OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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second() :
Timestamp
seconds() :
TimeSpan
securityDescription() :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
Semaphore() :
Semaphore
ServiceDescriptor() :
ServiceDescriptor
setOrderBookIdFilter() :
Handler
settings() :
FeedEngine
settlementDate() :
OrderBookDirectoryMsg
setUserPointer() :
OrderBook
side() :
AddOrderMsg
,
OrderCancelMsg
,
OrderExecutedMsg
,
OrderExecutedWithPriceMsg
sinceEpoch() :
Timestamp
size() :
StrRef
socketBufferSize() :
FeedEngineSettings
spinBeforeIdleTime() :
FeedEngineSettings
spreadRate() :
OrderBookDirectoryMsg
start() :
Handler
state() :
Handler
stop() :
Handler
StrRef() :
StrRef
swap() :
PriceLevel
,
StrRef
symbol() :
CombinationOrderBookDirectoryMsg
,
OrderBookDirectoryMsg
SystemEventMsg() :
SystemEventMsg