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OnixS C++ CME MDP Streamlined Market Data Handler
1.2.0
API Documentation
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OnixS C++ CME MDP Streamlined Market Data Handler
1.2.0
API Documentation
|
| ▼NOnixS | |
| ▼NCME | |
| ▼NStreamlined | |
| ►NMDH | |
| CAdminHeartbeat312 | AdminHeartbeat |
| CAdminLogin315 | AdminLogin |
| CAdminLogout316 | AdminLogout |
| CAggressorSide | AggressorSide type |
| CBinaryFields | Exposes base services to access fields stored in SBE-encoded block of memory |
| ►CBinaryGroup | Encapsulates operations over SBE-encoded repeating group |
| CIterator | Provides iterating facilities over SBE-encoded group entries |
| CBinaryGroupEntry | Encapsulates operations over SBE-encoded repeating group entry instance |
| CBinaryGroupList | Encapsulates services for manipulating SBE-encoded groups stored sequentially in SBE-encoded message |
| ►CBinaryGroupWithNested | Encapsulates operations over SBE-encoded repeating group |
| CIterator | Provides iterating facilities over SBE-encoded group entries |
| CBinaryMessage | Encapsulates services for manipulating SBE-encoded messages |
| CBinaryMessageIterator | Iterator over SBE-encoded messages |
| CBinaryMessages | Collection of encoded messages stored in single packet |
| CDecimal | A real number with floating exponent |
| CEntryCode | MDEntryCode type |
| CEntryTypeIndices | MDEntryTypeIndices type |
| CEventTypeIndices | EventTypeIndices type |
| CFeedEngine | Manages processing machinery for market data received from feeds |
| CFeedEngineListener | Listener for thread-related events |
| CFeedEngineSettings | Collection of settings affecting Feed Engine behavior |
| CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
| CFeedListener | Listener for feed-related events |
| CFeedSettings | |
| CFileLogger | Implements logging services to put logged data into a regular file |
| CFileLoggerListener | Collection of events raised by FileLogger during its life time |
| CFileLoggerSettings | Base parameters affecting synchronous logging services |
| CFixedPointDecimal | Represents real number with constant exponent |
| CGapAndErrorHandlingOptions | Defines the way Handler has to handle gap in real-time (incremental) data |
| CGroupSize | Repeating group dimensions |
| CGroupSizeEncoding | Repeating group dimensions |
| CHandler | Encapsulates all the machinery related with market data processing from CME Market Data Platform |
| CHandlerDebugLoggingSettings | Parameters affecting what's logged at a debug level |
| CHandlerListener | Events raised by Handler while processing market data |
| CHandlerSettings | Handler's configuration settings |
| ►CIncrementalRefreshEris351 | MDIncrementalRefreshEris |
| ►CEntry | Number of entries in Market Data message |
| CEventsEntry | Number of repeating EventType entries |
| CSecurityAltIDEntry | Number of entries in AltID group |
| ►CIncrementalRefreshEris353 | MDIncrementalRefreshEris |
| ►CEntry | Number of entries in Market Data message |
| CEventsEntry | Number of repeating EventType entries |
| CSecurityAltIDEntry | Number of entries in AltID group |
| ►CIncrementalRefreshErisReferenceDataAndDailyStatistics333 | MDIncrementalRefreshErisReferenceDataAndDailyStatistics |
| ►CEntry | Number of entries in Market Data message |
| CEventsEntry | Number of repeating EventType entries |
| CRelatedInstrumentsEntry | Number of related instruments group |
| CSecurityAltIDEntry | Number of entries in AltID group |
| ►CIncrementalRefreshIndices348 | MDIncrementalRefreshIndices |
| CEntry | Number of entries in Market Data message |
| ►CIncrementalRefreshOTC356 | MDIncrementalRefreshOTC |
| ►CEntry | Number of entries in Market Data message |
| CSecurityAltIDEntry | Number of entries in AltID group |
| CUnderlyingsEntry | Number of underlying legs that make up the security |
| ►CIncrementalRefreshOTC366 | MDIncrementalRefreshOTC |
| ►CEntry | Number of entries in Market Data message |
| CSecurityAltIDEntry | Number of entries in AltID group |
| CUnderlyingsEntry | Number of underlying legs that make up the security |
| ►CIncrementalRefreshTradeBlocks340 | MDIncrementalRefreshTradeBlocks |
| ►CEntry | Number of entries in Market Data message |
| CLegsEntry | Number of legs (repeating groups) |
| CPartyIDsEntry | Number of party roles |
| CUnderlyingsEntry | Number of underlying legs that make up the security |
| ►CIncrementalRefreshTradeBlocks349 | MDIncrementalRefreshTradeBlocks |
| ►CEntry | Number of entries in Market Data message |
| CLegsEntry | Number of legs (repeating groups) |
| CPartyIDsEntry | Number of party roles |
| CUnderlyingsEntry | Number of underlying legs that make up the security |
| ►CIncrementalRefreshTradeBlocks365 | MDIncrementalRefreshTradeBlocks |
| ►CEntry | Number of entries in Market Data message |
| CLegsEntry | Number of legs (repeating groups) |
| CPartyIDsEntry | Number of party roles |
| CUnderlyingsEntry | Number of underlying legs that make up the security |
| CInitializationSettings | Collection of attributes for one-time initialization |
| ►CInstrumentDefinitionEris363 | MDInstrumentDefinitionEris |
