition at line 1064 of file Fields.h.

NullLocalMktDate

typedef IntegralConstant<UInt16, 65535> NullLocalMktDate

Null value for optional LocalMktDate field.

Definition at line 1067 of file Fields.h.

NullUInt16

typedef IntegralConstant<UInt16, 65535> NullUInt16

Null value for optional UInt16 field.

Definition at line 1070 of file Fields.h.

NullUInt32

typedef IntegralConstant<UInt32, 4294967295> NullUInt32

Null value for optional UInt32 field.

Definition at line 1073 of file Fields.h.

NullUInt64

typedef IntegralConstant<UInt64, 18446744073709551615ULL> NullUInt64

Null value for optional UInt64 field.

Definition at line 1076 of file Fields.h.

NullUInt8

typedef IntegralConstant<UInt8, 255> NullUInt8

Null value for optional UInt8 field.

Definition at line 1079 of file Fields.h.

OrderId

typedef UInt64 OrderId

Type for order identification.

Definition at line 29 of file Order.h.

OrderPriority

typedef UInt64 OrderPriority

Type for order priority.

Definition at line 32 of file Order.h.

PacketArgs

typedef NetPacket PacketArgs

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

Definition at line 409 of file Packet.h.

PacketSize

typedef UInt16 PacketSize

Integral type for measuring packets.

Definition at line 32 of file PacketTraits.h.

PRICE9

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

Price with constant exponent -9.

Definition at line 192 of file Composites.h.

QuoteReqId

typedef Char QuoteReqId[23]

QuoteReqId type.

FIX type: String.

Definition at line 101 of file Fields.h.

QuoteRequest39Args

typedef MessageArgs<QuoteRequest39> QuoteRequest39Args

MessageArgs template instantiation for QuoteRequest39 message type.

Definition at line 147 of file MarketDataListener.h.

QuoteRequest39RelatedSymArgs

typedef SecurityDataArgs<QuoteRequest39, QuoteRequest39::RelatedSymEntry> QuoteRequest39RelatedSymArgs

Instantiation of security data attributes for quote request related symbols.

Definition at line 201 of file SecurityListener.h.

QWord

typedef UInt64 QWord

Alias for Quad Word.

Definition at line 39 of file Memory.h.

Recovery52EntryArgs

typedef SecurityDataArgs<SnapshotFullRefresh52> Recovery52EntryArgs

Instantiation of security data attributes for recovery data.

Definition at line 206 of file SecurityListener.h.

Recovery69EntryArgs

typedef SecurityDataArgs<SnapshotFullRefreshLongQty69> Recovery69EntryArgs

Instantiation of security data attributes for recovery data.

Definition at line 209 of file SecurityListener.h.

SchemaVersion

typedef MessageHeader::Version SchemaVersion

Aliases SBE-encoded data version type.

Definition at line 28 of file SchemaTraits.h.

SecurityAltIDSourceISIN

typedef IntegralConstant<UInt8, 4> SecurityAltIDSourceISIN

SecurityAltIDSourceISIN type.

FIX type: int.

Definition at line 106 of file Fields.h.

SecurityExchange

typedef Char SecurityExchange[4]

SecurityExchange type.

FIX type: Exchange.

Definition at line 111 of file Fields.h.

SecurityGroup

typedef Char SecurityGroup[6]

SecurityGroup type.

FIX type: String.

Definition at line 116 of file Fields.h.

SecurityId

typedef Int32 SecurityId

Unique security identifier.

Definition at line 31 of file Domain.h.

SecurityIDSource

typedef IntegralConstant<Char, '8'> SecurityIDSource

SecurityIDSource.

FIX type: char.

Definition at line 121 of file Fields.h.

SecurityStatus30Args

typedef MessageArgs<SecurityStatus30> SecurityStatus30Args

MessageArgs template instantiation for SecurityStatus30 message type.

Definition at line 115 of file MarketDataListener.h.

SecuritySubType

typedef Char SecuritySubType[5]

SecuritySubType type.

FIX type: String.

Definition at line 126 of file Fields.h.

SecurityType

typedef Char SecurityType[6]

SecurityType.

FIX type: String.

Definition at line 131 of file Fields.h.

SequenceNumber

typedef UInt32 SequenceNumber

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

Definition at line 29 of file PacketTraits.h.

SessionStatistics51Args

typedef SecurityDataArgs<IncrementalRefreshSessionStatistics51> SessionStatistics51Args

Instantiation of security data attributes for session statistics.

Definition at line 192 of file SecurityListener.h.

SessionStatistics67Args

typedef SecurityDataArgs<IncrementalRefreshSessionStatisticsLongQty67> SessionStatistics67Args

Instantiation of security data attributes for session statistics.

Definition at line 195 of file SecurityListener.h.

SnapshotFullRefresh52Args

typedef MessageArgs<SnapshotFullRefresh52> SnapshotFullRefresh52Args

MessageArgs template instantiation for SnapshotFullRefresh52 message type.

Definition at line 139 of file MarketDataListener.h.

SnapshotFullRefresh69Args

typedef MessageArgs<SnapshotFullRefreshLongQty69> SnapshotFullRefresh69Args

MessageArgs template instantiation for SnapshotFullRefresh52 message type.

Definition at line 143 of file MarketDataListener.h.

SnapshotFullRefreshLongQty69Args

typedef MessageArgs<SnapshotFullRefreshLongQty69> SnapshotFullRefreshLongQty69Args

MessageArgs template instantiation for SnapshotFullRefreshLongQty69 message type.

Definition at line 187 of file MarketDataListener.h.

SnapshotFullRefreshOrderBook53Args

typedef MessageArgs<SnapshotFullRefreshOrderBook53> SnapshotFullRefreshOrderBook53Args

MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.

Definition at line 163 of file MarketDataListener.h.

SortedOrders

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

Arranged collection of orders.

Definition at line 31 of file MboBookTraits.h.

String12

typedef Char String12[12]

String length 12.

FIX type: String.

Definition at line 136 of file Fields.h.

String20

typedef Char String20[20]

String length 20.

FIX type: String.

Definition at line 141 of file Fields.h.

String25

typedef Char String25[25]

String length 25.

FIX type: String.

Definition at line 146 of file Fields.h.

String3

typedef Char String3[3]

String length 3.

FIX type: String.

Definition at line 151 of file Fields.h.

String5

typedef Char String5[5]

String length 5.

FIX type: String.

Definition at line 156 of file Fields.h.

String6

typedef Char String6[6]

String with length of 6.

FIX type: String.

Definition at line 161 of file Fields.h.

String7

typedef Char String7[7]

String length 7.

FIX type: String.

Definition at line 166 of file Fields.h.

String8

typedef Char String8[8]

String length 8.

FIX type: String.

Definition at line 171 of file Fields.h.

Symbol

typedef Char Symbol[20]

Symbol.

FIX type: String.

Definition at line 176 of file Fields.h.

Text

typedef Char Text[180]

Text.

FIX type: String.

Definition at line 181 of file Fields.h.

TradeSummary48Args

typedef TradeSummaryArgs<IncrementalRefreshTradeSummary48> TradeSummary48Args

Definition at line 161 of file SecurityListener.h.

TradeSummary65Args

typedef TradeSummaryArgs<IncrementalRefreshTradeSummaryLongQty65> TradeSummary65Args

Definition at line 163 of file SecurityListener.h.

UInt16

typedef UInt16 UInt16

uInt16.

Definition at line 199 of file Fields.h.

UInt32

typedef UInt32 UInt32

uInt32.

Definition at line 202 of file Fields.h.

UInt64

typedef UInt64 UInt64

uInt64.

Definition at line 205 of file Fields.h.

UInt8

typedef UInt8 UInt8

uInt8.

Definition at line 208 of file Fields.h.

UnderlyingSymbol

typedef Char UnderlyingSymbol[20]

UnderlyingSymbol type.

FIX type: String.

Definition at line 186 of file Fields.h.

UnitOfMeasure

typedef Char UnitOfMeasure[30]

UnitOfMeasure type.

FIX type: String.

Definition at line 191 of file Fields.h.

UpdateActionNew

typedef IntegralConstant<Int8, 0> UpdateActionNew

MDUpdateActionNew.

Definition at line 93 of file Fields.h.

UpdateTypeNew

typedef IntegralConstant<Int8, 0> UpdateTypeNew

MDUpdateTypeNew.

