OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  6.3.4.39
API documentation
OnixS::Eurex::MarketData Namespace Reference

Namespaces

 EOBI
 
 SecurityUpdateAction
 
 Tags
 

Classes

struct  AlgorithmicTradeIndicator
 
class  ArgumentException
 
class  ArgumentRangeException
 
struct  AuctionType
 
class  AuctionTypeRule
 
class  AuctionTypeRules
 
struct  BookType
 
struct  BusinessDayType
 
class  CachedDepthIncrementalListener
 
struct  CalculationMethodType
 
class  ClearingPriceParameter
 
class  ClearingPriceParameters
 
struct  ClosedBookIndicator
 
class  ComplexInstrumentUpdate
 
class  ComplexInstrumentUpdateListener
 
class  CrossRequest
 
class  CrossRequestListener
 
struct  DataSource
 
struct  DecaySplit
 
class  Decimal
 
struct  DepositType
 
class  DepthIncremental
 
class  DepthListener
 
class  DepthSnapshot
 
struct  EmdiDescriptor
 
class  EmdiHandler
 
class  EmdiHandlerManager
 
struct  EmdiHandlerSettings
 
class  EmdsHandler
 
struct  EmdsHandlerSettings
 
struct  EobiDescriptor
 
struct  ErrorCode
 
class  ErrorListener
 
class  Event
 
class  Events
 
class  Exception
 
class  ExchangeTrade
 
class  ExchangeTradeListener
 
struct  ExerciseStyle
 
class  Feed
 
struct  FeedDescriptor
 
class  FeedEngine
 
struct  FeedEngineListener
 
struct  FeedEngineMode
 
class  FeedEngineSettings
 
struct  FeedEngineThreadIdle
 
class  Feeds
 
struct  FeedType
 
struct  Field
 
class  FieldSet
 
class  FieldValueRef
 
struct  FilteringTraits
 
class  FlexibleInstrumentUpdate
 
class  FlexibleInstrumentUpdateListener
 
class  FlexRule
 
class  FlexRules
 
class  Group
 
class  GroupInstance
 
struct  HandlerSettings
 
struct  HandlerState
 
class  HandlerStateListener
 
struct  IInterfaceDescriptorProvider
 
struct  ImpliedMarketIndicator
 
class  IncrementalTrade
 
class  InstrumentAttribute
 
class  InstrumentAttributes
 
struct  InstrumentAttributeType
 
class  InstrumentIncremental
 
class  InstrumentLeg
 
class  InstrumentParties
 
class  InstrumentParty
 
struct  InstrumentPartyIDSource
 
struct  InstrumentPartyRole
 
struct  InstrumentPartyRoleQualifier
 
class  InstrumentScope
 
struct  InstrumentScopeOperator
 
class  InstrumentScopes
 
class  InstrumentSnapshot
 
class  InstrumentSnapshotLegs
 
class  InstrumentStateChange
 
class  InstrumentStateChangeListener
 
struct  InstrumentType
 
struct  InterfaceDescriptor
 
struct  LegSecurityType
 
struct  LegSide
 
struct  LogFilePermission
 
struct  LogLevel
 
struct  LogSettings
 
struct  MarketCondition
 
struct  MarketDepthTraits
 
struct  MarketImbalanceIndicator
 
struct  MarketSegmentStatus
 
struct  MarketSegmentSubType
 
struct  MarketSegmentType
 
class  MassInstrumentStateChange
 
class  MassInstrumentStateChangeListener
 
struct  MatchAlgorithm
 
class  MatchRule
 
class  MatchRules
 
struct  MatchType
 
struct  MDEntryType
 
class  MDIncrementalEntries
 
class  MDIncrementalEntry
 
struct  MDOriginType
 
class  MDSnapshotEntries
 
class  MDSnapshotEntry
 
struct  MDUpdateAction
 
class  Message
 
struct  MessageStringingFlag
 
struct  Month
 
struct  MultilegModel
 
struct  MultiLegPriceModel
 
struct  MultiLegReportingType
 
class  NotImplementedException
 
class  NullArgumentException
 
struct  Number
 
struct  OffBookTrdType
 
class  OpenInterest
 
class  OpenInterestListener
 
class  OperationException
 
class  OrderBook
 
class  OrderBookListener
 
class  PacketListener
 
struct  PostTradeAnonymityType
 
struct  PriceLevel
 
struct  PriceLevelCollections
 
class  PriceRangeRule
 
class  PriceRangeRules
 
struct  PriceType
 
struct  ProductInfo
 
class  ProductSnapshot
 
class  ProductStateChange
 
class  ProductStateChangeListener
 
struct  PutOrCall
 
struct  QuoteCondition
 
class  QuoteRequest
 
class  QuoteRequestListener
 
struct  QuoteSideIndicator
 
class  QuoteSizeRule
 
class  QuoteSizeRules
 
class  RdiHandler
 
struct  RdiHandlerSettings
 
class  ReferenceDataListener
 
class  RelatedMarketSegment
 
class  RelatedMarketSegments
 
class  ReplayListener
 
struct  ReplayMode
 
struct  ReplayOptions
 
