OnixS C++ eSpeed ITCH Market Data Handler: Class Index

OnixS C++ eSpeed ITCH Market Data Handler 1.7.3

API documentation

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A | B | C | D | E | F | H | I | L | M | O | P | R | S | T | W | Y

A: AddOrderMsg

B: BigEndianConverter; BinaryFields; BinaryMessage; BrokenTradeListener; BrokenTradeMsg

C: CombinationOrderBookDirectoryMsg

D: DataSource

E: ErrorCode; ErrorListener; EventAndStateListener; Exception; ExecutionDoneMsg

F: FeedDescriptor; FeedEngine; FeedEngineListener; FeedEngineSettings; FeedEngineThreadIdle

H: Handler; HandlerSettings; HandlerState; HandlerStateListener

I: IncomingMessage; InformationListener; InformationMsg; IntegralConstant; IssuedAsBenchmark

L: LegSide; LogFilePermission; LogLevel; LogSettings

M: MessageListener; MessageType; Month

O: OperationException; OrderBook; OrderBookDirectoryMsg; OrderBookListener; OrderBookStateMsg; OrderCancelMsg; OrderExecutedMsg; OrderExecutedWithPriceMsg; OrderInfo; OrderListener

P: PriceLevel; PriceLevelCollections; PriceType; Printable; ProductSubType; ProductType

R: ReferenceDataListener; ReplayListener; ReplayOptions

S: SecurityEventCode; Semaphore; ServiceDescriptor; Side; StrRef; SystemEventCode; SystemEventMsg; SystemEventReason

T: ThreadAffinity; TimeSpan; TimeSpanFormats; Timestamp; TimestampFormat; TradeListener; TradeMsg; TradingFeatures

W: WarningListener

Y: YearMonthDay

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