OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.18.0
API documentation
Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12]
 CAddModifyOrderThis class represents the Add/Modify Order Message
 CAddModifyOrderExtraFlagsExtra flags for Add/Modify Order message
 CAddPriceLevelThis class represents the Add Price Level Message
 CAdvancedLogOptionsAdditional options to control log information
 CAggressorSideAggressor side constants
 CArrayRef< ItemType, SizeType >
 COptionsProductDefinition::BlockDetailThis nested class represents block details definition
 COptionsStrategyDefinition::BlockDetailThis nested class represents block details definition
 CFuturesProductDefinition::BlockDetailThis nested class represents block details definition
 CFuturesStrategyDefinition::BlockDetailThis nested class represents block details definition
 CBlockTypeBlock Type
 CBookDepthDepth of order book constants
 CBundleMarkerThis class represents the Message Bundle Marker
 CCancelledTradeThis class represents the Cancelled Trade Message
 CChangePriceLevelThis class represents the Change Price Level Message
 CMulticastChannelGroups::ChannelGroupThis nested class represents channel group definition
 CClosePriceThis class represents the Close Price Message
 CConformanceToolsProvides tools for conformance testing
 CDaysOfWeekIdentifies day within week
 CDebugResponseThis class represents the Debug Response Message
 CDeleteOrderThis class represents the Delete Order Message
 CDeletePriceLevelThis class represents the Delete Price Level Message
 CEndOfDayMarketSummaryThis class represents the End of Day Market Summary Message
 CErrorListenerDefines the interface through which the Handler notifies subscribers about errors occurred while processing messages from multicast channels
 CEventCodeKnown event codes
 CexceptionSTL class
 CExchangeListenerDefines an interface through which the Handler notifies subscribers about all received messages
 CExchangeSiloExchange silo code for the market
 CFeedEngineManages processing machinery for market data received from feeds
 CFeedEngineListener
 CFeedEngineSettingsCollection of settings affecting Feed Engine behavior
 CFeedEngineThreadIdleReasonsIdentifies reasons feed engine threads becomes idle
 CFeedListenerDefines the interface through which the Handler notifies subscribers about feed events
 CFixingIndicativePriceThis class represents the Fixing Indicative Price Message
 CFixingLockdownThis class represents the Fixing Lockdown Message
 CFixingTransitionThis class represents the Fixing Transition Message
 CFixingTransitionStatusFixing Transition Status
 CFuturesProductDefinitionThis class represents the Futures/OTC Product Definition Response Message
 CFuturesStrategyDefinitionThis class represents the Futures Strategy Definition Response Message
 CGroupSubscriptionDefines which books should be maintained for given group name
 CHandler
 CHandlerSettingsDefines set of settings which affect behavior of the Handler
 CHandlerStateChangeDefines the interface through which the Handler notifies subscribers about Handler state change events
 CHandlerStateChangeListenerHandler state change listener
 CHandlerStatesAvailable Handler's states
 CNewOptionsStrategyDefinition::HedgeThis nested class represents hedge definition
 COptionsStrategyDefinition::HedgeThis nested class represents hedge definition
 CIntervalTieredPriceLimitNotificationThis class represents the Interval/Tiered Price Limit Notification Message
 CInvestigatedTradeThis class represents the Investigated Trade Message
 CIPLBoundViolationKnown IPL bound violation types
 CIplTplHoldTypeIPL Hold Type
 CIplTplTypeIPL/TPL Type
 CKnownErrorsList of known errors
 CKnownMarketTypesKnown market types
 CKnownPcapDataProviderIdsList of known PCAP data provider IDs
 CKnownWarningsList of known warnings
 CNewFuturesStrategyDefinition::LegThis nested class represents leg definition
 COptionsStrategyDefinition::LegThis nested class represents leg definition
 CNewOptionsStrategyDefinition::LegThis nested class represents leg definition
 CFuturesStrategyDefinition::LegThis nested class represents leg definition
 CLoginResponseThis class represents the Login Response Message
 CLoginResultLogin result code
 CLogLevelsLog level
 CLogReplayInputStreamLog replay input stream
 CLogReplayListenerDefines the interface through which the Handler notifies subscribers about log replay events
 CMarkerIndexPricesThis class represents the Marker/Index Prices Message
 CMarkerIndexPricesStatusKnown marker index prices statuses