class  SecMassStat
 
class  SecMassStats
 
class  SecurityAlt
 
class  SecurityAlts
 
struct  SecurityStatus
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityType
 
class  Semaphore
 
struct  ServiceDescriptor
 
class  Settlement
 
class  SettlementListener
 
struct  SettlMethod
 
struct  SettlSubMethod
 
struct  Side
 
class  SnapshotTrade
 
class  StringRef
 
struct  SubBookType
 
class  TarpsClearingPriceParameter
 
class  TarpsClearingPriceParameters
 
class  ThreadAffinity
 
class  TickRule
 
class  TickRules
 
class  TimeSpan
 
struct  TimeSpanFormats
 
class  Timestamp
 
struct  TimestampFormat
 
class  TopOfBookImplied
 
class  TopOfBookImpliedEntries
 
class  TopOfBookImpliedEntry
 
class  TopOfBookImpliedListener
 
class  TotalReturnFuturesStatus
 
class  Trade
 
class  TradeAtReferencePriceStatus
 
struct  TradeCondition
 
struct  TradeConditionSet
 
class  TradeListener
 
struct  TradingSessionId
 
class  TradingSessionRule
 
class  TradingSessionRules
 
struct  TradingSessionSubID
 
struct  TradSesStatus
 
struct  TrdType
 
class  TrfsClearingPriceParameter
 
class  TrfsClearingPriceParameters
 
class  TypedGroup
 
class  UpdateInstrumentLegs
 
struct  ValuationMethod
 
class  VarianceFuturesStatus
 
class  WarningListener
 
struct  YearMonthDay
 

Typedefs

typedef std::string MarketSegment
 
typedef UInt32 MarketSegmentId
 
typedef UInt32 MarketDepth
 
typedef UInt32 PartitionId
 
typedef Int64 SecurityId
 
typedef UInt32 Quantity
 
typedef int CpuIndex
 
typedef std::vector< FieldFields
 
typedef ProductInfo::Collection ProductInfos
 
typedef FilteringTraits::PartitionIdFilters PartitionIdFilters
 
typedef FilteringTraits::MarketSegmentIdFilters MarketSegmentIdFilters
 
typedef FilteringTraits::SecurityIdFilters SecurityIdFilters
 
typedef MarketDepthTraits::MarketSegmentId2Depth MarketSegmentId2Depth
 
typedef EmdiDescriptor::Collection EmdiDescriptors
 
typedef EobiDescriptor::Collection EobiDescriptors
 
typedef IInterfaceDescriptorProvider::MarketSegments MarketSegments
 
typedef unsigned MessageStringingFlags
 
typedef char Int8
 
typedef unsigned char UInt8
 
typedef short Int16
 
typedef unsigned short UInt16
 
typedef int Int32
 
typedef unsigned int UInt32
 
typedef double Double
 
typedef Int64 DecimalMantissa
 
typedef Int32 DecimalExponent
 
typedef PriceLevelCollections::Array PriceLevels
 
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
 
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
 
typedef std::vector< std::string > HandlerLogs
 
typedef std::vector< std::string >::iterator HandlerLogsEntry
 
typedef unsigned int SequenceNumber
 
typedef unsigned Tag
 
typedef unsigned EobiTag
 
typedef TimeSpanFormats::Enum TimeSpanFormat
 

Functions

ONIXS_EUREX_EMDI_API std::string enumToString (ErrorCode::Enum)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const FeedEngineSettings &settings)
 
template<typename Enumeration >
Enumeration::Enum getIntEnumFieldValue (const FieldSet &fieldSet, Tag tag)
 
template<typename Enumeration >
Enumeration::Enum getNonZeroIntEnumFieldValue (const FieldSet &fieldSet, Tag tag)
 
bool operator== (const FieldValueRef &ref, const std::string &str)
 
bool operator!= (const FieldValueRef &ref, const std::string &str)
 
bool operator== (const std::string &str, const FieldValueRef &ref)
 
bool operator!= (const std::string &str, const FieldValueRef &ref)
 
bool operator== (const FieldValueRef &ref, const char *str)
 
bool operator!= (const FieldValueRef &ref, const char *str)
 
bool operator== (const char *str, const FieldValueRef &ref)
 
bool operator!= (const char *str, const FieldValueRef &ref)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const FeedDescriptor &descriptor)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const InterfaceDescriptor &descriptor)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const RdiHandlerSettings &settings)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const EmdiHandlerSettings &settings)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const EmdsHandlerSettings &settings)
 
