Functions | |
void | throwBadBinaryData (const Char *className) |
void | throwBadBinaryGroup () |
void | throwBadBinaryMessage () |
void | throwBadMessageVersion (SchemaVersion messageVersion) |
template<class Mantissa, class Exponent> | |
bool | operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator<= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator>= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
bool | operator== (const Decimal &left, const Decimal &right) |
bool | operator!= (const Decimal &left, const Decimal &right) |
template<class Mantissa, class Exponent> | |
bool | operator== (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right) |
template<class Mantissa, class Exponent> | |
bool | operator!= (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right) |
bool | operator< (const Decimal &left, const Decimal &right) |
bool | operator<= (const Decimal &left, const Decimal &right) |
bool | operator> (const Decimal &left, const Decimal &right) |
template<class Mantissa, class Exponent> | |
bool | operator< (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right) |
template<class Mantissa, class Exponent> | |
bool | operator> (const Decimal &left, const FixedPointDecimal< Mantissa, Exponent > &right) |
template<class Mantissa, class Exponent> | |
bool | operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const Decimal &right) |
bool | fromStr (Decimal &, const char *, size_t) |
void | decimalToStr (std::string &, Int64, Int32) |
void | toStr (std::string &str, const Decimal &number) |
std::string | toStr (const Decimal &number) |
template<class Mantissa, class Exponent> | |
void | toStr (std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number) |
template<class Mantissa, class Exponent> | |
std::string | toStr (const FixedPointDecimal< Mantissa, Exponent > &number) |
void | toStr (std::string &, const ThreadAffinity &) |
std::string | toStr (const ThreadAffinity &affinity) |
void | toStr (std::string &, const FeedEngineSettings &) |
std::string | toStr (const FeedEngineSettings &settings) |
void | toStr (std::string &, RealtimeFeedLayout::Enum) |
std::string | toStr (RealtimeFeedLayout::Enum layout) |
void | toStr (std::string &, const RealtimeFeedSettings &) |
std::string | toStr (const RealtimeFeedSettings &settings) |
void | toStr (std::string &, const FeedSettings &) |
std::string | toStr (const FeedSettings &settings) |
Timestamp | localMktDateToTimestamp (LocalMktDate days) |
std::string | makeLogFilename (UInt32) |
void | toStr (std::string &, const InstrumentSelection &) |
std::string | toStr (const InstrumentSelection &selection) |
bool | selected (const InstrumentSelection::SecurityIds &ids, SecurityId id) |
bool | selected (const TinyStrSet &selection, const StrRef &value) |
bool | selected (const InstrumentSelection &selection, const Security &security) |
void | toStr (std::string &, MessageTracing::Enum) |
std::string | toStr (MessageTracing::Enum tracing) |
bool | fromStr (MessageTracing::Enum &, const Char *, size_t) |
void | toStr (std::string &, const HandlerDebugLoggingSettings &) |
std::string | toStr (const HandlerDebugLoggingSettings &settings) |
void | toStr (std::string &, const HandlerSettings &) |
std::string | toStr (const HandlerSettings &settings) |
std::string | makeInstrumentCacheFilename (ChannelId) |
void | initialize (const InitializationSettings &) |
void | toStr (std::string &, Int8) |
std::string | toStr (Int8 number) |
void | toStr (std::string &, UInt8) |
std::string | toStr (UInt8 number) |
void | toStr (std::string &, Int16) |
std::string | toStr (Int16 number) |
void | toStr (std::string &, UInt16) |
std::string | toStr (UInt16 number) |
void | toStr (std::string &, Int32) |
std::string | toStr (Int32 number) |
void | toStr (std::string &, UInt32) |
std::string | toStr (UInt32 number) |
void | toStr (std::string &, Int64) |
std::string | toStr (Int64 number) |
void | toStr (std::string &, UInt64) |
std::string | toStr (UInt64 number) |
template<typename Type, Type Constant> | |
void | toStr (std::string &str, IntegralConstant< Type, Constant > constant) |
template<typename Type, Type Constant> | |
std::string | toStr (IntegralConstant< Type, Constant > constant) |
template<typename Undefined> | |
LogEvent & | operator<< (LogEvent &event, Undefined undefined) |
LogEvent & | operator<< (LogEvent &event, const Char *cStr) |
LogEvent & | operator<< (LogEvent &event, const std::string &str) |
LogEvent & | operator<< (LogEvent &event, const StrRef &strRef) |
LogEvent & | operator<< (LogEvent &event, Char character) |
LogEvent & | operator<< (LogEvent &event, Int8 number) |
