OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
MessageDataStructures.h File Reference

Go to the source code of this file.

Classes

struct  InstrmtLegGrpSeqT
 
struct  MDInstrumentEntryGrpSeqT
 
struct  MDTradeEntryGrpSeqT
 
struct  MessageHeaderCompT
 
struct  OrderDetailsCompT
 
struct  AddComplexInstrumentT
 
struct  AuctionBBOT
 
struct  AuctionClearingPriceT
 
struct  CrossRequestT
 
struct  ExecutionSummaryT
 
struct  FullOrderExecutionT
 
struct  HeartbeatT
 
struct  InstrumentStateChangeT
 
struct  InstrumentSummaryT
 
struct  OrderAddT
 
struct  OrderDeleteT
 
struct  OrderMassDeleteT
 
struct  OrderModifyT
 
struct  OrderModifySamePrioT
 
struct  PacketHeaderT
 
struct  PartialOrderExecutionT
 
struct  ProductStateChangeT
 
struct  ProductSummaryT
 
struct  QuoteRequestT
 
struct  SnapshotOrderT
 
struct  TopOfBookT
 
struct  TradeReportT
 
struct  TradeReversalT
 
struct  BaseMsgData
 

Namespaces

 OnixS
 
 OnixS::Eurex
 
 OnixS::Eurex::MarketData
 
 OnixS::Eurex::MarketData::EOBI
 
 OnixS::Eurex::MarketData::EOBI::Implementation
 

Typedefs

typedef OnixS::Eurex::MarketData::Int8 int8_t
 
typedef OnixS::Eurex::MarketData::Int16 int16_t
 
typedef OnixS::Eurex::MarketData::Int32 int32_t
 
typedef OnixS::Eurex::MarketData::Int64 int64_t
 
typedef OnixS::Eurex::MarketData::UInt8 uint8_t
 
typedef OnixS::Eurex::MarketData::UInt16 uint16_t
 
typedef OnixS::Eurex::MarketData::UInt32 uint32_t
 
typedef OnixS::Eurex::MarketData::UInt64 uint64_t
 
typedef HeartbeatT HeartbeatMsgData
 
typedef OrderAddT OrderAddMsgData
 
typedef OrderModifyT OrderModifyMsgData
 
typedef OrderModifySamePrioT OrderModifySamePriorityMsgData
 
typedef OrderDeleteT OrderDeleteMsgData
 
typedef OrderMassDeleteT OrderMassDeleteMsgData
 
typedef PartialOrderExecutionT PartialOrderExecutionMsgData
 
typedef FullOrderExecutionT FullOrderExecutionMsgData
 
typedef TradeReportT TradeReportMsgData
 
typedef TradeReversalT TradeReversalMsgData
 
typedef ExecutionSummaryT ExecutionSummaryMsgData
 
typedef ProductStateChangeT ProductStateChangeMsgData
 
typedef InstrumentStateChangeT InstrumentStateChangeMsgData
 
typedef AddComplexInstrumentT AddComplexInstrumentMsgData
 
typedef AuctionBBOT AuctionBestBidOfferMsgData
 
typedef AuctionClearingPriceT AuctionClearingPriceMsgData
 
typedef QuoteRequestT QuoteRequestMsgData
 
typedef CrossRequestT CrossRequestMsgData
 
typedef TopOfBookT TopOfBookMsgData
 
typedef ProductSummaryT ProductSummaryMsgData
 
typedef InstrumentSummaryT InstrumentSummaryMsgData
 
typedef SnapshotOrderT SnapshotOrderMsgData
 

Functions

 BOOST_STATIC_ASSERT (MarketData::Implementation::PacketHeaderForEobi::TemplateIdValue==13005)
 

Variables

const int EOBI_EOBI_TID_MIN = 13001
 
const int EOBI_EOBI_TID_MAX = 13602
 
const Int64 UndefinedInt64 = ((Int64)0x8000000000000000LL)
 
const Int32 UndefinedInt32 = ((Int32)0x80000000)
 
const Int16 UndefinedInt16 = ((Int16)0x8000)
 
const Int8 UndefinedInt8 = ((Int8)0x80)
 
const UInt64 UndefinedUInt64 = ((Int64)0xFFFFFFFFFFFFFFFFLL)
 
const UInt32 UndefinedUInt32 = ((Int32)0xFFFFFFFF)
 
const UInt16 UndefinedUInt16 = ((Int16)0xFFFF)
 
const UInt8 UndefinedUInt8 = ((Int8)0xFFFF)
 
const Int64 UndefinedPrice = UndefinedInt64
 
const Int64 UndefinedSize = UndefinedInt64