OnixS::Eurex::MarketData Namespace Reference

Namespaces
namespace	EOBI
namespace	Implementation
namespace	Tags

Classes
struct	AccruedInterestCalculationMethod
struct	AlgorithmicTradeIndicator
struct	AllowOneProductStrip
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
struct	ContractCycleSubType
struct	ContractCycleType
struct	ContractDisplayInstruction
struct	ContractFrequency
struct	ContractIdentificationEligibility
struct	ContractMonthType
struct	ConversionMode
struct	ConversionModeQualifier
struct	CouponType
struct	CoverIndicator
struct	CrossMatchInstruction
class	CrossRequest
class	CrossRequestListener
struct	CrossRequestType
struct	DataSource
struct	DecaySplit
class	Decimal
struct	DepositType
class	DepthIncremental
class	DepthListener
class	DepthSnapshot
struct	DisableOnBookTrading
struct	DisplayDayOfWeek
struct	DisplaySeason
class	EfViFeedEngine
struct	EmdiDescriptor
class	EmdiHandler
class	EmdiHandlerManager
struct	EmdiHandlerSettings
class	EmdsHandler
struct	EmdsHandlerSettings
struct	EobiDescriptor
struct	ErrorCode
class	ErrorListener
class	Event
class	Events
struct	EventType
class	Exception
class	ExchangeTrade
class	ExchangeTradeListener
struct	ExerciseStyle
class	Feed
class	FeedActivityListener
struct	FeedDescriptor
class	FeedEngine
struct	FeedEngineThreadIdle
class	FeedEngineThreadPool
struct	FeedEngineThreadPoolListener
struct	FeedEngineThreadPoolSettings
class	Feeds
struct	FeedType
struct	Field
class	FieldSet
class	FieldValueRef
struct	FilteringTraits
struct	FlatIndicator
class	FlexibleInstrumentUpdate
class	FlexibleInstrumentUpdateListener
class	FlexRule
class	FlexRules
class	Group
class	GroupInstance
struct	HandlerSettings
struct	HandlerState
class	HandlerStateListener
class	HHIInterval
class	HHIIntervals
struct	IInterfaceDescriptorProvider
struct	ImpliedMarketIndicator
class	IncrementalTrade
struct	InputSource
class	InstrumentAttribute
class	InstrumentAttributes
struct	InstrumentAttributeType
struct	InstrumentAuctionType
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	LastFragment
struct	LegSecurityType
struct	LegSide
struct	ListMethod
class	LocalWatch
struct	LogLevel
struct	LogSettings
struct	MarketCondition
struct	MarketDepthTraits
struct	MarketImbalanceIndicator
struct	MarketSegmentRelationship
struct	MarketSegmentStatus
struct	MarketSegmentSubType
struct	MarketSegmentType
class	MassInstrumentStateChange
class	MassInstrumentStateChangeListener
struct	MatchAlgorithm
class	MatchRule
class	MatchRules
struct	MatchType
struct	MaturityFrequencyUnit
struct	MDEntryType
struct	MdiDescriptor
class	MdiHandler
class	MdiHandlerManager
struct	MdiHandlerSettings
class	MDIncrementalEntries
