OnixS ICE iMpact Multicast Price Feed Handler C++ library
8.18.0
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offExchangeIncrementOptionPrice :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewExpiry
,
NewFuturesStrategyDefinition
offExchangeIncrementPrice :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewExpiry
,
NewFuturesStrategyDefinition
offExchangeIncrementQty :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewExpiry
,
NewFuturesStrategyDefinition
offExchangeIncrementQtyDenominator :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewExpiry
,
NewFuturesStrategyDefinition
offMarketTradeType :
CancelledTrade
,
InvestigatedTrade
,
OldStyleOptionsTradeAndMarketStats
,
Trade
oldTickValue :
FuturesProductDefinition
,
OptionsProductDefinition
openingPrice :
EndOfDayMarketSummary
,
MarketSnapshot
openInterest :
EndOfDayMarketSummary
,
MarketSnapshot
,
OpenInterest
,
OptionOpenInterest
openInterestChange :
OpenInterest
openInterestDate :
MarketSnapshot
,
OpenInterest
,
OptionOpenInterest
openPrice :
OpenPrice
optionsExpirationDate :
OptionsStrategyDefinition
optionsExpirationDay :
FuturesProductDefinition
,
NewOptionsMarketDefinition
,
NewOptionsStrategyDefinition
,
OptionsProductDefinition
optionsExpirationMonth :
FuturesProductDefinition
,
NewOptionsMarketDefinition
,
NewOptionsStrategyDefinition
,
OptionsProductDefinition
optionsExpirationType :
NewOptionsMarketDefinition
,
OptionsProductDefinition
optionsExpirationYear :
FuturesProductDefinition
,
NewOptionsMarketDefinition
,
NewOptionsStrategyDefinition
,
OptionsProductDefinition
optionsStyle :
NewOptionsMarketDefinition
,
OptionsProductDefinition
optionType :
NewOptionsMarketDefinition
,
OldStyleOptionsTradeAndMarketStats
,
OptionsProductDefinition
orderCount :
AddPriceLevel
,
ChangePriceLevel
,
MarketSnapshotPriceLevel
,
OrderBookChange
,
PriceLevel
orderEntryDateTime :
AddModifyOrder
,
MarketSnapshotOrder
orderId :
AddModifyOrder
,
DeleteOrder
,
MarketSnapshotOrder
,
Order
orderPriceDenominator :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewExpiry
,
NewFuturesStrategyDefinition
,
NewOptionsMarketDefinition
,
NewOptionsStrategyDefinition
,
OptionsProductDefinition
,
OptionsStrategyDefinition
orderSequenceId :
AddModifyOrder
,
MarketSnapshotOrder
,
Order
overrideBlockMin :
FuturesProductDefinition
,
FuturesStrategyDefinition
,
NewFuturesStrategyDefinition
,
NewOptionsStrategyDefinition
,
OptionsProductDefinition
,
OptionsStrategyDefinition