Class Hierarchy

This inheritance list is sorted roughly, but not completely, alphabetically:

[detail level 12]

CAddModifyOrder	Represents the Add/Modify Order Message
CAddModifyOrderExtraFlags	Extra flags for Add/Modify Order message
CAddPriceLevel	Represents the Add Price Level Message
CAdvancedLogOptions	Additional options to control log information
CAggressorSide	Aggressor side constants
CArrayRef< ItemType, SizeType >
CFuturesProductDefinition::BlockDetail	This nested class represents block details definition
CFuturesStrategyDefinition::BlockDetail	This nested class represents block details definition
COptionsProductDefinition::BlockDetail	This nested class represents block details definition
COptionsStrategyDefinition::BlockDetail	This nested class represents block details definition
CBlockType	Block Type
CBookDepth	Depth of order book constants
CBundleMarker	Represents the Message Bundle Marker
CCancelledTrade	Represents the Cancelled Trade Message
CChangePriceLevel	Represents the Change Price Level Message
CMulticastChannelGroups::ChannelGroup	This nested class represents channel group definition
CClosePrice	Represents the Close Price Message
CConformanceTools	Provides tools for conformance testing
CDaysOfWeek	Names weekdays for calendar-style values
CDebugResponse	Represents the Debug Response Message
CDeleteOrder	Represents the Delete Order Message
CDeletePriceLevel	Represents the Delete Price Level Message
CEndOfDayMarketSummary	Represents the End of Day Market Summary Message
CErrorListener	Interface for receiving Handler error notifications raised while processing multicast traffic
CEventCode	Known event codes
Cexception	STL class
CError	Error
CExchangeListener	Defines an interface through which the Handler notifies subscribers about all received messages
CExchangeSilo	Exchange silo code for the market
CFeedEngine	Manages processing machinery for market data received from feeds
CFeedEngineListener
CFeedEngineSettings	Collection of settings affecting Feed Engine behavior
CFeedEngineThreadIdleReasons	Identifies reasons feed engine threads becomes idle
CFeedListener	Defines the interface through which the Handler notifies subscribers about feed events
CFixingIndicativePrice	Represents the Fixing Indicative Price Message
CFixingLockdown	Represents the Fixing Lockdown Message
CFixingTransition	Represents the Fixing Transition Message
CFixingTransitionStatus	Fixing Transition Status
CFuturesProductDefinition	Represents the Futures/OTC Product Definition Response Message
CFuturesStrategyDefinition	Represents the Futures Strategy Definition Response Message
CGroupSubscription	Defines which books should be maintained for given group name
CHandler
CHandlerSettings	Defines set of settings which affect behavior of the Handler
CHandlerStateChange	Defines the interface through which the Handler notifies subscribers about Handler state change events
CHandlerStateChangeListener	Handler state change listener
CHandlerStates	Available Handler's states
CNewOptionsStrategyDefinition::Hedge	This nested class represents hedge definition
COptionsStrategyDefinition::Hedge	This nested class represents hedge definition
CIntervalTieredPriceLimitNotification	Represents the Interval/Tiered Price Limit Notification Message
CInvestigatedTrade	Represents the Investigated Trade Message
CIPLBoundViolation	Known IPL bound violation types
CIplTplHoldType	IPL Hold Type
CIplTplType	IPL/TPL Type
CKnownErrors	List of known errors
CKnownMarketTypes	Known market types
CKnownPcapDataProviderIds	List of known PCAP data provider IDs
CKnownWarnings	List of known warnings
CFuturesStrategyDefinition::Leg	This nested class represents leg definition
CNewFuturesStrategyDefinition::Leg	This nested class represents leg definition
CNewOptionsStrategyDefinition::Leg	This nested class represents leg definition
COptionsStrategyDefinition::Leg	This nested class represents leg definition
CLoginResponse	Represents the Login Response Message
CLoginResult	Login result code
CLogLevels	Log level
CLogReplayInputStream	Log replay input stream
CPcapDataProvider	PCAP data provider interface
