Classes
struct	AddOrderMsg

class	AuctionListener

struct	BaseFullOrderDepthBook

class	BinaryFields

class	BinaryMessage

struct	CombinationOrderBookLegMsg

struct	DataSource

struct	EndOfSnapshotMsg

struct	EquilibriumPriceUpdateMsg

struct	ErrorCode

class	ErrorListener

class	EventAndStateChangeListener

struct	EventCode

class	Exception

struct	FeedDescriptor

class	FeedEngine

class	FeedEngineImpl

struct	FeedEngineListener

class	FeedEngineSettings

struct	FeedEngineThreadIdle

struct	FinancialProduct

struct	FindById

class	FormatSpec

struct	GlimpseMessageType

class	GlimpsePacketProcessor

class	GlimpseService

class	Handler

class	HandlerImpl

struct	HandlerSettings

struct	HandlerState

class	HandlerStateListener

class	IncomingMessage

struct	IntegralConstant

struct	LegSide

class	ListenerHolder

struct	LogFilePermission

struct	LogLevel

struct	LogSettings

struct	LotType

class	MarketByOrderListener

class	MessageListener

class	MessageRepository

struct	MessageType

struct	Month

struct	NullPrice

struct	OccurredAtCross

class	OperationException

struct	Order

class	OrderBook

class	OrderBookAllocator

class	OrderBookCreator

struct	OrderBookDirectoryMsg

class	OrderBookHolder

class	OrderBookInternal

class	OrderBookListener

struct	OrderBookStateMsg

struct	OrderDeleteMsg

struct	OrderExecutedMsg

struct	OrderExecutedWithPriceMsg

struct	OrderInfo

struct	OrderReplaceMsg

class	Price

struct	PriceLevel

struct	PriceLevelCollections

struct	Printable

struct	PutOrCall

class	ReferenceDataListener

class	ReplayListener

struct	ReplayOptions

class	RetransmissionPacketProcessor

struct	SecondsMsg

class	Semaphore

struct	ServiceDescriptor

struct	Side

class	StrRef

struct	SystemEventMsg

class	ThreadAffinity

struct	TickSizeTableEntryMsg

class	TimeListener

class	TimeSpan

struct	TimeSpanFormats

class	Timestamp

struct	TimestampFormat

class	TradeListener

struct	TradeMsg

struct	TradeSide

struct	VarFormatHelper

class	WarningListener

struct	YearMonthDay

Typedefs
typedef std::set< std::string >	Symbols

typedef std::vector< OrderInfo >	OrderInfos

typedef PriceLevelCollections::Array	PriceLevels

typedef PriceLevelCollections::ArrayEntry	PriceLevelsEntry

typedef PriceLevelCollections::ArrayConstEntry	PriceLevelsConstEntry

typedef std::vector< std::string >	HandlerLogs

typedef std::vector< std::string >::iterator	HandlerLogsEntry

typedef TimeSpanFormats::Enum	TimeSpanFormat

typedef UInt16	MessageSize

typedef UInt64	SequenceNumber

typedef UInt64	OrderId

typedef UInt32	OrderBookId

typedef UInt64	Quantity

typedef UInt32	Date

typedef UInt8	Byte

typedef UInt16	Word

typedef UInt32	DWord

typedef UInt64	QWord

typedef size_t	CpuIndex

typedef char	Char

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook< PriceLevel, Order, OrderId, Price, BaseFullOrderDepthBook >	OrderDepthBook

typedef OnixS::ItchCore::MoldUDP64::PacketProcessor< HandlerImpl >	RealtimePacketProcessor

typedef boost::scoped_ptr< HandlerCore::Common::HandlerLogger >	LoggerPtr

Functions
ONIXS_SGXTITAN_ITCH_API void	throwIncorrectSize (const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)

ONIXS_SGXTITAN_ITCH_API std::string	enumToString (ErrorCode::Enum)

