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OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
16.1.0
API documentation
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OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
16.1.0
API documentation
|
| ▼NOnixS | |
| ▼NEurex | |
| ►NMarketData | |
| ►NEOBI | |
| CAddComplexInstrument | |
| CAddComplexInstrumentEntries | |
| CAddComplexInstrumentEntry | |
| CAddFlexibleInstrument | |
| CAddScaledSimpleInstrument | |
| CAggressorSide | |
| CAlgorithmicTradeIndicator | |
| CApplSeqResetIndicator | |
| CAuctionBestBidOffer | |
| CAuctionClearingPrice | |
| CCompletionIndicator | |
| CCrossRequest | |
| CDataContainer | |
| CEobiHandler | Eurex Enhanced Order Book Interface Handler |
| CEobiHandlerManager | EOBI Handler Manager |
| CEobiHandlerSettings | EOBI handler configuration settings |
| CExecutionSummary | |
| CExerciseStyle | |
| CFastMarketIndicator | |
| CFullOrderExecution | |
| CImpliedMarketIndicator | |
| CInstrumentStateChange | |
| CInstrumentSummary | |
| CInstrumentSummaryEntries | |
| CInstrumentSummaryEntry | |
| CLastFragment | |
| CLegSecurityIDSource | |
| CLegSecurityType | |
| CLegSide | |
| CMarketCondition | |
| CMarketDataType | |
| CMassInstrumentStateChange | |
| CMassInstrumentStateChangeEntries | |
| CMassInstrumentStateChangeEntry | |
| CMassMarketCondition | |
| CMassSoldOutIndicator | |
| CMatchSubType | |
| CMatchType | |
| CMDEntryType | |
| CMDOriginType | |
| CMDReportEvent | |
| CMDUpdateAction | |
| CMessageBase | |
| CMessageListener | Auxiliary messages listener |
| CMultiLegPriceModel | |
| CMultiLegReportingType | |
| CNoMarketSegments | |
| COrderAdd | |
| COrderBook | |
| COrderBookListener | Order Book listener |
| COrderDataListener | |
| COrderDelete | |
| COrderInfo | |
| COrderMassDelete | |
| COrderModify | |
| COrderModifySamePriority | |
| COrderType | |
| COrdType | |
| CPartialOrderExecution | |
| CPotentialSecurityTradingEvent | |
| CPriceLevel | Encapsulates price level concept |
| CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
| CProductComplex | |
| CProductStateChange | |
| CProductSummary | |
| CPutOrCall | |
| CQuoteRequest | |
| CReferenceDataListener | |
| CRelatedInstrumentEntries | |
| CRelatedInstrumentEntry | |
| CRemainingOrderDetailsEntries | |
| CRemainingOrderDetailsEntry | |
| CSecurityIDSource | |
| CSecurityMassStatus | |
| CSecurityMassTradingEvent | |
| CSecurityMassTradingStatus | |
| CSecurityStatus | |
| CSecurityTradingEvent | |
| CSecurityTradingStatus | |
| CSecurityType | |
| CSecurityUpdateAction | |
| CSettlMethod | |
| CSide | |
| CSnapshotListener | |
| CSnapshotOrder | |
| CSoldOutIndicator | |
| CStateChangeListener | |
| CTESSecurityMassStatus | |
| CTESSecurityStatus | |
| CTESTradeReport | |
| CTESTradSesStatus | |
| CTopOfBook | |
| CTradeCondition | Indicates whether a synthetic match is occurred |
| CTradeDataListener | |
| CTradeReport | |
| CTradeReversal | |
| CTradeReversalEntries | |
| CTradeReversalEntry | |
| CTradingSessionID | |
| CTradingSessionSubID | |
| CTradSesEvent | |
| CTradSesStatus | |
| CTrdType | |
| CAccruedInterestCalculationMethod | Accrued interest Calculation Methods |
| CAlgorithmicTradeIndicator | |
| CAllowOneProductStrip | |
| CArgumentException | Argument value error |
| CArgumentRangeException | Argument value range error |
| CAuctionType | Exposes list of available auction types |
| CAuctionTypeRule | Auction type rule |
| CAuctionTypeRules | |
| CBookType | Exposes list of available book types |
| CBusinessDayType | Exposes list of available feed types |
| CCachedDepthIncrementalListener | Cached Depth Incremental listener |
| CCalculationMethodType | Exposes list of available calculation method types |
