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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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| CAuctionListener | Auction Messages Listener |
| CBaseFullOrderDepthBook | |
| ▼Cbinary_function | |
| CFindById | |
| CFindById | |
| CBinaryFields< Block, FieldAccessor > | |
| ▼CBinaryFields< BinaryMessage, Accessor > | |
| CBinaryMessage< Accessor > | Encapsulates services for manipulating encoded messages |
| ▼CBinaryFields< BinaryMessage, BigEndianConverter > | |
| ▼CBinaryMessage< BigEndianConverter > | |
| ►CIncomingMessage | |
| CDataSource | Data source |
| CErrorCode | Known (selected) error codes |
| CErrorListener | |
| CEventAndStateChangeListener | System Event Message Listener |
| CEventCode | EventCode |
| ▼Cexception | STL class |
| ▼CException | Basic exception class for this namespace |
| COperationException | Operation exception |
| CFeedDescriptor | Feed descriptor |
| CFeedEngine | Manages processing machinery for market data received from feeds |
| ▼CFeedEngineListener | |
| CFeedEngineImpl | |
| CFeedEngineListener | |
| CFeedEngineSettings | Collection of settings affecting Feed Engine behavior |
| CFeedEngineThreadIdle | Identifies reasons feed engine threads becomes idle |
| CFinancialProduct | FinancialProduct |
| CFormatSpec | |
| ▼CFullOrderDepthBookCreator | |
| COrderBookCreator | |
| CGlimpseMessageType | Glimpse message type enumeration |
| CHandler | Sgx Titan ITCH Market Data Handler class |
| CHandlerSettings | Handler configuration settings |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Status Listener |
| CSemaphore::Impl | |
| CException::Implementation | |
| CIntegralConstant< Type, Constant > | Integral constant |
| CJoinWrapper< Container > | |
| CLegSide | LegSide |
| ▼CLicenseChecker | |
| ▼CHandlerImpl | |
| CHandler::Impl | |
| ▼CLogFacility | |
| CGlimpsePacketProcessor | |
| CGlimpseService | |
| CListenerHolder | |
| CMessageRepository | |
| CRetransmissionPacketProcessor | |
| CLogFilePermission | Log file read permissions |
| CLogLevel | Log level |
| ▼CLogPlayerPacketProcessor | |
| CGlimpsePacketProcessor | |
| CRetransmissionPacketProcessor | |
| CLogSettings | Logging options |
| CLotType | LotType |
| CMarketByOrderListener | Market By Order Messages Listener |
| CMessageListener | Auxiliary messages listener |
| CMessageType | MessageType |
| CMonth | Defines all the months in the year |
| ▼CMulticastFeedHandler | |
| CHandlerImpl | |
| ▼Cnoncopyable | |
| COrderBookAllocator | |
| CNullPrice | Null values definition for optional price field |
| COccurredAtCross | OccurredAtCross |
| COrder | |
| ▼COrderBook | |
| COrderBookInternal | |
| COrderBookHolder | |
| COrderBookListener | Order Book listener |
| ▼COrderDepthBook | |
| COrderBookInternal | |
| COrderInfo | |
| CPrice | Price type |
| CPriceLevel | Encapsulates price level concept |
| CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
| CPrintable | Printable |
| CPutOrCall | PutOrCall |
| ▼CReconnectableSessionListener | |
| CGlimpseService | |
| CReferenceDataListener | Reference Data Message Listener |
| CReplayListener | Listening interface for log replay-related events |
| CReplayOptions | Defines ONIXS_SGXTITAN_ITCH_API which affect logs replay |
| CSemaphore | Semaphore |
| CServiceDescriptor | Service endpoint description |
| CSide | Side |
| CStrRef | Provides efficient way of accessing text-based FIX field values |
| CThreadAffinity | Represents set of CPU indices |
| CTimeListener | Time Message Listener |
| CTimeSpan | |
| CTimeSpanFormats | Time span formats supported |
| CTimestamp | Represents timestamp without time-zone information |
| CTimestampFormat | Collection of timestamp formats supported |
| CTradeListener | Trade Messages Listener |
| CTradeSide | TradeSide |
| CVarFormatHelper< T > | |
| CWarningListener | |
| CYearMonthDay | Year, month, day fields |