LogEvent & | operator<< (LogEvent &event, UInt8 number) |
LogEvent & | operator<< (LogEvent &event, Int16 number) |
LogEvent & | operator<< (LogEvent &event, UInt16 number) |
LogEvent & | operator<< (LogEvent &event, Int32 number) |
LogEvent & | operator<< (LogEvent &event, UInt32 number) |
LogEvent & | operator<< (LogEvent &event, Int64 number) |
LogEvent & | operator<< (LogEvent &event, UInt64 number) |
template<class Mantissa, class Exponent> | |
LogEvent & | operator<< (LogEvent &event, const FixedPointDecimal< Mantissa, Exponent > &number) |
LogEvent & | operator<< (LogEvent &event, const Timestamp ×tamp) |
LogEvent & | operator<< (LogEvent &event, const TimeSpan &timeSpan) |
void | toStr (std::string &, LogSeverity::Enum) |
std::string | toStr (LogSeverity::Enum mode) |
bool | fromStr (LogSeverity::Enum &, const Char *, size_t) |
void | toStr (std::string &, LogCategory::Enum) |
std::string | toStr (LogCategory::Enum mode) |
bool | fromStr (LogCategory::Enum &, const Char *, size_t) |
template<typename Target, typename Source> | |
Target | c_cast (Source src) |
template<typename Type> | |
void * | toOpaquePtr (Type *ptr) |
template<typename Type> | |
const void * | toOpaquePtr (const Type *ptr) |
template<typename Type> | |
Byte * | toByteBlock (Type *ptr) |
template<typename Type> | |
const Byte * | toByteBlock (const Type *ptr) |
template<typename Type> | |
Type * | advanceByBytes (Type *pointer, ptrdiff_t distance) |
template<typename Type> | |
Type * | advanceBackByBytes (Type *pointer, ptrdiff_t distance) |
template<typename Left, typename Right> | |
ptrdiff_t | byteDistance (Left *left, Right *right) |
template<class Object, class OtherObject> | |
bool | operator== (const MemoryPoolAllocator< Object > &left, const MemoryPoolAllocator< OtherObject > &right) |
template<class Object, class OtherObject> | |
bool | operator!= (const MemoryPoolAllocator< Object > &left, const MemoryPoolAllocator< OtherObject > &right) |
MemoryPool * | makeMemoryPool (size_t, size_t, size_t, size_t) |
void | throwZeroParameter (const char *parameter) |
void | toStr (std::string &, const MemoryPoolSettings &) |
std::string | toStr (const MemoryPoolSettings &settings) |
void | toStr (std::string &, NetFeedType::Enum) |
std::string | toStr (NetFeedType::Enum type) |
void | toStr (std::string &str, NetFeedRole::Enum role) |
std::string | toStr (NetFeedRole::Enum role) |
void | toStr (std::string &, const NetFeedConnection &) |
std::string | toStr (const NetFeedConnection &connection) |
void | throwBadPacket (size_t packetSize, size_t minimalSize) |
void | gatherLogFiles (FileList &, UInt32, const std::string &) |
void | gatherLogFiles (FileList &, UInt32, const std::string &, const std::string &) |
void | brief (std::string &, const Security &) |
std::string | brief (const Security &security) |
void | toStr (std::string &, const Security &) |
std::string | toStr (const Security &security) |
void | toStr (std::string &str, AggressorSide::Enum value) |
std::string | toStr (AggressorSide::Enum value) |
void | toFix (std::string &str, AggressorSide::Enum value) |
void | toStr (std::string &str, EventTypeIndices::Enum value) |
std::string | toStr (EventTypeIndices::Enum value) |
void | toFix (std::string &str, EventTypeIndices::Enum value) |
void | toStr (std::string &str, EntryCode::Enum value) |
std::string | toStr (EntryCode::Enum value) |
void | toFix (std::string &str, EntryCode::Enum value) |
void | toStr (std::string &str, EntryTypeIndices::Enum value) |
std::string | toStr (EntryTypeIndices::Enum value) |
void | toFix (std::string &str, EntryTypeIndices::Enum value) |
void | toStr (std::string &str, UpdateAction::Enum value) |
std::string | toStr (UpdateAction::Enum value) |
void | toFix (std::string &str, UpdateAction::Enum value) |
void | toStr (std::string &str, SecurityUpdateAction::Enum value) |
std::string | toStr (SecurityUpdateAction::Enum value) |
void | toFix (std::string &str, SecurityUpdateAction::Enum value) |
void | toStr (std::string &str, MatchEventIndicator set) |
std::string | toStr (MatchEventIndicator set) |
void | toFix (std::string &str, MatchEventIndicator set) |
void | toStr (std::string &str, SettlPriceType set) |
std::string | toStr (SettlPriceType set) |
void | toFix (std::string &str, SettlPriceType set) |
void | toStr (std::string &str, const Decimal32 &obj) |
std::string | toStr (const Decimal32 &obj) |
void | toStr (std::string &str, const Decimal32NULL &obj) |
std::string | toStr (const Decimal32NULL &obj) |
void | toStr (std::string &str, const Decimal64 &obj) |
