OnixS C++ EuroTLX GTP Market Data Handler
1.4.0
API documentation
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
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N
OnixS
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N
EuroTLX
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N
MarketData
►
N
GTP
C
AddOrderIncrementalMsg
C
AddOrderMBOMsg
C
AddOrderMBPMsg
C
AddOrderShortMBOMsg
C
AddOrderShortMBPMsg
C
AgencyCrossIndicator
AgencyCrossIndicator
C
AlgorithmicIndicator
AlgorithmicIndicator
C
AnnouncementsMsg
C
AnnouncementType
AnnouncementType
C
ArgumentException
Argument value error
C
AuctionInfo
AuctionInfo
C
AuctionType
AuctionType
C
BinaryFields
C
BinaryMessage
Encapsulates services for manipulating little endian encoded messages
C
ClearingType
ClearingType
C
DataSource
Data source
C
DeferralEnrichmentType
DeferralEnrichmentType
C
DeleteOrderMsg
C
DirtyCleanPrice
DirtyCleanPrice
C
DuplicativeIndicator
DuplicativeIndicator
C
ErrorCode
Known (selected) error codes
C
ErrorListener
C
EventCode
EventCode
C
Exception
Basic exception class for this namespace
C
FeedDescriptor
Feed descriptor
C
FeedEngine
Manages processing machinery for market data received from feeds
C
FeedEngineListener
C
FeedEngineSettings
Collection of settings affecting Feed Engine behavior
C
FeedEngineThreadIdle
Identifies reasons feed engine threads becomes idle
C
FixedPointDecimal
C
GrossSettlementIndicator
GrossSettlementIndicator
C
Handler
EuroTLX
GTP
Market Data
Handler
class
C
HandlerSettings
Handler
configuration settings
C
HandlerState
Defines the state that the handler is in
C
HandlerStateListener
Status Listener
C
HiddenExecutionIndicator
HiddenExecutionIndicator
C
ImbalanceDirection
ImbalanceDirection
C
IndicativeQuoteInformationMsg
C
InstrumentDirectoryEquitiesMsg
C
InstrumentDirectoryFixedIncomeMsg
C
InstrumentDirectoryMsg
C
InstrumentOptionStyle
InstrumentOptionStyle
C
InstrumentStatusMsg
C
IntegralConstant
Integral constant
C
InverseOrderbook
InverseOrderbook
C
LogFilePermission
Log file read permissions
C
LogLevel
Log level
C
LogSettings
Logging options
C
MarketMechanism
MarketMechanism
C
MessageListener
GTP
message listener
C
MiFIDIITradeMsg
C
ModificationIndicator
ModificationIndicator
C
ModifyOrderMsg
C
Month
Defines all the months in the year
C
NegotiationIndicator
NegotiationIndicator
C
OffBookAutomatedIndicator
OffBookAutomatedIndicator
C
OperationException
Operation exception
C
OrderBookClearMsg
C
OrderBookType
OrderBookType
C
OrderType
OrderType
C
PostTradeDeferralReason
PostTradeDeferralReason
C
PriceFormationIndicator
PriceFormationIndicator
C
ProtocolListener
Protocol Listener
C
ReferencePriceIndicator
ReferencePriceIndicator
C
ReplayListener
Listening interface for log replay-related events
C
ReplayOptions
Defines ONIXS_EUROTLX_GTP_API which affect logs replay
C
Semaphore
Semaphore
C
ServiceDescriptor
Service endpoint description
C
SessionChangeReason
SessionChangeReason
C
SettlementSystem
SettlementSystem
C
Side
Side
C
SourceVenue
SourceVenue
C
SpecialDividendIndicator
SpecialDividendIndicator
C
StatisticsMsg
C
StatisticsSnapshotMsg
C
StatisticsUpdateMsg
C
StatisticType
StatisticType
C
StrRef
Provides efficient way of accessing text-based FIX field values
C
SystemEventMsg
C
TcpFeedDescriptor
C
TcpServiceDescriptor
Describse
GTP
services such as replay or recovery
C
ThreadAffinity
Represents set of CPU indices
C
TimeSpan
C
TimeSpanFormats
Time span formats supported
C
Timestamp
Represents timestamp without time-zone information
C
TimestampFormat
Collection of timestamp formats supported
C
TopOfBookMsg
C
TradeMsg
C
TradeQualifier
TradeQualifier
C
TradeSummarySide
TradeSummarySide
C
TradeType
TradeType
C
TradingMode
TradingMode
C
TradingStatus
TradingStatus
C
TransactionCategory
TransactionCategory
C
UnderlyingType
UnderlyingType
C
WarningListener
Warning listener
C
YearMonthDay
Year, month, day fields
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N
HandlerCore