Namespaces | |
EOBI | |
Implementation | |
Tags | |
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) |
TimeSpan | operator- (const Timestamp &left, const Timestamp &right) |
std::ostream & | operator<< (std::ostream &os, const Timestamp ×tamp) |
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) |
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) |
ONIXS_EUREX_EMDI_API_DECL (class, ScaledSimpleInstrumentUpdate) | |
Variables | |
const MarketSegmentId | UndefinedMarketSegmentId = 0 |
typedef size_t CpuIndex |
Zero-based index of CPU.
Definition at line 183 of file FeedEngine.h.
typedef Int32 DecimalExponent |
typedef Int64 DecimalMantissa |
Definition at line 105 of file InterfaceDescriptorProvider.h.
Definition at line 140 of file InterfaceDescriptorProvider.h.
Ordered collection of fields.
Definition at line 62 of file FieldSet.h.
typedef UInt32 MarketDepth |
typedef std::string MarketSegment |
typedef UInt32 MarketSegmentId |
Definition at line 86 of file InterfaceDescriptorProvider.h.
Definition at line 77 of file InterfaceDescriptorProvider.h.
Definition at line 178 of file InterfaceDescriptorProvider.h.
Definition at line 124 of file InterfaceDescriptorProvider.h.
typedef unsigned MessageStringingFlags |
Collection of message stringing flags.
Definition at line 48 of file MessageStringingFlags.h.
typedef UInt32 PartitionId |
Definition at line 76 of file InterfaceDescriptorProvider.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 ProductInfo::Collection ProductInfos |
Definition at line 66 of file InterfaceDescriptorProvider.h.
typedef Int64 SecurityId |
Definition at line 78 of file InterfaceDescriptorProvider.h.
typedef unsigned int SequenceNumber |
Alias for sequence numbers.
Definition at line 29 of file SequenceNumber.h.
typedef Int64 Ticks |
Integral type presenting internal ticks.
Definition at line 84 of file Timestamp.h.
typedef TimeSpanFormats::Enum TimeSpanFormat |
Time span format.
Definition at line 47 of file TimeSpan.h.
void OnixS::Eurex::MarketData::checkSanity | ( | const OrderBook & | book | ) |
checks whether the given book is properly built
std::string OnixS::Eurex::MarketData::enumToString | ( | ErrorCode::Enum | ) |
Returns string representation of ErrorCode value.
std::string OnixS::Eurex::MarketData::enumToString | ( | HandlerState::Enum | ) |
Returns string representation of HandlerState value.
std::string OnixS::Eurex::MarketData::enumToString | ( | LogLevel::Enum | ) |
Returns string representation of ErrorCode value.
void OnixS::Eurex::MarketData::gatherFiles | ( | FilesList * | gatheredFiles, |
const std::string & | root, | ||
const std::string & | extension | ||
) |
Gathers files which are stored in a given folder.
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Definition at line 228 of file FieldSet.h.
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Definition at line 235 of file FieldSet.h.
bool OnixS::Eurex::MarketData::isValid | ( | const PriceLevel & | level | ) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderBook | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ComplexInstrumentUpdate | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ProductStateChange | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
SnapshotTrade | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
FlexibleInstrumentUpdate | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
QuoteRequest | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
TopOfBookImplied | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
MassInstrumentStateChange | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
Settlement | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
InstrumentStateChange | |||
) |
ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
Message | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
CrossRequest | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ScaledSimpleInstrumentUpdate | |||
) |
ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
Group | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
IncrementalTrade | |||
) |
ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
FeedEngine | |||
) |
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
DepthSnapshot | |||
) |
ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
DepthIncremental | |||
) |
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Definition at line 232 of file FieldValueRef.h.
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Definition at line 249 of file StringRef.h.
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Definition at line 250 of file FieldValueRef.h.
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Definition at line 267 of file StringRef.h.
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Definition at line 270 of file FieldValueRef.h.
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Definition at line 287 of file StringRef.h.
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Definition at line 288 of file FieldValueRef.h.
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Definition at line 305 of file StringRef.h.
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Definition at line 256 of file Timestamp.h.
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const ServiceDescriptor & | descriptor | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | s, |
const PriceLevel & | lvl | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const FeedDescriptor & | descriptor | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const InterfaceDescriptor & | descriptor | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | os, |
const Message & | message | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const RdiHandlerSettings & | settings | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const EmdiHandlerSettings & | settings | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const MdiHandlerSettings & | settings | ||
) |
std::ostream& OnixS::Eurex::MarketData::operator<< | ( | std::ostream & | stream, |
const EmdsHandlerSettings & | settings | ||
) |
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Definition at line 266 of file Timestamp.h.
bool OnixS::Eurex::MarketData::operator== | ( | const PriceLevel & | l, |
const PriceLevel & | r | ||
) |
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Definition at line 223 of file FieldValueRef.h.
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Definition at line 240 of file StringRef.h.
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Definition at line 241 of file FieldValueRef.h.
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Definition at line 258 of file StringRef.h.
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Definition at line 261 of file FieldValueRef.h.
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Definition at line 278 of file StringRef.h.
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Definition at line 279 of file FieldValueRef.h.
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Definition at line 296 of file StringRef.h.
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Typed logical operator helper.
Definition at line 86 of file LogSettings.h.
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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.
void OnixS::Eurex::MarketData::replayPcap | ( | const std::vector< MdiHandler * > & | handlers, |
const ReplayOptions & | options | ||
) |
Replay pcap files.
void OnixS::Eurex::MarketData::replayPcap | ( | const std::vector< EmdiHandler * > & | handlers, |
const ReplayOptions & | options | ||
) |
Replay pcap files.
const MarketSegmentId UndefinedMarketSegmentId = 0 |