OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123]
 CAggressorSideAggressorSide type
 CBinaryFields< Block, BlockSize >Exposes base services to access fields stored in SBE-encoded block of memory
 CBinaryFields< BinaryGroupEntry< BodySizeType >, BodySizeType >
 CBinaryFields< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 CBinaryFields< BinaryGroupEntry< GroupSizeEncoding::BlockLength >, GroupSizeEncoding::BlockLength >
 CBinaryFields< BinaryMessage, MessageSize >
 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
 CBinaryMessageIteratorIterator over SBE-encoded messages
 CBinaryMessagesCollection of encoded messages stored in single packet
 CDecimalA real number with floating exponent
 CEntryCodeMDEntryCode type
 CEntryTypeIndicesMDEntryTypeIndices type
 CEventTypeIndicesEventTypeIndices type
 CFeedEngineManages processing machinery for market data received from feeds
 CFeedEngineListenerListener for thread-related events
 CFeedEngineSettingsCollection of settings affecting Feed Engine behavior
 CFeedEngineThreadIdleIdentifies reasons feed engine threads becomes idle
 CFeedListenerListener for feed-related events
 CFeedSettings
 CFileLoggerListenerCollection of events raised by FileLogger during its life time
 CFileLoggerSettingsBase parameters affecting synchronous logging services
 CFixedPointDecimal< MantissaType, ExponentType >Represents real number with constant exponent
 CGapAndErrorHandlingOptionsDefines the way Handler has to handle gap in real-time (incremental) data
 CGroupSizeRepeating group dimensions
 CGroupSizeEncodingRepeating group dimensions
 CHandlerEncapsulates all the machinery related with market data processing from CME Market Data Platform
 CHandlerDebugLoggingSettingsParameters affecting what's logged at a debug level
 CHandlerListenerEvents raised by Handler while processing market data
 CHandlerSettingsHandler's configuration settings
 CInitializationSettingsCollection of attributes for one-time initialization
 CInstrumentSelectionRepresents selection of instruments whose market data is to be processed by the Handler
 CIntegralConstant< Type, Constant >Integral constant
 CIssueCollection of issues Handler may report during market data processing
 CIssueArgsGathers information about the issue Handler may experience while processing market data
 CBinaryGroup< EntryType, DimensionType, GroupSizeType >::IteratorProvides iterating facilities over SBE-encoded group entries
 CBinaryGroupWithNested< EntryType, DimensionType, GroupSizeType >::IteratorProvides iterating facilities over SBE-encoded group entries
 CLocalWatchLocal watch
 CLogCategoryCategories for information being logged
 CLogEntryAbstraction of log entry in logging services
 CLogEventBy default, logging machinery provides access to the entry with ability to store arbitrary text
 CLoggerAbstraction of logger
 CLogSeverityDefines severity levels for log entries
 CMarketDataListenerCallbacks invoked by Handler during market data processing to reflect various stages of processing
 CMatchEventIndicatorMatchEventIndicator type
 CMaturityMonthYearYear, Month and Date
 CMemoryPoolMemory pool abstraction
 CMemoryPoolAllocator< Object >
 CMemoryPoolSettingsMemory pool settings
 CMessageArgs< MessageType >Collection of market data supplied via message processing callbacks
 CMessageHeaderTemplate ID and length of message root
 CMessageTracingDefines how SBE messages are traced
 CMonthIdentifies months in year
 CNetFeedBase attributes of market data feed
 CNetFeedConnectionNetwork feed connection attributes
 CNetFeedRoleFeed roles (primary, secondary)
 CNetFeedTypeFeed types based on type of market data service
 CNullDecimal32Null values definition for optional Decimal32 field
 CNullDecimal32NULLNull values definition for optional Decimal32NULL field
 CNullDecimal64Null values definition for optional Decimal64 field
 CNullMaturityMonthYearNull values definition for optional MaturityMonthYear field
 CNullPRICENULLNull values definition for optional PRICENULL field
 CNullPRICENULL9Null values definition for optional PRICENULL9 field
 CPacketRepresents CME binary packet containing SBE messages
 CRealtimeFeedLayoutDefines feed layout alternates available for real-time feed like incremental one
 CRealtimeFeedSettingsCollection of parameters affecting real-time feeds behavior
 CMemoryPoolAllocator< Object >::rebind< Other >
 CRecoveryCompletionArgsGathers information about the recovery completion
 CRecoveryCompletionStatusCollection of statuses of recovery completion
 CReplaySettingsDefines parameters which affect logs replay
 CSchemaTraitsAttributes of SBE message schema
 CSecurityAttributes associated with security
 CSecurityUpdateActionSecurityUpdateAction type
 CSessionSettingsSet of parameters affecting Handler's behavior when market data processing session is spawned
 CSettlPriceTypeSettlPriceType type
 CStrRefProvides efficient way of accessing text-based FIX field values
 CTcpRecoveryServiceTCP Recovery Service
 CTcpRecoverySettingsTCP recovery service configuration settings
 CThreadAffinityRepresents set of CPU indices
 CTimeSpanRepresents time interval
 CTimeSpanFormatCollection of timespan formatting patterns
 CTimestampRepresents time point without time-zone information
 CTimestampFormatCollection of timestamp formatting patterns
 CTimeTraitsMiscellaneous time characteristics
 CTinySet< Key >Class implementing set optimized for storing small number of items
 CTinySet< CpuIndex >
 CTinySet< SecurityId >
 CTinyStrSetImplements TinySet for StrRef class
 CTinyStrSetIteratorImplements iterator for TinyStrSet class
 CUpdateActionMDUpdateAction type
 CUtcWatch
 CVectorOverArray< ItemType, SizeType >Implements vector-like container over built-in array of fixed size being referenced
 CVersionIdentifies version of the product
 CWatchServiceAbstract watch service