class	MDIncrementalEntry
struct	MDOriginType
class	MDSnapshotEntries
class	MDSnapshotEntry
struct	MDUpdateAction
class	Message
struct	MessageStringingFlag
struct	MidpointTrading
struct	Month
struct	MultilegModel
struct	MultiLegPriceModel
struct	MultiLegReportingType
class	NetFeedEngineProcessResult
struct	NetFeedRole
struct	NetFeedType
class	NicWatch
struct	NoDelayReplay
class	NotImplementedException
class	NullArgumentException
struct	Number
class	OpenInterest
class	OpenInterestListener
class	OperationException
class	OrderBook
class	OrderBookListener
struct	OriginalDelayReplay
class	PacketListener
struct	PostTradeAnonymityType
struct	PriceLevel
struct	PriceLevelCollections
struct	PriceNotation
class	PriceRangeRule
class	PriceRangeRules
struct	PriceType
struct	ProductInfo
class	ProductSnapshot
class	ProductStateChange
class	ProductStateChangeListener
struct	PutOrCall
class	QuantityScalingFactor
class	QuantityScalingFactors
struct	QuoteCondition
class	QuoteRequest
class	QuoteRequestListener
struct	QuoteSideIndicator
struct	QuoteSideModelType
class	QuoteSizeRule
class	QuoteSizeRules
class	RdiHandler
struct	RdiHandlerSettings
class	ReferenceDataListener
struct	RefreshIndicator
class	RelatedMarketSegment
class	RelatedMarketSegments
struct	RelatedPriceType
class	ReplayListener
struct	ReplayMode
struct	ReplayOptions
class	ScaledSimpleInstrumentUpdate
class	ScaledSimpleInstrumentUpdateListener
class	SecMassStat
class	SecMassStats
class	SecurityAlt
class	SecurityAlts
class	SecurityClassification
struct	SecurityClassificationReasonType
class	SecurityClassifications
struct	SecurityClassificationValueType
struct	SecurityStatus
struct	SecurityTradingEvent
struct	SecurityTradingStatus
struct	SecurityType
struct	SecurityUpdateAction
class	Semaphore
struct	ServiceDescriptor
class	Settlement
class	SettlementListener
struct	SettlMethod
struct	SettlPriceType
struct	SettlSubMethod
struct	Side
class	SnapshotTrade
class	SocketFeedEngine
struct	SoldOutIndicator
class	StringRef
struct	SubBookType
class	TarpsClearingPriceParameter
class	TarpsClearingPriceParameters
class	ThisThread
class	ThreadAffinity
class	TickRule
class	TickRules
class	TickRuleScope
class	TickRuleScopes
class	TimeSpan
struct	TimeSpanFormat
class	Timestamp
struct	TimestampFormat
struct	TimeTraits
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	TradingStyle
struct	TradSesStatus
struct	TrdType
class	TrfsClearingPriceParameter
class	TrfsClearingPriceParameters
class	TypedGroup
class	UpdateInstrumentLegs
struct	USApproval
class	UtcWatch
struct	ValuationMethod
class	VarianceFuturesStatus
class	WarningListener
struct	WarrantType
class	WatchService
struct	X2SpeedReplay