Definition at line 96 of file Fields.h.

UserDefinedInstrument

typedef Char UserDefinedInstrument

UserDefinedInstrument type.

FIX type: char.

Definition at line 196 of file Fields.h.

VersionComponent

typedef UInt16 VersionComponent

Alias for the version numeric component.

Definition at line 31 of file Version.h.

Volume37Args

typedef SecurityDataArgs<IncrementalRefreshVolume37> Volume37Args

Instantiation of security data attributes for volumes.

Definition at line 166 of file SecurityListener.h.

Volume66Args

typedef SecurityDataArgs<IncrementalRefreshVolumeLongQty66> Volume66Args

Instantiation of security data attributes for volumes.

Definition at line 169 of file SecurityListener.h.

WarningArgs

typedef IssueArgs WarningArgs

Warning arguments.

Definition at line 174 of file HandlerListener.h.

Word

typedef UInt16 Word

Alias for Word.

Definition at line 33 of file Memory.h.

Function Documentation

advanceBackByBytes()

template<typename Type>

Type * 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.

advanceByBytes()

template<typename Type>

Type * 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.

brief() [1/10]

std::string brief ( const ConsolidatedBook & book )

inline

Book brief info.

Definition at line 49 of file ConsolidatedBook.h.

brief() [2/10]

std::string brief ( const DirectBook & book )

inline

Book brief info.

Definition at line 40 of file DirectBook.h.

brief() [3/10]

std::string brief ( const ImpliedBook & book )

inline

Book brief info.

Definition at line 40 of file ImpliedBook.h.

brief() [4/10]

std::string brief ( const MboBook & book )

inline

Book brief info.

Definition at line 221 of file MboBook.h.

brief() [5/10]

std::string brief ( const Security & security )

inline

Security brief info.

Definition at line 143 of file Security.h.

brief() [6/10]

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

Book brief info.

brief() [7/10]

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

Book brief info.

brief() [8/10]

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

Book brief info.

brief() [9/10]

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

Book brief info.

brief() [10/10]

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

Security brief info.

byteDistance()

template<typename Left, typename Right>

ptrdiff_t byteDistance ( Left * left, Right * right )

inline

Returns distance in bytes between two pointers.

Definition at line 90 of file Memory.h.

connectivityFromConfiguration()

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

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

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

consolidate()

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

Consolidates direct and implied books into given instance.

copy() [1/3]

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

inline

Copies content of MBO book to the other one.

Definition at line 210 of file MboBook.h.

copy() [2/3]

template<class TargetPriceLevel, class SourcePriceLevel, class Depth>

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

Copies content of one book to another.

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

Definition at line 221 of file MbpBook.h.

copy() [3/3]

template<typename TargetItem, typename TargetSize, typename SourceItem, typename SourceSize>

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

Copies items from source to target.

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

Definition at line 272 of file VectorOverArray.h.

decimalEqual()

bool decimalEqual	(	const Decimal &	left,
		const Decimal &	right )

Checks two decimals for equality.

decimalLess()

bool decimalLess	(	const Decimal &	left,
		const Decimal &	right )

Compares two decimals.

decimalToStr()

void decimalToStr	(	std::string &	,
		Int64	,
		Int32	)

Serializes decimal presented by mantissa and exponent into a string.

fromStr() [1/17]

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

Extracts version from point-separated presentation.

Updates version parameter if buffer is parsed successfully.

fromStr() [2/17]

bool fromStr	(	Decimal &	,
		const Char *	,
		size_t	)

Deserializes a decimal number from the given text presentation.

fromStr() [3/17]

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

Deserializes host list setting from a string.

fromStr() [4/17]

bool 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.

fromStr() [5/17]

bool 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.

fromStr() [6/17]

bool 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.

fromStr() [7/17]

bool 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.

fromStr() [8/17]

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

Deserializes log category constant.

fromStr() [9/17]

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

Deserializes log severity constant.

fromStr() [10/17]

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

Deserializes message tracing constant from a string.

fromStr() [11/17]

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

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

fromStr() [12/17]

bool fromStr	(	Timestamp &	,
		const Char *	,
		size_t	)

De-serializes a timestamp from the given string.

fromStr() [13/17]

bool fromStr ( Timestamp & ts, const std::string & str )

inline

Definition at line 687 of file Time.h.

fromStr() [14/17]

bool 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.

fromStr() [15/17]

bool 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.

fromStr() [16/17]

bool 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.

fromStr() [17/17]

bool 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.

gatherFiles()

void gatherFiles	(	FileList &	,
		const std::string &	,
		const std::string &	)

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

Gathered files are sorted by name.

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

gatherLogFiles() [1/2]

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

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

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

gatherLogFiles() [2/2]

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

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

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

gatherPcapFiles()

void 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.

localMktDateToTimestamp()

Timestamp localMktDateToTimestamp ( LocalMktDate days )

inline

Converts days since epoch to Timestamp value.

Definition at line 1082 of file Fields.h.

makeInstrumentCacheFilename()

std::string makeInstrumentCacheFilename

(

ChannelId

)

Makes filename for instrument cache for the given channel.

makeLogFilename()

std::string makeLogFilename

(

UInt32

)

Makes filename for log file for the given channel.

makeMemoryPool()

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

Constructs a memory pool instance according to the given configuration.

mergeDatamineFiles()

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

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

operator!=() [1/14]

bool operator!= ( const Char * str, const StrRef & ref )

inline

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

Definition at line 251 of file String.h.

operator!=() [2/14]

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

inline

Checks two decimals for inequality.

Definition at line 223 of file Decimal.h.

operator!=() [3/14]

template<class Mantissa, class Exponent>

bool operator!= ( const Decimal & left, const FixedPointDecimal< Mantissa, Exponent > & right )

inline

Checks two decimals for inequality.

Definition at line 244 of file Decimal.h.

operator!=() [4/14]

template<class Mantissa, class Exponent>

bool operator!= ( const FixedPointDecimal< Mantissa, Exponent > & left, const Decimal & right )

inline

Checks two decimals for inequality.

Definition at line 251 of file Decimal.h.

operator!=() [5/14]

template<class Mantissa, class Exponent>

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

Compares two fixed-point decimals.

Definition at line 96 of file Decimal.h.

operator!=() [6/14]

template<class Object, class OtherObject>

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

inline

Definition at line 187 of file MemoryPool.h.

operator!=() [7/14]

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

inline

Checks the two groups for inequality.

Definition at line 171 of file SettingGroup.h.

operator!=() [8/14]

bool operator!= ( const std::string & str, const StrRef & ref )

inline

Compares StrRef with std::string.

Definition at line 227 of file String.h.

operator!=() [9/14]

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

inline

Compares with another instance.

Definition at line 203 of file String.h.

operator!=() [10/14]

bool operator!= ( const StrRef & ref, const Char * str )

inline

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

Definition at line 239 of file String.h.

operator!=() [11/14]

bool operator!= ( const StrRef & ref, const std::string & str )

inline

Compares StrRef with std::string.

Definition at line 215 of file String.h.

operator!=() [12/14]

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

inline

Compares with other instance for in-equality.

Definition at line 280 of file Time.h.

operator!=() [13/14]

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

inline

Compares with instances for inequality.

Definition at line 560 of file Time.h.

operator!=() [14/14]

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

inline

Checks the given two instances for inequality.

Definition at line 106 of file Version.h.

operator+()

Timestamp operator+ ( const Timestamp & timestamp, const TimeSpan & timeSpan )

inline

Adds time interval to given time point.

Definition at line 590 of file Time.h.

operator-() [1/2]

TimeSpan operator- ( const Timestamp & left, const Timestamp & right )

inline

Calculates time interval between two time points.

Definition at line 602 of file Time.h.

operator-() [2/2]

Timestamp operator- ( const Timestamp & timestamp, const TimeSpan & timeSpan )

inline

Subtracts time interval from given time point.

Definition at line 596 of file Time.h.

operator<() [1/8]

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

inline

Compares two decimals.

Definition at line 261 of file Decimal.h.

operator<() [2/8]

template<class Mantissa, class Exponent>

bool operator< ( const Decimal & left, const FixedPointDecimal< Mantissa, Exponent > & right )

inline

Compares two decimals.

