Namespaces
	Messaging

Classes
class	ArgumentException

struct	DataSource

class	EfViFeedEngine

struct	ErrorCode

class	ErrorListener

class	Exception

struct	FeedDescriptor

class	FeedEngine

struct	FeedEngineThreadIdle

class	FeedEngineThreadPool

struct	FeedEngineThreadPoolListener

struct	FeedEngineThreadPoolSettings

class	Handler

struct	HandlerSettings

struct	HandlerState

class	HandlerStateListener

struct	LogFilePermission

struct	LogLevel

struct	LogSettings

class	MessageListener

struct	Month

class	NetFeedEngineProcessResult

class	NicWatch

class	OperationException

class	ReplayListener

struct	ReplayOptions

class	Semaphore

struct	ServiceDescriptor

class	SocketFeedEngine

class	ThisThread

class	ThreadAffinity

class	TimeSpan

struct	TimeSpanFormat

class	Timestamp

struct	TimestampFormat

struct	TimeTraits

class	UtcWatch

class	WarningListener

class	WatchService

Typedefs
typedef std::vector< std::string >	HandlerLogs

typedef std::vector< std::string >::iterator	HandlerLogsEntry

typedef std::set< std::string >	Symbols

typedef char	Char

typedef UInt64	PacketSequenceNumber

typedef UInt64	MessageSequenceNumber

typedef size_t	CpuIndex

typedef Messaging::Int8	Int8

typedef Messaging::UInt8	UInt8

typedef Messaging::Int16	Int16

typedef Messaging::UInt16	UInt16

typedef Messaging::Int32	Int32

typedef Messaging::UInt32	UInt32

typedef Messaging::Int64	Int64

typedef Messaging::UInt64	UInt64

Functions
ONIXS_EURONEXT_OPTIQMDG_API std::string	enumToString (LogLevel::Enum)

LogSettings::Enum	operator\| (LogSettings::Enum a, LogSettings::Enum b)

LogFilePermission::Enum	operator\| (LogFilePermission::Enum a, LogFilePermission::Enum b)

void ONIXS_EURONEXT_OPTIQMDG_API	gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)

ONIXS_EURONEXT_OPTIQMDG_API std::string	enumToString (ErrorCode::Enum)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream &	operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream &	operator<< (std::ostream &stream, const FeedDescriptor &descriptor)

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

ONIXS_EURONEXT_OPTIQMDG_API std::string	enumToString (HandlerState::Enum)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)

bool	process (FeedEngine &engine)

bool	operator== (const TimeSpan &left, const TimeSpan &right)

bool	operator!= (const TimeSpan &left, const TimeSpan &right)

bool	operator< (const TimeSpan &left, const TimeSpan &right)

bool	operator> (const TimeSpan &left, const TimeSpan &right)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsHHMMSS (std::string &, TimeSpan)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsHHMMSSmsec (std::string &, TimeSpan)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsSDHHMMSSnsec (std::string &, TimeSpan)

void	toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)

std::string	toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)

Timestamp	fromSeconds (UInt32 secondsSinceEpoch)

bool	operator== (const Timestamp &left, const Timestamp &right)

bool	operator!= (const Timestamp &left, const Timestamp &right)

bool	operator< (const Timestamp &left, const Timestamp &right)

bool	operator<= (const Timestamp &left, const Timestamp &right)

bool	operator> (const Timestamp &left, const Timestamp &right)

bool	operator>= (const Timestamp &left, const Timestamp &right)

Timestamp	operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)

Timestamp	operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)

TimeSpan	operator- (const Timestamp &left, const Timestamp &right)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsYYYYMMDD (std::string &, Timestamp)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)

ONIXS_EURONEXT_OPTIQMDG_API void	toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)

ONIXS_EURONEXT_OPTIQMDG_API void	toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)

std::string	toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)

ONIXS_EURONEXT_OPTIQMDG_API bool	fromStr (Timestamp &, const char *, size_t)

bool	fromStr (Timestamp &ts, const std::string &str)

Variables
class ONIXS_EURONEXT_OPTIQMDG_API	FeedEngineThreadPool

Typedef Documentation

typedef char Char

Definition at line 38 of file Defines.h.

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 83 of file Defines.h.

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 34 of file Replay.h.

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 37 of file Replay.h.

typedef Messaging::Int16 Int16

Definition at line 33 of file Integral.h.

typedef Messaging::Int32 Int32

Definition at line 36 of file Integral.h.

typedef Messaging::Int64 Int64

Definition at line 39 of file Integral.h.

typedef Messaging::Int8 Int8

Definition at line 30 of file Integral.h.

typedef UInt64 MessageSequenceNumber

Alias for Message Sequence Number type (Market Data Sequence Number, MDSN).

Definition at line 44 of file Defines.h.

typedef UInt64 PacketSequenceNumber

Alias for Packet Sequence Number type (PSN).

Definition at line 41 of file Defines.h.

typedef std::set<std::string> Symbols

Alias for symbol list.

Definition at line 105 of file HandlerSettings.h.

typedef Messaging::UInt16 UInt16

Definition at line 34 of file Integral.h.

typedef Messaging::UInt32 UInt32

Definition at line 37 of file Integral.h.

typedef Messaging::UInt64 UInt64

Definition at line 40 of file Integral.h.

typedef Messaging::UInt8 UInt8

Definition at line 31 of file Integral.h.

