OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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- a -
AcceptingHolidaySessionStarts :
SystemEventReason
AddOrder :
MessageType
April :
Month
AsDefined :
LegSide
AsPercentage :
PriceType
Async :
LogSettings
August :
Month
- b -
Benchmark :
ProductSubType
Break :
SystemEventReason
BrokenTrade :
MessageType
Buy :
Side
- c -
CombinationOrderBookDirectory :
MessageType
ConsoleColored :
LogSettings
ConsoleErr :
LogSettings
ConsoleShowPrefix :
LogSettings
CurveOrButterflies :
ProductType
- d -
DataWaitTimeout :
FeedEngineThreadIdle
Debug :
LogLevel
December :
Month
Default :
LogFilePermission
,
LogSettings
Disabled :
SecurityEventCode
- e -
EarlyClose :
SystemEventReason
Enabled :
SecurityEventCode
EndOfMessages :
SystemEventCode
EndOfTradingSessionHours :
SystemEventCode
Error :
LogLevel
ExecutionDone :
MessageType
- f -
Fatal :
LogLevel
February :
Month
- g -
General :
ErrorCode
glimpse :
DataSource
- h -
Halted :
SecurityEventCode
HHMMSS :
TimeSpanFormats
HHMMSSmsec :
TimeSpanFormats
- i -
IndicativeMarketsSupported :
TradingFeatures
Info :
LogLevel
Information :
MessageType
Issued10Y :
IssuedAsBenchmark
Issued12M :
IssuedAsBenchmark
Issued1M :
IssuedAsBenchmark
Issued20Y :
IssuedAsBenchmark
Issued2M :
IssuedAsBenchmark
Issued2Y :
IssuedAsBenchmark
Issued30Y :
IssuedAsBenchmark
Issued3M :
IssuedAsBenchmark
Issued3Y :
IssuedAsBenchmark
Issued5Y :
IssuedAsBenchmark
Issued6M :
IssuedAsBenchmark
Issued7Y :
IssuedAsBenchmark
- j -
January :
Month
July :
Month
June :
Month
- l -
LockPriceForTreasurySwap :
LegSide
LogBooks :
LogSettings
LogPackets :
LogSettings
- m -
March :
Month
May :
Month
multicast :
DataSource
- n -
No :
Printable
NonTradableSecurity :
TradingFeatures
NoTrace :
LogSettings
November :
Month
- o -
October :
Month
OffTheRun :
ProductSubType
Opposite :
LegSide
OrderBookDirectory :
MessageType
OrderBookState :
MessageType
OrderCancel :
MessageType
OrderExecuted :
MessageType
OrderExecutedWithPrice :
MessageType
- p -
PerUnit :
PriceType
- r -
ReadAll :
LogFilePermission
ReadOwnerOnly :
LogFilePermission
Redundant :
FeedEngineThreadIdle
RegularStartOrEnd :
SystemEventReason
replay :
DataSource
Reserved1 :
TradingFeatures
Reserved2 :
TradingFeatures
Reserved3 :
ProductType
Reserved5 :
ProductType
ResumptionAfterBreak :
SystemEventReason
- s -
SDHHMMSSnsec :
TimeSpanFormats
SecuritySupportsImpliedTradingThroughLegs :
TradingFeatures
Sell :
Side
September :
Month
Started :
HandlerState
Starting :
HandlerState
StartOfMessages :
SystemEventCode
StartOfTradingSessionHours :
SystemEventCode
Stopped :
HandlerState
Stopping :
HandlerState
SystemEvent :
MessageType
- t -
TestSecurity :
TradingFeatures
TIPS :
ProductType
Trace :
LogLevel
TraceToConsole :
LogSettings
TraceToFile :
LogSettings
Trade :
MessageType
- u -
Undefined :
IssuedAsBenchmark
,
LegSide
,
Month
USTreasury :
ProductType
USTreasuryBills :
ProductType
- w -
Warning :
LogLevel
WI :
ProductSubType
WriteAll :
LogFilePermission
WriteOwnerOnly :
LogFilePermission
- y -
Yes :
Printable
YieldSpread :
PriceType
YYYYMMDD :
TimestampFormat
YYYYMMDDHHMMSS :
TimestampFormat
YYYYMMDDHHMMSSMsec :
TimestampFormat
YYYYMMDDHHMMSSNsec :
TimestampFormat