OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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leg1DV01() :
CombinationOrderBookDirectoryMsg
leg1Reserved() :
CombinationOrderBookDirectoryMsg
leg1Side() :
CombinationOrderBookDirectoryMsg
leg1Symbol() :
CombinationOrderBookDirectoryMsg
leg2DV01() :
CombinationOrderBookDirectoryMsg
leg2Reserved() :
CombinationOrderBookDirectoryMsg
leg2Side() :
CombinationOrderBookDirectoryMsg
leg2Symbol() :
CombinationOrderBookDirectoryMsg
leg3DV01() :
CombinationOrderBookDirectoryMsg
leg3Reserved() :
CombinationOrderBookDirectoryMsg
leg3Side() :
CombinationOrderBookDirectoryMsg
leg3Symbol() :
CombinationOrderBookDirectoryMsg
legRatio1() :
CombinationOrderBookDirectoryMsg
legRatio2() :
CombinationOrderBookDirectoryMsg
licenseExpirationDate() :
Handler
log() :
Handler