Typedefs
typedef std::string	MarketSegment
typedef UInt32	MarketSegmentId
typedef UInt32	MarketDepth
typedef UInt32	PartitionId
typedef UInt32	SenderCompId
typedef Int64	SecurityId
typedef UInt64	Quantity
typedef unsigned	Tag
typedef unsigned	EobiTag
typedef size_t	CpuIndex
typedef PriceLevelCollections::Array	PriceLevels
typedef PriceLevelCollections::ArrayEntry	PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry	PriceLevelsConstEntry
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 MdiDescriptor::Collection	MdiDescriptors
typedef EobiDescriptor::Collection	EobiDescriptors
typedef IInterfaceDescriptorProvider::MarketSegments	MarketSegments
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 std::vector< Field >	Fields
typedef unsigned	MessageStringingFlags
typedef unsigned int	SequenceNumber
typedef std::vector< std::string >	FilesList

Functions
	ONIXS_EUREX_EMDI_API_DECL (class, Message)
	ONIXS_EUREX_EMDI_API_DECL (class, Group)
	ONIXS_EUREX_EMDI_API_DECL (class, Settlement)
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)
bool	process (FeedEngine &engine)
	ONIXS_EUREX_EMDI_API_DECL (class, FeedEngine)
std::string	enumToString (HandlerState::Enum)
	ONIXS_EUREX_EMDI_API_DECL (class, CrossRequest)
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)
std::ostream &	operator<< (std::ostream &os, const Message &message)
	ONIXS_EUREX_EMDI_API_DECL (class, MassInstrumentStateChange)
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)
bool	operator== (const TimeSpan &left, const TimeSpan &right)
bool	operator!= (const TimeSpan &left, const TimeSpan &right)
bool	operator< (const TimeSpan &left, const TimeSpan &right)
bool	operator> (const TimeSpan &left, const TimeSpan &right)
void	toStrAsHHMMSS (std::string &, TimeSpan)
void	toStrAsHHMMSSmsec (std::string &, TimeSpan)
void	toStrAsSDHHMMSSnsec (std::string &, TimeSpan)
void	toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
std::string	toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
Timestamp	fromSeconds (UInt32 secondsSinceEpoch)
bool	operator== (const Timestamp &left, const Timestamp &right)
bool	operator!= (const Timestamp &left, const Timestamp &right)
bool	operator< (const Timestamp &left, const Timestamp &right)
bool	operator<= (const Timestamp &left, const Timestamp &right)
bool	operator> (const Timestamp &left, const Timestamp &right)
bool	operator>= (const Timestamp &left, const Timestamp &right)
Timestamp	operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)
Timestamp	operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)
TimeSpan	operator- (const Timestamp &left, const Timestamp &right)
void	toStrAsYYYYMMDD (std::string &, Timestamp)
void	toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
void	toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
void	toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
void	toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSNsec)
std::string	toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSNsec)
bool	fromStr (Timestamp &, const char *, size_t)
bool	fromStr (Timestamp &ts, const std::string &str)
std::ostream &	operator<< (std::ostream &o, Timestamp ts)
	ONIXS_EUREX_EMDI_API_DECL (class, OrderBook)
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)
std::ostream &	operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)
std::ostream &	operator<< (std::ostream &stream, const FeedDescriptor &descriptor)
std::ostream &	operator<< (std::ostream &stream, const InterfaceDescriptor &descriptor)
std::ostream &	operator<< (std::ostream &stream, const RdiHandlerSettings &settings)
std::ostream &	operator<< (std::ostream &stream, const EmdiHandlerSettings &settings)
std::ostream &	operator<< (std::ostream &stream, const MdiHandlerSettings &settings)
std::ostream &	operator<< (std::ostream &stream, const EmdsHandlerSettings &settings)
template<typename Enumeration>
Enumeration::Enum	getIntEnumFieldValue (const FieldSet &fieldSet, Tag tag)
template<typename Enumeration>
Enumeration::Enum	getNonZeroIntEnumFieldValue (const FieldSet &fieldSet, Tag tag)
	ONIXS_EUREX_EMDI_API_DECL (class, SnapshotTrade)
	ONIXS_EUREX_EMDI_API_DECL (class, IncrementalTrade)
	ONIXS_EUREX_EMDI_API_DECL (class, FlexibleInstrumentUpdate)
	ONIXS_EUREX_EMDI_API_DECL (class, QuoteRequest)
	ONIXS_EUREX_EMDI_API_DECL (class, DepthSnapshot)
	ONIXS_EUREX_EMDI_API_DECL (class, DepthIncremental)
	ONIXS_EUREX_EMDI_API_DECL (class, ComplexInstrumentUpdate)
	ONIXS_EUREX_EMDI_API_DECL (class, TopOfBookImplied)
void	gatherFiles (FilesList *gatheredFiles, const std::string &root, const std::string &extension)
void	gatherLogs (FilesList *gatheredLogs, const std::string &root)
void	replayPcap (const std::vector< EmdiHandler * > &handlers, const ReplayOptions &options, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
	ONIXS_EUREX_EMDI_API_DECL (class, InstrumentStateChange)
	ONIXS_EUREX_EMDI_API_DECL (class, ProductStateChange)
std::string	enumToString (LogLevel::Enum)
LogSettings::Enum	operator| (LogSettings::Enum a, LogSettings::Enum b)
std::string	enumToString (ErrorCode::Enum)
void	replayPcap (const std::vector< MdiHandler * > &handlers, const ReplayOptions &options, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
	ONIXS_EUREX_EMDI_API_DECL (class, ScaledSimpleInstrumentUpdate)

Variables
const MarketSegmentId	UndefinedMarketSegmentId = 0

Typedef Documentation

CpuIndex

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 183 of file FeedEngine.h.

DecimalExponent

typedef Int32 DecimalExponent

Definition at line 60 of file Numeric.h.

