OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OnixS::Eurex::MarketData::EOBI Namespace Reference

Namespaces

 Implementation
 

Classes

class  AddComplexInstrument
 
class  AddComplexInstrumentEntries
 
class  AddComplexInstrumentEntry
 
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  FastMarketIndicator
 
struct  FindById
 
class  FullOrderExecution
 
class  Heartbeat
 
struct  ImpliedMarketIndicator
 
class  InstrumentStateChange
 
class  InstrumentSummary
 
class  InstrumentSummaryEntries
 
class  InstrumentSummaryEntry
 
struct  LegSecurityIDSource
 
struct  LegSecurityType
 
struct  LegSide
 
struct  MarketCondition
 
struct  MarketDataType
 
struct  MatchSubType
 
struct  MatchType
 
struct  MDEntryType
 
struct  MDReportEvent
 
struct  MDUpdateAction
 
class  MessageBase
 
class  MessageListener
 
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
 
class  QuoteRequest
 
class  ReferenceDataListener
 
struct  SecurityIDSource
 
struct  SecurityStatus
 
struct  SecurityTradingEvent
 
struct  SecurityTradingStatus
 
struct  SecurityType
 
struct  SecurityUpdateAction
 
struct  Side
 
class  SnapshotListener
 
class  SnapshotOrder
 
class  StateChangeListener
 
class  TopOfBook
 
struct  TradeCondition
 
class  TradeDataListener
 
class  TradeReport
 
class  TradeReversal
 
class  TradeReversalEntries
 
class  TradeReversalEntry
 
struct  TradingSessionID
 
struct  TradingSessionSubID
 
struct  TradSesEvent
 
struct  TradSesStatus
 

Typedefs

typedef Int64 QuantityType
 
typedef UInt64 OrderId
 
typedef std::vector< OrderInfoOrderInfos
 
typedef PriceLevelCollections::Array PriceLevels
 
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
 
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
 
typedef EOBI::Implementation::InstrmtLegGrpSeqT AddComplexInstrumentEntryMsgData
 
typedef EOBI::Implementation::AddComplexInstrumentMsgData AddComplexInstrumentMsgData
 
typedef EOBI::Implementation::AuctionBestBidOfferMsgData AuctionBestBidOfferMsgData
 
typedef EOBI::Implementation::AuctionClearingPriceMsgData AuctionClearingPriceMsgData
 
typedef EOBI::Implementation::CrossRequestMsgData CrossRequestMsgData
 
typedef EOBI::Implementation::ExecutionSummaryMsgData ExecutionSummaryMsgData
 
typedef EOBI::Implementation::FullOrderExecutionMsgData FullOrderExecutionMsgData
 
typedef EOBI::Implementation::HeartbeatMsgData HeartbeatMsgData
 
typedef EOBI::Implementation::InstrumentStateChangeMsgData InstrumentStateChangeMsgData
 
typedef EOBI::Implementation::MDInstrumentEntryGrpSeqT InstrumentSummaryEntryMsgData
 
typedef EOBI::Implementation::InstrumentSummaryMsgData InstrumentSummaryMsgData
 
typedef EOBI::Implementation::OrderAddMsgData OrderAddMsgData
 
typedef EOBI::Implementation::OrderDeleteMsgData OrderDeleteMsgData
 
typedef EOBI::Implementation::OrderMassDeleteMsgData OrderMassDeleteMsgData
 
typedef EOBI::Implementation::OrderModifyMsgData OrderModifyMsgData
 
typedef EOBI::Implementation::OrderModifySamePriorityMsgData OrderModifySamePriorityMsgData
 
typedef EOBI::Implementation::PartialOrderExecutionMsgData PartialOrderExecutionMsgData
 
typedef EOBI::Implementation::ProductStateChangeMsgData ProductStateChangeMsgData
 
typedef Implementation::ProductSummaryMsgData ProductSummaryMsgData
 
typedef EOBI::Implementation::QuoteRequestMsgData QuoteRequestMsgData
 
typedef Implementation::SnapshotOrderMsgData SnapshotOrderMsgData
 
typedef Implementation::TopOfBookMsgData TopOfBookMsgData
 
typedef Implementation::TradeReportMsgData TradeReportMsgData
 
typedef Implementation::MDTradeEntryGrpSeqT TradeReversalEntryMsgData
 
typedef Implementation::TradeReversalMsgData TradeReversalMsgData
 

Functions

ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const EobiHandlerSettings &settings)
 
 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, TradeReversal)
 
 ONIXS_EUREX_EMDI_API_DECL (class, AddComplexInstrument)
 
 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)
 
const DecimalgetPrice (const PriceLevel &level)
 
bool isValid (const PriceLevel &level)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)
 
ONIXS_EUREX_EMDI_API 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)
 
TextBuilderoperator<< (TextBuilder &o, const MessageBase &msg)
 
TextBuilderoperator<< (TextBuilder &o, const ProductSummary &msg)
 
