OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
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Here are the classes, structs, unions and interfaces with brief descriptions:
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N
OnixS
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N
Eurex
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N
MarketData
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N
EOBI
C
AddComplexInstrument
C
AddComplexInstrumentEntries
C
AddComplexInstrumentEntry
C
AddFlexibleInstrument
C
AddScaledSimpleInstrument
C
AggressorSide
C
AlgorithmicTradeIndicator
C
ApplSeqResetIndicator
C
AuctionBestBidOffer
C
AuctionClearingPrice
C
CompletionIndicator
C
CrossRequest
C
DataContainer
C
EobiHandler
Eurex
Enhanced Order Book Interface Handler
C
EobiHandlerManager
EOBI
Handler Manager
C
EobiHandlerSettings
EOBI
handler configuration settings
C
ExecutionSummary
C
ExerciseStyle
C
FastMarketIndicator
C
FullOrderExecution
C
ImpliedMarketIndicator
C
InstrumentStateChange
C
InstrumentSummary
C
InstrumentSummaryEntries
C
InstrumentSummaryEntry
C
LastFragment
C
LegSecurityIDSource
C
LegSecurityType
C
LegSide
C
MarketCondition
C
MarketDataType
C
MassInstrumentStateChange
C
MassInstrumentStateChangeEntries
C
MassInstrumentStateChangeEntry
C
MassMarketCondition
C
MassSoldOutIndicator
C
MatchSubType
C
MatchType
C
MDEntryType
C
MDOriginType
C
MDReportEvent
C
MDUpdateAction
C
MessageBase
C
MessageListener
Auxiliary messages listener
C
MultiLegPriceModel
C
MultiLegReportingType
C
NoMarketSegments
C
OrderAdd
C
OrderBook
C
OrderBookListener
Order Book listener
C
OrderDataListener
C
OrderDelete
C
OrderInfo
C
OrderMassDelete
C
OrderModify
C
OrderModifySamePriority
C
OrderType
C
OrdType
C
PartialOrderExecution
C
PotentialSecurityTradingEvent
C
PriceLevel
Encapsulates price level concept
C
PriceLevelCollections
Miscellaneous traits for
PriceLevel
class
C
ProductComplex
C
ProductStateChange
C
ProductSummary
C
PutOrCall
C
QuoteRequest
C
ReferenceDataListener
C
RelatedInstrumentEntries
C
RelatedInstrumentEntry
C
RemainingOrderDetailsEntries
C
RemainingOrderDetailsEntry
C
SecurityIDSource
C
SecurityMassStatus
C
SecurityMassTradingEvent
C
SecurityMassTradingStatus
C
SecurityStatus
C
SecurityTradingEvent
C
SecurityTradingStatus
C
SecurityType
C
SecurityUpdateAction
C
SettlMethod
C
Side
C
SnapshotListener
C
SnapshotOrder
C
SoldOutIndicator
C
StateChangeListener
C
TESSecurityMassStatus
C
TESSecurityStatus
C
TESTradeReport
C
TESTradSesStatus
C
TopOfBook
C
TradeCondition
Indicates whether a synthetic match is occurred
C
TradeDataListener
C
TradeReport
C
TradeReversal
C
TradeReversalEntries
C
TradeReversalEntry
C
TradingSessionID
C
TradingSessionSubID
C
TradSesEvent
C
TradSesStatus
C
TrdType
C
AccruedInterestCalculationMethod
Accrued interest Calculation Methods
C
AlgorithmicTradeIndicator
C
AllowOneProductStrip
C
ArgumentException
Argument value error
C
ArgumentRangeException
Argument value range error
C
AuctionType
Exposes list of available auction types
C
AuctionTypeRule
Auction type rule
C
AuctionTypeRules
C
BookType
Exposes list of available book types
C
BusinessDayType
Exposes list of available feed types
C
CachedDepthIncrementalListener
Cached Depth Incremental listener
C
CalculationMethodType
Exposes list of available calculation method types
C
ClearingPriceParameter
Clearing price parameter
C
