OnixS BME SENAF Handler C++ library
2.2.1
API documentation
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Class Index
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Class Members
Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level
1
2
]
C
AdvancedLogOptions
Additional options to control log information
C
ArrayRef< ItemType, SizeType >
C
BidAskExistingLevelInvolved
Bid / Ask Existing Level. Involved
C
BidAskExistingLevelNotInvolved
Bid / Ask Existing Level. Not involved
C
BidAskNewLevelInvolved
Bid / Ask Opening New Level. Involved
C
BidAskNewLevelNotInvolved
Bid / Ask Opening New Level. Not Involved
C
BuySell
Buy / Sell
C
BuySellInvolved
Buy / Sell Exchange Notified to Involved Members
C
BuySellNotInvolved
Buy / Sell Exchange Notified to Members. Not Involved
C
CashTerm
Cash / Term
C
CCP
CCP
C
CombinedBidAskInvolved
Combined Bid / Ask Publication Message. Involved
C
CombinedBidAskNotInvolved
Combined Bid / Ask Publication Message. Not Involved
C
ConfirmationType
Confirmation Types
C
ConnectionEnd
Connection End
C
ConnectionRetries
Connection retries settings
C
ConnectionStartUpRequest
Connection Start-Up Request
C
ConnectionStartUpResponse
Connection Start-Up Response
C
Country
Country
C
Currency
Currency
C
DaysOfWeek
Identifies day within week
C
DeliveryRestrictions
Delivery restrictions
C
ErrorListener
Defines the interface through which the
Handler
notifies subscribers about errors occurred while processing messages from multicast channels
►
C
exception
STL class
C
Error
Error
C
ReferencesFieldsUpdate::Field
Field
Code and Value
C
FlowType
Flow Type
C
GapFill
Gap Fill
C
GeneralError
General
Error
C
GenericHighPriorityMessage
Generic High Priority Message
C
GenericLowPriorityMessage
Generic Low Priority Message
C
GenericMediumPriorityMessage
Generic Medium Priority Message
C
Handler
Senaf
market data processor
C
HandlerSettings
Defines set of settings which affect behavior of the
Handler
C
HandlerStateChange
Defines the interface through which the
Handler
notifies subscribers about
Handler
state change events
C
HandlerStateChangeListener
Handler
state change listener
C
HandlerStates
Available
Handler
's states
C
InformationGroupEnd
Information Group End
C
InformationGroupStart
Information Group Start
C
InstrumentType
Instrument Types
C
MarketSessionStartUp::InstrumentType
C
TradingSessionEnd::InstrumentType
C
TradingSessionStartUp::InstrumentType
C
IPAddress
Represents IP address
C
KeepAlive
Keep-Alive message to check correct operation
C
KnownErrors
List of known errors
C
KnownWarnings
List of known warnings
C
LegNumber
Leg Number
C
LogLevels
Log level
C
LogReplayInputStream
Log replay input stream
C
LogReplayListener
Defines the interface through which the
Handler
notifies subscribers about log replay events
C
MarketControlListener
Defines the interface through which the
Handler
notifies subscribers about Market Control Messages
C
MarketImageDebug
C
MarketImageRecovery
Market Image Recovery
C
MarketImageRecoveryEnd
Recovery Start
C
MarketImageRecoveryStart
Recovery Start
C
MarketPublicationListener
Defines the interface through which the
Handler
notifies subscribers about Market Publication Messages
C
MarketRequestError
Market-Request
Error
C
MarketSessionEnd
Market Session End
C
MarketSessionStartUp
Market Session Start-up
C
MarketSubscription
Defines market subscription
C
MessageInfo
Message info
C
Months
Identifies months in year
C
NewReference
C
YearMonth::NoVerify
Suppresses verification
C
OperationConfirmationInvolved
Operation Confirmation. Involved
C
OperationConfirmationNotInvolved
Operation Confirmation. Not Involved
C
Optional< T >
C
Optional< bool >
C