ONIXS_EUREX_EMDI_API std::string enumToString (HandlerState::Enum)
 
ONIXS_EUREX_EMDI_API std::string enumToString (LogLevel::Enum)
 
LogSettings::Enum operator| (LogSettings::Enum a, LogSettings::Enum b)
 
LogFilePermission::Enum operator| (LogFilePermission::Enum a, LogFilePermission::Enum b)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &os, const Message &message)
 
bool operator< (const Decimal &l, const Decimal &r)
 
bool operator> (const Decimal &l, const Decimal &r)
 
bool operator<= (const Decimal &l, const Decimal &r)
 
bool operator>= (const Decimal &l, const Decimal &r)
 
bool operator== (const PriceLevel &l, const PriceLevel &r)
 
std::ostream & operator<< (std::ostream &s, const PriceLevel &lvl)
 
bool isValid (const PriceLevel &level)
 
void checkSanity (const OrderBook &book)
 
void ONIXS_EUREX_EMDI_API gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)
 
bool operator== (const StringRef &ref, const std::string &str)
 
bool operator!= (const StringRef &ref, const std::string &str)
 
bool operator== (const std::string &str, const StringRef &ref)
 
bool operator!= (const std::string &str, const StringRef &ref)
 
bool operator== (const StringRef &ref, const char *str)
 
bool operator!= (const StringRef &ref, const char *str)
 
bool operator== (const char *str, const StringRef &ref)
 
bool operator!= (const char *str, const StringRef &ref)
 
TimeSpan operator- (const Timestamp &left, const Timestamp &right)
 

Variables

const MarketSegmentId UndefinedMarketSegmentId = 0
 

Typedef Documentation

typedef int CpuIndex

Zero-based index of CPU.

Definition at line 35 of file FeedEngine.h.

Definition at line 60 of file Numeric.h.

typedef Int64 DecimalMantissa

Definition at line 59 of file Numeric.h.

typedef double Double

Definition at line 57 of file Numeric.h.

typedef unsigned EobiTag

Alias for EOBI tag numbers.

Definition at line 32 of file Tag.h.

typedef std::vector<Field> Fields

Ordered collection of fields.

Definition at line 62 of file FieldSet.h.

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 33 of file Replay.h.

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 36 of file Replay.h.

typedef short Int16

Definition at line 37 of file Numeric.h.

typedef int Int32

Definition at line 40 of file Numeric.h.

typedef char Int8

Definition at line 34 of file Numeric.h.

Alias for Market depth type.

Definition at line 43 of file Defines.h.

typedef std::string MarketSegment

Alias for Market Segment type (Product name).

Definition at line 37 of file Defines.h.

Alias for Market Segment ID type.

Definition at line 40 of file Defines.h.

typedef unsigned MessageStringingFlags

Collection of message stringing flags.

Definition at line 48 of file MessageStringingFlags.h.

Alias for Partition ID type.

Definition at line 48 of file Defines.h.

Sequence of price levels.

Definition at line 135 of file OrderBook.h.

Iterator over read-only collection of price levels.

Definition at line 141 of file OrderBook.h.

Iterator to access price levels with write permissions.

Definition at line 138 of file OrderBook.h.

typedef UInt32 Quantity

Alias for Quantity type.

Definition at line 54 of file Defines.h.

typedef Int64 SecurityId

Alias for Security Id type.

Definition at line 51 of file Defines.h.

typedef unsigned int SequenceNumber

Alias for sequence numbers.

Definition at line 29 of file SequenceNumber.h.

typedef unsigned Tag

Alias for tag numbers.

Definition at line 29 of file Tag.h.

Time span format.

Definition at line 47 of file TimeSpan.h.

typedef unsigned short UInt16

Definition at line 38 of file Numeric.h.

typedef unsigned int UInt32

Definition at line 41 of file Numeric.h.

typedef unsigned char UInt8

Definition at line 35 of file Numeric.h.

