OnixS::Senaf::MarketData Namespace Reference

Classes
struct	AdvancedLogOptions
class	ArrayRef
struct	BidAskExistingLevelInvolved
struct	BidAskExistingLevelNotInvolved
struct	BidAskNewLevelInvolved
struct	BidAskNewLevelNotInvolved
struct	BuySell
struct	BuySellInvolved
struct	BuySellNotInvolved
struct	CashTerm
struct	CCP
struct	CombinedBidAskInvolved
struct	CombinedBidAskNotInvolved
struct	ConfirmationType
struct	ConnectionEnd
struct	ConnectionRetries
struct	ConnectionStartUpRequest
struct	ConnectionStartUpResponse
struct	Country
struct	Currency
class	Date
struct	DaysOfWeek
struct	DeliveryRestrictions
class	Error
class	ErrorListener
struct	FlowType
struct	GapFill
struct	GeneralError
struct	GenericHighPriorityMessage
struct	GenericLowPriorityMessage
struct	GenericMediumPriorityMessage
class	Handler
struct	HandlerSettings
class	HandlerStateChange
class	HandlerStateChangeListener
struct	HandlerStates
struct	InformationGroupEnd
struct	InformationGroupStart
struct	InstrumentType
struct	IPAddress
struct	KeepAlive
struct	KnownErrors
struct	KnownWarnings
struct	LegNumber
struct	LogLevels
class	LogReplayInputStream
class	LogReplayListener
class	MarketControlListener
struct	MarketImageDebug
struct	MarketImageRecovery
struct	MarketImageRecoveryEnd
struct	MarketImageRecoveryStart
class	MarketPublicationListener
struct	MarketRequestError
struct	MarketSessionEnd
struct	MarketSessionStartUp
struct	MarketSubscription
struct	MessageInfo
struct	Months
struct	NewReference
struct	OperationConfirmationInvolved
struct	OperationConfirmationNotInvolved
class	Optional
class	OrderBook
class	OrderBookUpdateListener
struct	PositionCancellation
struct	PositionModificationInvolved
struct	PositionModificationNotInvolved
struct	PriceLevel
class	PrivateManagementListener
struct	Rational
struct	RecoveryEnd
struct	RecoveryStart
struct	Reference
struct	ReferenceDeletion
class	ReferenceListener
struct	ReferencesFieldsUpdate
class	SecurityDbListener
struct	ShortRecoveryEnd
struct	ShortRecoveryStart
struct	Side
struct	SubscriptionType
struct	SwitchingBidAskInvolved
struct	SwitchingBidAskNotInvolved
struct	SystemErrorCode
struct	SystemProblemsNotification
struct	TerminalSessionEndRequest
struct	TerminalSessionStartUpRequest
struct	TerminalSessionStartUpResponse
class	ThreadAffinity
class	TimeSpan
struct	TimeSpanFormats
class	Timestamp
struct	TimestampFormats
struct	TradeStatus
struct	TradingSessionEnd
struct	TradingSessionStartUp
class	Warning
class	WarningListener
class	YearMonth
struct	YieldCalculation

Typedefs
typedef KnownErrors::Enum	ErrorCode
typedef std::set< int >	CpuIndexes
typedef std::vector< std::string >	LogList
typedef HandlerStates::Enum	HandlerState
typedef LogLevels::Enum	LogLevel
typedef unsigned	AdvancedLogOptionSet
typedef unsigned int	MarketId
typedef ArrayRef< const PriceLevel, std::size_t >	PriceLevelArray
typedef int	CpuIndex
typedef TimeSpanFormats::Enum	TimeSpanFormat
typedef Months::Enum	Month
typedef DaysOfWeek::Enum	DayOfWeek
typedef TimestampFormats::Enum	TimestampFormat
typedef KnownWarnings::Enum	WarningCode

