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	LoginResponse
struct	LoginResult
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< GroupSubscription >	GroupSubscriptions
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< MarketSubscription >	MarketSubscriptions
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, TcpServerSettings >	TcpServersMap
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< MarketId >	MarketIds
typedef std::set< MarketType >	MarketTypes
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 LoginResponse &)
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 nanoseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 57 of file Types.h.

typedef DaysOfWeek::Enum DayOfWeek

Identifies day within week.

Definition at line 234 of file Time.h.

typedef KnownErrors::Enum ErrorCode

Error code.

Definition at line 73 of file Error.h.

typedef FeedEngineThreadIdleReasons::Enum FeedEngineThreadIdleReason

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.

typedef std::set<GroupSubscription> GroupSubscriptions

Collection of group subscriptions.

Definition at line 131 of file GroupSubscription.h.

typedef HandlerStates::Enum HandlerState

States of the Handler in which it may reside.

Definition at line 74 of file HandlerState.h.

typedef LogLevels::Enum LogLevel

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.

typedef std::set<MarketSubscription> MarketSubscriptions

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.

typedef Months::Enum Month

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.

typedef KnownPcapDataProviderIds::Enum PcapDataProviderId

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 85 of file TcpSettings.h.

typedef TimeSpanFormats::Enum TimeSpanFormat

Time span format.

Definition at line 47 of file Time.h.

typedef TimestampFormats::Enum TimestampFormat

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.

typedef KnownWarnings::Enum WarningCode

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 SnapshotRecoveryOptions &
	)

Standard output operator.

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

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

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 FixingTransition &
	)

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

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 CancelledTrade &
	)

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

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 TcpServerSettings &
	)

Standard output operator.

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 InvestigatedTrade &
	)

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 &	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 MarkerIndexPrices &
	)

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 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 MarketStatistics &
	)

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 SpecialField &
	)

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 OptionsProductDefinition &
	)

Make it printable using 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 HandlerSettings &
	)

Make it printable to formatted 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.