ONIXS_SGXTITAN_ITCH_API std::string	enumToString (LogLevel::Enum)

LogSettings::Enum	operator\| (LogSettings::Enum a, LogSettings::Enum b)

LogFilePermission::Enum	operator\| (LogFilePermission::Enum a, LogFilePermission::Enum b)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const FeedDescriptor &descriptor)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const HandlerSettings &settings)

const Price &	getPrice (const PriceLevel &level)

bool	isValid (const PriceLevel &level) throw ()

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const PriceLevel &value)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const OrderBook &book)

void	checkSanity (const OrderBook &book)

void ONIXS_SGXTITAN_ITCH_API	gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)

ONIXS_SGXTITAN_ITCH_API std::string	enumToString (HandlerState::Enum)

template<typename Target , typename Source >
Target	c_cast (Source src)

template<typename Type >
void *	toOpaquePtr (Type *ptr)

template<typename Type >
const void *	toOpaquePtr (const Type *ptr)

template<typename Type >
Byte *	toByteBlock (Type *ptr)

template<typename Type >
const Byte *	toByteBlock (const Type *ptr)

template<typename Type >
Type *	advanceByBytes (Type *pointer, ptrdiff_t distance)

template<typename Type >
Type *	advanceBackByBytes (Type *pointer, ptrdiff_t distance)

template<typename Left , typename Right >
ptrdiff_t	byteDistance (Left left, Right right)

TimeSpan	operator- (const Timestamp &left, const Timestamp &right)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, MessageType::Enum)

std::string	toStr (MessageType::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, FinancialProduct::Enum)

std::string	toStr (FinancialProduct::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, LegSide::Enum)

std::string	toStr (LegSide::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, EventCode::Enum)

std::string	toStr (EventCode::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Side::Enum)

std::string	toStr (Side::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, TradeSide::Enum)

std::string	toStr (TradeSide::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, LotType::Enum)

std::string	toStr (LotType::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, PutOrCall::Enum)

std::string	toStr (PutOrCall::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, OccurredAtCross::Enum)

std::string	toStr (OccurredAtCross::Enum value)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Printable::Enum)

std::string	toStr (Printable::Enum value)

ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const FeedEngineSettings &settings)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Int8)

std::string	toStr (Int8 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, UInt8)

std::string	toStr (UInt8 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Int16)

std::string	toStr (Int16 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, UInt16)

std::string	toStr (UInt16 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Int32)

std::string	toStr (Int32 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, UInt32)

std::string	toStr (UInt32 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, Int64)

std::string	toStr (Int64 number)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, UInt64)

std::string	toStr (UInt64 number)

template<typename Type , Type Constant>
void	toStr (std::string &str, IntegralConstant< Type, Constant > constant)

template<typename Type , Type Constant>
std::string	toStr (IntegralConstant< Type, Constant > constant)

bool	operator== (const Price &left, const Price &right)

bool	operator!= (const Price &left, const Price &right)

bool	operator< (const Price &left, const Price &right)

bool	operator<= (const Price &left, const Price &right)

bool	operator> (const Price &left, const Price &right)

bool	operator>= (const Price &left, const Price &right)

ONIXS_SGXTITAN_ITCH_API void	priceToStr (std::string &, Int32)

void	toStr (std::string &str, const Price &number)

std::string	toStr (const Price &number)

std::ostream &	operator<< (std::ostream &stream, const Price &msg)

StrRef	toStrRef (const std::string &str)