| CEventsEntry | Number of repeating EventType entries |
| CFeedTypesEntry | Number of feed type repeating group entries |
| ►CLegsEntry | Number of legs (repeating groups) |
| CLegSecurityAltIDEntry | Multileg instrument's individual security's NoSecurityAltID |
| CSecurityAltIDEntry | Number of entries in AltID group |
| ►CInstrumentDefinitionIndices347 | MDInstrumentDefinitionIndices |
| CEventsEntry | Number of repeating EventType entries |
| CInstAttribEntry | Number of repeating InstrAttribType entries |
| CInstrumentSelection | Represents selection of instruments whose market data is to be processed by the Handler |
| CIntegralConstant | Integral constant |
| CIssue | Collection of issues Handler may report during market data processing |
| CIssueArgs | Gathers information about the issue Handler may experience while processing market data |
| CLocalWatch | Local watch |
| CLogCategory | Categories for information being logged |
| CLogDebug | Specializes LogEvent to log debug information |
| CLogEntry | Abstraction of log entry in logging services |
| CLogError | Specializes LogEvent to log errors |
| CLogEvent | By default, logging machinery provides access to the entry with ability to store arbitrary text |
| CLoggedSessionSettings | Collection of parameters affecting replay of legacy logs |
| CLogger | Abstraction of logger |
| CLogInfo | Specializes LogEvent to log informations |
| CLogSeverity | Defines severity levels for log entries |
| CLogWarning | Specializes LogEvent to log warnings |
| CMarketDataListener | Callbacks invoked by Handler during market data processing to reflect various stages of processing |
| CMatchEventIndicator | MatchEventIndicator type |
| CMaturityMonthYear | Year, Month and Date |
| CMemoryPool | Memory pool abstraction |
| ►CMemoryPoolAllocator | |
| Crebind | |
| CMemoryPoolSettings | Memory pool settings |
| CMessageArgs | Collection of market data supplied via message processing callbacks |
| CMessageHeader | Template ID and length of message root |
| CMessageTracing | Defines how SBE messages are traced |
| CMonth | Identifies months in year |
| CNaturalRefreshSession | Configures session settings to maintain order books using natural refresh |
| CNetFeed | Base attributes of market data feed |
| CNetFeedConnection | Network feed connection attributes |
| CNetFeedRole | Feed roles (primary, secondary) |
| CNetFeedType | Feed types based on type of market data service |
| CNetPacket | |
| ►CNewsIndices339 | MDNewsIndices |
| CLinesOfTextEntry | Identifies number of lines of text body |
| CRelatedSymEntry | Specifies the number of repeating symbols specified |
| CNullDecimal32 | Null values definition for optional Decimal32 field |
| CNullDecimal32NULL | Null values definition for optional Decimal32NULL field |
| CNullDecimal64 | Null values definition for optional Decimal64 field |
| CNullLogger | Implements logging services to put data to nowhere |
| CNullMaturityMonthYear | Null values definition for optional MaturityMonthYear field |
| CNullPRICENULL | Null values definition for optional PRICENULL field |
| CNullPRICENULL9 | Null values definition for optional PRICENULL9 field |
| CPacket | Represents CME binary packet containing SBE messages |
| ►CQuoteRequest345 | QuoteRequest |
| ►CRelatedSymEntry | Specifies the number of repeating symbols specified |
| CEventsEntry | Number of repeating EventType entries |
| CRealtimeFeedLayout | Defines feed layout alternates available for real-time feed like incremental one |
| CRealtimeFeedSettings | Collection of parameters affecting real-time feeds behavior |
| CRecoveryCompletionArgs | Gathers information about the recovery completion |
| CRecoveryCompletionStatus | Collection of statuses of recovery completion |
| CReplaySettings | Defines parameters which affect logs replay |
| CSchemaTraits | Attributes of SBE message schema |
| CSecurity | Attributes associated with security |
| CSecurityUpdateAction | SecurityUpdateAction type |
| CSessionSettings | Set of parameters affecting Handler's behavior when market data processing session is spawned |
| CSettlPriceType | SettlPriceType type |
| CStrRef | Provides efficient way of accessing text-based FIX field values |
| CTcpRecoveryService | TCP Recovery Service |
| CTcpRecoverySettings | TCP recovery service configuration settings |
| CThreadAffinity | Represents set of CPU indices |
| CTimeSpan | Represents time interval |
| CTimeSpanFormat | Collection of timespan formatting patterns |
| CTimestamp | Represents time point without time-zone information |
| CTimestampFormat | Collection of timestamp formatting patterns |
| CTimeTraits | Miscellaneous time characteristics |
| CTinySet | Class implementing set optimized for storing small number of items |
| CTinyStrSet | Implements TinySet for StrRef class |
| CTinyStrSetIterator | Implements iterator for TinyStrSet class |
| CUpdateAction | MDUpdateAction type |
| CUtcWatch | |
| CVectorOverArray | Implements vector-like container over built-in array of fixed size being referenced |
| CVersion | Identifies version of the product |
| CWatchService | Abstract watch service |