Definition at line 286 of file Decimal.h.

operator<() [3/8]

template<class Mantissa, class Exponent>

bool operator< ( const FixedPointDecimal< Mantissa, Exponent > & left, const Decimal & right )

inline

Compares two decimals.

Definition at line 293 of file Decimal.h.

operator<() [4/8]

template<class Mantissa, class Exponent>

bool operator<	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 103 of file Decimal.h.

operator<() [5/8]

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

inline

Establishes order over string refs.

Definition at line 257 of file String.h.

operator<() [6/8]

bool 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.

operator<() [7/8]

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

inline

Establishes order between two instances.

Definition at line 566 of file Time.h.

operator<() [8/8]

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

inline

Establishes the order between the given instances.

Definition at line 113 of file Version.h.

operator<<() [1/19]

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

inline

Logs single character.

Definition at line 208 of file LogEvents.h.

operator<<() [2/19]

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

inline

Logs zero-terminated string.

Definition at line 184 of file LogEvents.h.

operator<<() [3/19]

template<class Mantissa, class Exponent>

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

inline

Logs decimal number.

Definition at line 281 of file LogEvents.h.

operator<<() [4/19]

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

inline

Logs standard string.

Definition at line 192 of file LogEvents.h.

operator<<() [5/19]

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

inline

Logs string by its reference.

Definition at line 200 of file LogEvents.h.

operator<<() [6/19]

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

inline

Definition at line 297 of file LogEvents.h.

operator<<() [7/19]

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

inline

Definition at line 289 of file LogEvents.h.

operator<<() [8/19]

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

inline

Logs an integer.

Definition at line 232 of file LogEvents.h.

operator<<() [9/19]

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

inline

Logs an integer.

Definition at line 248 of file LogEvents.h.

operator<<() [10/19]

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

inline

Logs an integer.

Definition at line 264 of file LogEvents.h.

operator<<() [11/19]

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

inline

Logs an integer.

Definition at line 216 of file LogEvents.h.

operator<<() [12/19]

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

inline

Logs an integer.

Definition at line 240 of file LogEvents.h.

operator<<() [13/19]

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

inline

Logs an integer.

Definition at line 256 of file LogEvents.h.

operator<<() [14/19]

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

inline

Logs an integer.

Definition at line 272 of file LogEvents.h.

operator<<() [15/19]

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

inline

Logs an integer.

Definition at line 224 of file LogEvents.h.

operator<<() [16/19]

template<typename Undefined>

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

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

Definition at line 174 of file LogEvents.h.

operator<<() [17/19]

template<class Book>

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

Definition at line 589 of file SecurityListener.h.

operator<<() [18/19]

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

inline

Definition at line 250 of file HandlerListener.h.

operator<<() [19/19]

std::ostream & operator<< ( std::ostream & stream, const StrRef & text )

inline

StrRef serialization operator.

Definition at line 271 of file String.h.

operator<=() [1/3]

bool operator<= ( const Decimal & left, const Decimal & right )

inline

Compares two decimals.

Definition at line 273 of file Decimal.h.

operator<=() [2/3]

template<class Mantissa, class Exponent>

bool operator<=	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 117 of file Decimal.h.

operator<=() [3/3]

bool operator<= ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 572 of file Time.h.

operator==() [1/14]

bool operator== ( const Char * str, const StrRef & ref )

inline

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

Definition at line 245 of file String.h.

operator==() [2/14]

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

inline

Checks two decimals for equality.

Definition at line 217 of file Decimal.h.

operator==() [3/14]

template<class Mantissa, class Exponent>

bool operator== ( const Decimal & left, const FixedPointDecimal< Mantissa, Exponent > & right )

inline

Checks two decimals for equality.

Definition at line 230 of file Decimal.h.

operator==() [4/14]

template<class Mantissa, class Exponent>

bool operator== ( const FixedPointDecimal< Mantissa, Exponent > & left, const Decimal & right )

inline

Checks two decimals for equality.

Definition at line 237 of file Decimal.h.

operator==() [5/14]

template<class Mantissa, class Exponent>

bool operator==	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 89 of file Decimal.h.

operator==() [6/14]

template<class Object, class OtherObject>

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

inline

Definition at line 181 of file MemoryPool.h.

operator==() [7/14]

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

inline

Checks the two groups for equality.

Definition at line 165 of file SettingGroup.h.

operator==() [8/14]

bool operator== ( const std::string & str, const StrRef & ref )

inline

Compares StrRef with std::string.

Definition at line 221 of file String.h.

operator==() [9/14]

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

inline

Compares StrRef instance with another one.

Definition at line 197 of file String.h.

operator==() [10/14]

bool operator== ( const StrRef & ref, const Char * str )

inline

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

Definition at line 233 of file String.h.

operator==() [11/14]

bool operator== ( const StrRef & ref, const std::string & str )

inline

Compares StrRef with std::string.

Definition at line 209 of file String.h.

operator==() [12/14]

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

inline

Compares with other instance for equality.

Definition at line 274 of file Time.h.

operator==() [13/14]

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

inline

Compares with instances for equality.

Definition at line 554 of file Time.h.

operator==() [14/14]

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

inline

Checks the given two instances for equality.

Definition at line 100 of file Version.h.

operator>() [1/8]

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

inline

Compares two decimals.

Definition at line 267 of file Decimal.h.

operator>() [2/8]

template<class Mantissa, class Exponent>

bool operator> ( const Decimal & left, const FixedPointDecimal< Mantissa, Exponent > & right )

inline

Compares two decimals.

Definition at line 300 of file Decimal.h.

operator>() [3/8]

template<class Mantissa, class Exponent>

bool operator> ( const FixedPointDecimal< Mantissa, Exponent > & left, const Decimal & right )

inline

Compares two decimals.

Definition at line 307 of file Decimal.h.

operator>() [4/8]

template<class Mantissa, class Exponent>

bool operator>	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 110 of file Decimal.h.

operator>() [5/8]

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

inline

Establishes order over string refs.

Definition at line 265 of file String.h.

operator>() [6/8]

bool 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.

operator>() [7/8]

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

inline

Establishes order between two instances.

Definition at line 578 of file Time.h.

operator>() [8/8]

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

inline

Establishes the order between the given instances.

Definition at line 123 of file Version.h.

operator>=() [1/3]

bool operator>= ( const Decimal & left, const Decimal & right )

inline

Compares two decimals.

Definition at line 279 of file Decimal.h.

operator>=() [2/3]

template<class Mantissa, class Exponent>

bool operator>=	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 124 of file Decimal.h.

operator>=() [3/3]

bool operator>= ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 584 of file Time.h.

process()

bool process ( NetFeedEngine & engine )

inline

Carries out pending actions like data retrieval and event dispatching.

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

Definition at line 146 of file FeedEngine.h.

processTypified()

template<class Processor>

bool 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.

replayDatamineFiles() [1/3]

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

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

replayDatamineFiles() [2/3]

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

inline

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

Definition at line 554 of file Replay.h.

replayDatamineFiles() [3/3]

void replayDatamineFiles ( const FileList & logs, Handler & handler, const DatamineReplaySettings & supplements )

inline

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

Definition at line 545 of file Replay.h.

replayLogFiles() [1/6]

void replayLogFiles	(	const FileList &	,
		Handler **	,
		size_t	,
		const LogReplaySettings &	)

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

replayLogFiles() [2/6]

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

inline

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

Definition at line 447 of file Replay.h.

replayLogFiles() [3/6]

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

inline

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

Definition at line 431 of file Replay.h.

replayLogFiles() [4/6]

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

inline

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

Definition at line 473 of file Replay.h.

replayLogFiles() [5/6]

void replayLogFiles ( const FileList & logs, Handler ** handlers, size_t handlerQty )

inline

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

Definition at line 440 of file Replay.h.

replayLogFiles() [6/6]

void replayLogFiles ( const FileList & logs, Handler ** handlers, size_t handlerQty, const UseHandlerSettingsAsIs &  )

inline

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

Definition at line 462 of file Replay.h.

replayPcapFiles() [1/5]

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

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

replayPcapFiles() [2/5]

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

inline

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

Definition at line 529 of file Replay.h.

replayPcapFiles() [3/5]

void replayPcapFiles ( const FileList & logs, Handler & handler, const PcapReplaySettings & supplements )

inline

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

Definition at line 520 of file Replay.h.

replayPcapFiles() [4/5]

void replayPcapFiles ( const FileList & snapshots, MarketRecoveryOptions::Enum snapshotsApplyOptions, const FileList & incrementals, Handler & handler, const PcapReplaySettings & supplements = PcapReplaySettings() )

inline

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

Note

snapshots are being applied with no delay

only the first snapshot cycle from the given snapshots is applied, the rest are skipped

Definition at line 505 of file Replay.h.

replayPcapFiles() [5/5]

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

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

Note

snapshots are being applied with no delay

only the first snapshot cycle from the given snapshots is applied, the rest are skipped

selected() [1/3]

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

inline

Checks whether security belongs to given selection.

