OnixS eSpeed ITCH Market Data Handler for C++  1.0.2.0
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12345]
 NOnixS
 NeSpeed
 NMarketData
 NItch
 CAddOrderMsgThis message will be generated for unattributed orders accepted by the NASDAQ eSpeed trading system
 CArgumentExceptionArgument value error
 CArgumentRangeExceptionArgument value range error
 CCombinationOrderBookDirectoryMsgThe Combination Order book Directory is a specialized directory message used when Combined order books are traded in the marketplace
 CDataSourceData source
 CErrorCodeKnown (selected) error codes
 CErrorListenerDefines an interface through which the Handler notifies subscribers about errors occurred while processing messages
 CEventAndStateListenerSystem Event Message Listener
 CExceptionBasic exception class for this namespace
 CFeedDescriptorFeed descriptor
 CHandlerESpeed ITCH Market Data Handler class
 CHandlerSettingsHandler base configuration settings
 CHandlerStateDefines the state that the handler is in
 CHandlerStateListenerStatus Listener
 CHandlerThreadModelHandler thread model
 CLegSideLeg Side
 CLogFilePermissionLog file read permissions
 CLogLevelLog level
 CLogSettingsLogging options
 CMessageCommon data for all messages
 CMessageListenerAuxilary messages listener
 CMessageTypeMessage type enumeration
 CMonthDefines all the months in the year
 CNotImplementedExceptionMethod doesn't implemented
 CNullArgumentExceptionNull argument value error
 COperationExceptionOperation exception
 COrderBook
 COrderBookDirectoryMsgAt the start of each trading day, Order book directory messages are sent for all active US Treasury securities in the NASDAQ OMX eSpeed trading system
 COrderBookListenerOrder Book listener
 COrderBookStateMsgThe Order book state message relays information on state changes
 COrderCancelMsgThis message is sent whenever an order in the book is modified as a result of either a partial cancellation or complete cancellation
 COrderExecuted2SidedMsgThis message is sent in the event that an order in the book is executed in whole or in part at a price different from the initial display price
 COrderExecutedMsgThis message is sent whenever an order in the book is executed in whole or in part
 COrderExecutedWithPriceMsgThis message is sent in the event that an order in the book is executed in whole or in part at a price different from the initial display price
 COrderInfo
 COrderListenerOrder Messages Listener
 COrderReplaceMsgThis message is sent whenever an order in the book has been modified
 CPriceLevelEncapsulates price level concept
 CPriceLevelCollectionsMiscellaneous traits for PriceLevel class
 CPriceTypePrice Types
 CProductSubTypeProduct Sype Types
 CProductTypeProduct Types
 CReferenceDataListenerReference Data Message Listener
 CReplayListenerListening interface for log replay-related events
 CReplayOptionsDefines ONIXS_ESPEED_ITCH_API which affect logs replay
 CServiceDescriptorService endpoint description
 CSideSide
 CStringRefProvides efficient way of accessing text-based field values, left justified and right padded
 CSystemEventCodeSystem Event Codes
 CSystemEventMsgThe system event message type is used to signal a market or data feed handler event
 CSystemEventReasonSystem Event Reasons
 CThreadAffinityRepresents set of CPU indices
 CTimeListenerTime Message Listener
 CTimeMsgSent for every second having at least one other ITCH message
 CTimeSpanRepresents time interval
 CTimeSpanFormatsTime span formats supported
 CTimestampRepresents timestamp without time-zone information
 CTimestampFormatCollection of timestamp formats supported
 CTradeIndicatorTrade Indicators
 CTradeListenerTrade Messages Listener
 CTradeMsgThe Trade Message provides execution details for non-displayable order types
 CTradeStateInformationMsgThe Trade State Information message relays information on trading state of workups to the trading community
 CTradingFeaturesTrading Features
 CTradingStateTrading States
 CWarningListenerWarning listener
 CYearMonthDayYear, month, day fields
 NstdSTL namespace
 Cless< OnixS::eSpeed::MarketData::Itch::StringRef >Allows using of StringRef in collections like std::map