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OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
|
| ▼NOnixS | |
| ►NHandlerCore | |
| CAddOrderMsg | |
| CBigEndianConverter | Big-endian conversion operations |
| CBinaryFields | |
| CBinaryMessage | Encapsulates services for manipulating encoded messages |
| CBrokenTradeListener | Broken Trade Message Listener |
| CBrokenTradeMsg | |
| CCombinationOrderBookDirectoryMsg | |
| CDataSource | Data source |
| CErrorCode | Known (selected) error codes |
| CErrorListener | |
| CEventAndStateListener | System Event Message Listener |
| CException | Basic exception class for this namespace |
| CExecutionDoneMsg | |
| CFeedDescriptor | Feed descriptor |
| CFeedEngine | Manages processing machinery for market data received from feeds |
| CFeedEngineListener | |
| CFeedEngineSettings | Collection of settings affecting Feed Engine behavior |
| CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
| CHandler | ESpeed ITCH Market Data Handler class |
| CHandlerSettings | Handler configuration settings |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Status Listener |
| CIncomingMessage | |
| CInformationListener | Indicative Pricing Message Listener |
| CInformationMsg | |
| CIntegralConstant | Integral constant |
| CIssuedAsBenchmark | IssuedAsBenchmark |
| CLegSide | Leg Sides |
| CLogFilePermission | Log file read permissions |
| CLogLevel | Log level |
| CLogSettings | Logging options |
| CMessageListener | Auxilary message listener |
| CMessageType | Message type enumeration |
| CMonth | Defines all the months in the year |
| COperationException | Operation exception |
| COrderBook | |
| COrderBookDirectoryMsg | |
| COrderBookListener | Order Book listener |
| COrderBookStateMsg | |
| COrderCancelMsg | |
| COrderExecutedMsg | |
| COrderExecutedWithPriceMsg | |
| COrderInfo | |
| COrderListener | Order Message Listener |
| CPriceLevel | Encapsulates price level concept |
| CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
| CPriceType | Price Types |
| CPrintable | Printable |
| CProductSubType | Product Syb Types |
| CProductType | Product Types |
| CReferenceDataListener | Reference Data Message Listener |
| CReplayListener | Listening interface for log replay-related events |
| CReplayOptions | Defines options which affect logs replay |
| CSecurityEventCode | Security Event Codes |
| CSemaphore | Semaphore |
| CServiceDescriptor | Service endpoint description |
| CSide | Sides |
| CStrRef | Provides efficient way of accessing text-based FIX field values |
| CSystemEventCode | System Event Codes |
| CSystemEventMsg | |
| CSystemEventReason | System Event Reasons |
| CThreadAffinity | Represents set of CPU indices |
| CTimeSpan | |
| CTimeSpanFormats | Time span formats supported |
| CTimestamp | Represents timestamp without time-zone information |
| CTimestampFormat | Collection of timestamp formats supported |
| CTradeListener | Trade Message Listener |
| CTradeMsg | |
| CTradingFeatures | Trading Features |
| CWarningListener | |
| CYearMonthDay | Year, month, day fields |