| CClearingPriceParameter | Clearing price parameter |
| CClearingPriceParameters | |
| CClosedBookIndicator | Exposes list of available closed book indicators |
| CComplexInstrumentUpdate | Complex instrument update |
| CComplexInstrumentUpdateListener | Complex Instrument Update listener |
| CContractCycleSubType | |
| CContractCycleType | |
| CContractDisplayInstruction | |
| CContractFrequency | |
| CContractIdentificationEligibility | |
| CContractMonthType | |
| CConversionMode | |
| CConversionModeQualifier | |
| CCouponType | Coupon Types |
| CCoverIndicator | Cover Indicator |
| CCrossRequest | Cross request |
| CCrossRequestListener | Cross Request listener |
| CCrossRequestType | |
| CDataSource | |
| CDecaySplit | Exposes list of available Decay splits |
| CDecimal | Decimal type for better precision |
| CDepositType | Deposit Type |
| CDepthIncremental | Depth incremental |
| CDepthListener | Depth listener |
| CDepthSnapshot | Depth snapshot |
| CDisableOnBookTrading | |
| CDisplayDayOfWeek | |
| CDisplaySeason | |
| CEfViFeedEngine | The given class implements the Feed Engine concept using the Solarlfare ef_vi SDK |
| CEmdiDescriptor | |
| CEmdiHandler | Eurex Enhanced Market Data Interface Handler |
| CEmdiHandlerManager | EMDI Handler Manager |
| CEmdiHandlerSettings | EMDI handler configuration settings |
| CEmdsHandler | Eurex Extended Market Data Service Handler |
| CEmdsHandlerSettings | EMDI handler configuration settings |
| CEobiDescriptor | |
| CErrorCode | Known (selected) error codes |
| CErrorListener | |
| CEvent | Event |
| CEvents | |
| CEventType | |
| CException | Basic exception class for this namespace |
| CExchangeTrade | Exchange Trade |
| CExchangeTradeListener | OTC trade listener |
| CExerciseStyle | |
| CFeed | Feed |
| CFeedActivityListener | Provides notifications about feed activity events |
| CFeedDescriptor | Feed descriptor |
| CFeedEngine | The Feed Engine machinery |
| CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
| CFeedEngineThreadPool | A pool of threads executing feed engine tasks |
| CFeedEngineThreadPoolListener | |
| CFeedEngineThreadPoolSettings | |
| CFeeds | |
| CFeedType | Exposes list of available feed types |
| CField | Field primary attributes (tag and a reference to a value) |
| CFieldSet | |
| CFieldValueRef | |
| CFilteringTraits | Export/Import template instantiations |
| CFlatIndicator | Flat Indicators |
| CFlexibleInstrumentUpdate | Mass instrument state change |
| CFlexibleInstrumentUpdateListener | Flexible Instrument Update listener |
| CFlexRule | Flex rule |
| CFlexRules | |
| CGroup | |
| CGroupInstance | |
| CHandlerSettings | Handler base configuration settings |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Status Listener |
| CHHIInterval | Herfindahl-Hirschman Index (HHI) interval |
| CHHIIntervals | Herfindahl-Hirschman Index (HHI) intervals |
| CIInterfaceDescriptorProvider | |
| CImpliedMarketIndicator | |
| CIncrementalTrade | Incremental trade |
| CInputSource | |
| CInstrumentAttribute | Instrument Attribute |
| CInstrumentAttributes | |
| CInstrumentAttributeType | |
| CInstrumentAuctionType | |
| CInstrumentIncremental | Instrument incremental |
| CInstrumentLeg | Instrument leg entry |
| CInstrumentParties | |
| CInstrumentParty | Instrument Party |
| CInstrumentPartyIDSource | |
| CInstrumentPartyRole | |
| CInstrumentPartyRoleQualifier | |
| CInstrumentScope | Instrument Scope |
| CInstrumentScopeOperator | Exposes list of Instrument scope operators |
| CInstrumentScopes | |
| CInstrumentSnapshot | Instrument snapshot |
| CInstrumentSnapshotLegs | |
| CInstrumentStateChange | Instrument state change |
| CInstrumentStateChangeListener | Instrument State Change listener |