DecimalMantissa

typedef Int64 DecimalMantissa

Definition at line 59 of file Numeric.h.

Double

typedef double Double

Definition at line 57 of file Numeric.h.

EmdiDescriptors

typedef EmdiDescriptor::Collection EmdiDescriptors

Definition at line 105 of file InterfaceDescriptorProvider.h.

EobiDescriptors

typedef EobiDescriptor::Collection EobiDescriptors

Definition at line 140 of file InterfaceDescriptorProvider.h.

EobiTag

typedef unsigned EobiTag

Alias for EOBI tag numbers.

Definition at line 32 of file Tag.h.

Fields

typedef std::vector<Field> Fields

Ordered collection of fields.

Definition at line 62 of file FieldSet.h.

FilesList

typedef std::vector<std::string> FilesList

Ordered list of files to be replayed.

Definition at line 37 of file Replay.h.

Int16

typedef short Int16

Definition at line 37 of file Numeric.h.

Int32

typedef int Int32

Definition at line 40 of file Numeric.h.

Int8

typedef char Int8

Definition at line 34 of file Numeric.h.

MarketDepth

typedef UInt32 MarketDepth

Alias for Market depth type.

Definition at line 43 of file Defines.h.

MarketSegment

typedef std::string MarketSegment

Alias for Market Segment type (Product name).

Definition at line 37 of file Defines.h.

MarketSegmentId

typedef UInt32 MarketSegmentId

Alias for Market Segment ID type.

Definition at line 40 of file Defines.h.

MarketSegmentId2Depth

typedef MarketDepthTraits::MarketSegmentId2Depth MarketSegmentId2Depth

Definition at line 86 of file InterfaceDescriptorProvider.h.

MarketSegmentIdFilters

typedef FilteringTraits::MarketSegmentIdFilters MarketSegmentIdFilters

Definition at line 77 of file InterfaceDescriptorProvider.h.

MarketSegments

typedef IInterfaceDescriptorProvider::MarketSegments MarketSegments

Definition at line 178 of file InterfaceDescriptorProvider.h.

MdiDescriptors

typedef MdiDescriptor::Collection MdiDescriptors

Definition at line 124 of file InterfaceDescriptorProvider.h.

MessageStringingFlags

typedef unsigned MessageStringingFlags

Collection of message stringing flags.

Definition at line 48 of file MessageStringingFlags.h.

PartitionId

typedef UInt32 PartitionId

Alias for Partition ID type.

Definition at line 48 of file Defines.h.

PartitionIdFilters

typedef FilteringTraits::PartitionIdFilters PartitionIdFilters

Definition at line 76 of file InterfaceDescriptorProvider.h.

PriceLevels

typedef PriceLevelCollections::Array PriceLevels

Sequence of price levels.

Definition at line 135 of file OrderBook.h.

PriceLevelsConstEntry

typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Iterator over read-only collection of price levels.

Definition at line 141 of file OrderBook.h.

PriceLevelsEntry

typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry

Iterator to access price levels with write permissions.

Definition at line 138 of file OrderBook.h.

ProductInfos

typedef ProductInfo::Collection ProductInfos

Definition at line 66 of file InterfaceDescriptorProvider.h.

Quantity

typedef UInt64 Quantity

Alias for Quantity type.

Definition at line 57 of file Defines.h.

SecurityId

typedef Int64 SecurityId

Alias for Security Id type.

Definition at line 54 of file Defines.h.

SecurityIdFilters

typedef FilteringTraits::SecurityIdFilters SecurityIdFilters

Definition at line 78 of file InterfaceDescriptorProvider.h.

SenderCompId

typedef UInt32 SenderCompId

Definition at line 51 of file Defines.h.

SequenceNumber

typedef unsigned int SequenceNumber

Alias for sequence numbers.

Definition at line 29 of file SequenceNumber.h.

Tag

typedef unsigned Tag

Alias for tag numbers.

Definition at line 29 of file Tag.h.

UInt16

typedef unsigned short UInt16

Definition at line 38 of file Numeric.h.

