OnixS C++ CME MDP Streamlined Market Data Handler
1.2.0
API Documentation
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schemaId() :
MessageHeader
second() :
Timestamp
seconds() :
TimeSpan
secondsPerMinute() :
TimeTraits
sectorGroup() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
sectorSubGroup() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
Security() :
Security
securityAltId() :
IncrementalRefreshEris351::Entry
,
IncrementalRefreshEris351::Entry::SecurityAltIDEntry
,
IncrementalRefreshEris353::Entry
,
IncrementalRefreshEris353::Entry::SecurityAltIDEntry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC356::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshOTC366::Entry::SecurityAltIDEntry
,
InstrumentDefinitionEris363
,
InstrumentDefinitionEris363::SecurityAltIDEntry
SecurityAltIDEntry() :
IncrementalRefreshEris351::Entry::SecurityAltIDEntry
,
IncrementalRefreshEris353::Entry::SecurityAltIDEntry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC356::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC366::Entry::SecurityAltIDEntry
,
InstrumentDefinitionEris363::SecurityAltIDEntry
securityAltIdSource() :
IncrementalRefreshEris351::Entry::SecurityAltIDEntry
,
IncrementalRefreshEris353::Entry::SecurityAltIDEntry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC356::Entry::SecurityAltIDEntry
,
IncrementalRefreshOTC366::Entry::SecurityAltIDEntry
,
InstrumentDefinitionEris363::SecurityAltIDEntry
securityDescription() :
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
securityExchange() :
IncrementalRefreshEris351::Entry
,
IncrementalRefreshEris353::Entry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
,
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
,
InstrumentDefinitionEris363
,
InstrumentDefinitionIndices347
,
QuoteRequest345::RelatedSymEntry
securityGroup() :
IncrementalRefreshEris351::Entry
,
IncrementalRefreshEris353::Entry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
,
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
,
InstrumentDefinitionEris363
,
QuoteRequest345::RelatedSymEntry
securityGroups() :
InstrumentSelection
securityId() :
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
securityIds() :
InstrumentSelection
securitySubType() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
securityType() :
IncrementalRefreshEris351::Entry
,
IncrementalRefreshEris353::Entry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
,
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
,
InstrumentDefinitionEris363
,
QuoteRequest345::RelatedSymEntry
securityUpdateAction() :
InstrumentDefinitionEris363
,
InstrumentDefinitionIndices347
selectInstruments() :
Handler
sendingTime() :
Packet
seniority() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
seqNumber() :
Packet
,
Security
service() :
LocalWatch
,
UtcWatch
servingTimeout() :
TcpRecoverySettings
sessionSettings() :
ReplaySettings
SessionSettings() :
SessionSettings
settings() :
FeedEngine
,
FileLogger
,
Handler
,
TcpRecoveryService
settlDate() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
settlementNPV() :
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
settlPriceType() :
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
SettlPriceType() :
SettlPriceType
severityLevel() :
FileLoggerSettings
sinceEpoch() :
Timestamp
size() :
BinaryGroup< EntryType, DimensionType, GroupSizeType >
,
BinaryGroupWithNested< EntryType, DimensionType, GroupSizeType >
,
Packet
,
StrRef
,
TinySet< Key >
,
TinyStrSet
,
VectorOverArray< ItemType, SizeType >
socketBufferSize() :
FeedEngineSettings
source() :
IssueArgs
,
LogEntry
,
NetPacket
spinBeforeIdleTime() :
FeedEngineSettings
start() :
Handler
status() :
RecoveryCompletionArgs
stop() :
Handler
strategyLinkId() :
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
strikePrice() :
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
StrRef() :
StrRef
swap() :
StrRef
,
TimeSpan
,
Timestamp
,
TinySet< Key >
,
TinyStrSet
symbol() :
IncrementalRefreshEris351::Entry
,
IncrementalRefreshEris353::Entry
,
IncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry
,
IncrementalRefreshIndices348::Entry
,
IncrementalRefreshOTC356::Entry
,
IncrementalRefreshOTC366::Entry
,
IncrementalRefreshTradeBlocks340::Entry
,
IncrementalRefreshTradeBlocks349::Entry
,
IncrementalRefreshTradeBlocks365::Entry
,
InstrumentDefinitionEris363
,
InstrumentDefinitionIndices347
,
NewsIndices339::RelatedSymEntry
,
QuoteRequest345::RelatedSymEntry
,
Security
symbols() :
InstrumentSelection