OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
OnixS::ICE::iMpact::MarketData Namespace Reference

Classes

struct  AddModifyOrder
 
struct  AddModifyOrderExtraFlags
 
struct  AddPriceLevel
 
struct  AdvancedLogOptions
 
struct  AggressorSide
 
class  ArrayRef
 
struct  BlockType
 
struct  BookDepth
 
struct  BundleMarker
 
struct  CancelledTrade
 
struct  ChangePriceLevel
 
struct  ClosePrice
 
class  Date
 
struct  DaysOfWeek
 
struct  DeleteOrder
 
struct  DeletePriceLevel
 
struct  EndOfDayMarketSummary
 
class  Error
 
class  ErrorListener
 
struct  EventCode
 
class  ExchangeListener
 
struct  ExchangeSilo
 
class  FeedEngine
 
class  FeedEngineListener
 
class  FeedEngineSettings
 
struct  FeedEngineThreadIdleReasons
 
class  FeedListener
 
struct  FixingIndicativePrice
 
struct  FixingLockdown
 
struct  FixingTransition
 
struct  FixingTransitionStatus
 
struct  FuturesProductDefinition
 
struct  FuturesStrategyDefinition
 
struct  GroupSubscription
 
class  Handler
 
struct  HandlerSettings
 
class  HandlerStateChange
 
class  HandlerStateChangeListener
 
struct  HandlerStates
 
struct  IntervalPriceLimitNotification
 
struct  InvestigatedTrade
 
struct  IPLBoundViolation
 
struct  KnownErrors
 
struct  KnownPcapDataProviderIds
 
struct  KnownWarnings
 
struct  LogLevels
 
class  LogReplayInputStream
 
class  LogReplayListener
 
struct  MarkerIndexPrices
 
struct  MarkerIndexPricesStatus
 
struct  MarketEvent
 
struct  MarketEventType
 
struct  MarketSnapshot
 
struct  MarketSnapshotOrder
 
struct  MarketSnapshotPriceLevel
 
struct  MarketStateChange
 
struct  MarketStatistics
 
struct  MarketSubscription
 
struct  MarketSubType
 
struct  MarketTransparencyType
 
struct  MessageInfo
 
struct  Months
 
struct  MulticastChannelGroupType
 
struct  NewExpiry
 
struct  NewFuturesStrategyDefinition
 
struct  NewOptionsMarketDefinition
 
struct  NewOptionsStrategyDefinition
 
struct  OffMarketTradeType
 
struct  OldStyleOptionsTradeAndMarketStats
 
struct  OpenInterest
 
struct  OpenPrice
 
class  Optional
 
struct  OptionOpenInterest
 
struct  OptionSettlementPrice
 
struct  OptionsExpirationType
 
struct  OptionsProductDefinition
 
struct  OptionsStrategyDefinition
 
struct  OptionsStyle
 
struct  OptionType
 
struct  Order
 
class  OrderBook
 
class  OrderBookBundleUpdateListener
 
struct  OrderBookChange
 
class  OrderBookChangeListener
 
class  OrderBookUpdateListener
 
struct  Packet
 
class  PacketProcessingListener
 
struct  PacketSource
 
class  PcapDataAnalyser
 
class  PcapDataAnalyserFactory
 
class  PcapDataProvider
 
class  PcapDataProviderFactory
 
struct  PcapDataProviderSettings
 
struct  PreOpenPriceIndicator
 
struct  PriceLevel
 
struct  Rational
 
struct  Rfq
 
struct  SecuritySubType
 
struct  SecurityType
 
struct  SettlementPrice
 
struct  SettlementType
 
struct  Side
 
struct  SnapshotRecoveryOptions
 
struct  SpecialField
 
struct  SpotMarketTrade
 
struct  StartOrEnd
 
struct  StrategyPreference
 
struct  StripInfo
 
struct  SystemPricedLegType
 
struct  SystemText
 
struct  TcpServerSettings
 
struct  TcpSettings
 
class  ThreadAffinity
 
class  TimeSpan
 
struct  TimeSpanFormats
 
class  Timestamp
 
struct  TimestampFormats
 
struct  Trade
 
struct  TradeExtraFlags
 
struct  TradeInvestigationStatus
 
