OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
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OnixS
eSpeed
MarketData
Itch
Messages.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/OrderBookDirectoryMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/CombinationOrderBookDirectoryMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/SystemEventMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/OrderBookStateMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/AddOrderMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/OrderExecutedMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/OrderExecutedWithPriceMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/OrderCancelMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/TradeMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/ExecutionDoneMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/InformationMsg.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages/BrokenTradeMsg.h
>
OrderCancelMsg.h
OrderBookStateMsg.h
SystemEventMsg.h
BrokenTradeMsg.h
OrderExecutedWithPriceMsg.h
AddOrderMsg.h
TradeMsg.h
OrderExecutedMsg.h
OrderBookDirectoryMsg.h
ExecutionDoneMsg.h
InformationMsg.h
CombinationOrderBookDirectoryMsg.h