AddAtributedOrderMsg | An Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book |
AddOrderMsg | An Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book |
CombinationOrderBookDirectoryMsg | The Combination Order book Directory is a specialized directory message used when Combination order books are traded at the marketplace |
DataSource | Data source |
EndOfDayListener | End Of Day listener |
EquilibriumPriceUpdateMsg | This message is used if/when auctions occur |
ErrorCode | Known (selected) error codes |
ErrorListener | Defines an interface through which the Handler notifies subscribers about errors occurred while processing messages |
Exception | Basic exception class for this namespace |
FeedDescriptor | Feed descriptor |
FinancialProducts | |
Handler | ESpeed ITCH Market Data Handler class |
HandlerSettings | Handler base configuration settings |
HandlerState | Defines the state that the handler is in |
HandlerStateListener | Status Listener |
Leg | Leg |
LegSide | |
less< OnixS::Brokertec::MarketData::Itch::StringRef > | Allows using of StringRef in collections like std::map |
LogFilePermission | Log file read permissions |
LogLevel | Log level |
LogSettings | Logging options |
LotType | |
MatchId | |
Message | Common data for all Messages |
MessageListener | Message listener |
MessageType | Message type enumeration |
Month | Defines all the months in the year |
NotImplementedException | Method doesn't implemented |
OperationException | Operation exception |
OrderAttributes | Additional order attributes |
OrderBook | |
OrderBookDirectoryMsg | At 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 |
OrderBookListener | Order Book listener |
OrderBookStateMsg | The Order book state message relays information on state changes |
OrderDeleteMsg | This message is sent whenever an order on the book is being deleted |
OrderExecutedMsg | This message is sent whenever an order on the book is executed in whole or in part |
OrderExecutedWithPriceMsg | This 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 |
PacketGapListener | Gap listener |
PacketListener | Packet listener |
PriceLevel | Encapsulates price level concept |
PriceLevelCollections | Miscellaneous traits for PriceLevel class |
ReplayListener | Listening interface for log replay-related events |
ReplayMode | Logging options |
ReplayOptions | Defines ONIXS_BROKERTEC_ITCH_API which affect logs replay |
ServiceDescriptor | Service endpoint description |
Side | |
String< N > | ASCII encoded, right-padded with spaces |
StringRef | Provides efficient way of accessing text-based field values, left justified and right padded |
SystemEventMsg | The system event message type is used to signal a market or data feed handler event |
ThreadAffinity | Represents set of CPU indices |
TickSizeTableEntryMsg | This message contains information on a tick size for a price range |
TimeMsg | Sent for every second having at least one other ITCH message |
TimeSpan | Represents time interval |
TimeSpanFormats | Time span formats supported |
Timestamp | Represents timestamp without time-zone information |
TimestampFormat | Collection of timestamp formats supported |
TradeMsg | The TradeMsg Message is designed to provide execution details for normal match events involving non-displayable order types |
TradeSummaryMsg | The Trade Summary Message is designed to provide a summary of a trade and is published before Order Executed and Trade messages |
WarningListener | Warning listener |
WorkupInformationMsg | The Workup Information message relays information on workups |
WorkupState | |
YearMonthDay | Year, month, day fields |