std::string | toStr (const Decimal64 &obj) |
void | toStr (std::string &str, const MaturityMonthYear &obj) |
std::string | toStr (const MaturityMonthYear &obj) |
void | toStr (std::string &str, const PRICENULL9 &obj) |
std::string | toStr (const PRICENULL9 &obj) |
void | toStr (std::string &str, const GroupSize &obj) |
std::string | toStr (const GroupSize &obj) |
void | toStr (std::string &str, const GroupSizeEncoding &obj) |
std::string | toStr (const GroupSizeEncoding &obj) |
void | toStr (std::string &str, const MessageHeader &obj) |
std::string | toStr (const MessageHeader &obj) |
void | toStr (std::string &str, const AdminHeartbeat312 &obj) |
std::string | toStr (const AdminHeartbeat312 &obj) |
void | toFix (std::string &str, const AdminHeartbeat312 &obj) |
void | toStr (std::string &str, const AdminLogin315 &obj) |
std::string | toStr (const AdminLogin315 &obj) |
void | toFix (std::string &str, const AdminLogin315 &obj) |
void | toStr (std::string &str, const AdminLogout316 &obj) |
std::string | toStr (const AdminLogout316 &obj) |
void | toFix (std::string &str, const AdminLogout316 &obj) |
void | toStr (std::string &str, const IncrementalRefreshErisReferenceDataAndDailyStatistics333 &obj) |
std::string | toStr (const IncrementalRefreshErisReferenceDataAndDailyStatistics333 &obj) |
void | toFix (std::string &str, const IncrementalRefreshErisReferenceDataAndDailyStatistics333 &obj) |
void | toStr (std::string &str, const NewsIndices339 &obj) |
std::string | toStr (const NewsIndices339 &obj) |
void | toFix (std::string &str, const NewsIndices339 &obj) |
void | toStr (std::string &str, const IncrementalRefreshTradeBlocks340 &obj) |
std::string | toStr (const IncrementalRefreshTradeBlocks340 &obj) |
void | toFix (std::string &str, const IncrementalRefreshTradeBlocks340 &obj) |
void | toStr (std::string &str, const QuoteRequest345 &obj) |
std::string | toStr (const QuoteRequest345 &obj) |
void | toFix (std::string &str, const QuoteRequest345 &obj) |
void | toStr (std::string &str, const InstrumentDefinitionIndices347 &obj) |
std::string | toStr (const InstrumentDefinitionIndices347 &obj) |
void | toFix (std::string &str, const InstrumentDefinitionIndices347 &obj) |
void | toStr (std::string &str, const IncrementalRefreshIndices348 &obj) |
std::string | toStr (const IncrementalRefreshIndices348 &obj) |
void | toFix (std::string &str, const IncrementalRefreshIndices348 &obj) |
void | toStr (std::string &str, const IncrementalRefreshTradeBlocks349 &obj) |
std::string | toStr (const IncrementalRefreshTradeBlocks349 &obj) |
void | toFix (std::string &str, const IncrementalRefreshTradeBlocks349 &obj) |
void | toStr (std::string &str, const IncrementalRefreshEris351 &obj) |
std::string | toStr (const IncrementalRefreshEris351 &obj) |
void | toFix (std::string &str, const IncrementalRefreshEris351 &obj) |
void | toStr (std::string &str, const IncrementalRefreshEris353 &obj) |
std::string | toStr (const IncrementalRefreshEris353 &obj) |
void | toFix (std::string &str, const IncrementalRefreshEris353 &obj) |
void | toStr (std::string &str, const IncrementalRefreshOTC356 &obj) |
std::string | toStr (const IncrementalRefreshOTC356 &obj) |
void | toFix (std::string &str, const IncrementalRefreshOTC356 &obj) |
void | toStr (std::string &str, const InstrumentDefinitionEris363 &obj) |
std::string | toStr (const InstrumentDefinitionEris363 &obj) |
void | toFix (std::string &str, const InstrumentDefinitionEris363 &obj) |
void | toStr (std::string &str, const IncrementalRefreshTradeBlocks365 &obj) |
std::string | toStr (const IncrementalRefreshTradeBlocks365 &obj) |
void | toFix (std::string &str, const IncrementalRefreshTradeBlocks365 &obj) |
void | toStr (std::string &str, const IncrementalRefreshOTC366 &obj) |
std::string | toStr (const IncrementalRefreshOTC366 &obj) |
void | toFix (std::string &str, const IncrementalRefreshOTC366 &obj) |
void | toStr (std::string &, GapAndErrorHandlingOptions::Enum) |
std::string | toStr (GapAndErrorHandlingOptions::Enum handling) |
void | toStr (std::string &, const SessionSettings &) |
std::string | toStr (const SessionSettings &settings) |
StrRef | toStrRef (const std::string &str) |
StrRef | toStrRef (const Char *cStr) |
std::string | toStr (const StrRef &ref) |
void | toStr (std::string &str, const StrRef &ref) |
std::string | toStr (Char character) |
void | toStr (std::string &str, Char character) |
void | toStr (std::string &str, const std::string &value) |
bool | operator== (const StrRef &left, const StrRef &right) |
bool | operator!= (const StrRef &left, const StrRef &right) |
bool | operator== (const StrRef &ref, const std::string &str) |