 CMarketEventThis class represents the Market Event Message
 CMarketEventTypeKnown market event types
 CMarketSnapshotThis class represents the Market Snapshot Message
 CMarketSnapshotOrderThis class represents the Market Snapshot Order Message
 CMarketSnapshotPriceLevelThis class represents the Market Snapshot Price Level Message
 CMarketStateChangeThis class represents the Market State Change Message
 CMarketStatisticsThis class represents the Market Statistics Message
 CMarketSubscriptionDefines which books should be maintained for given market type id
 CMarketSubTypeMarket sub-type constants
 CMarketTransparencyTypeMarket Transparency Type
 CMulticastChannelGroups::MarketTypeMappingThis nested class represents market type mapping definition
 CMessageInfoMessage info
 CMonthsIdentifies months in year
 CMulticastChannelGroupsThis class represents the Multicast Channel Groups Message
 CMulticastChannelGroupTypeMulticast Channel Group Type
 CNewExpiryThis class represents the New Expiry Message
 CNewFuturesStrategyDefinitionThis class represents the New Futures Strategy Definition Message
 CNewOptionsMarketDefinitionThis class represents the New Options Market Definition Message
 CNewOptionsStrategyDefinitionThis class represents the New Options Strategy Definition Message
 CYearMonth::NoVerifySuppresses verification
 COffMarketTradeTypeKnown types of block trade
 COldStyleOptionsTradeAndMarketStatsThis class represents the Old Style Options Trade and Market Stats Message
 COpenInterestThis class represents the Open Interest Message
 COpenPriceThis class represents the Open Price Message
 COptional< T >
 COptional< BlockDetails >
 COptional< bool >
 COptional< char >
 COptional< DateTime >
 COptional< FeedId >
 COptional< int >
 COptional< long long >
 COptional< MarketId >
 COptional< OnixS::ICE::iMpact::MarketData::Date >
 COptional< OnixS::ICE::iMpact::MarketData::MarketTransparencyType::Enum >
 COptional< OnixS::ICE::iMpact::MarketData::SettlementType::Enum >
 COptional< Price >
 COptional< short >
 COptional< std::string >
 COptionOpenInterestThis class represents the Option Open Interest Message
 COptionSettlementPriceThis class represents the Option Settlement Price Message
 COptionsExpirationTypeOption expiration type constants
 COptionsProductDefinitionThis class represents the Options Product Definition Message
 COptionsStrategyDefinitionThis class represents the Options Strategy Definition Message
 COptionsStyleOption settlement type constants
 COptionTypeOption type constants
 COrder/brief Defines data for single entry of full order depth book
 COrderBookBook instance composing price level book and full order depth book
 COrderBookBundleUpdateListener
 COrderBookChange
 COrderBookChangeListener
 COrderBookUpdateListener
 CPacketPacket
 CPacketProcessingListener
 CPacketSourcePacket Type
 CPcapDataAnalyserPCAP data analyser interface
 CPcapDataAnalyserFactoryPCAP data analyser factory
 CPcapDataProviderFactoryPCAP data provider factory
 CPcapDataProviderSettingsPCAP data provider settings
 CPreOpenPriceIndicatorThis class represents the Pre-Open Price Indicator Message
 CPriceLevelDefines data for single price level of order book
 CRationalRational number representation
 CRfqThis class represents the RFQ Message
 CSecuritySubTypeKnown security sub types
 CSecurityTypeSecurity type constants
 CSettlementPriceThis class represents the Settlement Price Message
 CSettlementTypeSettlement type constants
 CSideTrading side constants
 CSnapshotRecoveryOptionsDefines snapshot recovery options
 CSpecialFieldThis class represents the Special Field Message
 CSpotMarketTradeThis class represents the Spot Market Trade Message
 CStartOrEndKnown message bundle markers
 CStrategyPreferenceIndicates Strategy Publication Preference
 CStripInfoThis class represents the Strip Info Message
 CSystemPricedLegTypeKnown types of system priced legs
 CSystemTextThis class represents the System Text Message
 CTcpServerSettingsDefines TCP server options
 CTcpSettingsDefines TCP connectivity options
 CThreadAffinityRepresents set of CPU indices
 CTimeSpan
 CTimeSpanFormatsTime span formats supported
 CTimestampRepresents timestamp without time-zone information
 CTimestampFormatsCollection of timestamp formats supported
 CTradeThis class represents the Trade Message
 CTradeExtraFlagsExtra flags for trade message
 CTradeInvestigationStatusDefines known trade investigation statuses
 CTradingStatusKnown trading statuses
 CWarningWarning
 CWarningListener
 CYearMonth