OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  15.0.6
API documentation
OnixS::Eurex::MarketData::EOBI Namespace Reference

Namespaces

 Implementation
 

Classes

class  AddComplexInstrument
 
class  AddComplexInstrumentEntries
 
class  AddComplexInstrumentEntry
 
class  AddFlexibleInstrument
 
class  AddScaledSimpleInstrument
 
struct  AggressorSide
 
struct  AlgorithmicTradeIndicator
 
struct  ApplSeqResetIndicator
 
class  AuctionBestBidOffer
 
class  AuctionClearingPrice
 
struct  CompletionIndicator
 
class  CrossRequest
 
class  DataContainer
 
class  EobiHandler
 
class  EobiHandlerManager
 
struct  EobiHandlerSettings
 
class  ExecutionSummary
 
struct  ExerciseStyle
 
struct  FastMarketIndicator
 
class  FullOrderExecution
 
struct  ImpliedMarketIndicator
 
struct  InstrumentScopeProductComplex
 
class  InstrumentStateChange
 
class  InstrumentSummary
 
class  InstrumentSummaryEntries
 
class  InstrumentSummaryEntry
 
struct  LastFragment
 
struct  LegSecurityIDSource
 
struct  LegSecurityType
 
struct  LegSide
 
struct  MarketCondition
 
struct  MarketDataType
 
class  MassInstrumentStateChange
 
class  MassInstrumentStateChangeEntries
 
class  MassInstrumentStateChangeEntry
 
struct  MassMarketCondition
 
struct  MassSoldOutIndicator
 
struct  MatchSubType
 
struct  MatchType
 
struct  MDEntryType
 
struct  MDOriginType
 
struct  MDReportEvent
 
struct  MDUpdateAction
 
class  MessageBase
 
class  MessageListener
 
struct  MultiLegPriceModel
 
struct  MultiLegReportingType
 
struct  NoMarketSegments
 
class  OrderAdd
 
class  OrderBook
 
class  OrderBookListener
 
class  OrderDataListener
 
class  OrderDelete
 
struct  OrderInfo
 
class  OrderMassDelete
 
class  OrderModify
 
class  OrderModifySamePriority
 
struct  OrderType
 
struct  OrdType
 
class  PartialOrderExecution
 
struct  PotentialSecurityTradingEvent
 
struct  PriceLevel
 
struct  PriceLevelCollections
 
struct  ProductComplex
 
class  ProductStateChange
 
class  ProductSummary
 
struct  PutOrCall
 
class  QuoteRequest
 
class  ReferenceDataListener
 
class  RelatedInstrumentEntries
 
class  RelatedInstrumentEntry
 
class  RemainingOrderDetailsEntries
 
class  RemainingOrderDetailsEntry
 
struct  SecurityIDSource
 
struct  SecurityMassStatus
 
struct  SecurityMassTradingEvent
 
struct  SecurityMassTradingStatus
 
struct  SecurityStatus
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityType
 
struct  SecurityUpdateAction
 
struct  SettlMethod
 
struct  Side
 
class  SnapshotListener
 
class  SnapshotOrder
 
struct  SoldOutIndicator
 
class  StateChangeListener
 
struct  TESSecurityMassStatus
 
struct  TESSecurityStatus
 
class  TESTradeReport
 
struct  TESTradSesStatus
 
class  TopOfBook
 
struct  TradeCondition
 
class  TradeDataListener
 
class  TradeReport
 
class  TradeReversal
 
class  TradeReversalEntries
 
class  TradeReversalEntry
 
struct  TradingSessionID
 
struct  TradingSessionSubID
 
struct  TradSesEvent
 
struct  TradSesStatus
 
struct  TrdType
 

Typedefs

typedef Int64 QuantityType
 
typedef UInt64 OrderId
 
typedef std::vector< OrderInfoOrderInfos
 
typedef PriceLevelCollections::Array PriceLevels
 
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
 
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
 

Functions

std::ostream & operator<< (std::ostream &stream, const EobiHandlerSettings &settings)
 
void replayPcap (const std::vector< EobiHandler * > &handlers, const ReplayOptions &options)
 
