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OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++
1.1.2.0
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OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++
1.1.2.0
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| CBulletinType | Bulletin Type |
| CCallMonth | Call Month |
| CCallPutCode | Call Put Code |
| CCallPutMonth | Call Put Month |
| CConnectionParameters | Connection parameters |
| CConnectionRetries | Connection retries settings |
| CCorporateAction | Corporate Action |
| CCurrencyCode | Currency Code |
| CDate | Date |
| CErrorCode | Known (selected) error codes |
| CErrorListener | Defines an interface through which the Handler notifies subscribers about errors occurred while processing messages |
| ▼Cexception | STL class |
| ▼CException | Basic exception class for this namespace |
| ►CArgumentException | Argument value error |
| ►COperationException | Operation exception |
| CExchangeId | Exchange ID |
| CFractionIndicatorCode | Fraction Indicator Code |
| CHandler | IDEM SOLA HSVF Market Data Handler |
| CHandlerSettings | IDEM SOLA HSVF Market Data Handler |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Defines an interface through which the Handler notifies subscribers about detected changes in his state |
| CHighResolutionTime | Miscellaneous time traits |
| CHighResolutionTimeFields | Fileds of HighResolutionTime |
| CHsvfProtocolVersion | Hsvf Protocol Version |
| CImpliedPriceLevelListener | Defines an interface through which the Handler notifies subscribers about detected changes in the calculated implied best limit |
| CLogLevel | Log level |
| CLogSettings | Logging settings |
| CMarketDepth | Market Depth |
| CMarketDepthLevel | Market Depth Level |
| CMarketFeedIndicator | Market Feed Indicator |
| CMarketLevelInfo | Information about single market level as it present in messages other then Strategy kind |
| ▼CMessage | Message base class |
| CBeginningOfFuturesOptionsSummary | This message Indicates that the beginning or the end of day Futures summaries (message type NB) are to follow |
| CBeginningOfFuturesSummary | This message Indicates that the beginning or the end of day Futures summaries (message type NF) are to follow |
| CBeginningOfOptionsSummary | This message indicates that the beginning and the end of day option summaries (message type N) are to follow |
| CBeginningOfStrategySummary | This message indicates that the beginning or the end of day Strategy summaries (message type NS) are to follow |
| CBulletins | Bulletins will be sent throughout the trading day |
| CCircuitAssurance | This message is sent out if no messages were send by SAM for more than one minute once the broadcast has started (i.e |
| CConnectionMessage | This message used to connect and specify client subscription |
| CEndOfSales | The "End of Sales" message will be sent when there is no more trading activity to be transmitted. This will occur after the closing of the market |
| CEndOfTransmission | This message will be sent to indicate that the day's transmission is complete. Transmission will resume the following day |
| CFuturesInstrumentKeys | Futures instrument keys |
| CFuturesMarketDepth | Futures Market Depth |
| CFuturesQuote | Futures quote |
| CFuturesRequestForQuote | Futures request for quote (RFQ) |
| CFuturesSummary | A Futures summary is sent following a Futures trade cancellation |
| CFuturesTrade | Futures trade |
| CFuturesTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| CGapSequence | Note: Sequence Number for the 'W' message is the same as the Sequence Number for the first skipped message of an Option Class different from the Option Class requested |
| CGroupStatus | This message will be sent when a group of trading instruments enters a new status |
| CGroupStatusScheduleNotice | Group Status Schedule Notice |
| CGroupStatusStrategies | Group status (Strategies) |
| CInstrumentScheduleNoticeFuture | Instrument Schedule Notice Future |
| CInstrumentScheduleNoticeFuturesOption | Instrument Schedule Notice Futures Option |
| CInstrumentScheduleNoticeOption | Instrument Schedule Notice Option |
| CInstrumentScheduleNoticeStrategy | Instrument Schedule Notice Strategy |
| COptionInstrumentKeys | Option instrument keys |
| COptionMarketDepth | Option Market Depth |
| COptionQuote | Option quote |
| COptionRequestForQuote | Option request for quote (RFQ) |
| COptionSummary | An option summary message is sent following an option trade cancellation |
| COptionTrade | Option trade |
| COptionTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| CStrategyInstrumentKeys | Strategy instrument keys |
| CStrategyMarketDepth | Strategy Market Depth |
| CStrategyQuote | Strategy quote |
| CStrategyRequestForQuote | Strategy request for quote (RFQ) |
| CStrategySummary | A Strategy summary is sent following a Strategy trade cancellation |
| CStrategyTrade | Strategy trade |
| CStrategyTradeCancellation | A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade |
| CMessageInfo | Message info |
| CMessageListener | Defines an interface through which the Handler notifies subscribers about incoming messages |
| CMessageType | Message Type |
| COptionMarker | Markers for options |
| COptionMarkerCurrency | Option Marker Currency |
| COptionMarkerTypeOfOption | Option Marker Type Of Option |
| COptionType | Option Type |
| COrderBook | Order book |
| COrderBookChangeListener | Defines an interface through which the Handler notifies subscribers about detected changes in the order books |
| COrderBookId | Order book ID |
| COrderBookUpdateListener | Defines an interface through which the Handler notifies subscribers about order book update |
| CPriceIndicator | Price Indicator |
| CPriceLevel | Price Level |
| CPutMonth | Put Month |
| CRational | Rational number representation |
| CRatioSign | Ratio Sign |
| CReplayListener | Listening interface for log replay-related events |
| CReplayOptions | Defines ReplayOptions which affect logs replay |
| CSecurityType | Security Type |
| CSessionListener | Defines an interface through which the Handler notifies subscribers about sending and receiving bytes |
| CSide | Side |
| CStatusMarker | Status Marker |
| CStrategyLeg | Strategy Leg |
| CStrategyMarketLevelInfo | Information about single market level as it present in 'strategy' kind of messages |
| CStrategyPricing | Strategy Pricing |
| CTick | Tick |
| CTime | Time |
| CTypeOfInstrument | Type Of Instrument |
| CTypeOfUnderlying | Type Of Underlying |
| CWarningListener | Defines an interface through which the Handler notifies subscribers about warnings occurred while processing messages |