Functions
std::ostream &	operator<< (std::ostream &, const Error &)
std::ostream &	operator<< (std::ostream &, const ConnectionRetries &)
std::ostream &	operator<< (std::ostream &, const HandlerSettings &)
std::ostream &	operator<< (std::ostream &, const MarketSubscription &)
std::ostream &	operator<< (std::ostream &, const MessageInfo &)
std::ostream &	operator<< (std::ostream &stream, const Rational &value)
std::ostream &	operator<< (std::ostream &, const Reference &)
TimeSpan	operator- (const Date &left, const Date &right)
TimeSpan	operator- (const Timestamp &left, const Timestamp &right)
std::ostream &	operator<< (std::ostream &, const Warning &)
std::ostream &	operator<< (std::ostream &, const BidAskExistingLevelInvolved &)
std::ostream &	operator<< (std::ostream &, const BidAskExistingLevelNotInvolved &)
std::ostream &	operator<< (std::ostream &, const BidAskNewLevelInvolved &)
std::ostream &	operator<< (std::ostream &, const BidAskNewLevelNotInvolved &)
std::ostream &	operator<< (std::ostream &, const BuySellInvolved &)
std::ostream &	operator<< (std::ostream &, const BuySellNotInvolved &)
std::ostream &	operator<< (std::ostream &, const CombinedBidAskInvolved &)
std::ostream &	operator<< (std::ostream &, const CombinedBidAskNotInvolved &)
std::ostream &	operator<< (std::ostream &, const ConnectionEnd &)
std::ostream &	operator<< (std::ostream &, const ConnectionStartUpRequest &)
std::ostream &	operator<< (std::ostream &, const ConnectionStartUpResponse &)
std::ostream &	operator<< (std::ostream &, const GapFill &)
std::ostream &	operator<< (std::ostream &, const GeneralError &)
std::ostream &	operator<< (std::ostream &, const GenericHighPriorityMessage &)
std::ostream &	operator<< (std::ostream &, const GenericLowPriorityMessage &)
std::ostream &	operator<< (std::ostream &, const GenericMediumPriorityMessage &)
std::ostream &	operator<< (std::ostream &, const InformationGroupEnd &)
std::ostream &	operator<< (std::ostream &, const InformationGroupStart &)
std::ostream &	operator<< (std::ostream &, const KeepAlive &)
std::ostream &	operator<< (std::ostream &, const MarketImageDebug &)
std::ostream &	operator<< (std::ostream &, const MarketImageRecovery &)
std::ostream &	operator<< (std::ostream &, const MarketImageRecoveryEnd &)
std::ostream &	operator<< (std::ostream &, const MarketImageRecoveryStart &)
std::ostream &	operator<< (std::ostream &, const MarketRequestError &)
std::ostream &	operator<< (std::ostream &, const MarketSessionEnd &)
std::ostream &	operator<< (std::ostream &, const MarketSessionStartUp &)
std::ostream &	operator<< (std::ostream &, const OperationConfirmationInvolved &)
std::ostream &	operator<< (std::ostream &, const OperationConfirmationNotInvolved &)
std::ostream &	operator<< (std::ostream &, const PositionCancellation &)
std::ostream &	operator<< (std::ostream &, const PositionModificationInvolved &)
std::ostream &	operator<< (std::ostream &, const PositionModificationNotInvolved &)
std::ostream &	operator<< (std::ostream &, const RecoveryEnd &)
std::ostream &	operator<< (std::ostream &, const RecoveryStart &)
std::ostream &	operator<< (std::ostream &, const ShortRecoveryEnd &)
std::ostream &	operator<< (std::ostream &, const ShortRecoveryStart &)
std::ostream &	operator<< (std::ostream &, const SubscriptionType &)
std::ostream &	operator<< (std::ostream &, const SwitchingBidAskInvolved &)
std::ostream &	operator<< (std::ostream &, const SwitchingBidAskNotInvolved &)
std::ostream &	operator<< (std::ostream &, const SystemProblemsNotification &)
std::ostream &	operator<< (std::ostream &, const TerminalSessionEndRequest &)
std::ostream &	operator<< (std::ostream &, const TerminalSessionStartUpRequest &)
std::ostream &	operator<< (std::ostream &, const TerminalSessionStartUpResponse &)
std::ostream &	operator<< (std::ostream &, const TradingSessionEnd &)
std::ostream &	operator<< (std::ostream &, const TradingSessionStartUp &)

Typedef Documentation

AdvancedLogOptionSet

typedef unsigned AdvancedLogOptionSet

Additional options to control log information.

