OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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Related Functions
a
b
f
i
n
o
p
v
- a -
Array :
PriceLevelCollections
ArrayConstEntry :
PriceLevelCollections
ArrayEntry :
PriceLevelCollections
AskFullOrderDepthMap :
OrderBookInternal
- b -
Base :
EventCode
,
FinancialProduct
base :
Handler::Impl
Base :
LegSide
,
LotType
,
MessageType
,
OccurredAtCross
,
Printable
,
PutOrCall
,
Side
,
TradeSide
BaseAskMap :
BaseFullOrderDepthBook
BaseBidMap :
BaseFullOrderDepthBook
BidFullOrderDepthMap :
OrderBookInternal
BinarySize :
BinaryMessage< Accessor >
BookPtr :
OrderBookHolder
BookRegistry :
OrderBookHolder
BookSide :
OrderBookInternal
- f -
FullOrderDepthBookCreator :
OrderBookCreator
- i -
Iterator :
StrRef
- n -
NullValue :
NullPrice
- o -
OnFailureCallback :
GlimpseService
OnMessageCallback :
GlimpseService
OnOrderBookUpdatedCallback :
OrderBookHolder
OnRestartedCallback :
GlimpseService
OnWarningCallback :
GlimpseService
OrderIdMap :
OrderBookCreator
,
OrderBookInternal
- p -
PoolManager :
OrderBookInternal
PoolManagerPtr :
OrderBookInternal
- v -
Value :
IntegralConstant< Type, Constant >
,
Price