bool | operator!= (const StrRef &ref, const std::string &str) |
bool | operator== (const std::string &str, const StrRef &ref) |
bool | operator!= (const std::string &str, const StrRef &ref) |
bool | operator== (const StrRef &ref, const Char *str) |
bool | operator!= (const StrRef &ref, const Char *str) |
bool | operator== (const Char *str, const StrRef &ref) |
bool | operator!= (const Char *str, const StrRef &ref) |
bool | operator< (const StrRef &left, const StrRef &right) |
bool | operator> (const StrRef &left, const StrRef &right) |
std::ostream & | operator<< (std::ostream &stream, const StrRef &text) |
void | toStr (std::string &, const TcpRecoverySettings &) |
std::string | toStr (const TcpRecoverySettings &settings) |
bool | operator== (const TimeSpan &left, const TimeSpan &right) |
bool | operator!= (const TimeSpan &left, const TimeSpan &right) |
bool | operator< (const TimeSpan &left, const TimeSpan &right) |
bool | operator> (const TimeSpan &left, const TimeSpan &right) |
void | toStrAsHHMMSS (std::string &, TimeSpan) |
void | toStrAsHHMMSSmsec (std::string &, TimeSpan) |
void | toStrAsSDHHMMSSnsec (std::string &, TimeSpan) |
void | toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec) |
std::string | toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec) |
bool | operator== (const Timestamp &left, const Timestamp &right) |
bool | operator!= (const Timestamp &left, const Timestamp &right) |
template<UInt64 Value> | |
bool | operator!= (const Timestamp &left, const IntegralConstant< UInt64, Value > &right) |
template<UInt64 Value> | |
bool | operator!= (const IntegralConstant< UInt64, Value > &left, const Timestamp &right) |
bool | operator< (const Timestamp &left, const Timestamp &right) |
bool | operator> (const Timestamp &left, const Timestamp &right) |
Timestamp | operator+ (const Timestamp ×tamp, const TimeSpan &timeSpan) |
Timestamp | operator- (const Timestamp ×tamp, const TimeSpan &timeSpan) |
TimeSpan | operator- (const Timestamp &left, const Timestamp &right) |
void | toStrAsYYYYMMDD (std::string &, Timestamp) |
void | toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp) |
void | toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp) |
void | toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp) |
void | toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec) |
std::string | toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec) |
bool | fromStr (Timestamp &, const Char *, size_t) |
template<class Message> | |
Message | typify (const BinaryMessage &message) |
template<class Processor> | |
bool | processTypified (const BinaryMessage &binary, Processor &processor) |
template<typename TargetSize, typename SourceSize> | |
void | throwVectorCopyOverflow (TargetSize targetSize, SourceSize sourceSize) |
template<typename TargetItem, typename TargetSize, typename SourceItem, typename SourceSize> | |
void | copy (VectorOverArray< TargetItem, TargetSize > &target, const VectorOverArray< SourceItem, TargetSize > &source, SourceSize itemCount=static_cast< SourceSize >(-1)) |
bool | operator== (const Version &left, const Version &right) |
bool | operator!= (const Version &left, const Version &right) |
bool | operator< (const Version &left, const Version &right) |
bool | operator> (const Version &left, const Version &right) |
bool | fromStr (const Char *, size_t, Version &) |
void | toStr (std::string &, const Version &) |
std::string | toStr (const Version &version) |
MessageArgs template instantiation for AdminHeartbeat312 message type.
Definition at line 83 of file MarketDataListener.h.
typedef MessageArgs<AdminLogin315> AdminLogin315Args |
MessageArgs template instantiation for AdminLogin315 message type.
Definition at line 89 of file MarketDataListener.h.
typedef MessageArgs<AdminLogout316> AdminLogout316Args |
MessageArgs template instantiation for AdminLogout316 message type.
Definition at line 95 of file MarketDataListener.h.
typedef MessageSize BlockLength |
Length of message body representing a block of fixed-length fields.
Definition at line 1256 of file BinaryMessage.h.
Zero-based index of CPU.
Definition at line 31 of file FeedEngine.h.
typedef FixedPointDecimal< Int32, IntegralConstant<Int8, -4>> Decimal32 |
Fixed point decimal with int32 mantissa and constant -4 exponent.
Definition at line 37 of file Composites.h.
typedef FixedPointDecimal< Int32, Int8> Decimal32NULL |
Optional floating point decimal with int32 mantissa and int8 exponent.
Definition at line 79 of file Composites.h.
typedef FixedPointDecimal< Int64, Int8> Decimal64 |
Floating-point decimal.