ClearingPriceParameters
C
ClosedBookIndicator
Exposes list of available closed book indicators
C
ComplexInstrumentUpdate
Complex instrument update
C
ComplexInstrumentUpdateListener
Complex Instrument Update listener
C
ContractCycleSubType
C
ContractCycleType
C
ContractDisplayInstruction
C
ContractFrequency
C
ContractIdentificationEligibility
C
ContractMonthType
C
ConversionMode
C
ConversionModeQualifier
C
CouponType
Coupon Types
C
CoverIndicator
Cover Indicator
C
CrossRequest
Cross request
C
CrossRequestListener
Cross Request listener
C
CrossRequestType
C
DataSource
C
DecaySplit
Exposes list of available Decay splits
C
Decimal
Decimal
type for better precision
C
DepositType
Deposit Type
C
DepthIncremental
Depth incremental
C
DepthListener
Depth listener
C
DepthSnapshot
Depth snapshot
C
DisableOnBookTrading
C
DisplayDayOfWeek
C
DisplaySeason
C
EfViFeedEngine
The given class implements the
Feed
Engine concept using the Solarlfare ef_vi SDK
C
EmdiDescriptor
C
EmdiHandler
Eurex
Enhanced Market Data Interface Handler
C
EmdiHandlerManager
EMDI Handler Manager
C
EmdiHandlerSettings
EMDI handler configuration settings
C
EmdsHandler
Eurex
Extended Market Data Service Handler
C
EmdsHandlerSettings
EMDI handler configuration settings
C
EobiDescriptor
C
ErrorCode
Known (selected) error codes
C
ErrorListener
C
Event
Event
C
Events
C
EventType
C
Exception
Basic exception class for this namespace
C
ExchangeTrade
Exchange
Trade
C
ExchangeTradeListener
OTC trade listener
C
ExerciseStyle
C
Feed
Feed
C
FeedActivityListener
Provides notifications about feed activity events
C
FeedDescriptor
Feed
descriptor
C
FeedEngine
The
Feed
Engine machinery
C
FeedEngineThreadIdle
Identifies reasons feed engine threads becomes idle
C
FeedEngineThreadPool
A pool of threads executing feed engine tasks
C
FeedEngineThreadPoolListener
C
FeedEngineThreadPoolSettings
C
Feeds
C
FeedType
Exposes list of available feed types
C
Field
Field
primary attributes (tag and a reference to a value)
C
FieldSet
C
FieldValueRef
C
FilteringTraits
Export/Import template instantiations
C
FlatIndicator
Flat Indicators
C
FlexibleInstrumentUpdate
Mass instrument state change
C
FlexibleInstrumentUpdateListener
Flexible Instrument Update listener
C
FlexRule
Flex rule
C
FlexRules
C
Group
C
GroupInstance
C
HandlerSettings
Handler base configuration settings
C
HandlerState
Defines the state that the handler is in
C
HandlerStateListener
Status Listener
C
HHIInterval
Herfindahl-Hirschman Index (HHI) interval
C
HHIIntervals
Herfindahl-Hirschman Index (HHI) intervals
C
IInterfaceDescriptorProvider
C
ImpliedMarketIndicator
C
IncrementalTrade
Incremental trade
C
InputSource
C
InstrumentAttribute
Instrument Attribute
C
InstrumentAttributes
C
InstrumentAttributeType
C
InstrumentAuctionType
C
InstrumentIncremental
Instrument incremental
C
InstrumentLeg
Instrument leg entry
C
InstrumentParties
C
InstrumentParty
Instrument Party
C
InstrumentPartyIDSource
C
InstrumentPartyRole
C
InstrumentPartyRoleQualifier
C
InstrumentScope
Instrument Scope
C
InstrumentScopeOperator
Exposes list of Instrument scope operators
C
InstrumentScopes
C
InstrumentSnapshot
Instrument snapshot
C
InstrumentSnapshotLegs
C
InstrumentStateChange
Instrument state change
C
InstrumentStateChangeListener
Instrument State Change listener
C
InstrumentType
Exposes list of available instrument types for tick rule
C
InterfaceDescriptor