Function Documentation

void OnixS::Eurex::MarketData::checkSanity ( const OrderBook book)

checks whether the given book is properly built

ONIXS_EUREX_EMDI_API std::string OnixS::Eurex::MarketData::enumToString ( ErrorCode::Enum  )

Returns string representation of ErrorCode value.

ONIXS_EUREX_EMDI_API std::string OnixS::Eurex::MarketData::enumToString ( HandlerState::Enum  )

Returns string representation of HandlerState value.

ONIXS_EUREX_EMDI_API std::string OnixS::Eurex::MarketData::enumToString ( LogLevel::Enum  )

Returns string representation of ErrorCode value.

void ONIXS_EUREX_EMDI_API OnixS::Eurex::MarketData::gatherLogs ( HandlerLogs gatheredLogs,
const std::string &  root 
)

Gathers log files logs which are stored in a given folder.

Enumeration::Enum OnixS::Eurex::MarketData::getIntEnumFieldValue ( const FieldSet fieldSet,
Tag  tag 
)
inline

Definition at line 228 of file FieldSet.h.

Enumeration::Enum OnixS::Eurex::MarketData::getNonZeroIntEnumFieldValue ( const FieldSet fieldSet,
Tag  tag 
)
inline

Definition at line 235 of file FieldSet.h.

bool OnixS::Eurex::MarketData::isValid ( const PriceLevel level)
bool OnixS::Eurex::MarketData::operator!= ( const FieldValueRef ref,
const std::string &  str 
)
inline

Definition at line 232 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const StringRef ref,
const std::string &  str 
)
inline

Definition at line 248 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const std::string &  str,
const FieldValueRef ref 
)
inline

Definition at line 250 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const std::string &  str,
const StringRef ref 
)
inline

Definition at line 266 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const FieldValueRef ref,
const char *  str 
)
inline

Definition at line 270 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const StringRef ref,
const char *  str 
)
inline

Definition at line 286 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const char *  str,
const FieldValueRef ref 
)
inline

Definition at line 288 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator!= ( const char *  str,
const StringRef ref 
)
inline

Definition at line 304 of file StringRef.h.

TimeSpan OnixS::Eurex::MarketData::operator- ( const Timestamp left,
const Timestamp right 
)
inline

Definition at line 244 of file Timestamp.h.

bool OnixS::Eurex::MarketData::operator< ( const Decimal l,
const Decimal r 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const ServiceDescriptor descriptor 
)
std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  s,
const PriceLevel lvl 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const FeedDescriptor descriptor 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const InterfaceDescriptor descriptor 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  os,
const Message message 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const FeedEngineSettings settings 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const RdiHandlerSettings settings 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const EmdiHandlerSettings settings 
)
ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::operator<< ( std::ostream &  stream,
const EmdsHandlerSettings settings 
)
bool OnixS::Eurex::MarketData::operator<= ( const Decimal l,
const Decimal r 
)
bool OnixS::Eurex::MarketData::operator== ( const PriceLevel l,
const PriceLevel r 
)
bool OnixS::Eurex::MarketData::operator== ( const FieldValueRef ref,
const std::string &  str 
)
inline

Definition at line 223 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator== ( const StringRef ref,
const std::string &  str 
)
inline

Definition at line 239 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator== ( const std::string &  str,
const FieldValueRef ref 
)
inline

Definition at line 241 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator== ( const std::string &  str,
const StringRef ref 
)
inline

Definition at line 257 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator== ( const FieldValueRef ref,
const char *  str 
)
inline

Definition at line 261 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator== ( const StringRef ref,
const char *  str 
)
inline

Definition at line 277 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator== ( const char *  str,
const FieldValueRef ref 
)
inline

Definition at line 279 of file FieldValueRef.h.

bool OnixS::Eurex::MarketData::operator== ( const char *  str,
const StringRef ref 
)
inline

Definition at line 295 of file StringRef.h.

bool OnixS::Eurex::MarketData::operator> ( const Decimal l,
const Decimal r 
)
bool OnixS::Eurex::MarketData::operator>= ( const Decimal l,
const Decimal r 
)
LogSettings::Enum OnixS::Eurex::MarketData::operator| ( LogSettings::Enum  a,
LogSettings::Enum  b 
)
inline

Typed logical operator helper.

Definition at line 86 of file LogSettings.h.

LogFilePermission::Enum OnixS::Eurex::MarketData::operator| ( LogFilePermission::Enum  a,
LogFilePermission::Enum  b 
)
inline

Typed logical operator helper.

Definition at line 115 of file LogSettings.h.

Variable Documentation

const MarketSegmentId UndefinedMarketSegmentId = 0

Definition at line 45 of file Defines.h.