OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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Here is a list of all class members with links to the classes they belong to:
- p -
packetMessageCount :
DataSource
packetMessageNumber :
DataSource
packetReceptionTime :
DataSource
packetReplayDelay :
ReplayOptions
parse() :
Timestamp
parseGlimpseStart() :
HandlerImpl
Payment :
FinancialProduct
PoolManager :
OrderBookInternal
PoolManagerPtr :
OrderBookInternal
port :
ServiceDescriptor
precision() :
FormatSpec
price() :
AddOrderMsg
,
OrderReplaceMsg
Price() :
Price
price() :
PriceLevel
price_ :
Order
priceFrom() :
TickSizeTableEntryMsg
PriceLevel() :
PriceLevel
priceTo() :
TickSizeTableEntryMsg
printable() :
OrderExecutedWithPriceMsg
,
TradeMsg
processMessage() :
MessageRepository
Put :
PutOrCall
putOrCall() :
OrderBookDirectoryMsg