OnixS ICE iMpact Multicast Price Feed Handler C++ library  3.12.1
API documentation
File List
Here is a list of all files with brief descriptions:
[detail level 1234567]
  doc
  src
 ProgrammingGuide.h
  include
  OnixS
  ICE
  iMpact
  MarketData
  Messages
 AddModifyOrder.hDeclare OnixS::ICE::iMpact::MarketData::AddModifyOrder message structure
 AddPriceLevel.hDeclare OnixS::ICE::iMpact::MarketData::AddPriceLevel message structure
 BundleMarker.hDeclare OnixS::ICE::iMpact::MarketData::BundleMarker message structure
 CancelledTrade.hDeclare OnixS::ICE::iMpact::MarketData::CancelledTrade message structure
 ChangePriceLevel.hDeclare OnixS::ICE::iMpact::MarketData::ChangePriceLevel message structure
 ClosePrice.hDeclare OnixS::ICE::iMpact::MarketData::ClosePrice message structure
 DeleteOrder.hDeclare OnixS::ICE::iMpact::MarketData::DeleteOrder message structure
 DeletePriceLevel.hDeclare OnixS::ICE::iMpact::MarketData::DeletePriceLevel message structure
 EndOfDayMarketSummary.hDeclare OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary message structure
 FixingIndicativePrice.hDeclare OnixS::ICE::iMpact::MarketData::FixingIndicativePrice message structure
 FixingLockdown.hDeclare OnixS::ICE::iMpact::MarketData::FixingLockdown message structure
 FixingTransition.hDeclare OnixS::ICE::iMpact::MarketData::FixingTransition message structure
 FuturesProductDefinition.hDeclare OnixS::ICE::iMpact::MarketData::FuturesProductDefinition message structure
 FuturesStrategyDefinition.hDeclare OnixS::ICE::iMpact::MarketData::FuturesStrategyDefinition message structure
 IntervalPriceLimitNotification.hDeclare OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification message structure
 InvestigatedTrade.hDeclare OnixS::ICE::iMpact::MarketData::InvestigatedTrade message structure
 MarkerIndexPrices.hDeclare OnixS::ICE::iMpact::MarketData::MarkerIndexPrices message structure
 MarketEvent.hDeclare OnixS::ICE::iMpact::MarketData::MarketEvent message structure
 MarketSnapshot.hDeclare OnixS::ICE::iMpact::MarketData::MarketSnapshot message structure
 MarketSnapshotOrder.hDeclare OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder message structure
 MarketSnapshotPriceLevel.hDeclare OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel message structure
 MarketStateChange.hDeclare OnixS::ICE::iMpact::MarketData::MarketStateChange message structure
 MarketStatistics.hDeclare OnixS::ICE::iMpact::MarketData::MarketStatistics message structure
 NewExpiry.hDeclare OnixS::ICE::iMpact::MarketData::NewExpiry message structure
 NewFuturesStrategyDefinition.hDeclare OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition message structure
 NewOptionsMarketDefinition.hDeclare OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition message structure
 NewOptionsStrategyDefinition.hDeclare OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition message structure
 OldStyleOptionsTradeAndMarketStats.hDeclare OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats message structure
 OpenInterest.hDeclare OnixS::ICE::iMpact::MarketData::OpenInterest message structure
 OpenPrice.hDeclare OnixS::ICE::iMpact::MarketData::OpenPrice message structure
 OptionOpenInterest.hDeclare OnixS::ICE::iMpact::MarketData::OptionOpenInterest message structure
 OptionSettlementPrice.hDeclare OnixS::ICE::iMpact::MarketData::OptionSettlementPrice message structure
 OptionsProductDefinition.hDeclare OnixS::ICE::iMpact::MarketData::OptionsProductDefinition message structure
 OptionsStrategyDefinition.hDeclare OnixS::ICE::iMpact::MarketData::OptionsStrategyDefinition message structure
 PreOpenPriceIndicator.hDeclare OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator message structure
 Rfq.hDeclare OnixS::ICE::iMpact::MarketData::Rfq message structure
 SettlementPrice.hDeclare OnixS::ICE::iMpact::MarketData::SettlementPrice message structure
 SpecialField.hDeclare OnixS::ICE::iMpact::MarketData::SpecialField message structure
 SpotMarketTrade.hDeclare OnixS::ICE::iMpact::MarketData::SpotMarketTrade message structure
 StripInfo.hDeclare OnixS::ICE::iMpact::MarketData::StripInfo message structure
 SystemText.hDeclare OnixS::ICE::iMpact::MarketData::SystemText message structure
 Trade.hDeclare OnixS::ICE::iMpact::MarketData::Trade message structure
 Config.h.in
 Containers.h
 Enumerations.hDeclare ICE iMpact enumerations
 Error.h
 ErrorListener.h
 ExchangeListener.hClass OnixS::ICE::iMpact::MarketData::ExchangeListener (interface)
 FeedEngine.h
 FeedListener.h
 Handler.h
 HandlerSettings.h
 HandlerState.h
 HandlerStateChange.h
 HandlerStateChangeListener.h
 LogReplayListener.h
 LogSettings.h
 MarketSubscription.h
 MessageInfo.h
 Messages.hAll ICE iMpact messages as a single header
 MessagesFwd.hForward declarations of all ICE iMpact messages
 Optional.h
 OrderBook.h
 OrderBookBundleUpdateListener.h
 OrderBookChangeListener.h
 OrderBookUpdateListener.h
 Rational.h
 TcpSettings.h
 ThreadAffinity.h
 Time.h
 Types.h
 Warning.h
 WarningListener.h
 MarketData.h