UInt32

typedef unsigned int UInt32

Definition at line 41 of file Numeric.h.

UInt8

typedef unsigned char UInt8

Definition at line 35 of file Numeric.h.

Function Documentation

checkSanity()

void checkSanity

(

const OrderBook &

book

)

checks whether the given book is properly built

enumToString() [1/3]

std::string enumToString

(

ErrorCode::Enum

)

Returns string representation of ErrorCode value.

enumToString() [2/3]

std::string enumToString

(

HandlerState::Enum

)

Returns string representation of HandlerState value.

enumToString() [3/3]

std::string enumToString

(

LogLevel::Enum

)

Returns string representation of ErrorCode value.

fromSeconds()

Timestamp fromSeconds ( UInt32 secondsSinceEpoch )

inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 643 of file Timestamp.h.

fromStr() [1/2]

bool fromStr	(	Timestamp &	,
		const char *	,
		size_t	)

De-serializes a timestamp from the given string.

fromStr() [2/2]

bool fromStr ( Timestamp & ts, const std::string & str )

inline

Definition at line 825 of file Timestamp.h.

gatherFiles()

void gatherFiles	(	FilesList *	gatheredFiles,
		const std::string &	root,
		const std::string &	extension )

Gathers files which are stored in a given folder.

gatherLogs()

void gatherLogs ( FilesList * gatheredLogs, const std::string & root )

inline

Gathers log files which are stored in a given folder.

Definition at line 76 of file Replay.h.

getIntEnumFieldValue()

template<typename Enumeration>

Enumeration::Enum getIntEnumFieldValue ( const FieldSet & fieldSet, Tag tag )

inline

Definition at line 228 of file FieldSet.h.

getNonZeroIntEnumFieldValue()

template<typename Enumeration>

Enumeration::Enum getNonZeroIntEnumFieldValue ( const FieldSet & fieldSet, Tag tag )

inline

Definition at line 235 of file FieldSet.h.

isValid()

bool isValid

(

const PriceLevel &

level

)

ONIXS_EUREX_EMDI_API_DECL() [1/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ComplexInstrumentUpdate	)

ONIXS_EUREX_EMDI_API_DECL() [2/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		CrossRequest	)

ONIXS_EUREX_EMDI_API_DECL() [3/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		DepthIncremental	)

ONIXS_EUREX_EMDI_API_DECL() [4/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		DepthSnapshot	)

ONIXS_EUREX_EMDI_API_DECL() [5/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		FeedEngine	)

ONIXS_EUREX_EMDI_API_DECL() [6/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		FlexibleInstrumentUpdate	)

ONIXS_EUREX_EMDI_API_DECL() [7/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		Group	)

ONIXS_EUREX_EMDI_API_DECL() [8/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		IncrementalTrade	)

ONIXS_EUREX_EMDI_API_DECL() [9/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		InstrumentStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [10/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		MassInstrumentStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [11/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		Message	)

ONIXS_EUREX_EMDI_API_DECL() [12/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderBook	)

ONIXS_EUREX_EMDI_API_DECL() [13/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ProductStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [14/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		QuoteRequest	)

ONIXS_EUREX_EMDI_API_DECL() [15/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ScaledSimpleInstrumentUpdate	)

ONIXS_EUREX_EMDI_API_DECL() [16/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		Settlement	)

ONIXS_EUREX_EMDI_API_DECL() [17/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		SnapshotTrade	)

ONIXS_EUREX_EMDI_API_DECL() [18/18]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		TopOfBookImplied	)

operator!=() [1/10]

bool operator!= ( const char * str, const FieldValueRef & ref )

inline

Definition at line 288 of file FieldValueRef.h.

operator!=() [2/10]

bool operator!= ( const char * str, const StringRef & ref )

inline

Definition at line 305 of file StringRef.h.

operator!=() [3/10]

bool operator!= ( const FieldValueRef & ref, const char * str )

inline

Definition at line 270 of file FieldValueRef.h.

operator!=() [4/10]

bool operator!= ( const FieldValueRef & ref, const std::string & str )

inline

Definition at line 232 of file FieldValueRef.h.