Definition at line 187 of file Filtering.h.

selected() [2/3]

bool selected ( const InstrumentSelection::SecurityIds & ids, SecurityId id )

inline

Checks whether security with given identifier belongs to given selection.

Definition at line 173 of file Filtering.h.

selected() [3/3]

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

inline

Checks whether security with given attribute belongs to given selection.

Definition at line 180 of file Filtering.h.

setSessionToAccurateLateJoin()

void setSessionToAccurateLateJoin ( SessionSettings & settings )

inline

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

Definition at line 629 of file SessionSettings.h.

setSessionToAccuratePreopening()

void setSessionToAccuratePreopening ( SessionSettings & settings )

inline

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

Definition at line 617 of file SessionSettings.h.

setSessionToContinueRealtimeProcessingUponIssues()

void setSessionToContinueRealtimeProcessingUponIssues ( SessionSettings & settings )

inline

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

Definition at line 605 of file SessionSettings.h.

setSessionToFullRecoverUponRealtimeIssues()

void setSessionToFullRecoverUponRealtimeIssues ( SessionSettings & settings )

inline

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

Definition at line 589 of file SessionSettings.h.

setSessionToJoinInPreopening()

void setSessionToJoinInPreopening ( SessionSettings & settings )

inline

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

Definition at line 549 of file SessionSettings.h.

setSessionToLateJoin()

void setSessionToLateJoin ( SessionSettings & settings )

inline

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

Definition at line 557 of file SessionSettings.h.

setSessionToNaturalRefresh()

void setSessionToNaturalRefresh ( SessionSettings & settings )

inline

Configures session settings to maintain order books using natural refresh.

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

Definition at line 641 of file SessionSettings.h.

setSessionToRecoverBooksUponRealtimeIssues()

void setSessionToRecoverBooksUponRealtimeIssues ( SessionSettings & settings )

inline

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

Definition at line 597 of file SessionSettings.h.

setSessionToRecoverBothMboAndMbpBooks()

void setSessionToRecoverBothMboAndMbpBooks ( SessionSettings & settings )

inline

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

Definition at line 565 of file SessionSettings.h.

setSessionToRecoverInstrumentsAccurately()

void setSessionToRecoverInstrumentsAccurately ( SessionSettings & settings )

inline

Various functions helping in configuring session in the desired way.

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

Definition at line 533 of file SessionSettings.h.

setSessionToRecoverInstrumentsFast()

void setSessionToRecoverInstrumentsFast ( SessionSettings & settings )

inline

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

Definition at line 541 of file SessionSettings.h.

setSessionToRecoverMboBooksOnly()

void setSessionToRecoverMboBooksOnly ( SessionSettings & settings )

inline

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

Definition at line 573 of file SessionSettings.h.

setSessionToRecoverMbpBooksOnly()

void setSessionToRecoverMbpBooksOnly ( SessionSettings & settings )

inline

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

Definition at line 581 of file SessionSettings.h.

thresholdExceeded() [1/2]

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

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

thresholdExceeded() [2/2]

bool thresholdExceeded	(	const Decimal &	,
		Int64	,
		Int64	)

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

throwBadBboThreshold()

void throwBadBboThreshold ( )

inline

Raises exception on invalid best bid/offer threshold value.

Definition at line 37 of file BookManagement.h.

throwBadBinaryData()

void throwBadBinaryData

(

const Char *

className

)

Throws exception on bad repeating group entry.

throwBadBinaryGroup()

void throwBadBinaryGroup

(

)

Throws exception on bad repeating group.

throwBadBinaryMessage()

void throwBadBinaryMessage ( )

inline

Raises exception on bad binary message.

Definition at line 866 of file BinaryMessage.h.

throwBadMessage()

void throwBadMessage

(

const Packet *

packet

)

Raises exception on ill-formed message.

throwBadMessageVersion()

void throwBadMessageVersion	(	SchemaVersion	,
		SchemaVersion	,
		const Char *	= nullptr )

Raises exception on bad message version.

throwBadPacket()

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

Raises exception on ill-formed packet.

throwMbpBookRedepthFailure()

template<typename Depth>

void throwMbpBookRedepthFailure ( Depth newDepth, Depth maxDepth )

inline

Raises exception on book re-depth failure.

Definition at line 36 of file MbpBook.h.

throwVectorCopyOverflow()

template<typename TargetSize, typename SourceSize>

void throwVectorCopyOverflow	(	TargetSize	targetSize,
		SourceSize	sourceSize )

Definition at line 249 of file VectorOverArray.h.

throwZeroParameter()

void throwZeroParameter ( const Char * parameter )

inline

Raises exception on zero parameter value.

Definition at line 31 of file MemoryPoolSettings.h.

throwZeroTcpRecoveryRequestLimit()

void throwZeroTcpRecoveryRequestLimit ( )

inline

Throws error on zero TCP recovery request limit value.

Definition at line 33 of file TcpRecovery.h.

toByteBlock() [1/2]

template<typename Type>

const Byte * toByteBlock ( const Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 68 of file Memory.h.

toByteBlock() [2/2]

template<typename Type>

Byte * toByteBlock ( Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 60 of file Memory.h.

toFix() [1/53]

void toFix ( std::string & str, AggressorFlag::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 46 of file Serialization.h.

toFix() [2/53]

void toFix ( std::string & str, AggressorSide::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 66 of file Serialization.h.

toFix() [3/53]

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

Serializes object into FIX presentation.

toFix() [4/53]

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

Serializes object into FIX presentation.

toFix() [5/53]

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

Serializes object into FIX presentation.

toFix() [6/53]

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

Serializes object into FIX presentation.

toFix() [7/53]

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

Serializes object into FIX presentation.

toFix() [8/53]

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

Serializes object into FIX presentation.

toFix() [9/53]

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

Serializes object into FIX presentation.

toFix() [10/53]

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

Serializes object into FIX presentation.

toFix() [11/53]

void toFix	(	std::string &	str,
		const IncrementalRefreshBookLongQty64 &	obj )

Serializes object into FIX presentation.

toFix() [12/53]

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

Serializes object into FIX presentation.

toFix() [13/53]

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

Serializes object into FIX presentation.

toFix() [14/53]

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

Serializes object into FIX presentation.

toFix() [15/53]

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

Serializes object into FIX presentation.

toFix() [16/53]

void toFix	(	std::string &	str,
		const IncrementalRefreshSessionStatisticsLongQty67 &	obj )

Serializes object into FIX presentation.

toFix() [17/53]

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

Serializes object into FIX presentation.

toFix() [18/53]

void toFix	(	std::string &	str,
		const IncrementalRefreshTradeSummaryLongQty65 &	obj )

Serializes object into FIX presentation.

toFix() [19/53]

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

Serializes object into FIX presentation.

toFix() [20/53]

void toFix	(	std::string &	str,
		const IncrementalRefreshVolumeLongQty66 &	obj )

Serializes object into FIX presentation.

toFix() [21/53]

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

Serializes object into FIX presentation.

toFix() [22/53]

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

Serializes object into FIX presentation.

toFix() [23/53]

void toFix	(	std::string &	str,
		const InstrumentDefinitionFX63 &	obj )

Serializes object into FIX presentation.

toFix() [24/53]

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

Serializes object into FIX presentation.

toFix() [25/53]

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

Serializes object into FIX presentation.

toFix() [26/53]

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

Serializes object into FIX presentation.

toFix() [27/53]

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

Serializes object into FIX presentation.

toFix() [28/53]

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

Serializes object into FIX presentation.

toFix() [29/53]

void toFix	(	std::string &	str,
		const SnapshotFullRefreshLongQty69 &	obj )

Serializes object into FIX presentation.

toFix() [30/53]

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

Serializes object into FIX presentation.

toFix() [31/53]

void toFix ( std::string & str, EntryType::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 146 of file Serialization.h.

toFix() [32/53]

void toFix ( std::string & str, EntryTypeBook::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 166 of file Serialization.h.

toFix() [33/53]

void toFix ( std::string & str, EntryTypeDailyStatistics::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 186 of file Serialization.h.

toFix() [34/53]

void toFix ( std::string & str, EntryTypeStatistics::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 206 of file Serialization.h.

toFix() [35/53]

void toFix ( std::string & str, EventType::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 86 of file Serialization.h.

toFix() [36/53]

void toFix ( std::string & str, HaltReason::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 106 of file Serialization.h.

toFix() [37/53]

void toFix ( std::string & str, InstAttribValue set )

inline

Serializes object into FIX presentation.

