OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
Messages.h
Go to the documentation of this file.
1 /**
2  * \file
3  * \brief All ICE iMpact messages as a single header
4  * \attention DO NOT EDIT! This file was generated!
5  */
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
26 #include "Messages/AddModifyOrder.h"
27 #include "Messages/AddPriceLevel.h"
28 #include "Messages/BundleMarker.h"
29 #include "Messages/CancelledTrade.h"
30 #include "Messages/ChangePriceLevel.h"
31 #include "Messages/ClosePrice.h"
32 #include "Messages/DeleteOrder.h"
33 #include "Messages/DeletePriceLevel.h"
34 #include "Messages/EndOfDayMarketSummary.h"
35 #include "Messages/FixingIndicativePrice.h"
36 #include "Messages/FixingLockdown.h"
37 #include "Messages/FixingTransition.h"
38 #include "Messages/FuturesProductDefinition.h"
39 #include "Messages/FuturesStrategyDefinition.h"
40 #include "Messages/IntervalPriceLimitNotification.h"
41 #include "Messages/InvestigatedTrade.h"
42 #include "Messages/LoginResponse.h"
43 #include "Messages/MarkerIndexPrices.h"
44 #include "Messages/MarketEvent.h"
45 #include "Messages/MarketSnapshot.h"
46 #include "Messages/MarketSnapshotOrder.h"
47 #include "Messages/MarketSnapshotPriceLevel.h"
48 #include "Messages/MarketStateChange.h"
49 #include "Messages/MarketStatistics.h"
50 #include "Messages/NewExpiry.h"
51 #include "Messages/NewFuturesStrategyDefinition.h"
52 #include "Messages/NewOptionsMarketDefinition.h"
53 #include "Messages/NewOptionsStrategyDefinition.h"
54 #include "Messages/OldStyleOptionsTradeAndMarketStats.h"
55 #include "Messages/OpenInterest.h"
56 #include "Messages/OpenPrice.h"
57 #include "Messages/OptionOpenInterest.h"
58 #include "Messages/OptionSettlementPrice.h"
59 #include "Messages/OptionsProductDefinition.h"
60 #include "Messages/OptionsStrategyDefinition.h"
61 #include "Messages/PreOpenPriceIndicator.h"
62 #include "Messages/Rfq.h"
63 #include "Messages/SettlementPrice.h"
64 #include "Messages/SpecialField.h"
65 #include "Messages/SpotMarketTrade.h"
66 #include "Messages/StripInfo.h"
67 #include "Messages/SystemText.h"
68 #include "Messages/Trade.h"
StripInfo.h
Declare OnixS::ICE::iMpact::MarketData::StripInfo message structure.
ClosePrice.h
Declare OnixS::ICE::iMpact::MarketData::ClosePrice message structure.
Rfq.h
Declare OnixS::ICE::iMpact::MarketData::Rfq message structure.
DeletePriceLevel.h
Declare OnixS::ICE::iMpact::MarketData::DeletePriceLevel message structure.
OptionOpenInterest.h
Declare OnixS::ICE::iMpact::MarketData::OptionOpenInterest message structure.
InvestigatedTrade.h
Declare OnixS::ICE::iMpact::MarketData::InvestigatedTrade message structure.
FixingTransition.h
Declare OnixS::ICE::iMpact::MarketData::FixingTransition message structure.
NewFuturesStrategyDefinition.h
Declare OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition message structure.
SpecialField.h
Declare OnixS::ICE::iMpact::MarketData::SpecialField message structure.
OldStyleOptionsTradeAndMarketStats.h
Declare OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats message structure...
PreOpenPriceIndicator.h
Declare OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator message structure.
DeleteOrder.h
Declare OnixS::ICE::iMpact::MarketData::DeleteOrder message structure.
NewExpiry.h
Declare OnixS::ICE::iMpact::MarketData::NewExpiry message structure.
AddPriceLevel.h
Declare OnixS::ICE::iMpact::MarketData::AddPriceLevel message structure.
OptionsProductDefinition.h
Declare OnixS::ICE::iMpact::MarketData::OptionsProductDefinition message structure.
FixingLockdown.h
Declare OnixS::ICE::iMpact::MarketData::FixingLockdown message structure.
SpotMarketTrade.h
Declare OnixS::ICE::iMpact::MarketData::SpotMarketTrade message structure.
NewOptionsStrategyDefinition.h
Declare OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition message structure.
MarketEvent.h
Declare OnixS::ICE::iMpact::MarketData::MarketEvent message structure.
MarketSnapshotPriceLevel.h
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel message structure.
SystemText.h
Declare OnixS::ICE::iMpact::MarketData::SystemText message structure.
OptionSettlementPrice.h
Declare OnixS::ICE::iMpact::MarketData::OptionSettlementPrice message structure.
MarketStatistics.h
Declare OnixS::ICE::iMpact::MarketData::MarketStatistics message structure.
MarketSnapshotOrder.h
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder message structure.
OpenInterest.h
Declare OnixS::ICE::iMpact::MarketData::OpenInterest message structure.
Trade.h
Declare OnixS::ICE::iMpact::MarketData::Trade message structure.
OptionsStrategyDefinition.h
Declare OnixS::ICE::iMpact::MarketData::OptionsStrategyDefinition message structure.
OpenPrice.h
Declare OnixS::ICE::iMpact::MarketData::OpenPrice message structure.
AddModifyOrder.h
Declare OnixS::ICE::iMpact::MarketData::AddModifyOrder message structure.
EndOfDayMarketSummary.h
Declare OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary message structure.
LoginResponse.h
Declare OnixS::ICE::iMpact::MarketData::LoginResponse message structure.
FixingIndicativePrice.h
Declare OnixS::ICE::iMpact::MarketData::FixingIndicativePrice message structure.
NewOptionsMarketDefinition.h
Declare OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition message structure.
IntervalPriceLimitNotification.h
Declare OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification message structure.
MarkerIndexPrices.h
Declare OnixS::ICE::iMpact::MarketData::MarkerIndexPrices message structure.
SettlementPrice.h
Declare OnixS::ICE::iMpact::MarketData::SettlementPrice message structure.
FuturesProductDefinition.h
Declare OnixS::ICE::iMpact::MarketData::FuturesProductDefinition message structure.
MarketSnapshot.h
Declare OnixS::ICE::iMpact::MarketData::MarketSnapshot message structure.
MarketStateChange.h
Declare OnixS::ICE::iMpact::MarketData::MarketStateChange message structure.
ChangePriceLevel.h
Declare OnixS::ICE::iMpact::MarketData::ChangePriceLevel message structure.
CancelledTrade.h
Declare OnixS::ICE::iMpact::MarketData::CancelledTrade message structure.
BundleMarker.h
Declare OnixS::ICE::iMpact::MarketData::BundleMarker message structure.
FuturesStrategyDefinition.h
Declare OnixS::ICE::iMpact::MarketData::FuturesStrategyDefinition message structure.