Definition at line 121 of file Composites.h.
typedef Int32 DecimalExponent |
typedef Int64 DecimalMantissa |
typedef MessageSize EncodedLength |
Length of message binary data.
Definition at line 1252 of file BinaryMessage.h.
typedef IntegralConstant<Char, '2'> EntryTypeTrade |
Error arguments.
Definition at line 194 of file HandlerListener.h.
typedef std::vector<std::string> FileList |
MessageArgs template instantiation for IncrementalRefreshEris351 message type.
Definition at line 143 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshEris353 message type.
Definition at line 149 of file MarketDataListener.h.
typedef MessageArgs<IncrementalRefreshErisReferenceDataAndDailyStatistics333> IncrementalRefreshErisReferenceDataAndDailyStatistics333Args |
MessageArgs template instantiation for IncrementalRefreshErisReferenceDataAndDailyStatistics333 message type.
Definition at line 101 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshIndices348 message type.
Definition at line 131 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshOTC356 message type.
Definition at line 155 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshOTC366 message type.
Definition at line 173 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshTradeBlocks340 message type.
Definition at line 113 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshTradeBlocks349 message type.
Definition at line 137 of file MarketDataListener.h.
MessageArgs template instantiation for IncrementalRefreshTradeBlocks365 message type.
Definition at line 167 of file MarketDataListener.h.
MessageArgs template instantiation for InstrumentDefinitionEris363 message type.
Definition at line 161 of file MarketDataListener.h.
MessageArgs template instantiation for InstrumentDefinitionIndices347 message type.
Definition at line 125 of file MarketDataListener.h.
typedef IntegralConstant<Char, 'H'> LegSecurityIDSource |
typedef UInt16 LocalMktDate |
typedef UInt16 MessageSize |
Aliases message length type.
Definition at line 1249 of file BinaryMessage.h.
Aliases message type (template) identification.
Definition at line 1401 of file BinaryMessage.h.
typedef MessageArgs<NewsIndices339> NewsIndices339Args |
MessageArgs template instantiation for NewsIndices339 message type.
Definition at line 107 of file MarketDataListener.h.
typedef std::vector<std::string> NifList |
List of network interfaces.
Definition at line 33 of file NetFeedConnection.h.
typedef IntegralConstant<Char, '0'> NullCharNULL |
typedef IntegralConstant<Char, '\x0'> NullErisUDI |
typedef IntegralConstant<Int32, 2147483647> NullInt32 |
typedef IntegralConstant<Int8, 127> NullInt8 |
typedef IntegralConstant<UInt16, 65535> NullLocalMktDate |
Null value for optional LocalMktDate field.
typedef IntegralConstant<UInt16, 65535> NullUInt16 |
typedef IntegralConstant<UInt32, 4294967295> NullUInt32 |
typedef IntegralConstant<UInt64, 18446744073709551615ULL> NullUInt64 |
typedef IntegralConstant<UInt8, 255> NullUInt8 |
typedef NetPacket PacketArgs |
typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -7>> PRICENULL |
Price NULL.
Definition at line 286 of file Composites.h.
typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -9>> PRICENULL9 |
Optional Price with constant exponent -9.
Definition at line 328 of file Composites.h.
MessageArgs template instantiation for QuoteRequest345 message type.
Definition at line 119 of file MarketDataListener.h.
typedef MessageHeader::Version SchemaVersion |
Aliases SBE-encoded data version type.
Definition at line 30 of file SchemaTraits.h.
typedef Char SecurityExchange[4] |
typedef UInt64 SecurityId |
typedef UInt32 SequenceNumber |
typedef Char String100[100] |
typedef Char String30[30] |
typedef Char String5[5] |
typedef Char StringLen3[3] |
typedef Char StringLength17[17] |
typedef Char StringLength2[2] |
typedef Char StringLength26[26] |
typedef Char StringLength50[50] |
typedef Char StringLength6[6] |
typedef Char StringLength9[9] |
typedef IntegralConstant<Int8, 0> UpdateActionNew |
typedef IssueArgs WarningArgs |
Warning arguments.
Definition at line 189 of file HandlerListener.h.
|
inline |
|
inline |
|
inline |
Security brief info.
Definition at line 147 of file Security.h.
|
inline |
|
inline |
void copy | ( | VectorOverArray< TargetItem, TargetSize > & | target, |
const VectorOverArray< SourceItem, TargetSize > & | source, | ||
SourceSize | itemCount = static_cast<SourceSize>(-1) ) |
Copies items from source to target.
Items are not required to be of same type thus compatible types can be copied.
Definition at line 325 of file VectorOverArray.h.
void decimalToStr | ( | std::string & | , |
Int64 | , | ||
Int32 | ) |
Serializes decimal presented by mantissa and exponent into a string.
Extracts version from point-separated presentation.
