OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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a
b
d
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h
i
l
m
n
o
p
q
r
s
u
y
z
- a -
address :
ServiceDescriptor
- b -
buildInternalOrderBooks :
HandlerSettings
- d -
day :
YearMonthDay
- g -
glimpseFeed :
HandlerSettings
glimpsePassword :
HandlerSettings
glimpseUsername :
HandlerSettings
- h -
heartbeatInterval :
HandlerSettings
- i -
itchFeed :
HandlerSettings
- l -
licenseDirectory :
HandlerSettings
licenseString :
HandlerSettings
listener :
ReplayOptions
logDirectory :
HandlerSettings
logFileNamePrefix :
HandlerSettings
logFilePermissions :
HandlerSettings
logLevel :
HandlerSettings
logs :
ReplayOptions
logSettings :
HandlerSettings
lostPacketWaitTime :
HandlerSettings
- m -
maxBooksObjectAmount :
HandlerSettings
maxConnectingAttempts :
HandlerSettings
maxPacketSize :
HandlerSettings
maxRetransmissionResponseTime :
HandlerSettings
messageSeqNum :
DataSource
messageSize_ :
AddOrderMsg
,
BrokenTradeMsg
,
CombinationOrderBookDirectoryMsg
,
ExecutionDoneMsg
,
InformationMsg
,
OrderBookDirectoryMsg
,
OrderBookStateMsg
,
OrderCancelMsg
,
OrderExecutedMsg
,
OrderExecutedWithPriceMsg
,
SystemEventMsg
,
TradeMsg
minReconnectingTimeout :
HandlerSettings
month :
YearMonthDay
- n -
networkInterface :
HandlerSettings
networkInterfaceA :
HandlerSettings
networkInterfaceB :
HandlerSettings
networkInterfaceForTcpServices :
HandlerSettings
- o -
orderId_ :
OrderInfo
origin :
DataSource
outOfOrderPacketMaxInterval :
HandlerSettings
- p -
packetMessageCount :
DataSource
packetMessageNumber :
DataSource
packetReceptionTime :
DataSource
packetReplayDelay :
ReplayOptions
port :
ServiceDescriptor
- q -
quantity_ :
OrderInfo
- r -
retransmissionFeed :
HandlerSettings
retransmissionMaxPacketNumber :
HandlerSettings
- s -
serviceA :
FeedDescriptor
serviceB :
FeedDescriptor
session :
DataSource
- u -
useFeedA :
HandlerSettings
useFeedB :
HandlerSettings
- y -
year :
YearMonthDay
- z -
Zero :
TimeSpan