OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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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  ConformanceTools
class  Date
struct  DaysOfWeek
struct  DebugResponse
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  IntervalTieredPriceLimitNotification
struct  InvestigatedTrade
struct  IPLBoundViolation
struct  IplTplHoldType
struct  IplTplType
struct  KnownErrors
struct  KnownMarketTypes
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  MulticastChannelGroups
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 DebugResponse &)
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 IntervalTieredPriceLimitNotification &)
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 MulticastChannelGroups &)
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

◆ AdvancedLogOptionSet

typedef unsigned AdvancedLogOptionSet

Additional options to control log information.

Definition at line 86 of file LogSettings.h.

◆ Bytes

typedef std::vector<unsigned char> Bytes

Array of bytes.

Definition at line 60 of file Types.h.

◆ CpuIndex

typedef int CpuIndex

Zero-based index of CPU.

Definition at line 30 of file ThreadAffinity.h.

◆ DateTime

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.

◆ DayOfWeek

Identifies day within week.

Definition at line 234 of file Time.h.

◆ ErrorCode

Error code.

Definition at line 73 of file Error.h.

◆ FeedEngineThreadIdleReason

Reason feed engine threads becomes idle.

Definition at line 44 of file FeedEngineListener.h.

◆ FeedId

typedef int FeedId

Alias for market types.

Definition at line 33 of file Types.h.

◆ GroupSubscriptions

Collection of group subscriptions.

Definition at line 155 of file GroupSubscription.h.

◆ HandlerState

States of the Handler in which it may reside.

Definition at line 74 of file HandlerState.h.

◆ LogLevel

Log level alias.

Definition at line 46 of file LogSettings.h.

◆ LogList

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

Ordered list of logs to be replayed.

Definition at line 78 of file HandlerSettings.h.

◆ LogListEntry

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.

◆ MarketId

typedef int MarketId

Alias for market identifiers type.

Definition at line 39 of file Types.h.

◆ MarketIds

typedef std::set<MarketId> MarketIds

List of market ID's.

Definition at line 48 of file Types.h.

◆ MarketSubscriptions

Collection of market subscriptions.

Definition at line 195 of file MarketSubscription.h.

◆ MarketType

typedef short MarketType

Alias for market types.

Definition at line 36 of file Types.h.

◆ MarketTypes

typedef std::set<MarketType> MarketTypes

List of market types.

Definition at line 51 of file Types.h.

◆ Month

Identifies months in year.

Definition at line 208 of file Time.h.

◆ OrderArray

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

Definition at line 123 of file OrderBook.h.

◆ OrderId

typedef long long OrderId

Alias for order identifiers type.

Definition at line 42 of file Types.h.

◆ PcapDataProviderId

PCAP Data Provider ID.

Definition at line 44 of file PcapDataProviderId.h.

◆ Price

typedef long long Price

Alias for order identifiers type.

Definition at line 54 of file Types.h.

◆ PriceLevelArray

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

Definition at line 122 of file OrderBook.h.

◆ RegexSet

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

Set of regular expressions.

Definition at line 84 of file HandlerSettings.h.

◆ TcpServersMap

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

Alias for TCP server settings map.

Definition at line 85 of file TcpSettings.h.

◆ TimeSpanFormat

Time span format.

Definition at line 47 of file Time.h.

◆ TimestampFormat

Timestamp format.

Definition at line 413 of file Time.h.

◆ TradeId

typedef long long TradeId

Alias for order identifiers type.

Definition at line 45 of file Types.h.

◆ WarningCode

Code of warning.

Definition at line 82 of file Warning.h.

Function Documentation

◆ operator-() [1/2]

TimeSpan operator- ( const Date & left,
const Date & right )

Calculates time interval between two given dates.

◆ operator-() [2/2]

TimeSpan operator- ( const Timestamp & left,
const Timestamp & right )

Calculates time interval between two timestamps.