Updates version parameter if buffer is parsed successfully.
bool fromStr | ( | Decimal & | , |
const char * | , | ||
size_t | ) |
bool fromStr | ( | LogCategory::Enum & | , |
const Char * | , | ||
size_t | ) |
Deserializes log category constant.
bool fromStr | ( | LogSeverity::Enum & | , |
const Char * | , | ||
size_t | ) |
Deserializes log severity constant.
bool fromStr | ( | MessageTracing::Enum & | , |
const Char * | , | ||
size_t | ) |
Deserializes message tracing constant from a string.
Gathers log files logs which are available for given channel and are stored in a given folder.
Gathering assumes log files are named by log file naming routine exposed by given SDK.
Gathers log files logs which are available for given channel and are stored in a given folder.
Gathering assumes log files are named by log file naming routine exposed by given SDK. In contrast to other overloads, given one allows to define prefix pattern for logs to be gathered.
void initialize | ( | const InitializationSettings & | ) |
One-time initialization of market data services.
|
inline |
std::string makeInstrumentCacheFilename | ( | ChannelId | ) |
Makes filename for instrument cache for the given channel.
std::string makeLogFilename | ( | UInt32 | ) |
Makes filename for log file for the given channel.
MemoryPool * makeMemoryPool | ( | size_t | , |
size_t | , | ||
size_t | , | ||
size_t | ) |
Constructs memory pool instance according to given configuration.
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bool operator!= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
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Definition at line 257 of file MemoryPool.h.
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bool operator< | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
Logs single character.
Definition at line 292 of file LogEvents.h.
Logs zero-terminated string.
Definition at line 254 of file LogEvents.h.
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Logs decimal number.
Definition at line 421 of file LogEvents.h.
Logs standard string.
Definition at line 266 of file LogEvents.h.
Logs string by its reference.
Definition at line 278 of file LogEvents.h.
Definition at line 454 of file LogEvents.h.
Definition at line 440 of file LogEvents.h.
Logs an integer.
Definition at line 332 of file LogEvents.h.
Logs an integer.
Definition at line 360 of file LogEvents.h.
Logs an integer.
Definition at line 388 of file LogEvents.h.
Logs an integer.
Definition at line 304 of file LogEvents.h.
Logs an integer.
Definition at line 346 of file LogEvents.h.
Logs an integer.
Definition at line 374 of file LogEvents.h.
Logs an integer.
Definition at line 402 of file LogEvents.h.
Logs an integer.
Definition at line 318 of file LogEvents.h.
Prevents data of unrecognized type to be
logged without properly defined serialization.
Definition at line 239 of file LogEvents.h.
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bool operator<= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
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bool operator== | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
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Definition at line 240 of file MemoryPool.h.
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bool operator> | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
bool operator>= | ( | const FixedPointDecimal< Mantissa, Exponent > & | left, |
const FixedPointDecimal< Mantissa, Exponent > & | right ) |
bool processTypified | ( | const BinaryMessage & | binary, |
Processor & | processor ) |
Casts given binary message according to template/type information and processes casted messages by given processor.
Returned value indicates whether message type was successfully recognized and pushed to processor for further processing. Unknown messages aren't processed and thus false result is returned.
Definition at line 55 of file Typification.h.
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Checks whether security belongs to given selection.
Definition at line 256 of file Filtering.h.
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Checks whether security with given identifier belongs to given selection.
Definition at line 222 of file Filtering.h.
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Checks whether security with given attribute belongs to given selection.
Definition at line 238 of file Filtering.h.
void throwBadBinaryData | ( | const Char * | className | ) |
Throws exception on bad repeating group entry.
void throwBadBinaryGroup | ( | ) |
Throws exception on bad repeating group.
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Raises exception on bad binary message.
Definition at line 1241 of file BinaryMessage.h.
void throwBadMessageVersion | ( | SchemaVersion | messageVersion | ) |
Raises exception on bad message version.
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void throwVectorCopyOverflow | ( | TargetSize | targetSize, |
SourceSize | sourceSize ) |
Definition at line 292 of file VectorOverArray.h.
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Raises exception on zero parameter value.
Definition at line 33 of file MemoryPoolSettings.h.
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Serializes object into FIX presentation.
Definition at line 55 of file Serialization.h.
void toFix | ( | std::string & | str, |
const AdminHeartbeat312 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const AdminLogin315 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const AdminLogout316 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshEris351 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshEris353 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshErisReferenceDataAndDailyStatistics333 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshIndices348 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshOTC356 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshOTC366 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks340 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks349 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks365 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const InstrumentDefinitionEris363 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const InstrumentDefinitionIndices347 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const NewsIndices339 & | obj ) |
Serializes object into FIX presentation.
void toFix | ( | std::string & | str, |
const QuoteRequest345 & | obj ) |
Serializes object into FIX presentation.
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Serializes object into FIX presentation.
Definition at line 120 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 154 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 89 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 250 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 219 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 279 of file Serialization.h.
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Serializes object into FIX presentation.
Definition at line 185 of file Serialization.h.
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Serializes object into a string.
