| CAddModifyOrder | This class represents the Add/Modify Order Message |
| CAddModifyOrderExtraFlags | Extra flags for Add/Modify Order message |
| CAddPriceLevel | This class 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 | This class represents the Message Bundle Marker |
| CCancelledTrade | This class represents the Cancelled Trade Message |
| CChangePriceLevel | This class represents the Change Price Level Message |
| CMulticastChannelGroups::ChannelGroup | This nested class represents channel group definition |
| CClosePrice | This class represents the Close Price Message |
| CConformanceTools | Provides tools for conformance testing |
| CDaysOfWeek | Identifies day within week |
| CDebugResponse | This class represents the Debug Response Message |
| CDeleteOrder | This class represents the Delete Order Message |
| CDeletePriceLevel | This class represents the Delete Price Level Message |
| CEndOfDayMarketSummary | This class represents the End of Day Market Summary Message |
| CErrorListener | Defines the interface through which the Handler notifies subscribers about errors occurred while processing messages from multicast channels |
| CEventCode | Known event codes |
| Cexception | STL class |
| 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 | This class represents the Fixing Indicative Price Message |
| CFixingLockdown | This class represents the Fixing Lockdown Message |
| CFixingTransition | This class represents the Fixing Transition Message |
| CFixingTransitionStatus | Fixing Transition Status |
| CFuturesProductDefinition | This class represents the Futures/OTC Product Definition Response Message |
| CFuturesStrategyDefinition | This class 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 | This class represents the Interval/Tiered Price Limit Notification Message |
| CInvestigatedTrade | This class 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 | This class represents the Login Response Message |
| CLoginResult | Login result code |
| CLogLevels | Log level |
| CLogReplayInputStream | Log replay input stream |
| CLogReplayListener | Defines the interface through which the Handler notifies subscribers about log replay events |
| CMarkerIndexPrices | This class represents the Marker/Index Prices Message |
| CMarkerIndexPricesStatus | Known marker index prices statuses |
| CMarketEvent | This class represents the Market Event Message |
| CMarketEventType | Known market event types |
| CMarketSnapshot | This class represents the Market Snapshot Message |
| CMarketSnapshotOrder | This class represents the Market Snapshot Order Message |
| CMarketSnapshotPriceLevel | This class represents the Market Snapshot Price Level Message |
| CMarketStateChange | This class represents the Market State Change Message |
| CMarketStatistics | This class 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 | This class represents the Multicast Channel Groups Message |
| CMulticastChannelGroupType | Multicast Channel Group Type |
| CNewExpiry | This class represents the New Expiry Message |
| CNewFuturesStrategyDefinition | This class represents the New Futures Strategy Definition Message |
| CNewOptionsMarketDefinition | This class represents the New Options Market Definition Message |
| CNewOptionsStrategyDefinition | This class represents the New Options Strategy Definition Message |
| CYearMonth::NoVerify | Suppresses verification |
| COffMarketTradeType | Known types of block trade |
| COldStyleOptionsTradeAndMarketStats | This class represents the Old Style Options Trade and Market Stats Message |
| COpenInterest | This class represents the Open Interest Message |
| COpenPrice | This class represents the Open Price Message |
| COptional< T > | |
| COptionOpenInterest | This class represents the Option Open Interest Message |
| COptionSettlementPrice | This class represents the Option Settlement Price Message |
| COptionsExpirationType | Option expiration type constants |
| COptionsProductDefinition | This class represents the Options Product Definition Message |
| COptionsStrategyDefinition | This class 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 | This class represents the Pre-Open Price Indicator Message |
| CPriceLevel | Defines data for single price level of order book |
| CRational | Rational number representation |
| CRfq | This class represents the RFQ Message |
| CSecuritySubType | Known security sub types |
| CSecurityType | Security type constants |
| CSettlementPrice | This class represents the Settlement Price Message |
| CSettlementType | Settlement type constants |
| CSide | Trading side constants |
| CSnapshotRecoveryOptions | Defines snapshot recovery options |
| CSpecialField | This class represents the Special Field Message |
| CSpotMarketTrade | This class represents the Spot Market Trade Message |
| CStartOrEnd | Known message bundle markers |
| CStrategyPreference | Indicates Strategy Publication Preference |
| CStripInfo | This class represents the Strip Info Message |
| CSystemPricedLegType | Known types of system priced legs |
| CSystemText | This class 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 | This class represents the Trade Message |
| CTradeExtraFlags | Extra flags for trade message |
| CTradeInvestigationStatus | Defines known trade investigation statuses |
| CTradingStatus | Known trading statuses |
| CWarning | Warning |
| CWarningListener | |
| CYearMonth |
