OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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occurredAtCross() :
OrderExecutedWithPriceMsg
,
TradeMsg
oddLotSize() :
OrderBookDirectoryMsg
onAddOrder() :
MarketByOrderListener
onBookOutOfDate() :
OrderBookHolder
onCombinationOrderBookLeg() :
ReferenceDataListener
onEndOfSession() :
MessageListener
onEquilibriumPriceUpdate() :
AuctionListener
onError() :
ErrorListener
onFailure() :
GlimpsePacketProcessor
,
RetransmissionPacketProcessor
onFeedEngineThreadBegin() :
FeedEngineListener
onFeedEngineThreadEnd() :
FeedEngineListener
onFeedEngineThreadIdle() :
FeedEngineListener
onGap() :
MessageListener
,
MessageRepository
onInactivity() :
MessageListener
,
MessageRepository
onOrderAdd() :
OrderBookHolder
onOrderBookDirectory() :
ReferenceDataListener
onOrderBookOutOfDate() :
OrderBookListener
onOrderBookState() :
EventAndStateChangeListener
onOrderBookUpdated() :
OrderBookListener
onOrderDelete() :
MarketByOrderListener
,
OrderBookHolder
onOrderExecuted() :
MarketByOrderListener
,
OrderBookHolder
onOrderExecutedWithPrice() :
MarketByOrderListener
,
OrderBookHolder
onOrderReplace() :
MarketByOrderListener
,
OrderBookHolder
onPacket() :
GlimpsePacketProcessor
,
MessageRepository
,
RetransmissionPacketProcessor
onPrepareLogPlayer() :
HandlerImpl
onReplayError() :
ReplayListener
onReplayFinished() :
ReplayListener
onSeconds() :
TimeListener
onSnapshotRecoveryFinished() :
MessageListener
onSnapshotRecoveryRestarted() :
MessageRepository
onSnapshotRecoveryStarted() :
MessageListener
,
MessageRepository
onStateChanged() :
HandlerImpl
,
HandlerStateListener
onSystemEvent() :
EventAndStateChangeListener
onTickSizeTableEntry() :
ReferenceDataListener
onTimeout() :
GlimpsePacketProcessor
,
RetransmissionPacketProcessor
onTrade() :
TradeListener
onWarning() :
WarningListener
OperationException() :
OperationException
operator delete() :
OrderBookInternal
operator new() :
OrderBookInternal
operator Value() :
IntegralConstant< Type, Constant >
operator!=() :
FeedDescriptor
,
NullPrice
,
ServiceDescriptor
,
TimeSpan
,
Timestamp
operator()() :
FindById
,
IntegralConstant< Type, Constant >
,
OrderBookCreator
operator+=() :
TimeSpan
operator-=() :
TimeSpan
operator<() :
TimeSpan
,
Timestamp
operator=() :
BinaryMessage< Accessor >
,
Exception
,
Price
,
PriceLevel
,
StrRef
,
ThreadAffinity
,
TimeSpan
operator==() :
FeedDescriptor
,
NullPrice
,
ServiceDescriptor
,
TimeSpan
,
Timestamp
operator>() :
TimeSpan
operator[]() :
StrRef
Order() :
Order
orderAttributes() :
AddOrderMsg
,
OrderReplaceMsg
OrderBook() :
OrderBook
OrderBookAllocator() :
OrderBookAllocator
OrderBookCreator() :
OrderBookCreator
OrderBookDirectoryMsg() :
OrderBookDirectoryMsg
OrderBookHolder() :
OrderBookHolder
orderBookId() :
AddOrderMsg
,
CombinationOrderBookLegMsg
,
EquilibriumPriceUpdateMsg
,
OrderBook
,
OrderBookDirectoryMsg
,
OrderBookStateMsg
,
OrderDeleteMsg
,
OrderExecutedMsg
,
OrderExecutedWithPriceMsg
,
OrderReplaceMsg
,
TickSizeTableEntryMsg
,
TradeMsg
OrderBookInternal() :
OrderBookInternal
orderBookPosition() :
AddOrderMsg
OrderBookStateMsg() :
OrderBookStateMsg
OrderDeleteMsg() :
OrderDeleteMsg
OrderExecutedMsg() :
OrderExecutedMsg
OrderExecutedWithPriceMsg() :
OrderExecutedWithPriceMsg
orderId() :
AddOrderMsg
,
OrderDeleteMsg
,
OrderExecutedMsg
,
OrderExecutedWithPriceMsg
,
OrderReplaceMsg
OrderInfo() :
OrderInfo
OrderReplaceMsg() :
OrderReplaceMsg
orders() :
PriceLevel
ordinary() :
BinaryFields< Block, FieldAccessor >
ordinaryRef() :
BinaryFields< Block, FieldAccessor >