OnixS C++ CME MDP Streamlined Market Data Handler: Class Members - Enumerator

OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0

API Documentation

- a -

A : NetFeedRole
Activation : EventTypeIndices
Add : SecurityUpdateAction
April : Month
August : Month

- b -

B : NetFeedRole
Bid : EntryTypeIndices
BothFeedsWithArbitrage : RealtimeFeedLayout
Buy : AggressorSide

- c -

Change : UpdateAction
Close : EntryCode
ClosingPrice : EntryTypeIndices
ConnectionFailure : Issue
ContinueProcessing : GapAndErrorHandlingOptions

- d -

DataWaitTimeout : FeedEngineThreadIdle
Debug : LogCategory , LogSeverity
December : Month
Delete : SecurityUpdateAction , UpdateAction
DeleteFrom : UpdateAction
DeleteThru : UpdateAction
Deletion : EventTypeIndices
Disabled : MessageTracing

- e -

Error : LogCategory

- f -

Failed : RecoveryCompletionStatus
February : Month
FeedAOnly : RealtimeFeedLayout
FeedAWithFailoverToFeedB : RealtimeFeedLayout
FeedBOnly : RealtimeFeedLayout
FeedBWithFailoverToFeedA : RealtimeFeedLayout
FixFormat : MessageTracing

- h -

HHMMSS : TimeSpanFormat
HHMMSSmsec : TimeSpanFormat
Historical : NetFeedType

- i -

Important : LogSeverity
Incomplete : RecoveryCompletionStatus
Incremental : NetFeedType
IndexValue : EntryTypeIndices
Indicative : EntryCode
Info : LogCategory

- j -

January : Month
July : Month
June : Month

- m -

March : Month
May : Month
Modification : EventTypeIndices
Modify : SecurityUpdateAction

- n -

New : UpdateAction
NoAggressor : AggressorSide
November : Month

- o -

October : Month
Offer : EntryTypeIndices
OpeningValue : EntryTypeIndices
OperationFailure : Issue
Overlay : UpdateAction

- p -

PreliminaryClose : EntryCode
PreMarket : EntryCode
ProcessingFailure : Issue

- q -

QueueOverflow : Issue

- r -

ReceiveFailure : Issue
ReceiveTimeout : Issue
ReducedCapacity : Issue
Redundant : FeedEngineThreadIdle
Regular : LogSeverity
ReplayFailure : Issue

- s -

SbeFormat : MessageTracing
SDHHMMSSnsec : TimeSpanFormat
Sell : AggressorSide
September : Month
SequenceError : Issue
SessionClose : EntryCode
SessionHighPrice : EntryTypeIndices
SessionLowPrice : EntryTypeIndices
SettlementPrice : EntryTypeIndices
Size : FixedPointDecimal< MantissaType, ExponentType > , GroupSize , GroupSizeEncoding , MaturityMonthYear , MessageHeader
Succeeded : RecoveryCompletionStatus

- t -

TemplateId : AdminHeartbeat312 , AdminLogin315 , AdminLogout316 , IncrementalRefreshEris351 , IncrementalRefreshEris353 , IncrementalRefreshErisReferenceDataAndDailyStatistics333 , IncrementalRefreshIndices348 , IncrementalRefreshOTC356 , IncrementalRefreshOTC366 , IncrementalRefreshTradeBlocks340 , IncrementalRefreshTradeBlocks349 , IncrementalRefreshTradeBlocks365 , InstrumentDefinitionEris363 , InstrumentDefinitionIndices347 , NewsIndices339 , QuoteRequest345
Trade : EntryTypeIndices
TradeVolume : EntryTypeIndices

- w -

Warning : LogCategory

- y -

YYYYMMDD : TimestampFormat
YYYYMMDDHHMMSS : TimestampFormat
YYYYMMDDHHMMSSmsec : TimestampFormat
YYYYMMDDHHMMSSnsec : TimestampFormat