CAggressorSide | AggressorSide type |
CBinaryFields< Block, BlockSize > | Exposes base services to access fields stored in SBE-encoded block of memory |
►CBinaryFields< BinaryGroupEntry< BodySizeType >, BodySizeType > | |
CBinaryGroupEntry< BodySizeType > | Encapsulates operations over SBE-encoded repeating group entry instance |
►CBinaryFields< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength > | |
►CBinaryGroupEntry< GroupSize::BlockLength > | |
CIncrementalRefreshEris351::Entry | Number of entries in Market Data message |
CIncrementalRefreshEris351::Entry::EventsEntry | Number of repeating EventType entries |
CIncrementalRefreshEris351::Entry::SecurityAltIDEntry | Number of entries in AltID group |
CIncrementalRefreshEris353::Entry | Number of entries in Market Data message |
CIncrementalRefreshEris353::Entry::EventsEntry | Number of repeating EventType entries |
CIncrementalRefreshEris353::Entry::SecurityAltIDEntry | Number of entries in AltID group |
CIncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry | Number of entries in Market Data message |
CIncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::EventsEntry | Number of repeating EventType entries |
CIncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::RelatedInstrumentsEntry | Number of related instruments group |
CIncrementalRefreshErisReferenceDataAndDailyStatistics333::Entry::SecurityAltIDEntry | Number of entries in AltID group |
CIncrementalRefreshIndices348::Entry | Number of entries in Market Data message |
CIncrementalRefreshOTC356::Entry | Number of entries in Market Data message |
CIncrementalRefreshOTC356::Entry::SecurityAltIDEntry | Number of entries in AltID group |
CIncrementalRefreshOTC356::Entry::UnderlyingsEntry | Number of underlying legs that make up the security |
CIncrementalRefreshOTC366::Entry | Number of entries in Market Data message |
CIncrementalRefreshOTC366::Entry::SecurityAltIDEntry | Number of entries in AltID group |
CIncrementalRefreshOTC366::Entry::UnderlyingsEntry | Number of underlying legs that make up the security |
CIncrementalRefreshTradeBlocks340::Entry | Number of entries in Market Data message |
CIncrementalRefreshTradeBlocks340::Entry::LegsEntry | Number of legs (repeating groups) |
CIncrementalRefreshTradeBlocks340::Entry::PartyIDsEntry | Number of party roles |
CIncrementalRefreshTradeBlocks340::Entry::UnderlyingsEntry | Number of underlying legs that make up the security |
CIncrementalRefreshTradeBlocks349::Entry | Number of entries in Market Data message |
CIncrementalRefreshTradeBlocks349::Entry::LegsEntry | Number of legs (repeating groups) |
CIncrementalRefreshTradeBlocks349::Entry::PartyIDsEntry | Number of party roles |
CIncrementalRefreshTradeBlocks349::Entry::UnderlyingsEntry | Number of underlying legs that make up the security |
CIncrementalRefreshTradeBlocks365::Entry | Number of entries in Market Data message |
CIncrementalRefreshTradeBlocks365::Entry::LegsEntry | Number of legs (repeating groups) |
CIncrementalRefreshTradeBlocks365::Entry::PartyIDsEntry | Number of party roles |
CIncrementalRefreshTradeBlocks365::Entry::UnderlyingsEntry | Number of underlying legs that make up the security |
CInstrumentDefinitionEris363::EventsEntry | Number of repeating EventType entries |
CInstrumentDefinitionEris363::FeedTypesEntry | Number of feed type repeating group entries |
CInstrumentDefinitionEris363::LegsEntry | Number of legs (repeating groups) |
CInstrumentDefinitionEris363::LegsEntry::LegSecurityAltIDEntry | Multileg instrument's individual security's NoSecurityAltID |
CInstrumentDefinitionEris363::SecurityAltIDEntry | Number of entries in AltID group |
CNewsIndices339::LinesOfTextEntry | Identifies number of lines of text body |
CNewsIndices339::RelatedSymEntry | Specifies the number of repeating symbols specified |
CQuoteRequest345::RelatedSymEntry | Specifies the number of repeating symbols specified |
CQuoteRequest345::RelatedSymEntry::EventsEntry | Number of repeating EventType entries |
►CBinaryFields< BinaryGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength > | |
►CBinaryGroupEntry< GroupSizeEncoding::BlockLength > | |
CInstrumentDefinitionIndices347::EventsEntry | Number of repeating EventType entries |
CInstrumentDefinitionIndices347::InstAttribEntry | Number of repeating InstrAttribType entries |
►CBinaryFields< BinaryMessage, MessageSize > | |
►CBinaryMessage | Encapsulates services for manipulating SBE-encoded messages |