CLogReplayListener	Defines the interface through which the Handler notifies subscribers about log replay events
CMarkerIndexPrices	Represents the Marker/Index Prices Message
CMarkerIndexPricesStatus	Known marker index prices statuses
CMarketEvent	Represents the Market Event Message
CMarketEventType	Known market event types
CMarketSnapshot	Represents the Market Snapshot Message
CMarketSnapshotOrder	Represents the Market Snapshot Order Message
CMarketSnapshotPriceLevel	Represents the Market Snapshot Price Level Message
CMarketStateChange	Represents the Market State Change Message
CMarketStatistics	Represents the Market Statistics Message
CMarketSubscription	Defines which books should be maintained for given market type id
CMarketSubType	Market sub-type constants
CMarketTransparencyType	Market Transparency Type
CMulticastChannelGroups::MarketTypeMapping	This nested class represents market type mapping definition
CMessageInfo	Message info
CMonths	Identifies months in year
CMulticastChannelGroups	Represents the Multicast Channel Groups Message
CMulticastChannelGroupType	Multicast Channel Group Type
CNewExpiry	Represents the New Expiry Message
CNewFuturesStrategyDefinition	Represents the New Futures Strategy Definition Message
CNewOptionsMarketDefinition	Represents the New Options Market Definition Message
CNewOptionsStrategyDefinition	Represents the New Options Strategy Definition Message
CYearMonth::NoVerify	Suppresses verification
COffMarketTradeType	Known types of block trade
COldStyleOptionsTradeAndMarketStats	Represents the Old Style Options Trade and Market Stats Message
COpenInterest	Represents the Open Interest Message
COpenPrice	Represents the Open Price Message
COptional< T >
COptionOpenInterest	Represents the Option Open Interest Message
COptionSettlementPrice	Represents the Option Settlement Price Message
COptionsExpirationType	Option expiration type constants
COptionsProductDefinition	Represents the Options Product Definition Message
COptionsStrategyDefinition	Represents the Options Strategy Definition Message
COptionsStyle	Option settlement type constants
COptionType	Option type constants
COrder	/brief Defines data for single entry of full order depth book
COrderBook	Book instance composing price level book and full order depth book
COrderBookBundleUpdateListener
COrderBookChange
COrderBookChangeListener
COrderBookUpdateListener
CPacket	Packet
CPacketProcessingListener
CPacketSource	Packet Type
CPcapDataAnalyser	PCAP data analyser interface
CPcapDataAnalyserFactory	PCAP data analyser factory
CPcapDataProviderFactory	PCAP data provider factory
CPcapDataProviderSettings	PCAP data provider settings
CPreOpenPriceIndicator	Represents the Pre-Open Price Indicator Message
CPriceLevel	Defines data for single price level of order book
CRational	Rational number representation
CRfq	Represents the RFQ Message
CSecuritySubType	Known security sub types
CSecurityType	Security type constants
CSettlementPrice	Represents the Settlement Price Message
CSettlementType	Settlement type constants
CSide	Trading side constants
CSnapshotRecoveryOptions	Defines snapshot recovery options
CSpecialField	Represents the Special Field Message
CSpotMarketTrade	Represents the Spot Market Trade Message
CStartOrEnd	Known message bundle markers
CStrategyPreference	Indicates Strategy Publication Preference
CStripInfo	Represents the Strip Info Message
CSystemPricedLegType	Known types of system priced legs
CSystemText	Represents the System Text Message
CTcpServerSettings	Defines TCP server options
CTcpSettings	Defines TCP connectivity options
CThreadAffinity	Represents set of CPU indices
CTimeSpan
CTimeSpanFormats	Time span formats supported
CTimestamp	Represents timestamp without time-zone information
CTimestampFormats	Collection of timestamp formats supported
CTrade	Represents the Trade Message
CTradeExtraFlags	Extra flags for trade message
CTradeInvestigationStatus	Defines known trade investigation statuses
CTradingStatus	Known trading statuses
CWarning	Warning
CWarningListener
CYearMonth
CDate	Represents date without time component