struct  TradingStatus
 
class  Warning
 
class  WarningListener
 
class  YearMonth
 

Typedefs

typedef KnownErrors::Enum ErrorCode
 
typedef FeedEngineThreadIdleReasons::Enum FeedEngineThreadIdleReason
 
typedef std::set< GroupSubscriptionGroupSubscriptions
 
typedef std::vector< std::string > LogList
 
typedef std::vector< std::string >::iterator LogListEntry
 
typedef std::set< std::string > RegexSet
 
typedef HandlerStates::Enum HandlerState
 
typedef LogLevels::Enum LogLevel
 
typedef unsigned AdvancedLogOptionSet
 
typedef std::set< MarketSubscriptionMarketSubscriptions
 
typedef ArrayRef< const PriceLevel, std::size_t > PriceLevelArray
 
typedef ArrayRef< const Order, std::size_t > OrderArray
 
typedef KnownPcapDataProviderIds::Enum PcapDataProviderId
 
typedef std::map< std::string, TcpServerSettingsTcpServersMap
 
typedef int CpuIndex
 
typedef TimeSpanFormats::Enum TimeSpanFormat
 
typedef Months::Enum Month
 
typedef DaysOfWeek::Enum DayOfWeek
 
typedef TimestampFormats::Enum TimestampFormat
 
typedef int FeedId
 
typedef short MarketType
 
typedef int MarketId
 
typedef long long OrderId
 
typedef long long TradeId
 
typedef std::set< MarketIdMarketIds
 
typedef std::set< MarketTypeMarketTypes
 
typedef long long Price
 
typedef long long DateTime
 
typedef std::vector< unsigned char > Bytes
 
typedef KnownWarnings::Enum WarningCode
 

Functions

std::ostream & operator<< (std::ostream &, const Error &)
 
std::ostream & operator<< (std::ostream &, const FeedEngineSettings &)
 
std::ostream & operator<< (std::ostream &, const GroupSubscription &)
 
std::ostream & operator<< (std::ostream &, const SnapshotRecoveryOptions &)
 
std::ostream & operator<< (std::ostream &, const HandlerSettings &)
 
std::ostream & operator<< (std::ostream &, const HandlerStateChange &)
 
std::ostream & operator<< (std::ostream &, const MarketSubscription &)
 
std::ostream & operator<< (std::ostream &, const MessageInfo &)
 
template<typename T >
std::ostream & operator<< (std::ostream &os, const Optional< T > &value)
 
std::ostream & operator<< (std::ostream &, const Packet &)
 
std::ostream & operator<< (std::ostream &stream, const Rational &value)
 
std::ostream & operator<< (std::ostream &, const TcpServerSettings &)
 
std::ostream & operator<< (std::ostream &, const TcpSettings &)
 
std::ostream & operator<< (std::ostream &, const ThreadAffinity &)
 
std::ostream & operator<< (std::ostream &, const TimeSpan &)
 
std::ostream & operator<< (std::ostream &, const YearMonth &)
 
TimeSpan operator- (const Date &left, const Date &right)
 
std::ostream & operator<< (std::ostream &, const Date &)
 
TimeSpan operator- (const Timestamp &left, const Timestamp &right)
 
std::ostream & operator<< (std::ostream &, const Timestamp &)
 
std::ostream & operator<< (std::ostream &, const Warning &)
 
std::ostream & operator<< (std::ostream &, const AddModifyOrder &)
 
std::ostream & operator<< (std::ostream &, const AddPriceLevel &)
 
std::ostream & operator<< (std::ostream &, const BundleMarker &)
 
std::ostream & operator<< (std::ostream &, const CancelledTrade &)
 
std::ostream & operator<< (std::ostream &, const ChangePriceLevel &)
 
std::ostream & operator<< (std::ostream &, const ClosePrice &)
 
std::ostream & operator<< (std::ostream &, const DeleteOrder &)
 