TextBuilderoperator<< (TextBuilder &o, const InstrumentSummary &msg)
 
TextBuilderoperator<< (TextBuilder &o, const SnapshotOrder &msg)
 
TextBuilderoperator<< (TextBuilder &o, const Heartbeat &msg)
 
TextBuilderoperator<< (TextBuilder &o, const OrderAdd &msg)
 
TextBuilderoperator<< (TextBuilder &o, const OrderModify &msg)
 
TextBuilderoperator<< (TextBuilder &o, const OrderModifySamePriority &msg)
 
TextBuilderoperator<< (TextBuilder &o, const OrderDelete &msg)
 
TextBuilderoperator<< (TextBuilder &o, const OrderMassDelete &msg)
 
TextBuilderoperator<< (TextBuilder &o, const FullOrderExecution &msg)
 
TextBuilderoperator<< (TextBuilder &o, const PartialOrderExecution &msg)
 
TextBuilderoperator<< (TextBuilder &o, const TradeReversal &msg)
 
TextBuilderoperator<< (TextBuilder &o, const TradeReport &msg)
 
TextBuilderoperator<< (TextBuilder &o, const ExecutionSummary &msg)
 
TextBuilderoperator<< (TextBuilder &o, const ProductStateChange &msg)
 
TextBuilderoperator<< (TextBuilder &o, const InstrumentStateChange &msg)
 
TextBuilderoperator<< (TextBuilder &o, const AddComplexInstrument &msg)
 
TextBuilderoperator<< (TextBuilder &o, const AuctionBestBidOffer &msg)
 
TextBuilderoperator<< (TextBuilder &o, const AuctionClearingPrice &msg)
 
TextBuilderoperator<< (TextBuilder &o, const CrossRequest &msg)
 
TextBuilderoperator<< (TextBuilder &o, const QuoteRequest &msg)
 
TextBuilderoperator<< (TextBuilder &o, const TopOfBook &msg)
 
std::string messageName (UInt16 templateId)
 

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 129 of file EobiBook.h.

Iterator over read-only collection of price levels.

Definition at line 135 of file EobiBook.h.

Iterator to access price levels with write permissions.

Definition at line 132 of file EobiBook.h.

typedef Int64 QuantityType

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

Definition at line 870 of file Defines.h.

Function Documentation

void checkSanity ( const OrderBook book)

checks whether the given book is properly built

Definition at line 407 of file EobiBook.cpp.

const Decimal & getPrice ( const PriceLevel level)

Definition at line 166 of file EobiBook.cpp.

bool isValid ( const PriceLevel level)

Definition at line 171 of file EobiBook.cpp.

std::string messageName ( UInt16  templateId)

Definition at line 41 of file Formatting.cpp.

OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
AddComplexInstrument   
)
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  ,
ProductStateChange   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
ExecutionSummary   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
InstrumentSummary   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
OrderModify   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
InstrumentStateChange   
)
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL ( class  ,
QuoteRequest   
)
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  ,
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 & operator<< ( std::ostream &  stream,
const PriceLevel value 
)

Definition at line 208 of file EobiBook.cpp.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const MessageBase msg 
)
inline

Definition at line 124 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const ProductSummary msg 
)
inline

Definition at line 126 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const InstrumentSummary msg 
)
inline

Definition at line 127 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const SnapshotOrder msg 
)
inline

Definition at line 128 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const Heartbeat msg 
)
inline

Definition at line 130 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const OrderAdd msg 
)
inline

Definition at line 131 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const OrderModify msg 
)
inline

Definition at line 132 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const OrderModifySamePriority msg 
)
inline

Definition at line 133 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const OrderDelete msg 
)
inline

Definition at line 134 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const OrderMassDelete msg 
)
inline

Definition at line 135 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const FullOrderExecution msg 
)
inline

Definition at line 136 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const PartialOrderExecution msg 
)
inline

Definition at line 137 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const TradeReversal msg 
)
inline

Definition at line 138 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const TradeReport msg 
)
inline

Definition at line 139 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const ExecutionSummary msg 
)
inline

Definition at line 140 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const ProductStateChange msg 
)
inline

Definition at line 141 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const InstrumentStateChange msg 
)
inline

Definition at line 142 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const AddComplexInstrument msg 
)
inline

Definition at line 143 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const AuctionBestBidOffer msg 
)
inline

Definition at line 144 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const AuctionClearingPrice msg 
)
inline

Definition at line 145 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const CrossRequest msg 
)
inline

Definition at line 146 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const QuoteRequest msg 
)
inline

Definition at line 147 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::EOBI::operator<< ( TextBuilder o,
const TopOfBook msg 
)
inline

Definition at line 148 of file Formatting.h.

ONIXS_EUREX_EMDI_API std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< ( std::ostream &  stream,
const OrderBook book 
)
std::ostream & operator<< ( std::ostream &  stream,
const EobiHandlerSettings settings 
)

Definition at line 233 of file HandlerSettings.cpp.