Definition at line 486 of file Serialization.h.

toFix() [38/53]

void toFix ( std::string & str, LegSide::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 126 of file Serialization.h.

toFix() [39/53]

void toFix ( std::string & str, MatchEventIndicator set )

inline

Serializes object into FIX presentation.

Definition at line 506 of file Serialization.h.

toFix() [40/53]

void toFix ( std::string & str, MoneyOrPar::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 246 of file Serialization.h.

toFix() [41/53]

void toFix ( std::string & str, OpenCloseSettlFlag::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 266 of file Serialization.h.

toFix() [42/53]

void toFix ( std::string & str, OrderUpdateAction::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 286 of file Serialization.h.

toFix() [43/53]

void toFix ( std::string & str, PriceSource::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 306 of file Serialization.h.

toFix() [44/53]

void toFix ( std::string & str, PutOrCall::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 326 of file Serialization.h.

toFix() [45/53]

void toFix ( std::string & str, RepoSubType::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 346 of file Serialization.h.

toFix() [46/53]

void toFix ( std::string & str, SecurityAltIDSource::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 366 of file Serialization.h.

toFix() [47/53]

void toFix ( std::string & str, SecurityTradingEvent::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 386 of file Serialization.h.

toFix() [48/53]

void toFix ( std::string & str, SecurityTradingStatus::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 406 of file Serialization.h.

toFix() [49/53]

void toFix ( std::string & str, SecurityUpdateAction::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 426 of file Serialization.h.

toFix() [50/53]

void toFix ( std::string & str, SettlPriceType set )

inline

Serializes object into FIX presentation.

Definition at line 526 of file Serialization.h.

toFix() [51/53]

void toFix ( std::string & str, Side::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 446 of file Serialization.h.

toFix() [52/53]

void toFix ( std::string & str, UpdateAction::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 226 of file Serialization.h.

toFix() [53/53]

void toFix ( std::string & str, WorkupTradingStatus::Enum value )

inline

Serializes object into FIX presentation.

Definition at line 466 of file Serialization.h.

toFormattedStr() [1/8]

std::string toFormattedStr ( const ConsolidatedBook & book )

inline

Serializes book in formatted form.

Definition at line 77 of file ConsolidatedBook.h.

toFormattedStr() [2/8]

std::string toFormattedStr ( const DirectBook & book )

inline

Serializes book in formatted form.

Definition at line 68 of file DirectBook.h.

toFormattedStr() [3/8]

std::string toFormattedStr ( const ImpliedBook & book )

inline

Serializes book in formatted form.

Definition at line 68 of file ImpliedBook.h.

toFormattedStr() [4/8]

std::string toFormattedStr ( const MboBook & book )

inline

Serializes book in formatted form.

Definition at line 249 of file MboBook.h.

toFormattedStr() [5/8]

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

Serializes book in formatted form.

toFormattedStr() [6/8]

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

Serializes book in formatted form.

toFormattedStr() [7/8]

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

Serializes book in formatted form.

toFormattedStr() [8/8]

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

Serializes book in formatted form.

toOpaquePtr() [1/2]

template<typename Type>

const void * toOpaquePtr ( const Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 52 of file Memory.h.

toOpaquePtr() [2/2]

template<typename Type>

void * toOpaquePtr ( Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 45 of file Memory.h.

toStr() [1/250]

std::string toStr ( AggressorFlag::Enum value )

inline

Serializes object into a string.

Definition at line 36 of file Serialization.h.

toStr() [2/250]

std::string toStr ( AggressorSide::Enum value )

inline

Serializes object into a string.

Definition at line 56 of file Serialization.h.

toStr() [3/250]

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

inline

Serializes book state value into a string.

Definition at line 54 of file BookAttributes.h.

toStr() [4/250]

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

inline

Serializes book update notification policy into a string.

Definition at line 758 of file BookManagement.h.

toStr() [5/250]

std::string toStr ( Char character )

inline

Constructs std::string from a character.

Definition at line 179 of file String.h.

toStr() [6/250]

std::string toStr ( const AdminHeartbeat12 & obj )

inline

Serializes object into a string.

Definition at line 642 of file Serialization.h.

toStr() [7/250]

std::string toStr ( const AdminHeartbeat410 & obj )

inline

Serializes object into a string.

Definition at line 732 of file Serialization.h.

toStr() [8/250]

std::string toStr ( const AdminLogin15 & obj )

inline

Serializes object into a string.

Definition at line 660 of file Serialization.h.

toStr() [9/250]

std::string toStr ( const AdminLogin408 & obj )

inline

Serializes object into a string.

Definition at line 696 of file Serialization.h.

toStr() [10/250]

std::string toStr ( const AdminLogout16 & obj )

inline

Serializes object into a string.

Definition at line 678 of file Serialization.h.

toStr() [11/250]

std::string toStr ( const AdminLogout409 & obj )

inline

Serializes object into a string.

Definition at line 714 of file Serialization.h.

toStr() [12/250]

std::string toStr ( const BookManagement & settings )

inline

Serializes book management settings into string.

Definition at line 934 of file BookManagement.h.

toStr() [13/250]

std::string toStr ( const ChannelReset4 & obj )

inline

Serializes object into a string.

Definition at line 624 of file Serialization.h.

toStr() [14/250]

std::string toStr ( const ConsolidatedBook & book )

inline

Serializes book.

Definition at line 63 of file ConsolidatedBook.h.

toStr() [15/250]

std::string toStr ( const ConsolidatedPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 172 of file ConsolidatedPriceLevel.h.

toStr() [16/250]

std::string toStr ( const DebugLoggingSettings & settings )

inline

Serializes Handler debug logging settings into a string.

Definition at line 183 of file LoggingSettings.h.

toStr() [17/250]

std::string toStr ( const Decimal & number )

inline

Serializes decimal into a string.

Definition at line 329 of file Decimal.h.

toStr() [18/250]

std::string toStr ( const DirectBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 471 of file BookManagement.h.

toStr() [19/250]

std::string toStr ( const DirectBook & book )

inline

Serializes book.

Definition at line 54 of file DirectBook.h.

toStr() [20/250]

std::string toStr ( const DirectPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 87 of file DirectPriceLevel.h.

toStr() [21/250]

std::string toStr ( const FeedConnectionSettings & settings )

inline

Serializes feed connection parameters into a string.

Definition at line 240 of file FeedSettings.h.

toStr() [22/250]

std::string toStr ( const FeedEngineThreadSettings & settings )

inline

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

Definition at line 255 of file FeedEngineThreadPool.h.

toStr() [23/250]

std::string toStr ( const FeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 1197 of file FeedSettings.h.

toStr() [24/250]

template<class Mantissa, class Exponent>

std::string toStr ( const FixedPointDecimal< Mantissa, Exponent > & number )

inline

Serializes fixed-point decimal into a string.

Definition at line 347 of file Decimal.h.

toStr() [25/250]

std::string toStr ( const GroupSize & obj )

inline

Serializes object into a string.

Definition at line 550 of file Serialization.h.

toStr() [26/250]

std::string toStr ( const GroupSize8Byte & obj )

inline

Serializes object into a string.

Definition at line 564 of file Serialization.h.

toStr() [27/250]

std::string toStr ( const GroupSizeEncoding & obj )

inline

Serializes object into a string.

Definition at line 578 of file Serialization.h.

toStr() [28/250]

std::string toStr ( const HandlerListeners & listeners )

inline

Serializes information on associated listeners.