operator!=() [5/10]

bool operator!= ( const std::string & str, const FieldValueRef & ref )

inline

Definition at line 250 of file FieldValueRef.h.

operator!=() [6/10]

bool operator!= ( const std::string & str, const StringRef & ref )

inline

Definition at line 267 of file StringRef.h.

operator!=() [7/10]

bool operator!= ( const StringRef & ref, const char * str )

inline

Definition at line 287 of file StringRef.h.

operator!=() [8/10]

bool operator!= ( const StringRef & ref, const std::string & str )

inline

Definition at line 249 of file StringRef.h.

operator!=() [9/10]

bool operator!= ( const TimeSpan & left, const TimeSpan & right )

inline

Compares with other instance for in-equality.

Definition at line 308 of file Timestamp.h.

operator!=() [10/10]

bool operator!= ( const Timestamp & left, const Timestamp & right )

inline

Compares with instances for inequality.

Definition at line 663 of file Timestamp.h.

operator+()

Timestamp operator+ ( const Timestamp & timestamp, const TimeSpan & timeSpan )

inline

Adds time interval to given time point.

Definition at line 726 of file Timestamp.h.

operator-() [1/2]

TimeSpan operator- ( const Timestamp & left, const Timestamp & right )

inline

Calculates time interval between two time points.

Definition at line 754 of file Timestamp.h.

operator-() [2/2]

Timestamp operator- ( const Timestamp & timestamp, const TimeSpan & timeSpan )

inline

Subtracts time interval from given time point.

Definition at line 740 of file Timestamp.h.

operator<() [1/3]

bool operator<	(	const Decimal &	l,
		const Decimal &	r )

operator<() [2/3]

bool operator< ( const TimeSpan & left, const TimeSpan & right )

inline

Checks whether left time interval less than right one.

Definition at line 317 of file Timestamp.h.

operator<() [3/3]

bool operator< ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 673 of file Timestamp.h.

operator<<() [1/10]

std::ostream & operator<< ( std::ostream & o, Timestamp ts )

inline

Definition at line 835 of file Timestamp.h.

operator<<() [2/10]

std::ostream & operator<<	(	std::ostream &	os,
		const Message &	message )

operator<<() [3/10]

std::ostream & operator<<	(	std::ostream &	s,
		const PriceLevel &	lvl )

operator<<() [4/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const EmdiHandlerSettings &	settings )

operator<<() [5/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const EmdsHandlerSettings &	settings )

operator<<() [6/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const FeedDescriptor &	descriptor )

operator<<() [7/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const InterfaceDescriptor &	descriptor )

operator<<() [8/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const MdiHandlerSettings &	settings )

operator<<() [9/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const RdiHandlerSettings &	settings )

operator<<() [10/10]

std::ostream & operator<<	(	std::ostream &	stream,
		const ServiceDescriptor &	descriptor )

operator<=() [1/2]

bool operator<=	(	const Decimal &	l,
		const Decimal &	r )

operator<=() [2/2]

bool operator<= ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 686 of file Timestamp.h.

operator==() [1/11]

bool operator== ( const char * str, const FieldValueRef & ref )

inline

Definition at line 279 of file FieldValueRef.h.

operator==() [2/11]

bool operator== ( const char * str, const StringRef & ref )

inline

Definition at line 296 of file StringRef.h.

operator==() [3/11]

bool operator== ( const FieldValueRef & ref, const char * str )

inline

Definition at line 261 of file FieldValueRef.h.

operator==() [4/11]

bool operator== ( const FieldValueRef & ref, const std::string & str )

inline

Definition at line 223 of file FieldValueRef.h.

operator==() [5/11]

bool operator==	(	const PriceLevel &	l,
		const PriceLevel &	r )

operator==() [6/11]

bool operator== ( const std::string & str, const FieldValueRef & ref )

inline

Definition at line 241 of file FieldValueRef.h.

operator==() [7/11]

bool operator== ( const std::string & str, const StringRef & ref )

inline

Definition at line 258 of file StringRef.h.

operator==() [8/11]

bool operator== ( const StringRef & ref, const char * str )

inline

Definition at line 278 of file StringRef.h.

operator==() [9/11]

bool operator== ( const StringRef & ref, const std::string & str )

inline

Definition at line 240 of file StringRef.h.

operator==() [10/11]

bool operator== ( const TimeSpan & left, const TimeSpan & right )

inline

Compares with other instance for equality.