Interface descriptor
C
LastFragment
C
LegSecurityType
Exposes list of available leg security types
C
LegSide
Exposes list of leg sides
C
ListMethod
C
LocalWatch
Local Watch
C
LogLevel
Log level
C
LogSettings
Logging options
C
MarketCondition
Indicator for stressed market conditions
C
MarketDepthTraits
Export/Import template instantiations
C
MarketImbalanceIndicator
Exposes list of available market imbalance indicators
C
MarketSegmentRelationship
Exposes list of available market segment relationship types
C
MarketSegmentStatus
Exposes list of available market segment statuses
C
MarketSegmentSubType
Exposes list of available market segment subtypes
C
MarketSegmentType
Exposes list of available market segment types
C
MassInstrumentStateChange
Mass instrument state change
C
MassInstrumentStateChangeListener
Mass Instrument State Change listener
C
MatchAlgorithm
Exposes list of available match algorithms
C
MatchRule
Match rule
C
MatchRules
C
MatchType
Exposes list of available match types
C
MaturityFrequencyUnit
C
MDEntryType
Exposes list of available entry types
C
MdiDescriptor
C
MdiHandler
Eurex
Market Data Interface Handler
C
MdiHandlerManager
EMDI Handler Manager
C
MdiHandlerSettings
MDI handler configuration settings
C
MDIncrementalEntries
C
MDIncrementalEntry
Market data incremental entry
C
MDOriginType
Exposes list of available origin types
C
MDSnapshotEntries
C
MDSnapshotEntry
Market data snapshot entry
C
MDUpdateAction
Exposes list of available update actions
C
Message
C
MessageStringingFlag
Contains flags which affect
FIX
message textual presentation
C
MidpointTrading
C
Month
Defines all the months in the year
C
MultilegModel
C
MultiLegPriceModel
MultiLegPriceModel
C
MultiLegReportingType
MultiLegReportingType
C
NetFeedEngineProcessResult
Designed to reflect various aspects of feed engine processing flow
C
NetFeedRole
Feed
roles (primary, secondary)
C
NetFeedType
Feed
types based on type of market data service
C
NicWatch
C
NoDelayReplay
Set the
ReplayOptions
to run the replay at maximal speed
C
NotImplementedException
Method doesn't implemented
C
NullArgumentException
Null argument value error
C
Number
Helper class for conversion from string to number
C
OpenInterest
Adjusted open interest
C
OpenInterestListener
Open interest listener
C
OperationException
Operation exception
C
OrderBook
C
OrderBookListener
Order Book listener
C
OriginalDelayReplay
Set the
ReplayOptions
to run the replay with the original speed
C
PacketListener
Product State Change listener
C
PostTradeAnonymityType
C
PriceLevel
Encapsulates price level concept
C
PriceLevelCollections
Miscellaneous traits for
PriceLevel
class
C
PriceRangeRule
Price range rule
C
PriceRangeRules
C
PriceType
C
ProductInfo
Product information
C
ProductSnapshot
Product snapshot
C
ProductStateChange
Product state change
C
ProductStateChangeListener
Product State Change listener
C
PutOrCall
C
QuantityScalingFactor
Quantity Scaling Factors
C
QuantityScalingFactors
C
QuoteCondition
C
QuoteRequest
Quote request
C
QuoteRequestListener
Quote Request listener
C
QuoteSideIndicator
Exposes list of available Quote side indicators
C
QuoteSideModelType
Exposes list of available quote side model types
C
QuoteSizeRule
Quote size rule
C
QuoteSizeRules
C
RdiHandler
Eurex
Reference Data Interface Handler
C
RdiHandlerSettings
RDI handler configuration settings
C
ReferenceDataListener