Definition at line 252 of file HandlerListeners.h.

toStr() [29/250]

std::string toStr ( const HandlerSettings & settings )

inline

Serializes BBA tracking parameters into string.

Definition at line 477 of file HandlerSettings.h.

toStr() [30/250]

std::string toStr ( const ImpliedBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 370 of file BookManagement.h.

toStr() [31/250]

std::string toStr ( const ImpliedBook & book )

inline

Serializes book.

Definition at line 54 of file ImpliedBook.h.

toStr() [32/250]

std::string toStr ( const ImpliedPriceLevel & priceLevel )

inline

Serializes price level attributes into a string.

Definition at line 131 of file ImpliedPriceLevel.h.

toStr() [33/250]

std::string toStr ( const IncrementalRefreshBook46 & obj )

inline

Serializes object into a string.

Definition at line 804 of file Serialization.h.

toStr() [34/250]

std::string toStr ( const IncrementalRefreshBookLongQty64 & obj )

inline

Serializes object into a string.

Definition at line 1020 of file Serialization.h.

toStr() [35/250]

std::string toStr ( const IncrementalRefreshDailyStatistics49 & obj )

inline

Serializes object into a string.

Definition at line 822 of file Serialization.h.

toStr() [36/250]

std::string toStr ( const IncrementalRefreshLimitsBanding50 & obj )

inline

Serializes object into a string.

Definition at line 840 of file Serialization.h.

toStr() [37/250]

std::string toStr ( const IncrementalRefreshOrderBook47 & obj )

inline

Serializes object into a string.

Definition at line 966 of file Serialization.h.

toStr() [38/250]

std::string toStr ( const IncrementalRefreshSessionStatistics51 & obj )

inline

Serializes object into a string.

Definition at line 858 of file Serialization.h.

toStr() [39/250]

std::string toStr ( const IncrementalRefreshSessionStatisticsLongQty67 & obj )

inline

Serializes object into a string.

Definition at line 1074 of file Serialization.h.

toStr() [40/250]

std::string toStr ( const IncrementalRefreshTradeSummary48 & obj )

inline

Serializes object into a string.

Definition at line 948 of file Serialization.h.

toStr() [41/250]

std::string toStr ( const IncrementalRefreshTradeSummaryLongQty65 & obj )

inline

Serializes object into a string.

Definition at line 1038 of file Serialization.h.

toStr() [42/250]

std::string toStr ( const IncrementalRefreshVolume37 & obj )

inline

Serializes object into a string.

Definition at line 876 of file Serialization.h.

toStr() [43/250]

std::string toStr ( const IncrementalRefreshVolumeLongQty66 & obj )

inline

Serializes object into a string.

Definition at line 1056 of file Serialization.h.

toStr() [44/250]

std::string toStr ( const InstrumentDefinitionFixedIncome57 & obj )

inline

Serializes object into a string.

Definition at line 606 of file Serialization.h.

toStr() [45/250]

std::string toStr ( const InstrumentDefinitionFuture54 & obj )

inline

Serializes object into a string.

Definition at line 750 of file Serialization.h.

toStr() [46/250]

std::string toStr ( const InstrumentDefinitionFX63 & obj )

inline

Serializes object into a string.

Definition at line 1002 of file Serialization.h.

toStr() [47/250]

std::string toStr ( const InstrumentDefinitionOption55 & obj )

inline

Serializes object into a string.

Definition at line 930 of file Serialization.h.

toStr() [48/250]

std::string toStr ( const InstrumentDefinitionSpread56 & obj )

inline

Serializes object into a string.

Definition at line 768 of file Serialization.h.

toStr() [49/250]

std::string toStr ( const InstrumentSelection & selection )

inline

Serializes instrument selection into text presentation.

Definition at line 160 of file Filtering.h.

toStr() [50/250]

std::string toStr ( const LoggingSettings & settings )

inline

Serializes Handler debug logging settings into a string.

Definition at line 323 of file LoggingSettings.h.

toStr() [51/250]

std::string toStr ( const MaturityMonthYear & obj )

inline

Serializes object into a string.

Definition at line 536 of file Serialization.h.

toStr() [52/250]

std::string toStr ( const MboBboTracking & tracking )

inline

Serializes BBO tracking parameters into string.

Definition at line 251 of file BookManagement.h.

toStr() [53/250]

std::string toStr ( const MboBook & book )

inline

Serializes book.

Definition at line 235 of file MboBook.h.

toStr() [54/250]

std::string toStr ( const MemoryPoolSettings & settings )

inline

Serializes memory pool settings into a string.

Definition at line 221 of file MemoryPoolSettings.h.

toStr() [55/250]

std::string toStr ( const MessageHeader & obj )

inline

Serializes object into a string.

Definition at line 592 of file Serialization.h.

toStr() [56/250]

std::string toStr ( const MulticastRecoveryFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 509 of file FeedSettings.h.

toStr() [57/250]

std::string toStr ( const NetFeedConnection & connection )

inline

Serializes feed connection attributes to a given string.

Definition at line 115 of file FeedConnection.h.

toStr() [58/250]

std::string toStr ( const Order & order )

inline

Returns string representation of the order.

Definition at line 154 of file Order.h.

toStr() [59/250]

std::string toStr ( const Packet & packet )

inline

Definition at line 320 of file Packet.h.

toStr() [60/250]

std::string toStr ( const QuoteRequest39 & obj )

inline

Serializes object into a string.

Definition at line 912 of file Serialization.h.

toStr() [61/250]

std::string toStr ( const RealtimeFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 845 of file FeedSettings.h.

toStr() [62/250]

std::string toStr ( const Security & security )

inline

Serializes security.

Definition at line 157 of file Security.h.

toStr() [63/250]

std::string toStr ( const SecurityStatus30 & obj )

inline

Serializes object into a string.

Definition at line 786 of file Serialization.h.

toStr() [64/250]

std::string toStr ( const SessionSettings & settings )

inline

Serializes market data processing session settings.

Definition at line 517 of file SessionSettings.h.

toStr() [65/250]

std::string toStr ( const SnapshotFullRefresh52 & obj )

inline

Serializes object into a string.

Definition at line 894 of file Serialization.h.

toStr() [66/250]

std::string toStr ( const SnapshotFullRefreshLongQty69 & obj )

inline

Serializes object into a string.

Definition at line 1092 of file Serialization.h.

toStr() [67/250]

std::string toStr ( const SnapshotFullRefreshOrderBook53 & obj )

inline

Serializes object into a string.

Definition at line 984 of file Serialization.h.

toStr() [68/250]

std::string toStr ( const SocketFeedEngineSettings & settings )

inline

Serializes feed engine settings into a string.

Definition at line 128 of file SocketFeedEngine.h.

toStr() [69/250]

std::string toStr ( const SolarflareFeedEngineSettings & settings )

inline

Serializes the Solarflare Feed Engine settings into a string.

Definition at line 215 of file SolarflareFeedEngine.h.

toStr() [70/250]

std::string toStr ( const StrRef & ref )

inline

Constructs std::string instance from StrRef one.

Definition at line 167 of file String.h.

toStr() [71/250]

std::string toStr ( const TcpRecoveryFeedSettings & settings )

inline

Serializes feed settings into string.

Definition at line 648 of file FeedSettings.h.

toStr() [72/250]

std::string toStr ( const TcpRecoverySessionSettings & settings )

inline

Serializes market recovery option.

Definition at line 338 of file SessionSettings.h.

toStr() [73/250]

std::string toStr ( const TcpRecoverySettings & settings )

inline

Serializes TCP recovery settings.

Definition at line 187 of file TcpRecovery.h.

toStr() [74/250]

std::string toStr ( const ThreadAffinity & affinity )

inline

Serializes thread affinity into a string.

Definition at line 112 of file FeedEngineThreadPool.h.

toStr() [75/250]

std::string toStr ( const ThreadPoolSettings & settings )

inline

Serializes thread pool settings into a string.

Definition at line 185 of file FeedEngineThreadPool.h.

toStr() [76/250]

std::string toStr ( const Version & version )

inline

Serializes Version instance into point-separated presentation.

Definition at line 138 of file Version.h.

toStr() [77/250]

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

inline

Returns string presentation of feed layout.

Definition at line 885 of file FeedSettings.h.

toStr() [78/250]

std::string toStr ( EntryType::Enum value )

inline

Serializes object into a string.

