OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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File List
Here is a list of all files with brief descriptions:
[detail level 123456]
 
OnixS
 
ICE
 
iMpact
 
MarketData
 
Config.h		Declare build-time data
 
Export.h
 
OnixS
 
ICE
 
iMpact
 
MarketData
 
Messages
 
AddModifyOrder.h		Declare OnixS::ICE::iMpact::MarketData::AddModifyOrder message structure
 
AddPriceLevel.h		Declare OnixS::ICE::iMpact::MarketData::AddPriceLevel message structure
 
BundleMarker.h		Declare OnixS::ICE::iMpact::MarketData::BundleMarker message structure
 
CancelledTrade.h		Declare OnixS::ICE::iMpact::MarketData::CancelledTrade message structure
 
ChangePriceLevel.h		Declare OnixS::ICE::iMpact::MarketData::ChangePriceLevel message structure
 
ClosePrice.h		Declare OnixS::ICE::iMpact::MarketData::ClosePrice message structure
 
DebugResponse.h		Declare internal OnixS::ICE::iMpact::MarketData::DebugResponse message structure
 
DeleteOrder.h		Declare OnixS::ICE::iMpact::MarketData::DeleteOrder message structure
 
DeletePriceLevel.h		Declare OnixS::ICE::iMpact::MarketData::DeletePriceLevel message structure
 
EndOfDayMarketSummary.h		Declare OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary message structure
 
FixingIndicativePrice.h		Declare OnixS::ICE::iMpact::MarketData::FixingIndicativePrice message structure
 
FixingLockdown.h		Declare OnixS::ICE::iMpact::MarketData::FixingLockdown message structure
 
FixingTransition.h		Declare OnixS::ICE::iMpact::MarketData::FixingTransition message structure
 
FuturesProductDefinition.h		Declare OnixS::ICE::iMpact::MarketData::FuturesProductDefinition message structure
 
FuturesStrategyDefinition.h		Declare OnixS::ICE::iMpact::MarketData::FuturesStrategyDefinition message structure
 
IntervalTieredPriceLimitNotification.h		Declare OnixS::ICE::iMpact::MarketData::IntervalTieredPriceLimitNotification message structure
 
InvestigatedTrade.h		Declare OnixS::ICE::iMpact::MarketData::InvestigatedTrade message structure
 
LoginResponse.h		Declare OnixS::ICE::iMpact::MarketData::LoginResponse message structure
 
MarkerIndexPrices.h		Declare OnixS::ICE::iMpact::MarketData::MarkerIndexPrices message structure
 
MarketEvent.h		Declare OnixS::ICE::iMpact::MarketData::MarketEvent message structure
 
MarketSnapshot.h		Declare OnixS::ICE::iMpact::MarketData::MarketSnapshot message structure
 
MarketSnapshotOrder.h		Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder message structure
 
MarketSnapshotPriceLevel.h		Declare OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel message structure
 
MarketStateChange.h		Declare OnixS::ICE::iMpact::MarketData::MarketStateChange message structure
 
MarketStatistics.h		Declare OnixS::ICE::iMpact::MarketData::MarketStatistics message structure
 
MulticastChannelGroups.h		Declare internal OnixS::ICE::iMpact::MarketData::MulticastChannelGroups message structure
 
NewExpiry.h		Declare OnixS::ICE::iMpact::MarketData::NewExpiry message structure
 
NewFuturesStrategyDefinition.h		Declare OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition message structure
 
NewOptionsMarketDefinition.h		Declare OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition message structure
 
NewOptionsStrategyDefinition.h		Declare OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition message structure
 
OldStyleOptionsTradeAndMarketStats.h		Declare OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats message structure
 
OpenInterest.h		Declare OnixS::ICE::iMpact::MarketData::OpenInterest message structure
 
OpenPrice.h		Declare OnixS::ICE::iMpact::MarketData::OpenPrice message structure
 
OptionOpenInterest.h		Declare OnixS::ICE::iMpact::MarketData::OptionOpenInterest message structure
 
OptionSettlementPrice.h		Declare OnixS::ICE::iMpact::MarketData::OptionSettlementPrice message structure
 
OptionsProductDefinition.h		Declare OnixS::ICE::iMpact::MarketData::OptionsProductDefinition message structure
 
OptionsStrategyDefinition.h		Declare OnixS::ICE::iMpact::MarketData::OptionsStrategyDefinition message structure
 
PreOpenPriceIndicator.h		Declare OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator message structure
 
Rfq.h		Declare OnixS::ICE::iMpact::MarketData::Rfq message structure
 
SettlementPrice.h		Declare OnixS::ICE::iMpact::MarketData::SettlementPrice message structure
 
SpecialField.h		Declare OnixS::ICE::iMpact::MarketData::SpecialField message structure
 
SpotMarketTrade.h		Declare OnixS::ICE::iMpact::MarketData::SpotMarketTrade message structure
 
StripInfo.h		Declare OnixS::ICE::iMpact::MarketData::StripInfo message structure
 
SystemText.h		Declare OnixS::ICE::iMpact::MarketData::SystemText message structure
 
Trade.h		Declare OnixS::ICE::iMpact::MarketData::Trade message structure
 
ConformanceTools.h
 
Containers.h
 
Enumerations.h		Declare ICE iMpact enumerations
 
Error.h
 
ErrorListener.h
 
ExchangeListener.h		Class OnixS::ICE::iMpact::MarketData::ExchangeListener (interface)
 
FeedEngine.h
 
FeedEngineListener.h
 
FeedEngineSettings.h
 
FeedListener.h
 
GroupSubscription.h
 
Handler.h
 
HandlerSettings.h
 
HandlerState.h
 
HandlerStateChange.h
 
HandlerStateChangeListener.h
 
LogReplayInputStream.h
 
LogReplayListener.h
 
LogSettings.h
 
MarketSubscription.h
 
MessageInfo.h
 
Messages.h		All ICE iMpact messages as a single header
 
MessagesFwd.h		Forward declarations of all ICE iMpact messages
 
Optional.h
 
OrderBook.h
 
OrderBookBundleUpdateListener.h
 
OrderBookChangeListener.h
 
OrderBookUpdateListener.h
 
Packet.h
 
PacketProcessingListener.h
 
PcapDataAnalyser.h
 
PcapDataProvider.h
 
PcapDataProviderId.h
 
PcapDataProviderSettings.h
 
Rational.h
 
TcpSettings.h
 
ThreadAffinity.h
 
Time.h
 
Types.h
 
Warning.h
 
WarningListener.h
 
MarketData.h