OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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Messages.h
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1
6/*
7 * Copyright (c) Onix Solutions Limited. All rights reserved.
8 *
9 * This software owned by Onix Solutions Limited and is protected by copyright law
10 * and international copyright treaties.
11 *
12 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
13 * Services Agreement (the Agreement) and Customer end user license agreements granting
14 * a non-assignable, non-transferable and non-exclusive license to use the software
15 * for it's own data processing purposes under the terms defined in the Agreement.
16 *
17 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
18 * of this source code or associated reference material to any other location for further reproduction
19 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
20 *
21 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
22 * the terms of the Agreement is a violation of copyright law.
23 */
24
25// Project specific headers
31#include "Messages/ClosePrice.h"
50#include "Messages/NewExpiry.h"
56#include "Messages/OpenPrice.h"
62#include "Messages/Rfq.h"
66#include "Messages/StripInfo.h"
67#include "Messages/SystemText.h"
68#include "Messages/Trade.h"
Declare OnixS::ICE::iMpact::MarketData::AddModifyOrder message structure.
Declare OnixS::ICE::iMpact::MarketData::AddPriceLevel message structure.
Declare OnixS::ICE::iMpact::MarketData::BundleMarker message structure.
Declare OnixS::ICE::iMpact::MarketData::CancelledTrade message structure.
Declare OnixS::ICE::iMpact::MarketData::ChangePriceLevel message structure.
Declare OnixS::ICE::iMpact::MarketData::ClosePrice message structure.
Declare OnixS::ICE::iMpact::MarketData::DeleteOrder message structure.
Declare OnixS::ICE::iMpact::MarketData::DeletePriceLevel message structure.
Declare OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary message structure.
Declare OnixS::ICE::iMpact::MarketData::FixingIndicativePrice message structure.
Declare OnixS::ICE::iMpact::MarketData::FixingLockdown message structure.
Declare OnixS::ICE::iMpact::MarketData::FixingTransition message structure.
Declare OnixS::ICE::iMpact::MarketData::FuturesProductDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::FuturesStrategyDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::IntervalTieredPriceLimitNotification message structure.
Declare OnixS::ICE::iMpact::MarketData::InvestigatedTrade message structure.
Declare OnixS::ICE::iMpact::MarketData::LoginResponse message structure.
Declare OnixS::ICE::iMpact::MarketData::MarkerIndexPrices message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketEvent message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshot message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketStateChange message structure.
Declare OnixS::ICE::iMpact::MarketData::MarketStatistics message structure.
Declare OnixS::ICE::iMpact::MarketData::NewExpiry message structure.
Declare OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats message structure.
Declare OnixS::ICE::iMpact::MarketData::OpenInterest message structure.
Declare OnixS::ICE::iMpact::MarketData::OpenPrice message structure.
Declare OnixS::ICE::iMpact::MarketData::OptionOpenInterest message structure.
Declare OnixS::ICE::iMpact::MarketData::OptionSettlementPrice message structure.
Declare OnixS::ICE::iMpact::MarketData::OptionsProductDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::OptionsStrategyDefinition message structure.
Declare OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator message structure.
Declare OnixS::ICE::iMpact::MarketData::Rfq message structure.
Declare OnixS::ICE::iMpact::MarketData::SettlementPrice message structure.
Declare OnixS::ICE::iMpact::MarketData::SpecialField message structure.
Declare OnixS::ICE::iMpact::MarketData::SpotMarketTrade message structure.
Declare OnixS::ICE::iMpact::MarketData::StripInfo message structure.
Declare OnixS::ICE::iMpact::MarketData::SystemText message structure.
Declare OnixS::ICE::iMpact::MarketData::Trade message structure.