Reference data listener
C
RefreshIndicator
Exposes list of available sub book types
C
RelatedMarketSegment
Related Market Segments
C
RelatedMarketSegments
C
ReplayListener
Listening interface for log replay-related events
C
ReplayMode
Logging options
C
ReplayOptions
Defines params which affect replay
C
ScaledSimpleInstrumentUpdate
C
ScaledSimpleInstrumentUpdateListener
Scaled Simple Instrument Update Listener
C
SecMassStat
C
SecMassStats
C
SecurityAlt
Alternate identifier entry
C
SecurityAlts
C
SecurityClassification
C
SecurityClassificationReasonType
C
SecurityClassifications
C
SecurityClassificationValueType
C
SecurityStatus
Exposes list of available security statuses
C
SecurityTradingEvent
C
SecurityTradingStatus
Exposes list of available security trading statuses
C
SecurityType
Exposes list of available security types
C
SecurityUpdateAction
C
Semaphore
Semaphore
C
ServiceDescriptor
Service endpoint description
C
Settlement
Settlement
C
SettlementListener
Settlement
listener
C
SettlMethod
C
SettlPriceType
Exposes list of available settlement supplements
C
SettlSubMethod
C
Side
Exposes list of available aggressor sides
C
SnapshotTrade
Snapshot trade
C
SocketFeedEngine
The given class implements feed engine concept using pool of working threads and standard socket API
C
SoldOutIndicator
Exposes list of available sold out indicators
C
StringRef
C
SubBookType
Exposes list of available sub book types
C
TarpsClearingPriceParameter
Clearing price parameter for total return futures status message
C
TarpsClearingPriceParameters
C
ThisThread
Current thread related tasks
C
ThreadAffinity
Represents set of CPU indices
C
TickRule
Tick rule
C
TickRules
C
TickRuleScope
C
TickRuleScopes
Tick rule scope definitions
C
TimeSpan
C
TimeSpanFormats
Time span formats supported
C
Timestamp
Represents timestamp without time-zone information
C
TimestampFormat
Collection of timestamp formats supported
C
TopOfBookImplied
Depth incremental
C
TopOfBookImpliedEntries
C
TopOfBookImpliedEntry
Market data snapshot entry
C
TopOfBookImpliedListener
Top Of Book Implied listener
C
TotalReturnFuturesStatus
Total return futures status message
C
Trade
Trade
C
TradeAtReferencePriceStatus
Total return futures status message
C
TradeCondition
Exposes list of available trade conditions
C
TradeConditionSet
C
TradeListener
Trade
listener
C
TradingSessionId
Exposes list of available trading session IDs
C
TradingSessionRule
TradingSessionRules
C
TradingSessionRules
C
TradingSessionSubID
Exposes list of available trading session sub IDs
C
TradSesStatus
Exposes list of available trade session statuses
C
TrdType
Exposes list of available trade types
C
TrfsClearingPriceParameter
Clearing price parameter for total return futures status message
C
TrfsClearingPriceParameters
C
TypedGroup
C
UpdateInstrumentLegs
C
USApproval
Exposes list of available market segment types
C
UtcWatch
UTC watch
C
ValuationMethod
C
VarianceFuturesStatus
Variance futures status message
C
WarningListener
Warning listener
C
WarrantType
C
WatchService
Abstract watch service
C
X2SpeedReplay
Set the
ReplayOptions
to replay the data two times faster than recorded
C
YearMonthDay
Year, month, day fields
▼
N
FIX
►
N
Core
▼
N
std
STL namespace
C
less< OnixS::Eurex::MarketData::StringRef >
Allows using of StringRef in collections like std::map
C
ONIXS_ILINK3StaticAssert
C
ONIXS_ILINK3StaticAssert< true >