Definition at line 42 of file Serialization.h.
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Serializes object into a string.
Definition at line 456 of file Serialization.h.
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Serializes object into a string.
Definition at line 483 of file Serialization.h.
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Serializes object into a string.
Definition at line 511 of file Serialization.h.
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Serializes object into a string.
Definition at line 296 of file Serialization.h.
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Serializes object into a string.
Definition at line 315 of file Serialization.h.
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Serializes object into a string.
Definition at line 334 of file Serialization.h.
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Serializes feed engine settings into a string.
Definition at line 264 of file FeedEngine.h.
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Serializes feed settings into string.
Definition at line 357 of file FeedSettings.h.
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Serializes object into a string.
Definition at line 394 of file Serialization.h.
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Serializes object into a string.
Definition at line 415 of file Serialization.h.
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Serializes Handler debug logging settings into a string.
Definition at line 154 of file HandlerDebugLogging.h.
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Serializes BBA tracking parameters into string.
Definition at line 178 of file HandlerSettings.h.
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Serializes object into a string.
Definition at line 743 of file Serialization.h.
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Serializes object into a string.
Definition at line 772 of file Serialization.h.
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Serializes object into a string.
Definition at line 540 of file Serialization.h.
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Serializes object into a string.
Definition at line 685 of file Serialization.h.
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Serializes object into a string.
Definition at line 801 of file Serialization.h.
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Serializes object into a string.
Definition at line 888 of file Serialization.h.
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Serializes object into a string.
Definition at line 598 of file Serialization.h.
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Serializes object into a string.
Definition at line 714 of file Serialization.h.
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Serializes object into a string.
Definition at line 859 of file Serialization.h.
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Serializes object into a string.
Definition at line 830 of file Serialization.h.
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Serializes object into a string.
Definition at line 656 of file Serialization.h.
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Serializes instrument selection into text presentation.
Definition at line 204 of file Filtering.h.
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Serializes object into a string.
Definition at line 355 of file Serialization.h.
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Serializes memory pool settings into a string.
Definition at line 195 of file MemoryPoolSettings.h.
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Serializes object into a string.
Definition at line 435 of file Serialization.h.
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Serializes feed connection attributes to a given string.
Definition at line 110 of file NetFeedConnection.h.
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Serializes object into a string.
Definition at line 569 of file Serialization.h.
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Serializes object into a string.
Definition at line 375 of file Serialization.h.
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Serializes object into a string.
Definition at line 627 of file Serialization.h.
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Serializes feed settings into string.
Definition at line 223 of file FeedSettings.h.
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Serializes security.
Definition at line 167 of file Security.h.
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Serializes market data processing session settings.
Definition at line 117 of file SessionSettings.h.
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Serializes TCP recovery settings.
Definition at line 207 of file TcpRecovery.h.
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Serializes thread affinity into a string.
Definition at line 85 of file FeedEngine.h.
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Serializes object into a string.
Definition at line 108 of file Serialization.h.
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Serializes object into a string.
Definition at line 141 of file Serialization.h.
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Serializes object into a string.
Definition at line 76 of file Serialization.h.
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Serializes gap and error handling option.
Definition at line 57 of file SessionSettings.h.
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Serializes given integer into a string.
Definition at line 162 of file Integral.h.
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Serializes given integer into a string.
Definition at line 202 of file Integral.h.
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Serializes given integer into a string.
Definition at line 242 of file Integral.h.
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Serializes given integer into a string.
Definition at line 122 of file Integral.h.
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Serializes given constant into a string.
Definition at line 295 of file Integral.h.
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Serializes object into a string.
Definition at line 238 of file Serialization.h.
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Serializes message tracing constant into a string.
Definition at line 59 of file HandlerDebugLogging.h.
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Returns string presentation of feed role.
Definition at line 96 of file NetFeedAttributes.h.
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Returns string presentation of feed service type.
Definition at line 54 of file NetFeedAttributes.h.
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Returns string presentation of feed layout.
Definition at line 77 of file FeedSettings.h.
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Serializes object into a string.
Definition at line 206 of file Serialization.h.
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Serializes object into a string.
Definition at line 267 of file Serialization.h.
void toStr | ( | std::string & | , |
const FeedEngineSettings & | ) |
Serializes feed engine settings into a string.
void toStr | ( | std::string & | , |
const FeedSettings & | ) |
Serializes feed settings into string.
void toStr | ( | std::string & | , |
const HandlerDebugLoggingSettings & | ) |
Serializes Handler debug logging settings into a string.
void toStr | ( | std::string & | , |
const HandlerSettings & | ) |
Serializes BBA tracking parameters into string.
void toStr | ( | std::string & | , |
const InstrumentSelection & | ) |
Serializes instrument selection into text presentation.
void toStr | ( | std::string & | , |
const MemoryPoolSettings & | ) |
Serializes memory pool settings into a string.
