OnixS BME SENAF Handler C++ library  2.0.1
API documentation
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

typedef unsigned AdvancedLogOptionSet

Additional options to control log information.

Definition at line 86 of file LogSettings.h.

typedef int CpuIndex

Zero-based index of CPU.

Definition at line 30 of file ThreadAffinity.h.

typedef std::set<int> CpuIndexes

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

Definition at line 60 of file HandlerSettings.h.

Identifies day within week.

Definition at line 230 of file Time.h.

Error code.

Definition at line 58 of file Error.h.

States of the Handler in which it may reside.

Definition at line 50 of file HandlerState.h.

Log level alias.

Definition at line 49 of file LogSettings.h.

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

Ordered list of logs to be replayed.

Definition at line 63 of file HandlerSettings.h.

typedef unsigned int MarketId

Definition at line 28 of file OrderBook.h.

Identifies months in year.

Definition at line 204 of file Time.h.

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

Definition at line 64 of file OrderBook.h.

Time span format.

Definition at line 46 of file Time.h.

Timestamp format.

Definition at line 401 of file Time.h.

Code of warning.

Definition at line 47 of file Warning.h.

Function Documentation

TimeSpan OnixS::Senaf::MarketData::operator- ( const Date left,
const Date right 
)

Calculates time interval between two given dates.

TimeSpan OnixS::Senaf::MarketData::operator- ( const Timestamp left,
const Timestamp right 
)

Calculates time interval between two timestamps.

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MessageInfo  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketImageDebug  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ConnectionEnd  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const RecoveryEnd  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const RecoveryStart  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ShortRecoveryEnd  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ShortRecoveryStart  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const InformationGroupStart  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ConnectionStartUpRequest  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketImageRecoveryStart  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const InformationGroupEnd  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const SystemProblemsNotification  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ConnectionRetries  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketSessionEnd  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const ConnectionStartUpResponse  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketImageRecoveryEnd  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const GeneralError  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const TerminalSessionEndRequest  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const KeepAlive  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketRequestError  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const GapFill  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const SubscriptionType  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const TerminalSessionStartUpResponse  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BuySellNotInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const PositionModificationNotInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const TerminalSessionStartUpRequest  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BidAskExistingLevelNotInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BidAskNewLevelNotInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  stream,
const Rational value 
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const TradingSessionEnd  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const TradingSessionStartUp  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketSessionStartUp  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const Warning  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketSubscription  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const GenericLowPriorityMessage  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const CombinedBidAskNotInvolved  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const SwitchingBidAskNotInvolved  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BidAskExistingLevelInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const PositionModificationInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BidAskNewLevelInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const Error  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const SwitchingBidAskInvolved  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const PositionCancellation  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const BuySellInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const CombinedBidAskInvolved  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const GenericMediumPriorityMessage  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const MarketImageRecovery  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const GenericHighPriorityMessage  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const OperationConfirmationNotInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const HandlerSettings  
)

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

std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const OperationConfirmationInvolved  
)
std::ostream& OnixS::Senaf::MarketData::operator<< ( std::ostream &  ,
const Reference  
)