Optional< int >
C
Optional< OnixS::Senaf::MarketData::CCP::Enum >
C
Optional< OnixS::Senaf::MarketData::Country::Enum >
C
Optional< OnixS::Senaf::MarketData::Currency::Enum >
C
Optional< OnixS::Senaf::MarketData::Date >
C
Optional< OnixS::Senaf::MarketData::DeliveryRestrictions::Enum >
C
Optional< OnixS::Senaf::MarketData::GenericHighPriorityMessage::Subtype001 >
C
Optional< OnixS::Senaf::MarketData::GenericHighPriorityMessage::Subtype002 >
C
Optional< OnixS::Senaf::MarketData::GenericHighPriorityMessage::Subtype003 >
C
Optional< OnixS::Senaf::MarketData::GenericLowPriorityMessage::Subtype001 >
C
Optional< OnixS::Senaf::MarketData::GenericMediumPriorityMessage::Subtype001 >
C
Optional< OnixS::Senaf::MarketData::GenericMediumPriorityMessage::Subtype002 >
C
Optional< OnixS::Senaf::MarketData::InstrumentType::Enum >
C
Optional< OnixS::Senaf::MarketData::LegNumber::Enum >
C
Optional< OnixS::Senaf::MarketData::YieldCalculation::Enum >
C
Optional< std::string >
C
Optional< SwitchLegs >
C
Optional< unsigned char >
C
Optional< unsigned int >
C
Optional< unsigned long long >
C
Optional< unsigned short >
C
OrderBook
Book instance composing price level book and full order depth book
C
OrderBookUpdateListener
C
MarketImageRecovery::Position
Position
C
PositionCancellation::Position
Position
C
PositionCancellation
Market Image Recovery
C
PositionModificationInvolved
Position Modification. Involved
C
PositionModificationNotInvolved
Position Modification. Not Involved
C
PriceLevel
Defines data for single price level of order book
C
MarketImageRecovery::PriceLevel
Price Level
C
PrivateManagementListener
Private Management listener
C
Rational
Rational
number representation
C
RecoveryEnd
Recovery End
C
RecoveryStart
Recovery Start
C
Reference
Reference
C
MarketImageRecovery::Reference
Reference
C
PositionCancellation::Reference
Reference
C
ReferencesFieldsUpdate::Reference
Reference
C
ReferenceDeletion
C
ReferenceListener
Defines the interface through which the
Handler
notifies subscribers about reference events
C
ReferencesFieldsUpdate
C
SecurityDbListener
Defines the interface through which the
Handler
notifies subscribers about security DB events
C
ShortRecoveryEnd
Short Recovery End
C
ShortRecoveryStart
Short Recovery Start
C
Side
Side
C
SubscriptionType
Connection Start-Up Request
C
GenericMediumPriorityMessage::Subtype001
General information data
C
GenericHighPriorityMessage::Subtype001
General information data
C
GenericLowPriorityMessage::Subtype001
General information data
C
GenericMediumPriorityMessage::Subtype002
Information message for panic cancellation notification
C
GenericHighPriorityMessage::Subtype002
C
GenericHighPriorityMessage::Subtype003
C
SwitchingBidAskInvolved
Switching Bid / Ask Publication Message. Involved
C
SwitchingBidAskNotInvolved
Switching Bid / Ask Publication Message. Not Involved
C
Reference::SwitchLeg
Leg definition for a Switch
C
SystemErrorCode
System
Error
Code
C
SystemProblemsNotification
System Problems Notification
C
TerminalSessionEndRequest
Connection Start-Up Request
C
TerminalSessionStartUpRequest
Connection Start-Up Request
C
TerminalSessionStartUpResponse
Terminal Session Start-up Response
C
ThreadAffinity
Represents set of CPU indices
C
TimeSpan
C
TimeSpanFormats
Time span formats supported
C
Timestamp
Represents timestamp without time-zone information
C
TimestampFormats
Collection of timestamp formats supported
C
TradeStatus
Trade Status
C
TradingSessionEnd
Trading Session End
C
TradingSessionStartUp
Trading Session Start-up
C
Warning
Warning
C
WarningListener
►
C
YearMonth
C
Date
Represents date without time component
C
YieldCalculation
Yield, Price and Cash calculate