void toStr | ( | std::string & | , |
const NetFeedConnection & | ) |
Serializes feed connection attributes to a given string.
void toStr | ( | std::string & | , |
const RealtimeFeedSettings & | ) |
Serializes feed settings into string.
void toStr | ( | std::string & | , |
const Security & | ) |
Serializes security.
void toStr | ( | std::string & | , |
const SessionSettings & | ) |
Serializes market data processing session settings.
void toStr | ( | std::string & | , |
const TcpRecoverySettings & | ) |
Serializes TCP recovery settings.
void toStr | ( | std::string & | , |
const ThreadAffinity & | ) |
Serializes thread affinity into a string.
void toStr | ( | std::string & | , |
const Version & | ) |
Appends point-separated presentation of version to given string.
void toStr | ( | std::string & | , |
GapAndErrorHandlingOptions::Enum | ) |
Serializes gap and error handling option.
void toStr | ( | std::string & | , |
Int16 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
Int32 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
Int64 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
Int8 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
LogCategory::Enum | ) |
Serializes log category constant.
void toStr | ( | std::string & | , |
LogSeverity::Enum | ) |
Serializes log severity constant.
void toStr | ( | std::string & | , |
MessageTracing::Enum | ) |
Serializes message tracing constant into a string.
void toStr | ( | std::string & | , |
NetFeedType::Enum | ) |
Appends string presentation of feed service type.
void toStr | ( | std::string & | , |
RealtimeFeedLayout::Enum | ) |
Appends string presentation of feed layout.
void toStr | ( | std::string & | , |
UInt16 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
UInt32 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
UInt64 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | , |
UInt8 | ) |
Serializes given integer into a string.
void toStr | ( | std::string & | str, |
AggressorSide::Enum | value ) |
Serializes object into a string.
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void toStr | ( | std::string & | str, |
const AdminHeartbeat312 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const AdminLogin315 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const AdminLogout316 & | obj ) |
Serializes object into a string.
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void toStr | ( | std::string & | str, |
const Decimal32 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const Decimal32NULL & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const Decimal64 & | obj ) |
Serializes object into a string.
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void toStr | ( | std::string & | str, |
const GroupSize & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const GroupSizeEncoding & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshEris351 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshEris353 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshErisReferenceDataAndDailyStatistics333 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshIndices348 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshOTC356 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshOTC366 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks340 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks349 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const IncrementalRefreshTradeBlocks365 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const InstrumentDefinitionEris363 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const InstrumentDefinitionIndices347 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const MaturityMonthYear & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const MessageHeader & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const NewsIndices339 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const PRICENULL9 & | obj ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
const QuoteRequest345 & | obj ) |
Serializes object into a string.
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|
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void toStr | ( | std::string & | str, |
EntryCode::Enum | value ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
EntryTypeIndices::Enum | value ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
EventTypeIndices::Enum | value ) |
Serializes object into a string.
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Serializes given constant into a string.
Definition at line 280 of file Integral.h.
void toStr | ( | std::string & | str, |
MatchEventIndicator | set ) |
Serializes object into a string.
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Appends string presentation of feed role.
Definition at line 84 of file NetFeedAttributes.h.
void toStr | ( | std::string & | str, |
SecurityUpdateAction::Enum | value ) |
Serializes object into a string.
void toStr | ( | std::string & | str, |
SettlPriceType | set ) |
Serializes object into a string.
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|
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void toStr | ( | std::string & | str, |
UpdateAction::Enum | value ) |
Serializes object into a string.
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|
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|
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Serializes given integer into a string.
Definition at line 182 of file Integral.h.
|
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Serializes given integer into a string.
Definition at line 222 of file Integral.h.
|
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Serializes given integer into a string.
Definition at line 262 of file Integral.h.
|
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Serializes given integer into a string.
Definition at line 142 of file Integral.h.
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Serializes object into a string.
Definition at line 173 of file Serialization.h.
void toStrAsHHMMSS | ( | std::string & | , |
TimeSpan | ) |
void toStrAsHHMMSSmsec | ( | std::string & | , |
TimeSpan | ) |
void toStrAsSDHHMMSSnsec | ( | std::string & | , |
TimeSpan | ) |
void toStrAsYYYYMMDD | ( | std::string & | , |
Timestamp | ) |
Serializes timestamp in YYYYMMDD format.
void toStrAsYYYYMMDDHHMMSS | ( | std::string & | , |
Timestamp | ) |
Serializes timestamp in YYYYMMDDHHMMSS format.
void toStrAsYYYYMMDDHHMMSSmsec | ( | std::string & | , |
Timestamp | ) |
Serializes timestamp in YYYYMMDDHHMMSSmsec format.
void toStrAsYYYYMMDDHHMMSSnsec | ( | std::string & | , |
Timestamp | ) |
Serializes timestamp in YYYYMMDDHHMMSSnsec format.
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|
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Casts SBE-encoded message to given type.
Definition at line 34 of file Typification.h.