Function Documentation

ONIXS_EURONEXT_OPTIQMDG_API std::string OnixS::Euronext::MarketData::OptiqMdg::enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

ONIXS_EURONEXT_OPTIQMDG_API std::string OnixS::Euronext::MarketData::OptiqMdg::enumToString ( HandlerState::Enum )

Returns string representation of HandlerState value.

ONIXS_EURONEXT_OPTIQMDG_API std::string OnixS::Euronext::MarketData::OptiqMdg::enumToString ( LogLevel::Enum )

Returns string representation of ErrorCode value.

Timestamp OnixS::Euronext::MarketData::OptiqMdg::fromSeconds ( UInt32 secondsSinceEpoch )

inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 703 of file Time.h.

ONIXS_EURONEXT_OPTIQMDG_API bool OnixS::Euronext::MarketData::OptiqMdg::fromStr	(	Timestamp &	,
		const char *	,
		size_t
	)

De-serializes a timestamp from the given string.

bool OnixS::Euronext::MarketData::OptiqMdg::fromStr	(	Timestamp &	ts,
		const std::string &	str
	)

inline

Definition at line 902 of file Time.h.

void ONIXS_EURONEXT_OPTIQMDG_API OnixS::Euronext::MarketData::OptiqMdg::gatherLogs	(	HandlerLogs *	gatheredLogs,
		const std::string &	root
	)

Gathers log files logs which are stored in a given folder.

bool OnixS::Euronext::MarketData::OptiqMdg::operator!=	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Compares with other instance for in-equality.

Definition at line 337 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator!=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Compares with instances for inequality.

Definition at line 726 of file Time.h.

Timestamp OnixS::Euronext::MarketData::OptiqMdg::operator+	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan
	)

inline

Adds time interval to given time point.

Definition at line 791 of file Time.h.

Timestamp OnixS::Euronext::MarketData::OptiqMdg::operator-	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan
	)

inline

Subtracts time interval from given time point.

Definition at line 805 of file Time.h.

TimeSpan OnixS::Euronext::MarketData::OptiqMdg::operator-	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Calculates time interval between two time points.

Definition at line 819 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator<	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Checks whether left time interval less than right one.

Definition at line 347 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator<	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 739 of file Time.h.

ONIXS_EURONEXT_OPTIQMDG_API std::ostream& OnixS::Euronext::MarketData::OptiqMdg::operator<<	(	std::ostream &	stream,
		const ServiceDescriptor &	descriptor
	)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream& OnixS::Euronext::MarketData::OptiqMdg::operator<<	(	std::ostream &	stream,
		const DataSource &	ds
	)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream& OnixS::Euronext::MarketData::OptiqMdg::operator<<	(	std::ostream &	stream,
		const FeedDescriptor &	descriptor
	)

ONIXS_EURONEXT_OPTIQMDG_API std::ostream& OnixS::Euronext::MarketData::OptiqMdg::operator<<	(	std::ostream &	stream,
		const HandlerSettings &	settings
	)

bool OnixS::Euronext::MarketData::OptiqMdg::operator<=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 752 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator==	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Compares with other instance for equality.

Definition at line 327 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator==	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Compares with instances for equality.

Definition at line 713 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator>	(	const TimeSpan &	left,
		const TimeSpan &	right
	)

inline

Checks whether left time interval greater than right one.

Definition at line 357 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator>	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 765 of file Time.h.

bool OnixS::Euronext::MarketData::OptiqMdg::operator>=	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Establishes order between two instances.

Definition at line 778 of file Time.h.

LogSettings::Enum OnixS::Euronext::MarketData::OptiqMdg::operator\|	(	LogSettings::Enum	a,
		LogSettings::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 89 of file LogSettings.h.

LogFilePermission::Enum OnixS::Euronext::MarketData::OptiqMdg::operator\|	(	LogFilePermission::Enum	a,
		LogFilePermission::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

bool OnixS::Euronext::MarketData::OptiqMdg::process ( FeedEngine & engine )

inline

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 133 of file FeedEngine.h.

void OnixS::Euronext::MarketData::OptiqMdg::toStr	(	std::string &	str,
		TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = `TimeSpanFormat::SDHHMMSSnsec`
	)

inline

Appends timespan formatted in specified pattern to given string.

Definition at line 400 of file Time.h.

std::string OnixS::Euronext::MarketData::OptiqMdg::toStr	(	TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = `TimeSpanFormat::SDHHMMSSnsec`
	)

inline

Formats timespan according to specified pattern.

Definition at line 430 of file Time.h.

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStr	(	std::string &	str,
		Timestamp	timestamp,
		TimestampFormat::Enum	format = `TimestampFormat::YYYYMMDDHHMMSSnsec`
	)

Serializes timestamp according to specified pattern.

std::string OnixS::Euronext::MarketData::OptiqMdg::toStr	(	Timestamp	timestamp,
		TimestampFormat::Enum	format = `TimestampFormat::YYYYMMDDHHMMSSnsec`
	)

inline

Serializes timestamp according to specified pattern.

Definition at line 880 of file Time.h.

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsHHMMSS	(	std::string &	,
		TimeSpan
	)

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan
	)

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan
	)

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsYYYYMMDD	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDD format.

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSS format.

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

ONIXS_EURONEXT_OPTIQMDG_API void OnixS::Euronext::MarketData::OptiqMdg::toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp
	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

Variable Documentation

class ONIXS_EURONEXT_OPTIQMDG_API FeedEngineThreadPool

Definition at line 271 of file FeedEngine.h.

Namespaces

Classes

Typedefs

Functions

Variables

Typedef Documentation

Function Documentation

Variable Documentation