| CInstrumentType | Exposes list of available instrument types for tick rule |
| CInterfaceDescriptor | Interface descriptor |
| CLastFragment | |
| CLegSecurityType | Exposes list of available leg security types |
| CLegSide | Exposes list of leg sides |
| CListMethod | |
| CLocalWatch | Local Watch |
| CLogLevel | Log level |
| CLogSettings | Logging options |
| CMarketCondition | Indicator for stressed market conditions |
| CMarketDepthTraits | Export/Import template instantiations |
| CMarketImbalanceIndicator | Exposes list of available market imbalance indicators |
| CMarketSegmentRelationship | Exposes list of available market segment relationship types |
| CMarketSegmentStatus | Exposes list of available market segment statuses |
| CMarketSegmentSubType | Exposes list of available market segment subtypes |
| CMarketSegmentType | Exposes list of available market segment types |
| CMassInstrumentStateChange | Mass instrument state change |
| CMassInstrumentStateChangeListener | Mass Instrument State Change listener |
| CMatchAlgorithm | Exposes list of available match algorithms |
| CMatchRule | Match rule |
| CMatchRules | |
| CMatchType | Exposes list of available match types |
| CMaturityFrequencyUnit | |
| CMDEntryType | Exposes list of available entry types |
| CMdiDescriptor | |
| CMdiHandler | Eurex Market Data Interface Handler |
| CMdiHandlerManager | EMDI Handler Manager |
| CMdiHandlerSettings | MDI handler configuration settings |
| CMDIncrementalEntries | |
| CMDIncrementalEntry | Market data incremental entry |
| CMDOriginType | Exposes list of available origin types |
| CMDSnapshotEntries | |
| CMDSnapshotEntry | Market data snapshot entry |
| CMDUpdateAction | Exposes list of available update actions |
| CMessage | |
| CMessageStringingFlag | Contains flags which affect FIX message textual presentation |
| CMonth | Defines all the months in the year |
| CMultilegModel | |
| CMultiLegPriceModel | MultiLegPriceModel |
| CMultiLegReportingType | MultiLegReportingType |
| CNetFeedEngineProcessResult | Designed to reflect various aspects of feed engine processing flow |
| CNetFeedRole | Feed roles (primary, secondary) |
| CNetFeedType | Feed types based on type of market data service |
| CNicWatch | |
| CNoDelayReplay | Set the ReplayOptions to run the replay at maximal speed |
| CNotImplementedException | Method doesn't implemented |
| CNullArgumentException | Null argument value error |
| CNumber | Helper class for conversion from string to number |
| COpenInterest | Adjusted open interest |
| COpenInterestListener | Open interest listener |
| COperationException | Operation exception |
| COrderBook | |
| COrderBookListener | Order Book listener |
| COriginalDelayReplay | Set the ReplayOptions to run the replay with the original speed |
| CPacketListener | Product State Change listener |
| CPostTradeAnonymityType | |
| CPriceLevel | Encapsulates price level concept |
| CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
| CPriceRangeRule | Price range rule |
| CPriceRangeRules | |
| CPriceType | |
| CProductInfo | Product information |
| CProductSnapshot | Product snapshot |
| CProductStateChange | Product state change |
| CProductStateChangeListener | Product State Change listener |
| CPutOrCall | |
| CQuantityScalingFactor | Quantity Scaling Factors |
| CQuantityScalingFactors | |
| CQuoteCondition | |
| CQuoteRequest | Quote request |
| CQuoteRequestListener | Quote Request listener |
| CQuoteSideIndicator | Exposes list of available Quote side indicators |
| CQuoteSideModelType | Exposes list of available quote side model types |
| CQuoteSizeRule | Quote size rule |
| CQuoteSizeRules | |
| CRdiHandler | Eurex Reference Data Interface Handler |