◆ operator<<() [1/64]

std::ostream & operator<< ( std::ostream & ,
const AddModifyOrder &  )

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

◆ operator<<() [2/64]

std::ostream & operator<< ( std::ostream & ,
const AddPriceLevel &  )

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

◆ operator<<() [3/64]

std::ostream & operator<< ( std::ostream & ,
const BundleMarker &  )

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

◆ operator<<() [4/64]

std::ostream & operator<< ( std::ostream & ,
const CancelledTrade &  )

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

◆ operator<<() [5/64]

std::ostream & operator<< ( std::ostream & ,
const ChangePriceLevel &  )

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

◆ operator<<() [6/64]

std::ostream & operator<< ( std::ostream & ,
const ClosePrice &  )

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

◆ operator<<() [7/64]

std::ostream & operator<< ( std::ostream & ,
const Date &  )

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

◆ operator<<() [8/64]

std::ostream & operator<< ( std::ostream & ,
const DebugResponse &  )

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

◆ operator<<() [9/64]

std::ostream & operator<< ( std::ostream & ,
const DeleteOrder &  )

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

◆ operator<<() [10/64]

std::ostream & operator<< ( std::ostream & ,
const DeletePriceLevel &  )

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

◆ operator<<() [11/64]

std::ostream & operator<< ( std::ostream & ,
const EndOfDayMarketSummary &  )

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

◆ operator<<() [12/64]

std::ostream & operator<< ( std::ostream & ,
const Error &  )

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

◆ operator<<() [13/64]

std::ostream & operator<< ( std::ostream & ,
const FeedEngineSettings &  )

◆ operator<<() [14/64]

std::ostream & operator<< ( std::ostream & ,
const FixingIndicativePrice &  )

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

◆ operator<<() [15/64]

std::ostream & operator<< ( std::ostream & ,
const FixingLockdown &  )

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

◆ operator<<() [16/64]

std::ostream & operator<< ( std::ostream & ,
const FixingTransition &  )

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

◆ operator<<() [17/64]

std::ostream & operator<< ( std::ostream & ,
const FuturesProductDefinition &  )

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

◆ operator<<() [18/64]

std::ostream & operator<< ( std::ostream & ,
const FuturesStrategyDefinition &  )

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

◆ operator<<() [19/64]

std::ostream & operator<< ( std::ostream & ,
const GroupSubscription &  )

Allow output to C++ I/O streams.

◆ operator<<() [20/64]

std::ostream & operator<< ( std::ostream & ,
const HandlerSettings &  )

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

◆ operator<<() [21/64]

std::ostream & operator<< ( std::ostream & ,
const HandlerStateChange &  )

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

◆ operator<<() [22/64]

std::ostream & operator<< ( std::ostream & ,
const IntervalTieredPriceLimitNotification &  )

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

◆ operator<<() [23/64]

std::ostream & operator<< ( std::ostream & ,
const InvestigatedTrade &  )

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

◆ operator<<() [24/64]

std::ostream & operator<< ( std::ostream & ,
const LoginResponse &  )

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

◆ operator<<() [25/64]

std::ostream & operator<< ( std::ostream & ,
const MarkerIndexPrices &  )

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

◆ operator<<() [26/64]

std::ostream & operator<< ( std::ostream & ,
const MarketEvent &  )

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

◆ operator<<() [27/64]

std::ostream & operator<< ( std::ostream & ,
const MarketSnapshot &  )

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

◆ operator<<() [28/64]

std::ostream & operator<< ( std::ostream & ,
const MarketSnapshotOrder &  )

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

◆ operator<<() [29/64]

std::ostream & operator<< ( std::ostream & ,
const MarketSnapshotPriceLevel &  )

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

◆ operator<<() [30/64]

std::ostream & operator<< ( std::ostream & ,
const MarketStateChange &  )

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

◆ operator<<() [31/64]

std::ostream & operator<< ( std::ostream & ,
const MarketStatistics &  )

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

◆ operator<<() [32/64]

std::ostream & operator<< ( std::ostream & ,
const MarketSubscription &  )

Allow output to C++ I/O streams.