Definition at line 136 of file Serialization.h.

toStr() [79/250]

std::string toStr ( EntryTypeBook::Enum value )

inline

Serializes object into a string.

Definition at line 156 of file Serialization.h.

toStr() [80/250]

std::string toStr ( EntryTypeDailyStatistics::Enum value )

inline

Serializes object into a string.

Definition at line 176 of file Serialization.h.

toStr() [81/250]

std::string toStr ( EntryTypeStatistics::Enum value )

inline

Serializes object into a string.

Definition at line 196 of file Serialization.h.

toStr() [82/250]

std::string toStr ( EventType::Enum value )

inline

Serializes object into a string.

Definition at line 76 of file Serialization.h.

toStr() [83/250]

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

inline

Serializes gap and error handling option.

Definition at line 100 of file SessionSettings.h.

toStr() [84/250]

std::string toStr ( HaltReason::Enum value )

inline

Serializes object into a string.

Definition at line 96 of file Serialization.h.

toStr() [85/250]

std::string toStr ( InstAttribValue set )

inline

Serializes object into a string.

Definition at line 476 of file Serialization.h.

toStr() [86/250]

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

inline

Serializes instrument definition recovery strategy.

Definition at line 150 of file SessionSettings.h.

toStr() [87/250]

std::string toStr ( Int16 number )

inline

Serializes given integer into a string.

Definition at line 140 of file Integral.h.

toStr() [88/250]

std::string toStr ( Int32 number )

inline

Serializes given integer into a string.

Definition at line 168 of file Integral.h.

toStr() [89/250]

std::string toStr ( Int64 number )

inline

Serializes given integer into a string.

Definition at line 196 of file Integral.h.

toStr() [90/250]

std::string toStr ( Int8 number )

inline

Serializes given integer into a string.

Definition at line 112 of file Integral.h.

toStr() [91/250]

template<typename Type, Type Constant>

std::string toStr ( IntegralConstant< Type, Constant > constant )

inline

Serializes given constant into a string.

Definition at line 228 of file Integral.h.

toStr() [92/250]

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

inline

Serializes join recovery option.

Definition at line 63 of file SessionSettings.h.

toStr() [93/250]

std::string toStr ( LegSide::Enum value )

inline

Serializes object into a string.

Definition at line 116 of file Serialization.h.

toStr() [94/250]

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

inline

Serializes log category constant.

Definition at line 107 of file Logger.h.

toStr() [95/250]

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

inline

Serializes log severity constant.

Definition at line 66 of file Logger.h.

toStr() [96/250]

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

inline

Serializes market recovery option.

Definition at line 188 of file SessionSettings.h.

toStr() [97/250]

std::string toStr ( MatchEventIndicator set )

inline

Serializes object into a string.

Definition at line 496 of file Serialization.h.

toStr() [98/250]

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

inline

Serializes message tracing constant into a string.

Definition at line 56 of file LoggingSettings.h.

toStr() [99/250]

std::string toStr ( MoneyOrPar::Enum value )

inline

Serializes object into a string.

Definition at line 236 of file Serialization.h.

toStr() [100/250]

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

inline

Returns string presentation of feed role.

Definition at line 94 of file FeedAttributes.h.

toStr() [101/250]

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

inline

Returns string presentation of feed service type.

Definition at line 61 of file FeedAttributes.h.

toStr() [102/250]

std::string toStr ( OpenCloseSettlFlag::Enum value )

inline

Serializes object into a string.

Definition at line 256 of file Serialization.h.

toStr() [103/250]

std::string toStr ( OrderUpdateAction::Enum value )

inline

Serializes object into a string.

Definition at line 276 of file Serialization.h.

toStr() [104/250]

std::string toStr ( PriceSource::Enum value )

inline

Serializes object into a string.

Definition at line 296 of file Serialization.h.

toStr() [105/250]

std::string toStr ( PutOrCall::Enum value )

inline

Serializes object into a string.

Definition at line 316 of file Serialization.h.

toStr() [106/250]

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

inline

Returns string presentation of feed layout.

Definition at line 700 of file FeedSettings.h.

toStr() [107/250]

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

inline

Returns string presentation of feed layout.

Definition at line 451 of file FeedSettings.h.

toStr() [108/250]

std::string toStr ( RepoSubType::Enum value )

inline

Serializes object into a string.

Definition at line 336 of file Serialization.h.

toStr() [109/250]

std::string toStr ( SecurityAltIDSource::Enum value )

inline

Serializes object into a string.

Definition at line 356 of file Serialization.h.

toStr() [110/250]

std::string toStr ( SecurityTradingEvent::Enum value )

inline

Serializes object into a string.

Definition at line 376 of file Serialization.h.

toStr() [111/250]

std::string toStr ( SecurityTradingStatus::Enum value )

inline

Serializes object into a string.

Definition at line 396 of file Serialization.h.

toStr() [112/250]

std::string toStr ( SecurityUpdateAction::Enum value )

inline

Serializes object into a string.

Definition at line 416 of file Serialization.h.

toStr() [113/250]

std::string toStr ( SettlPriceType set )

inline

Serializes object into a string.

Definition at line 516 of file Serialization.h.

toStr() [114/250]

std::string toStr ( Side::Enum value )

inline

Serializes object into a string.

Definition at line 436 of file Serialization.h.

toStr() [115/250]

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

inline

Serializes the Solarflare Feed Engine operational mode into a string.

Definition at line 68 of file SolarflareFeedEngine.h.

toStr() [116/250]

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

Serializes book state value into a string.

toStr() [117/250]

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

Serializes book update notification policy into a string.

toStr() [118/250]

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

Serializes book management settings into string.

toStr() [119/250]

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

Serializes book.

toStr() [120/250]

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

Serializes price level attributes into a string.

toStr() [121/250]

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

Serializes Handler debug logging settings into a string.

toStr() [122/250]

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

Serializes BBO tracking parameters into string.

toStr() [123/250]

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

Serializes book.

toStr() [124/250]

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

Serializes price level attributes into a string.

toStr() [125/250]

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

Serializes feed connection parameters into a string.

toStr() [126/250]

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

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

toStr() [127/250]

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

Serializes feed settings into string.

toStr() [128/250]

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

Serializes information on associated listeners.

toStr() [129/250]

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

Serializes BBA tracking parameters into string.

toStr() [130/250]

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

Serializes BBO tracking parameters into string.

toStr() [131/250]

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

Serializes book.

toStr() [132/250]

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

Serializes price level attributes into a string.

toStr() [133/250]

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

Serializes instrument selection into text presentation.

toStr() [134/250]

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

Serializes Handler debug logging settings into a string.

toStr() [135/250]

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

Serializes BBO tracking parameters into string.

toStr() [136/250]

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

Serializes book.

toStr() [137/250]

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

Serializes memory pool settings into a string.

toStr() [138/250]

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

Serializes feed settings into string.

toStr() [139/250]

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

Serializes feed connection attributes to a given string.

toStr() [140/250]

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

Appends representation of order to given string.

toStr() [141/250]

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

Serializes feed settings into string.

toStr() [142/250]

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

Serializes security.

toStr() [143/250]

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

Serializes market data processing session settings.

toStr() [144/250]

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

Serializes feed engine settings into a string.

toStr() [145/250]

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

Serializes the Solarflare Feed Engine settings into a string.

toStr() [146/250]

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

Serializes feed settings into string.

toStr() [147/250]

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

Serializes market recovery option.

toStr() [148/250]

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

Serializes TCP recovery settings.

toStr() [149/250]

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

Serializes thread affinity into a string.

toStr() [150/250]

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

Serializes thread pool settings into a string.

toStr() [151/250]

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

Appends point-separated presentation of version to given string.

toStr() [152/250]

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

Appends string presentation of the given data center.

toStr() [153/250]

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

Serializes gap and error handling option.

toStr() [154/250]

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

Serializes instrument definition recovery strategy.

toStr() [155/250]

void toStr	(	std::string &	,
		Int16	)

Serializes given integer into a string.

toStr() [156/250]

void toStr	(	std::string &	,
		Int32	)

Serializes given integer into a string.

toStr() [157/250]

void toStr	(	std::string &	,
		Int64	)

Serializes given integer into a string.

toStr() [158/250]

void toStr	(	std::string &	,
		Int8	)

Serializes given integer into a string.

toStr() [159/250]