std::ostream & operator<< (std::ostream &, const DeletePriceLevel &)
 
std::ostream & operator<< (std::ostream &, const EndOfDayMarketSummary &)
 
std::ostream & operator<< (std::ostream &, const FixingIndicativePrice &)
 
std::ostream & operator<< (std::ostream &, const FixingLockdown &)
 
std::ostream & operator<< (std::ostream &, const FixingTransition &)
 
std::ostream & operator<< (std::ostream &, const FuturesProductDefinition &)
 
std::ostream & operator<< (std::ostream &, const FuturesStrategyDefinition &)
 
std::ostream & operator<< (std::ostream &, const IntervalPriceLimitNotification &)
 
std::ostream & operator<< (std::ostream &, const InvestigatedTrade &)
 
std::ostream & operator<< (std::ostream &, const MarkerIndexPrices &)
 
std::ostream & operator<< (std::ostream &, const MarketEvent &)
 
std::ostream & operator<< (std::ostream &, const MarketSnapshot &)
 
std::ostream & operator<< (std::ostream &, const MarketSnapshotOrder &)
 
std::ostream & operator<< (std::ostream &, const MarketSnapshotPriceLevel &)
 
std::ostream & operator<< (std::ostream &, const MarketStateChange &)
 
std::ostream & operator<< (std::ostream &, const MarketStatistics &)
 
std::ostream & operator<< (std::ostream &, const NewExpiry &)
 
std::ostream & operator<< (std::ostream &, const NewFuturesStrategyDefinition &)
 
std::ostream & operator<< (std::ostream &, const NewOptionsMarketDefinition &)
 
std::ostream & operator<< (std::ostream &, const NewOptionsStrategyDefinition &)
 
std::ostream & operator<< (std::ostream &, const OldStyleOptionsTradeAndMarketStats &)
 
std::ostream & operator<< (std::ostream &, const OpenInterest &)
 
std::ostream & operator<< (std::ostream &, const OpenPrice &)
 
std::ostream & operator<< (std::ostream &, const OptionOpenInterest &)
 
std::ostream & operator<< (std::ostream &, const OptionSettlementPrice &)
 
std::ostream & operator<< (std::ostream &, const OptionsProductDefinition &)
 
std::ostream & operator<< (std::ostream &, const OptionsStrategyDefinition &)
 
std::ostream & operator<< (std::ostream &, const PreOpenPriceIndicator &)
 
std::ostream & operator<< (std::ostream &, const Rfq &)
 
std::ostream & operator<< (std::ostream &, const SettlementPrice &)
 
std::ostream & operator<< (std::ostream &, const SpecialField &)
 
std::ostream & operator<< (std::ostream &, const SpotMarketTrade &)
 
std::ostream & operator<< (std::ostream &, const StripInfo &)
 
std::ostream & operator<< (std::ostream &, const SystemText &)
 
std::ostream & operator<< (std::ostream &, const Trade &)
 

Typedef Documentation

typedef unsigned AdvancedLogOptionSet

Additional options to control log information.

Definition at line 86 of file LogSettings.h.

typedef std::vector<unsigned char> Bytes

Array of bytes.

Definition at line 60 of file Types.h.

typedef int CpuIndex

Zero-based index of CPU.

Definition at line 30 of file ThreadAffinity.h.

typedef long long DateTime

Represents the number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 57 of file Types.h.

Identifies day within week.

Definition at line 234 of file Time.h.

Error code.

Definition at line 70 of file Error.h.

Reason feed engine threads becomes idle.

Definition at line 44 of file FeedEngineListener.h.

typedef int FeedId

Alias for market types.

Definition at line 30 of file Types.h.

Collection of group subscriptions.

Definition at line 131 of file GroupSubscription.h.

States of the Handler in which it may reside.

Definition at line 74 of file HandlerState.h.

Log level alias.

Definition at line 46 of file LogSettings.h.

typedef std::vector<std::string> LogList

Ordered list of logs to be replayed.

