OnixS Eurex EDCI Handler C++ library 1.0.0
Users' manual and API documentation
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12345]
 NOnixS
 NEurex
 NDropCopy
 CApplIdIdentifier for subscription and retransmission of an ETI data stream
 CApplSeqIndicatorIndicates if the order is a Lean Order or a Standard (non lean) Order
 CArgumentExceptionArgument value error
 CArgumentRangeExceptionArgument value range error
 CConnectionListenerConnection Listener
 CConnectionRetriesConnection retries settings
 CConnectionStateDefines the state that the Handler's connection is in
 CConnectionStateChangeDefines the interface through which the Handler notifies subscribers about Handler state change events
 CConnectionStateListenerProvides events representing changes in the Handler's connection state
 CCrossedIndicatorIndicates SMP involvement
 CCrossMatchInstructionInstruction defining how to handle self-match prevention when a cross is detected
 CCustOrderHandlingInst
 CDeleteOrderBroadcastDelete Order Broadcast
 CAffectedOrdGrpElemRepeating group containing orders affected by a single or mass cancel request
 CRBCHeaderElemHeader structure used for broadcast messages including timestamp, partition and application identifiers
 CErrorCodeKnown (selected) error codes
 CErrorListener
 CExceptionBasic exception class for this namespace
 CExecInstInstructions for order handling, represented as a bit map
 CExecTypeThe reason why this message was generated
 CExecutingTraderQualifierQualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos
 CHandlerEurex EDCI DropCopy Handler
 CHandlerSettingsHandler settings
 CHandlerStateDefines the state that the handler is in
 CHandlerStateListenerStatus Listener
 CHeartbeatNotificationHeartbeat Notification
 CNotifHeaderElemHeader structure for notification messages including sending timestamp
 CLastFragment
 CLogLevelLog level
 CLogonInitial logon message parameters
 CLogonResponseLogon Response
 CResponseHeaderElemHeader structure for response messages including timestamps and sequence information
 CLogSettingsLogging options
 CMarketIdMarket ID
 CMatchTypeThe point in the matching process at which this trade was matched
 CMessageMessage base class
 CMessageInfoPer-message metadata delivered to listener callbacks
 CNotImplementedExceptionMethod doesn't implemented
 CNullArgumentExceptionNull argument value error
 COperationExceptionOperation exception
 COrderExecReportBroadcastOrder Exec Report Broadcast
 CFillsGrpElemRepeating group containing details of partial fills for an order
 CRBCHeaderElemHeader structure used for broadcast messages including timestamp, partition and application identifiers
 COrderHandlingListenerOrderHandling listener
 COrderOriginationOrder origination, MiFID field - to indicate order received from a direct access or sponsored access customer
 COrdStatusConveys the current status of an order
 COrdTypeOrder type
 CPartitionListNotificationPartition List Notification
 CNotifHeaderElemHeader structure for notification messages including sending timestamp
 CPartitionGrpElemRepeating group containing partition identifiers
 CPartyIdInvestmentDecisionMakerQualifierQualifier indicating whether the investment decision maker is a human or an algorithm
 CProductComplexThis field qualifies an instrument type on Eurex
 CRejectReject
 CResponseHeaderElemHeader structure for response messages including timestamps and sequence information
 CSelfMatchPreventionInstructionInstruction defining how self-match prevention should be applied
 CSessionListenerSession listener
 CSessionListNotificationSession List Notification
 CNotifHeaderElemHeader structure for notification messages including sending timestamp
 CSessionsGrpElemRepeating group containing session details accessible to the user
 CSessionModeType of Eurex ETI session
 CSessionRejectReasonError code
 CSessionStatusStatus of an ETI session
 CSessionStatusBroadcastSession Status Broadcast
 CRBCHeaderElemHeader structure used for broadcast messages including timestamp, partition and application identifiers
 CSideSide of the order
 CTemplateIdTemplate IDs
 CTimeInForceExecution and trading restriction parameters supported by Eurex
 CTradingCapacity
 CTradingSessionSubIdMarks a a certain order as a closing auction one
 CTradSesEventTrading session event type
 CTradSesModeTrading session mode
 CTriggeredIndicates if an order has been previously triggered
 CWarningCodeKnown (selected) warning codes
 CWarningListener