Namespaces | |
| namespace | EOBI |
| namespace | Implementation |
| namespace | 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, 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 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 std::vector<std::string> FilesList |
| 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 checkSanity | ( | const OrderBook & | book | ) |
checks whether the given book is properly built
| std::string enumToString | ( | ErrorCode::Enum | ) |
Returns string representation of ErrorCode value.
| std::string enumToString | ( | HandlerState::Enum | ) |
Returns string representation of HandlerState value.
| std::string enumToString | ( | LogLevel::Enum | ) |
Returns string representation of ErrorCode value.
| void 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 isValid | ( | const PriceLevel & | level | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| ComplexInstrumentUpdate | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| CrossRequest | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| DepthIncremental | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| DepthSnapshot | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| FeedEngine | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| FlexibleInstrumentUpdate | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| Group | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| IncrementalTrade | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| InstrumentStateChange | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| MassInstrumentStateChange | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| Message | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| OrderBook | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| ProductStateChange | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| QuoteRequest | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| ScaledSimpleInstrumentUpdate | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| Settlement | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| SnapshotTrade | ) |
| ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
| TopOfBookImplied | ) |
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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 270 of file FieldValueRef.h.
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Definition at line 232 of file FieldValueRef.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 287 of file StringRef.h.
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Definition at line 249 of file StringRef.h.
Definition at line 256 of file Timestamp.h.
| std::ostream & operator<< | ( | std::ostream & | os, |
| const Message & | message ) |
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Definition at line 265 of file Timestamp.h.
| std::ostream & operator<< | ( | std::ostream & | s, |
| const PriceLevel & | lvl ) |
| std::ostream & operator<< | ( | std::ostream & | stream, |
| const EmdiHandlerSettings & | settings ) |
| std::ostream & operator<< | ( | std::ostream & | stream, |
| const EmdsHandlerSettings & | settings ) |
| 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 MdiHandlerSettings & | settings ) |
| std::ostream & operator<< | ( | std::ostream & | stream, |
| const RdiHandlerSettings & | settings ) |
| std::ostream & operator<< | ( | std::ostream & | stream, |
| const ServiceDescriptor & | descriptor ) |
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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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Definition at line 261 of file FieldValueRef.h.
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Definition at line 223 of file FieldValueRef.h.
| bool operator== | ( | const PriceLevel & | l, |
| const PriceLevel & | r ) |
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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 278 of file StringRef.h.
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Definition at line 240 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 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.
| 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.
| const MarketSegmentId UndefinedMarketSegmentId = 0 |