Definition at line 78 of file HandlerSettings.h.

typedef std::vector<std::string>::iterator LogListEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 81 of file HandlerSettings.h.

typedef int MarketId

Alias for market identifiers type.

Definition at line 39 of file Types.h.

typedef std::set<MarketId> MarketIds

List of market ID's.

Definition at line 48 of file Types.h.

Collection of market subscriptions.

Definition at line 159 of file MarketSubscription.h.

typedef short MarketType

Alias for market types.

Definition at line 36 of file Types.h.

typedef std::set<MarketType> MarketTypes

List of market types.

Definition at line 51 of file Types.h.

Identifies months in year.

Definition at line 208 of file Time.h.

typedef ArrayRef<const Order, std::size_t> OrderArray

Definition at line 123 of file OrderBook.h.

typedef long long OrderId

Alias for order identifiers type.

Definition at line 42 of file Types.h.

PCAP Data Provider ID.

Definition at line 44 of file PcapDataProviderId.h.

typedef long long Price

Alias for order identifiers type.

Definition at line 54 of file Types.h.

typedef ArrayRef<const PriceLevel, std::size_t> PriceLevelArray

Definition at line 122 of file OrderBook.h.

typedef std::set<std::string> RegexSet

Set of regular expressions.

Definition at line 84 of file HandlerSettings.h.

typedef std::map<std::string, TcpServerSettings> TcpServersMap

Alias for TCP server settings map.

Definition at line 81 of file TcpSettings.h.

Time span format.

Definition at line 47 of file Time.h.

Timestamp format.

Definition at line 411 of file Time.h.

typedef long long TradeId

Alias for order identifiers type.

Definition at line 45 of file Types.h.

Code of warning.

Definition at line 82 of file Warning.h.

Function Documentation

TimeSpan OnixS::ICE::iMpact::MarketData::operator- ( const Date left,
const Date right 
)

Calculates time interval between two given dates.

TimeSpan OnixS::ICE::iMpact::MarketData::operator- ( const Timestamp left,
const Timestamp right 
)

Calculates time interval between two timestamps.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketEvent  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketStateChange  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const ClosePrice  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OpenPrice  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const SystemText  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const BundleMarker  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const DeletePriceLevel  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Packet  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const PreOpenPriceIndicator  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FixingTransition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const SnapshotRecoveryOptions  
)

Standard output operator.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FixingIndicativePrice  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OptionOpenInterest  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const GroupSubscription  
)

Allow output to C++ I/) streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const TcpServerSettings  
)

Standard output operator.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const DeleteOrder  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const HandlerStateChange  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Rfq  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const IntervalPriceLimitNotification  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FeedEngineSettings  
)
std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OpenInterest  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const CancelledTrade  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketSnapshotPriceLevel  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const SettlementPrice  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const StripInfo  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const InvestigatedTrade  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarkerIndexPrices  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  stream,
const Rational value 
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const SpotMarketTrade  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MessageInfo  
)
std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const ThreadAffinity  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const SpecialField  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketSubscription  
)

Allow output to C++ I/) streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketStatistics  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const AddPriceLevel  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const ChangePriceLevel  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OptionSettlementPrice  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketSnapshotOrder  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FixingLockdown  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Trade  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const EndOfDayMarketSummary  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OldStyleOptionsTradeAndMarketStats  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const AddModifyOrder  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const TcpSettings  
)

Standard output operator.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Error  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Warning  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  os,
const Optional< T > &  value 
)

Make it printable to formatted C++ I/O streams.

Definition at line 159 of file Optional.h.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const MarketSnapshot  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const TimeSpan  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const NewOptionsMarketDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const NewExpiry  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const NewOptionsStrategyDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const HandlerSettings  
)

Make it printable to formatted C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const NewFuturesStrategyDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OptionsProductDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const OptionsStrategyDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const YearMonth  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FuturesStrategyDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Date  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const FuturesProductDefinition  
)

Make it printable using C++ I/O streams.

std::ostream& OnixS::ICE::iMpact::MarketData::operator<< ( std::ostream &  ,
const Timestamp  
)

Make it printable using C++ I/O streams.