◆ operator<<() [33/64]

std::ostream & operator<< ( std::ostream & ,
const MessageInfo &  )

◆ operator<<() [34/64]

std::ostream & operator<< ( std::ostream & ,
const MulticastChannelGroups &  )

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

◆ operator<<() [35/64]

std::ostream & operator<< ( std::ostream & ,
const NewExpiry &  )

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

◆ operator<<() [36/64]

std::ostream & operator<< ( std::ostream & ,
const NewFuturesStrategyDefinition &  )

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

◆ operator<<() [37/64]

std::ostream & operator<< ( std::ostream & ,
const NewOptionsMarketDefinition &  )

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

◆ operator<<() [38/64]

std::ostream & operator<< ( std::ostream & ,
const NewOptionsStrategyDefinition &  )

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

◆ operator<<() [39/64]

std::ostream & operator<< ( std::ostream & ,
const OldStyleOptionsTradeAndMarketStats &  )

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

◆ operator<<() [40/64]

std::ostream & operator<< ( std::ostream & ,
const OpenInterest &  )

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

◆ operator<<() [41/64]

std::ostream & operator<< ( std::ostream & ,
const OpenPrice &  )

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

◆ operator<<() [42/64]

std::ostream & operator<< ( std::ostream & ,
const OptionOpenInterest &  )

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

◆ operator<<() [43/64]

std::ostream & operator<< ( std::ostream & ,
const OptionSettlementPrice &  )

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

◆ operator<<() [44/64]

std::ostream & operator<< ( std::ostream & ,
const OptionsProductDefinition &  )

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

◆ operator<<() [45/64]

std::ostream & operator<< ( std::ostream & ,
const OptionsStrategyDefinition &  )

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

◆ operator<<() [46/64]

std::ostream & operator<< ( std::ostream & ,
const Packet &  )

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

◆ operator<<() [47/64]

std::ostream & operator<< ( std::ostream & ,
const PreOpenPriceIndicator &  )

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

◆ operator<<() [48/64]

std::ostream & operator<< ( std::ostream & ,
const Rfq &  )

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

◆ operator<<() [49/64]

std::ostream & operator<< ( std::ostream & ,
const SettlementPrice &  )

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

◆ operator<<() [50/64]

std::ostream & operator<< ( std::ostream & ,
const SnapshotRecoveryOptions &  )

Standard output operator.

◆ operator<<() [51/64]

std::ostream & operator<< ( std::ostream & ,
const SpecialField &  )

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

◆ operator<<() [52/64]

std::ostream & operator<< ( std::ostream & ,
const SpotMarketTrade &  )

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

◆ operator<<() [53/64]

std::ostream & operator<< ( std::ostream & ,
const StripInfo &  )

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

◆ operator<<() [54/64]

std::ostream & operator<< ( std::ostream & ,
const SystemText &  )

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

◆ operator<<() [55/64]

std::ostream & operator<< ( std::ostream & ,
const TcpServerSettings &  )

Standard output operator.

◆ operator<<() [56/64]

std::ostream & operator<< ( std::ostream & ,
const TcpSettings &  )

Standard output operator.

◆ operator<<() [57/64]

std::ostream & operator<< ( std::ostream & ,
const ThreadAffinity &  )

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

◆ operator<<() [58/64]

std::ostream & operator<< ( std::ostream & ,
const TimeSpan &  )

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

◆ operator<<() [59/64]

std::ostream & operator<< ( std::ostream & ,
const Timestamp &  )

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

◆ operator<<() [60/64]

std::ostream & operator<< ( std::ostream & ,
const Trade &  )

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

◆ operator<<() [61/64]

std::ostream & operator<< ( std::ostream & ,
const Warning &  )

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

◆ operator<<() [62/64]

std::ostream & operator<< ( std::ostream & ,
const YearMonth &  )

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

◆ operator<<() [63/64]

template<typename T>
std::ostream & operator<< ( std::ostream & os,
const Optional< T > & value )

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

Definition at line 170 of file Optional.h.

◆ operator<<() [64/64]

std::ostream & operator<< ( std::ostream & stream,
const Rational & value )

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