OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
AddAtributedOrderMsgAn Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book
AddOrderMsgAn Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book
CombinationOrderBookDirectoryMsgThe Combination Order book Directory is a specialized directory message used when Combination order books are traded at the marketplace
DataSourceData source
EndOfDayListenerEnd Of Day listener
EquilibriumPriceUpdateMsgThis message is used if/when auctions occur
ErrorCodeKnown (selected) error codes
ErrorListenerDefines an interface through which the Handler notifies subscribers about errors occurred while processing messages
ExceptionBasic exception class for this namespace
FeedDescriptorFeed descriptor
FinancialProducts
HandlerESpeed ITCH Market Data Handler class
HandlerSettingsHandler base configuration settings
HandlerStateDefines the state that the handler is in
HandlerStateListenerStatus Listener
LegLeg
LegSide
less< OnixS::Brokertec::MarketData::Itch::StringRef >Allows using of StringRef in collections like std::map
LogFilePermissionLog file read permissions
LogLevelLog level
LogSettingsLogging options
LotType
MatchId
MessageCommon data for all Messages
MessageListenerMessage listener
MessageTypeMessage type enumeration
MonthDefines all the months in the year
NotImplementedExceptionMethod doesn't implemented
OperationExceptionOperation exception
OrderAttributesAdditional order attributes
OrderBook
OrderBookDirectoryMsgAt the start of each trading day, Order book directory messages are disseminated for all active securities, including halted securities, in the Genium INET Trading system
OrderBookListenerOrder Book listener
OrderBookStateMsgThe Order book state message relays information on state changes
OrderDeleteMsgThis message is sent whenever an order on the book is being deleted
OrderExecutedMsgThis message is sent whenever an order on the book is executed in whole or in part
OrderExecutedWithPriceMsgThis message is sent in the relatively rare event that an order on the book is executed in whole or in part with a price different than the initial display price
OrderInfo
OrderReplaceMsg!!! Order Replace Message is currently not used but is included in the ITCH specification !!! for future reference
PacketGapListenerGap listener
PacketListenerPacket listener
PriceLevelEncapsulates price level concept
PriceLevelCollectionsMiscellaneous traits for PriceLevel class
ReplayListenerListening interface for log replay-related events
ReplayModeLogging options
ReplayOptionsDefines ONIXS_BROKERTEC_ITCH_API which affect logs replay
ServiceDescriptorService endpoint description
Side
String< N >ASCII encoded, right-padded with spaces
StringRefProvides efficient way of accessing text-based field values, left justified and right padded
SystemEventMsgThe system event message type is used to signal a market or data feed handler event
ThreadAffinityRepresents set of CPU indices
TickSizeTableEntryMsgThis message contains information on a tick size for a price range
TimeMsgSent for every second having at least one other ITCH message
TimeSpanRepresents time interval
TimeSpanFormatsTime span formats supported
TimestampRepresents timestamp without time-zone information
TimestampFormatCollection of timestamp formats supported
TradeMsgThe TradeMsg Message is designed to provide execution details for normal match events involving non-displayable order types
TradeSummaryMsgThe Trade Summary Message is designed to provide a summary of a trade and is published before Order Executed and Trade messages
WarningListenerWarning listener
WorkupInformationMsgThe Workup Information message relays information on workups
WorkupState
YearMonthDayYear, month, day fields