 ONIXS_EUREX_EMDI_API_DECL (class, ExecutionSummary)
 
 ONIXS_EUREX_EMDI_API_DECL (class, QuoteRequest)
 
 ONIXS_EUREX_EMDI_API_DECL (class, CrossRequest)
 
 ONIXS_EUREX_EMDI_API_DECL (class, TradeReport)
 
 ONIXS_EUREX_EMDI_API_DECL (class, TESTradeReport)
 
 ONIXS_EUREX_EMDI_API_DECL (class, TradeReversal)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AddComplexInstrument)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AddFlexibleInstrument)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AddScaledSimpleInstrument)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderBook)
 
 ONIXS_EUREX_EMDI_API_DECL (class, ProductSummary)
 
 ONIXS_EUREX_EMDI_API_DECL (class, InstrumentSummary)
 
 ONIXS_EUREX_EMDI_API_DECL (class, SnapshotOrder)
 
 ONIXS_EUREX_EMDI_API_DECL (class, ProductStateChange)
 
 ONIXS_EUREX_EMDI_API_DECL (class, InstrumentStateChange)
 
 ONIXS_EUREX_EMDI_API_DECL (class, MassInstrumentStateChange)
 
const DecimalgetPrice (const PriceLevel &level)
 
bool isValid (const PriceLevel &level)
 
std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)
 
std::ostream & operator<< (std::ostream &stream, const OrderBook &book)
 
void checkSanity (const OrderBook &book)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderAdd)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderModify)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderModifySamePriority)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderDelete)
 
 ONIXS_EUREX_EMDI_API_DECL (class, OrderMassDelete)
 
 ONIXS_EUREX_EMDI_API_DECL (class, PartialOrderExecution)
 
 ONIXS_EUREX_EMDI_API_DECL (class, FullOrderExecution)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AuctionBestBidOffer)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AuctionClearingPrice)
 
 ONIXS_EUREX_EMDI_API_DECL (class, TopOfBook)
 

Typedef Documentation

typedef UInt64 OrderId

Definition at line 41 of file EobiBook.h.

typedef std::vector<OrderInfo> OrderInfos

Definition at line 52 of file EobiBook.h.

Sequence of price levels.

Definition at line 126 of file EobiBook.h.

Iterator over read-only collection of price levels.

Definition at line 132 of file EobiBook.h.

Iterator to access price levels with write permissions.

Definition at line 129 of file EobiBook.h.

typedef Int64 QuantityType

Alias for Quantity Type Quantity in integer format including 4 decimals.

Definition at line 901 of file Defines.h.

Function Documentation

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

checks whether the given book is properly built

const Decimal& OnixS::Eurex::MarketData::EOBI::getPrice ( const PriceLevel level)
bool OnixS::Eurex::MarketData::EOBI::isValid ( const PriceLevel level)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AddComplexInstrument   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
ExecutionSummary   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
ProductStateChange   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AddFlexibleInstrument   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderBook   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
ProductSummary   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderAdd   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
QuoteRequest   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
InstrumentStateChange   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AddScaledSimpleInstrument   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderModify   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
InstrumentSummary   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
MassInstrumentStateChange   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
CrossRequest   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderModifySamePriority   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
SnapshotOrder   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
TradeReport   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderDelete   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderMassDelete   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
TESTradeReport   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
TradeReversal   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
PartialOrderExecution   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
FullOrderExecution   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AuctionBestBidOffer   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AuctionClearingPrice   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
TopOfBook   
)
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< ( std::ostream &  stream,
const PriceLevel value 
)
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< ( std::ostream &  stream,
const OrderBook book 
)
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< ( std::ostream &  stream,
const EobiHandlerSettings settings 
)
void OnixS::Eurex::MarketData::EOBI::replayPcap ( const std::vector< EobiHandler * > &  handlers,
const ReplayOptions options 
)

Replay pcap files.