CAdminHeartbeat312 | AdminHeartbeat |
CAdminLogin315 | AdminLogin |
CAdminLogout316 | AdminLogout |
CIncrementalRefreshEris351 | MDIncrementalRefreshEris |
CIncrementalRefreshEris353 | MDIncrementalRefreshEris |
CIncrementalRefreshErisReferenceDataAndDailyStatistics333 | MDIncrementalRefreshErisReferenceDataAndDailyStatistics |
CIncrementalRefreshIndices348 | MDIncrementalRefreshIndices |
CIncrementalRefreshOTC356 | MDIncrementalRefreshOTC |
CIncrementalRefreshOTC366 | MDIncrementalRefreshOTC |
CIncrementalRefreshTradeBlocks340 | MDIncrementalRefreshTradeBlocks |
CIncrementalRefreshTradeBlocks349 | MDIncrementalRefreshTradeBlocks |
CIncrementalRefreshTradeBlocks365 | MDIncrementalRefreshTradeBlocks |
CInstrumentDefinitionEris363 | MDInstrumentDefinitionEris |
CInstrumentDefinitionIndices347 | MDInstrumentDefinitionIndices |
CNewsIndices339 | MDNewsIndices |
CQuoteRequest345 | QuoteRequest |
CBinaryGroup< EntryType, DimensionType, GroupSizeType > | Encapsulates operations over SBE-encoded repeating group |
CBinaryGroupList< BinarySize > | Encapsulates services for manipulating SBE-encoded groups stored sequentially in SBE-encoded message |
CBinaryGroupWithNested< EntryType, DimensionType, GroupSizeType > | Encapsulates operations over SBE-encoded repeating group |
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 | |
CFileLoggerListener | Collection of events raised by FileLogger during its life time |
CFileLoggerSettings | Base parameters affecting synchronous logging services |
CFixedPointDecimal< MantissaType, ExponentType > | 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 |
CInitializationSettings | Collection of attributes for one-time initialization |
CInstrumentSelection | Represents selection of instruments whose market data is to be processed by the Handler |
CIntegralConstant< Type, Constant > | 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 |
CBinaryGroup< EntryType, DimensionType, GroupSizeType >::Iterator | Provides iterating facilities over SBE-encoded group entries |
CBinaryGroupWithNested< EntryType, DimensionType, GroupSizeType >::Iterator | Provides iterating facilities over SBE-encoded group entries |
CLocalWatch | Local watch |
CLogCategory | Categories for information being logged |
CLogEntry | Abstraction of log entry in logging services |
►CLogEvent | By default, logging machinery provides access to the entry with ability to store arbitrary text |
CLogDebug | Specializes LogEvent to log debug information |
CLogError | Specializes LogEvent to log errors |
CLogInfo | Specializes LogEvent to log informations |
CLogWarning | Specializes LogEvent to log warnings |
►CLogger | Abstraction of logger |
CFileLogger | Implements logging services to put logged data into a regular file |
CNullLogger | Implements logging services to put data to nowhere |
CLogSeverity | Defines severity levels for log entries |
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< Object > | |
CMemoryPoolSettings | Memory pool settings |
CMessageArgs< MessageType > | 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 |
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 |
CNullDecimal32 | Null values definition for optional Decimal32 field |
CNullDecimal32NULL | Null values definition for optional Decimal32NULL field |
CNullDecimal64 | Null values definition for optional Decimal64 field |
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 |
CNetPacket | |
CRealtimeFeedLayout | Defines feed layout alternates available for real-time feed like incremental one |
CRealtimeFeedSettings | Collection of parameters affecting real-time feeds behavior |
CMemoryPoolAllocator< Object >::rebind< Other > | |
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 |
CLoggedSessionSettings | Collection of parameters affecting replay of legacy logs |
CNaturalRefreshSession | Configures session settings to maintain order books using natural refresh |
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< Key > | Class implementing set optimized for storing small number of items |
CTinySet< CpuIndex > | |
CTinySet< SecurityId > | |
CTinyStrSet | Implements TinySet for StrRef class |
CTinyStrSetIterator | Implements iterator for TinyStrSet class |
CUpdateAction | MDUpdateAction type |
CUtcWatch | |
CVectorOverArray< ItemType, SizeType > | Implements vector-like container over built-in array of fixed size being referenced |
CVersion | Identifies version of the product |
CWatchService | Abstract watch service |