OnixS Brokertec ITCH Market Data Handler for C++
1.1.0.1
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- a -
address :
ServiceDescriptor
aggressiveOrderId :
WorkupInformationMsg
aggressiveSide :
WorkupInformationMsg
availableAskQuantityAtEquilibriumPrice :
EquilibriumPriceUpdateMsg
availableBidQuantityAtEquilibriumPrice :
EquilibriumPriceUpdateMsg
- b -
blockLotSize :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
buildInternalOrderBooks :
HandlerSettings
- c -
comboGroupId :
TradeMsg
counterpartyId :
TradeMsg
,
OrderExecutedMsg
- e -
equilibriumPrice :
EquilibriumPriceUpdateMsg
eventCode :
SystemEventMsg
executedQuantity :
OrderExecutedMsg
- f -
feedInactivityTimeout :
HandlerSettings
financialProduct :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
- i -
isin :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
- l -
leg1 :
CombinationOrderBookDirectoryMsg
leg2 :
CombinationOrderBookDirectoryMsg
leg3 :
CombinationOrderBookDirectoryMsg
leg4 :
CombinationOrderBookDirectoryMsg
length :
TickSizeTableEntryMsg
,
OrderReplaceMsg
,
OrderDeleteMsg
,
SystemEventMsg
,
TradeMsg
,
TradeSummaryMsg
,
TimeMsg
,
OrderBookStateMsg
,
EquilibriumPriceUpdateMsg
,
WorkupInformationMsg
,
OrderBookDirectoryMsg
,
AddOrderMsg
,
AddAtributedOrderMsg
,
OrderExecutedWithPriceMsg
,
CombinationOrderBookDirectoryMsg
,
OrderExecutedMsg
licenseDirectory :
HandlerSettings
listener :
ReplayOptions
logDirectory :
HandlerSettings
logFileNamePrefix :
HandlerSettings
logFilePermissions :
HandlerSettings
logLevel :
HandlerSettings
logs :
ReplayOptions
logSettings :
HandlerSettings
longName :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
lotType :
AddOrderMsg
- m -
matchId :
OrderExecutedMsg
,
TradeMsg
maxBooksObjectAmount :
HandlerSettings
maxPacketWaitingTime :
HandlerSettings
maxRecoveryTime :
HandlerSettings
messageSeqNum :
DataSource
multicastFeed :
HandlerSettings
- n -
nanoseconds :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
,
SystemEventMsg
,
OrderExecutedMsg
,
OrderReplaceMsg
,
OrderBookStateMsg
,
OrderDeleteMsg
,
TradeMsg
,
TickSizeTableEntryMsg
,
WorkupInformationMsg
,
TradeSummaryMsg
,
EquilibriumPriceUpdateMsg
,
AddOrderMsg
networkInterface :
HandlerSettings
networkInterfaceA :
HandlerSettings
networkInterfaceB :
HandlerSettings
newOrderBookPosition :
OrderReplaceMsg
nominalValue :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
numberOfDecimalsInNominalValue :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
numberOfDecimalsInPrice :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
- o -
occurredAtCross :
OrderExecutedWithPriceMsg
,
TradeMsg
oddLotSize :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
orderAttributes :
AddOrderMsg
,
OrderReplaceMsg
orderBookId :
CombinationOrderBookDirectoryMsg
,
TradeMsg
,
TradeSummaryMsg
,
TickSizeTableEntryMsg
,
EquilibriumPriceUpdateMsg
,
OrderBookStateMsg
,
WorkupInformationMsg
,
OrderDeleteMsg
,
OrderReplaceMsg
,
AddOrderMsg
,
OrderExecutedMsg
,
OrderBookDirectoryMsg
orderBookPosition :
AddOrderMsg
orderId :
OrderReplaceMsg
,
OrderExecutedMsg
,
AddOrderMsg
,
OrderDeleteMsg
originalPacketReceptionTime :
DataSource
otherQuantity :
TradeSummaryMsg
ownerId :
OrderExecutedMsg
,
TradeMsg
- p -
packetMessageCount :
DataSource
packetMessageNumber :
DataSource
packetReceptionTime :
DataSource
packetReplayDelay :
ReplayOptions
participantId :
AddAtributedOrderMsg
passiveOrderId :
WorkupInformationMsg
passiveSide :
WorkupInformationMsg
playSpeedMultiplier :
ReplayOptions
port :
ServiceDescriptor
price :
WorkupInformationMsg
,
AddOrderMsg
,
OrderReplaceMsg
priceFrom :
TickSizeTableEntryMsg
priceTo :
TickSizeTableEntryMsg
printable :
OrderExecutedWithPriceMsg
,
TradeMsg
- q -
quantity :
AddOrderMsg
,
TradeMsg
,
OrderReplaceMsg
- r -
ratio :
Leg
replayMode :
ReplayOptions
reserved1 :
EquilibriumPriceUpdateMsg
retransmitionServer :
HandlerSettings
roundLotSize :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
- s -
seconds :
TimeMsg
serviceA :
FeedDescriptor
serviceB :
FeedDescriptor
session :
DataSource
shownQuantity :
TradeSummaryMsg
side :
OrderExecutedMsg
,
OrderReplaceMsg
,
OrderDeleteMsg
,
TradeMsg
,
Leg
,
TradeSummaryMsg
,
AddOrderMsg
state :
WorkupInformationMsg
stateName :
OrderBookStateMsg
symbol :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
,
Leg
- t -
threadAffinity :
HandlerSettings
tickSize :
TickSizeTableEntryMsg
tradePrice :
TradeMsg
,
TradeSummaryMsg
,
OrderExecutedWithPriceMsg
tradingCurrency :
OrderBookDirectoryMsg
,
CombinationOrderBookDirectoryMsg
type :
Message
- u -
udpSocketBufferSize :
HandlerSettings
useFeedA :
HandlerSettings
useFeedB :
HandlerSettings
- w -
wasCached :
DataSource
- z -
Zero :
TimeSpan
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. All rights reserved.