OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
Home
Contents
Namespaces
Classes
Files
Class List
Class Index
Class Hierarchy
Class Members
All
Functions
Variables
Typedefs
Enumerations
Enumerator
Related Functions
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
r
s
t
u
w
y
- a -
AddOrder :
MessageType
AnonymousMarkets :
TradeSide
April :
Month
AsDefined :
LegSide
Async :
LogSettings
August :
Month
- b -
Buy :
Side
,
TradeSide
- c -
Call :
PutOrCall
Cash :
FinancialProduct
CombinationOrderBookLeg :
MessageType
ConsoleColored :
LogSettings
ConsoleErr :
LogSettings
ConsoleShowPrefix :
LogSettings
- d -
DataWaitTimeout :
FeedEngineThreadIdle
Debug :
LogLevel
December :
Month
Default :
LogFilePermission
,
LogSettings
- e -
EndOfMessages :
EventCode
EndOfSnapshot :
GlimpseMessageType
EquilibriumPriceUpdate :
MessageType
EquityWarrant :
FinancialProduct
Error :
LogLevel
ExchangeRate :
FinancialProduct
- f -
Fatal :
LogLevel
February :
Month
Forward :
FinancialProduct
FRA :
FinancialProduct
Future :
FinancialProduct
- g -
General :
ErrorCode
glimpse :
DataSource
Guarantee :
FinancialProduct
- h -
HHMMSS :
TimeSpanFormats
HHMMSSmsec :
TimeSpanFormats
- i -
Info :
LogLevel
InterestRateSwap :
FinancialProduct
- j -
January :
Month
July :
Month
June :
Month
- l -
LogBooks :
LogSettings
LogPackets :
LogSettings
- m -
March :
Month
May :
Month
multicast :
DataSource
- n -
No :
OccurredAtCross
,
Printable
NoTrace :
LogSettings
November :
Month
- o -
October :
Month
Opposite :
LegSide
Option :
FinancialProduct
OrderBookDirectory :
MessageType
OrderBookState :
MessageType
OrderDelete :
MessageType
OrderExecuted :
MessageType
OrderExecutedWithPrice :
MessageType
OrderReplace :
MessageType
OtcGeneral :
FinancialProduct
- p -
Payment :
FinancialProduct
Put :
PutOrCall
- r -
ReadAll :
LogFilePermission
ReadOwnerOnly :
LogFilePermission
Redundant :
FeedEngineThreadIdle
replay :
DataSource
REPO :
FinancialProduct
RoundLot :
LotType
- s -
SDHHMMSSnsec :
TimeSpanFormats
Seconds :
MessageType
SecurityLending :
FinancialProduct
Sell :
Side
,
TradeSide
September :
Month
StandardCombination :
FinancialProduct
Started :
HandlerState
Starting :
HandlerState
StartOfMessages :
EventCode
Stopped :
HandlerState
Stopping :
HandlerState
SyntheticBoxLegOrReference :
FinancialProduct
SystemEvent :
MessageType
- t -
TickSizeTableEntry :
MessageType
Trace :
LogLevel
TraceToConsole :
LogSettings
TraceToFile :
LogSettings
Trade :
MessageType
- u -
Undefined :
Month
,
PutOrCall
- w -
Warning :
LogLevel
WriteAll :
LogFilePermission
WriteOwnerOnly :
LogFilePermission
- y -
Yes :
OccurredAtCross
,
Printable
YYYYMMDD :
TimestampFormat
YYYYMMDDHHMMSS :
TimestampFormat
YYYYMMDDHHMMSSMsec :
TimestampFormat
YYYYMMDDHHMMSSNsec :
TimestampFormat