OnixS C++ eSpeed ITCH Market Data Handler: File Members

OnixS C++ eSpeed ITCH Market Data Handler 1.7.3

API documentation

HandlerLogsEntry : Replay.h
OrderBookId : Defines.h
OrderId : Defines.h
OrderInfos : OrderBook.h
Price4 : Defines.h
Price8 : Defines.h
PriceLevels : OrderBook.h
PriceLevelsConstEntry : OrderBook.h
PriceLevelsEntry : OrderBook.h
Quantity : Defines.h
RawTimestamp : Timestamp.h
SequenceNumber : Defines.h
Symbols : HandlerSettings.h
TimeSpanFormat : TimeSpan.h