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

Serializes join recovery option.

toStr() [160/250]

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

Serializes log category constant.

toStr() [161/250]

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

Serializes log severity constant.

toStr() [162/250]

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

Serializes market recovery option.

toStr() [163/250]

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

Serializes message tracing constant into a string.

toStr() [164/250]

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

Appends string presentation of feed service type.

toStr() [165/250]

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

Appends string presentation of feed layout.

toStr() [166/250]

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

Appends string presentation of feed layout.

toStr() [167/250]

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

Serializes the Solarflare Feed Engine operational mode into a string.

toStr() [168/250]

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

Serializes trade processing strategy.

toStr() [169/250]

void toStr	(	std::string &	,
		UInt16	)

Serializes given integer into a string.

toStr() [170/250]

void toStr	(	std::string &	,
		UInt32	)

Serializes given integer into a string.

toStr() [171/250]

void toStr	(	std::string &	,
		UInt64	)

Serializes given integer into a string.

toStr() [172/250]

void toStr	(	std::string &	,
		UInt8	)

Serializes given integer into a string.

toStr() [173/250]

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

Serializes object into a string.

toStr() [174/250]

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

Serializes object into a string.

toStr() [175/250]

void toStr ( std::string & str, Char character )

inline

Appends character to given std::string instance.

Definition at line 185 of file String.h.

toStr() [176/250]

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

Serializes object into a string.

toStr() [177/250]

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

Serializes object into a string.

toStr() [178/250]

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

Serializes object into a string.

toStr() [179/250]

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

Serializes object into a string.

toStr() [180/250]

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

Serializes object into a string.

toStr() [181/250]

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

Serializes object into a string.

toStr() [182/250]

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

Serializes object into a string.

toStr() [183/250]

void toStr ( std::string & str, const Decimal & number )

inline

Serializes decimal into a string.

Definition at line 323 of file Decimal.h.

toStr() [184/250]

template<class Mantissa, class Exponent>

void 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.

toStr() [185/250]

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

Serializes object into a string.

toStr() [186/250]

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

Serializes object into a string.

toStr() [187/250]

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

Serializes object into a string.

toStr() [188/250]

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

Serializes object into a string.

toStr() [189/250]

void toStr	(	std::string &	str,
		const IncrementalRefreshBookLongQty64 &	obj )

Serializes object into a string.

toStr() [190/250]

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

Serializes object into a string.

toStr() [191/250]

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

Serializes object into a string.

toStr() [192/250]

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

Serializes object into a string.

toStr() [193/250]

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

Serializes object into a string.

toStr() [194/250]

void toStr	(	std::string &	str,
		const IncrementalRefreshSessionStatisticsLongQty67 &	obj )

Serializes object into a string.

toStr() [195/250]

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

Serializes object into a string.

toStr() [196/250]

void toStr	(	std::string &	str,
		const IncrementalRefreshTradeSummaryLongQty65 &	obj )

Serializes object into a string.

toStr() [197/250]

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

Serializes object into a string.

toStr() [198/250]

void toStr	(	std::string &	str,
		const IncrementalRefreshVolumeLongQty66 &	obj )

Serializes object into a string.

toStr() [199/250]

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

Serializes object into a string.

toStr() [200/250]

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

Serializes object into a string.

toStr() [201/250]

void toStr	(	std::string &	str,
		const InstrumentDefinitionFX63 &	obj )

Serializes object into a string.

toStr() [202/250]

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

Serializes object into a string.

toStr() [203/250]

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

Serializes object into a string.

toStr() [204/250]

template<class Type>

void 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.

toStr() [205/250]

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

Serializes object into a string.

toStr() [206/250]

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

Serializes object into a string.

toStr() [207/250]

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

toStr() [208/250]

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

Serializes object into a string.

toStr() [209/250]

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

Serializes object into a string.

toStr() [210/250]

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

Serializes object into a string.

toStr() [211/250]

void toStr	(	std::string &	str,
		const SnapshotFullRefreshLongQty69 &	obj )

Serializes object into a string.

toStr() [212/250]

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

Serializes object into a string.

toStr() [213/250]

void toStr ( std::string & str, const std::string & value )

inline

Appends one string another one.

Definition at line 191 of file String.h.

toStr() [214/250]

void 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.

toStr() [215/250]

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

Serializes object into a string.

toStr() [216/250]

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

Serializes object into a string.

toStr() [217/250]

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

Serializes object into a string.

toStr() [218/250]

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

Serializes object into a string.

toStr() [219/250]

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

Serializes object into a string.

toStr() [220/250]

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

Serializes object into a string.

toStr() [221/250]

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

Serializes object into a string.

toStr() [222/250]

template<typename Type, Type Constant>

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

inline

Serializes given constant into a string.

Definition at line 221 of file Integral.h.

toStr() [223/250]

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

Serializes object into a string.

toStr() [224/250]

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

Serializes object into a string.

toStr() [225/250]

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

Serializes object into a string.

toStr() [226/250]

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

inline

Appends string presentation of feed role.

Definition at line 88 of file FeedAttributes.h.

toStr() [227/250]

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

Serializes object into a string.

toStr() [228/250]

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

Serializes object into a string.

toStr() [229/250]

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

Serializes object into a string.

toStr() [230/250]

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

Serializes object into a string.

toStr() [231/250]

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

Serializes object into a string.

toStr() [232/250]

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

Serializes object into a string.

toStr() [233/250]

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

Serializes object into a string.

toStr() [234/250]

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

Serializes object into a string.

toStr() [235/250]

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

Serializes object into a string.

toStr() [236/250]

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

Serializes object into a string.

toStr() [237/250]

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

Serializes object into a string.

toStr() [238/250]

void 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.

toStr() [239/250]

void 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.

toStr() [240/250]

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

Serializes object into a string.

toStr() [241/250]

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

Serializes object into a string.

toStr() [242/250]

std::string toStr ( TimeSpan timeSpan, TimeSpanFormat::Enum format = TimeSpanFormat::SDHHMMSSnsec )

inline

Formats timespan according to specified pattern.

Definition at line 352 of file Time.h.

toStr() [243/250]

std::string toStr ( Timestamp timestamp, TimestampFormat::Enum format = TimestampFormat::YYYYMMDDHHMMSSnsec )

inline

Serializes timestamp according to specified pattern.

Definition at line 674 of file Time.h.

toStr() [244/250]

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

inline

Serializes trade processing strategy.

Definition at line 65 of file TradeProcessing.h.

toStr() [245/250]

std::string toStr ( UInt16 number )

inline

Serializes given integer into a string.

Definition at line 154 of file Integral.h.

toStr() [246/250]

std::string toStr ( UInt32 number )

inline

Serializes given integer into a string.

Definition at line 182 of file Integral.h.

toStr() [247/250]

std::string toStr ( UInt64 number )

inline

Serializes given integer into a string.

Definition at line 210 of file Integral.h.

toStr() [248/250]

std::string toStr ( UInt8 number )

inline

Serializes given integer into a string.

Definition at line 126 of file Integral.h.

toStr() [249/250]

std::string toStr ( UpdateAction::Enum value )

inline

Serializes object into a string.

Definition at line 216 of file Serialization.h.

toStr() [250/250]

std::string toStr ( WorkupTradingStatus::Enum value )

inline

Serializes object into a string.

Definition at line 456 of file Serialization.h.

toStrAsHHMMSS()

void toStrAsHHMMSS	(	std::string &	,
		TimeSpan	)

toStrAsHHMMSSmsec()

void toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan	)

toStrAsSDHHMMSSnsec()

void toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan	)

toStrAsYYYYMMDD()

void toStrAsYYYYMMDD	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDD format.

toStrAsYYYYMMDDHHMMSS()

void toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSS format.

toStrAsYYYYMMDDHHMMSSmsec()

void toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

toStrAsYYYYMMDDHHMMSSnsec()

void toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

toStrRef() [1/2]

StrRef toStrRef ( const Char * cStr )

inline

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

Definition at line 161 of file String.h.

toStrRef() [2/2]

StrRef toStrRef ( const std::string & str )

inline

Constructs StrRef instance over std::string content.

Definition at line 155 of file String.h.

typify()

template<class Message>

Message typify ( const BinaryMessage & message )

inline

Casts SBE-encoded message to given type.

Definition at line 29 of file Typification.h.