| CRdiHandlerSettings | RDI handler configuration settings |
| CReferenceDataListener | Reference data listener |
| CRefreshIndicator | Exposes list of available sub book types |
| CRelatedMarketSegment | Related Market Segments |
| CRelatedMarketSegments | |
| CReplayListener | Listening interface for log replay-related events |
| CReplayMode | Logging options |
| CReplayOptions | Defines params which affect replay |
| CScaledSimpleInstrumentUpdate | |
| CScaledSimpleInstrumentUpdateListener | Scaled Simple Instrument Update Listener |
| CSecMassStat | |
| CSecMassStats | |
| CSecurityAlt | Alternate identifier entry |
| CSecurityAlts | |
| CSecurityStatus | Exposes list of available security statuses |
| CSecurityTradingEvent | |
| CSecurityTradingStatus | Exposes list of available security trading statuses |
| CSecurityType | Exposes list of available security types |
| CSecurityUpdateAction | |
| CSemaphore | Semaphore |
| CServiceDescriptor | Service endpoint description |
| CSettlement | Settlement |
| CSettlementListener | Settlement listener |
| CSettlMethod | |
| CSettlPriceType | Exposes list of available settlement supplements |
| CSettlSubMethod | |
| CSide | Exposes list of available aggressor sides |
| CSnapshotTrade | Snapshot trade |
| CSocketFeedEngine | The given class implements feed engine concept using pool of working threads and standard socket API |
| CSoldOutIndicator | Exposes list of available sold out indicators |
| CStringRef | |
| CSubBookType | Exposes list of available sub book types |
| CTarpsClearingPriceParameter | Clearing price parameter for total return futures status message |
| CTarpsClearingPriceParameters | |
| CThisThread | Current thread related tasks |
| CThreadAffinity | Represents set of CPU indices |
| CTickRule | Tick rule |
| CTickRules | |
| CTickRuleScope | |
| CTickRuleScopes | Tick rule scope definitions |
| CTimeSpan | |
| CTimeSpanFormats | Time span formats supported |
| CTimestamp | Represents timestamp without time-zone information |
| CTimestampFormat | Collection of timestamp formats supported |
| CTopOfBookImplied | Depth incremental |
| CTopOfBookImpliedEntries | |
| CTopOfBookImpliedEntry | Market data snapshot entry |
| CTopOfBookImpliedListener | Top Of Book Implied listener |
| CTotalReturnFuturesStatus | Total return futures status message |
| CTrade | Trade |
| CTradeAtReferencePriceStatus | Total return futures status message |
| CTradeCondition | Exposes list of available trade conditions |
| CTradeConditionSet | |
| CTradeListener | Trade listener |
| CTradingSessionId | Exposes list of available trading session IDs |
| CTradingSessionRule | TradingSessionRules |
| CTradingSessionRules | |
| CTradingSessionSubID | Exposes list of available trading session sub IDs |
| CTradSesStatus | Exposes list of available trade session statuses |
| CTrdType | Exposes list of available trade types |
| CTrfsClearingPriceParameter | Clearing price parameter for total return futures status message |
| CTrfsClearingPriceParameters | |
| CTypedGroup | |
| CUpdateInstrumentLegs | |
| CUSApproval | Exposes list of available market segment types |
| CUtcWatch | UTC watch |
| CValuationMethod | |
| CVarianceFuturesStatus | Variance futures status message |
| CWarningListener | Warning listener |
| CWarrantType | |
| CWatchService | Abstract watch service |
| CX2SpeedReplay | Set the ReplayOptions to replay the data two times faster than recorded |
| CYearMonthDay | Year, month, day fields |
| ▼NFIX | |
| ►NCore | |
| ▼Nstd | STL namespace |
| Cless< OnixS::Eurex::MarketData::StringRef > | Allows using of StringRef in collections like std::map |
| CONIXS_ILINK3StaticAssert | |
| CONIXS_ILINK3StaticAssert< true > |