OnixS::Eurex::MarketData::EOBI Namespace Reference

Namespaces
namespace	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
struct	CrossRequestType
class	DataContainer
class	EobiHandler
class	EobiHandlerManager
struct	EobiHandlerSettings
class	ExecutionSummary
struct	ExerciseStyle
struct	FastMarketIndicator
class	FullOrderExecution
struct	ImpliedMarketIndicator
struct	InputSource
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
struct	RelatedPriceType
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	TradingStyle
struct	TradSesEvent
struct	TradSesStatus
struct	TrdType

Typedefs
typedef Int64	QuantityType
typedef UInt64	OrderId
typedef std::vector< OrderInfo >	OrderInfos
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, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
	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 Decimal &	getPrice (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

OrderId

typedef UInt64 OrderId

Definition at line 41 of file EobiBook.h.

OrderInfos

typedef std::vector<OrderInfo> OrderInfos

Definition at line 52 of file EobiBook.h.

PriceLevels

typedef PriceLevelCollections::Array PriceLevels

Sequence of price levels.

Definition at line 126 of file EobiBook.h.

PriceLevelsConstEntry

typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Iterator over read-only collection of price levels.

Definition at line 132 of file EobiBook.h.

PriceLevelsEntry

typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry

Iterator to access price levels with write permissions.

Definition at line 129 of file EobiBook.h.

QuantityType

typedef Int64 QuantityType

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

Definition at line 1025 of file Defines.h.

Function Documentation

checkSanity()

void checkSanity

(

const OrderBook &

book

)

checks whether the given book is properly built

getPrice()

const Decimal & getPrice

(

const PriceLevel &

level

)

isValid()

bool isValid

(

const PriceLevel &

level

)

ONIXS_EUREX_EMDI_API_DECL() [1/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		AddComplexInstrument	)

ONIXS_EUREX_EMDI_API_DECL() [2/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		AddFlexibleInstrument	)

ONIXS_EUREX_EMDI_API_DECL() [3/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		AddScaledSimpleInstrument	)

ONIXS_EUREX_EMDI_API_DECL() [4/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		AuctionBestBidOffer	)

ONIXS_EUREX_EMDI_API_DECL() [5/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		AuctionClearingPrice	)

ONIXS_EUREX_EMDI_API_DECL() [6/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		CrossRequest	)

ONIXS_EUREX_EMDI_API_DECL() [7/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ExecutionSummary	)

ONIXS_EUREX_EMDI_API_DECL() [8/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		FullOrderExecution	)

ONIXS_EUREX_EMDI_API_DECL() [9/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		InstrumentStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [10/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		InstrumentSummary	)

ONIXS_EUREX_EMDI_API_DECL() [11/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		MassInstrumentStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [12/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderAdd	)

ONIXS_EUREX_EMDI_API_DECL() [13/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderBook	)

ONIXS_EUREX_EMDI_API_DECL() [14/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderDelete	)

ONIXS_EUREX_EMDI_API_DECL() [15/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderMassDelete	)

ONIXS_EUREX_EMDI_API_DECL() [16/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderModify	)

ONIXS_EUREX_EMDI_API_DECL() [17/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		OrderModifySamePriority	)

ONIXS_EUREX_EMDI_API_DECL() [18/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		PartialOrderExecution	)

ONIXS_EUREX_EMDI_API_DECL() [19/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ProductStateChange	)

ONIXS_EUREX_EMDI_API_DECL() [20/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		ProductSummary	)

ONIXS_EUREX_EMDI_API_DECL() [21/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		QuoteRequest	)

ONIXS_EUREX_EMDI_API_DECL() [22/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		SnapshotOrder	)

ONIXS_EUREX_EMDI_API_DECL() [23/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		TESTradeReport	)

ONIXS_EUREX_EMDI_API_DECL() [24/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		TopOfBook	)

ONIXS_EUREX_EMDI_API_DECL() [25/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		TradeReport	)

ONIXS_EUREX_EMDI_API_DECL() [26/26]

ONIXS_EUREX_EMDI_API_DECL	(	class	,
		TradeReversal	)

operator<<() [1/3]

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

operator<<() [2/3]

std::ostream & operator<<	(	std::ostream &	stream,
		const OrderBook &	book )

operator<<() [3/3]

std::ostream & operator<<	(	std::ostream &	stream,
		const PriceLevel &	value )

replayPcap()

void replayPcap	(	const std::vector< EobiHandler * > &	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.