Definition at line 298 of file Timestamp.h.

operator==() [11/11]

bool operator== ( const Timestamp & left, const Timestamp & right )

inline

Compares with instances for equality.

Definition at line 652 of file Timestamp.h.

operator>() [1/3]

bool operator>	(	const Decimal &	l,
		const Decimal &	r )

operator>() [2/3]

bool operator> ( const TimeSpan & left, const TimeSpan & right )

inline

Checks whether left time interval greater than right one.

Definition at line 328 of file Timestamp.h.

operator>() [3/3]

bool operator> ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 700 of file Timestamp.h.

operator>=() [1/2]

bool operator>=	(	const Decimal &	l,
		const Decimal &	r )

operator>=() [2/2]

bool operator>= ( const Timestamp & left, const Timestamp & right )

inline

Establishes order between two instances.

Definition at line 713 of file Timestamp.h.

operator|()

LogSettings::Enum operator| ( LogSettings::Enum a, LogSettings::Enum b )

inline

Typed logical operator helper.

Definition at line 86 of file LogSettings.h.

process()

bool process ( FeedEngine & engine )

inline

Carries out pending actions like data retrieval and event dispatching.

The returned value indicates whether any events have been handled by the engine.

Definition at line 132 of file FeedEngine.h.

replayPcap() [1/2]

void replayPcap	(	const std::vector< EmdiHandler * > &	handlers,
		const ReplayOptions &	options,
		bool *	stopRequest = ONIXS_EUREX_EMDI_NULLPTR )

Replay pcap files. The replay is stopped when all the provided handlers are stopped or if stopRequest is true.

replayPcap() [2/2]

void replayPcap	(	const std::vector< MdiHandler * > &	handlers,
		const ReplayOptions &	options,
		bool *	stopRequest = ONIXS_EUREX_EMDI_NULLPTR )

Replay pcap files. The replay is stopped when all the provided handlers are stopped or if stopRequest is true.

toStr() [1/4]

void toStr ( std::string & str, TimeSpan timeSpan, TimeSpanFormat::Enum format = TimeSpanFormat::SDHHMMSSnsec )

inline

Appends timespan formatted in specified pattern to given string.

Definition at line 368 of file Timestamp.h.

toStr() [2/4]

void toStr	(	std::string &	str,
		Timestamp	timestamp,
		TimestampFormat::Enum	format = TimestampFormat::YYYYMMDDHHMMSSNsec )

Serializes timestamp according to specified pattern.

toStr() [3/4]

std::string toStr ( TimeSpan timeSpan, TimeSpanFormat::Enum format = TimeSpanFormat::SDHHMMSSnsec )

inline

Formats timespan according to specified pattern.

Definition at line 398 of file Timestamp.h.

toStr() [4/4]

std::string toStr ( Timestamp timestamp, TimestampFormat::Enum format = TimestampFormat::YYYYMMDDHHMMSSNsec )

inline

Serializes timestamp according to specified pattern.

Definition at line 812 of file Timestamp.h.

toStrAsHHMMSS()

void toStrAsHHMMSS	(	std::string &	,
		TimeSpan	)

toStrAsHHMMSSmsec()

void toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan	)

toStrAsSDHHMMSSnsec()

void toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan	)

toStrAsYYYYMMDD()

void toStrAsYYYYMMDD	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDD format.

toStrAsYYYYMMDDHHMMSS()

void toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSS format.

toStrAsYYYYMMDDHHMMSSmsec()

void toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

toStrAsYYYYMMDDHHMMSSnsec()

void toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

Variable Documentation

UndefinedMarketSegmentId

const MarketSegmentId UndefinedMarketSegmentId = 0

Definition at line 45 of file Defines.h.