Definition at line 90 of file LogSettings.h.

CpuIndex

typedef int CpuIndex

Zero-based index of CPU.

Definition at line 32 of file ThreadAffinity.h.

CpuIndexes

typedef std::set<int> CpuIndexes

Logical processors that a thread is allowed to run on (first logical CPU has index 0).

Definition at line 72 of file HandlerSettings.h.

DayOfWeek

typedef DaysOfWeek::Enum DayOfWeek

Identifies day within week.

Definition at line 232 of file Time.h.

ErrorCode

typedef KnownErrors::Enum ErrorCode

Error code.

Definition at line 60 of file Error.h.

HandlerState

typedef HandlerStates::Enum HandlerState

States of the Handler in which it may reside.

Definition at line 52 of file HandlerState.h.

LogLevel

typedef LogLevels::Enum LogLevel

Log level alias.

Definition at line 51 of file LogSettings.h.

LogList

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

Ordered list of logs to be replayed.

Definition at line 75 of file HandlerSettings.h.

MarketId

typedef unsigned int MarketId

Definition at line 30 of file OrderBook.h.

Month

typedef Months::Enum Month

Identifies months in year.

Definition at line 206 of file Time.h.

PriceLevelArray

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

Definition at line 66 of file OrderBook.h.

TimeSpanFormat

typedef TimeSpanFormats::Enum TimeSpanFormat

Time span format.

Definition at line 48 of file Time.h.

TimestampFormat

typedef TimestampFormats::Enum TimestampFormat

Timestamp format.

Definition at line 405 of file Time.h.

WarningCode

typedef KnownWarnings::Enum WarningCode

Code of warning.

Definition at line 49 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<<() [1/52]

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

operator<<() [2/52]

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

operator<<() [3/52]

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

operator<<() [4/52]

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

operator<<() [5/52]

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

operator<<() [6/52]

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

operator<<() [7/52]

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

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

operator<<() [8/52]

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

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

operator<<() [9/52]

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

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

operator<<() [10/52]

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

operator<<() [11/52]

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

operator<<() [12/52]

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

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

operator<<() [13/52]

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

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

operator<<() [14/52]

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

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

operator<<() [15/52]

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

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

operator<<() [16/52]

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

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

operator<<() [17/52]

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

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

operator<<() [18/52]

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

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

operator<<() [19/52]

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

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

operator<<() [20/52]

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

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

operator<<() [21/52]

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

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

operator<<() [22/52]

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

operator<<() [23/52]

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

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

operator<<() [24/52]

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

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

operator<<() [25/52]

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

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

operator<<() [26/52]

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

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

operator<<() [27/52]

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

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

operator<<() [28/52]

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

operator<<() [29/52]

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

operator<<() [30/52]

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

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

operator<<() [31/52]

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

operator<<() [32/52]

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

operator<<() [33/52]

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

operator<<() [34/52]

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

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

operator<<() [35/52]

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

operator<<() [36/52]

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

operator<<() [37/52]

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

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

operator<<() [38/52]

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

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

operator<<() [39/52]

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

operator<<() [40/52]

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

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

operator<<() [41/52]

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

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

operator<<() [42/52]

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

operator<<() [43/52]

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

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

operator<<() [44/52]

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

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

operator<<() [45/52]

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

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

operator<<() [46/52]

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

operator<<() [47/52]

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

operator<<() [48/52]

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

operator<<() [49/52]

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

operator<<() [50/52]

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

operator<<() [51/52]

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

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

operator<<() [52/52]

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

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