StrRef	toStrRef (const Char *cStr)

std::string	toStr (const StrRef &ref)

void	toStr (std::string &str, const StrRef &ref)

std::string	toStr (Char character)

void	toStr (std::string &str, Char character)

void	toStr (std::string &str, const std::string &value)

bool	operator== (const StrRef &left, const StrRef &right)

bool	operator!= (const StrRef &left, const StrRef &right)

bool	operator== (const StrRef &ref, const std::string &str)

bool	operator!= (const StrRef &ref, const std::string &str)

bool	operator== (const std::string &str, const StrRef &ref)

bool	operator!= (const std::string &str, const StrRef &ref)

bool	operator== (const StrRef &ref, const Char *str)

bool	operator!= (const StrRef &ref, const Char *str)

bool	operator== (const Char *str, const StrRef &ref)

bool	operator!= (const Char *str, const StrRef &ref)

bool	operator< (const StrRef &left, const StrRef &right)

bool	operator> (const StrRef &left, const StrRef &right)

std::ostream &	operator<< (std::ostream &stream, const StrRef &text)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const AddOrderMsg &)

std::string	toStr (const AddOrderMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const AddOrderMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const CombinationOrderBookLegMsg &)

std::string	toStr (const CombinationOrderBookLegMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const CombinationOrderBookLegMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const EquilibriumPriceUpdateMsg &)

std::string	toStr (const EquilibriumPriceUpdateMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const EquilibriumPriceUpdateMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderBookDirectoryMsg &)

std::string	toStr (const OrderBookDirectoryMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderBookDirectoryMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderBookStateMsg &)

std::string	toStr (const OrderBookStateMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderBookStateMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderDeleteMsg &)

std::string	toStr (const OrderDeleteMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderDeleteMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderExecutedMsg &)

std::string	toStr (const OrderExecutedMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderExecutedMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderExecutedWithPriceMsg &)

std::string	toStr (const OrderExecutedWithPriceMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderExecutedWithPriceMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const OrderReplaceMsg &)

std::string	toStr (const OrderReplaceMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const OrderReplaceMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const SecondsMsg &)

std::string	toStr (const SecondsMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const SecondsMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const SystemEventMsg &)

std::string	toStr (const SystemEventMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const SystemEventMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const TickSizeTableEntryMsg &)

std::string	toStr (const TickSizeTableEntryMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const TickSizeTableEntryMsg &msg)

ONIXS_SGXTITAN_ITCH_API void	toStr (std::string &, const TradeMsg &)

std::string	toStr (const TradeMsg &msg)

std::ostream &	operator<< (std::ostream &stream, const TradeMsg &msg)

void	addOrder (const Order &order, PriceLevel &level)

void	removeOrder (const Order &order, PriceLevel &level)

bool	isOrderAffectsPriceLevel (const Order &order)

const OrderId &	getOrderId (const Order &order)

const Price &	getPrice (const Order &order)

size_t	hash_value (OrderBookInternal const &book)

TextBuilder &	operator<< (TextBuilder &o, const ServiceDescriptor &obj)

TextBuilder &	operator<< (TextBuilder &o, const FeedDescriptor &obj)

TextBuilder &	operator<< (TextBuilder &o, MessageType::Enum obj)

template<typename TObj >
std::ostream &	TextBuilderToStdStream (std::ostream &stream, const TObj &obj)

template<typename TObj >
std::ostream &	TextBuilderToStdStream (std::ostream &stream, const TObj *obj)

void	toStr (std::string &, const EndOfSnapshotMsg &)

std::string	toStr (const EndOfSnapshotMsg &msg)

Util::TextBuilder &	operator<< (Util::TextBuilder &tb, const EndOfSnapshotMsg &msg)

template<size_t NLen, typename T >
VarFormatHelper< T >	create_var_format (const char(&name)[NLen], const T &value)

template<size_t NLen>
VarFormatHelper< unsigned >	create_var_format (const char(&name)[NLen], unsigned char value)

template<size_t NLen>
VarFormatHelper< char >	create_var_format (const char(&name)[NLen], char value)

template<size_t NLen, size_t NVal>
VarFormatHelper< ValuePtr >	create_var_format (const char(&name)[NLen], const char(&value)[NVal])

TextBuilder &	format_var_name (TextBuilder &o, ValuePtr name)

TextBuilder &	format_null_value (TextBuilder &o)

template<typename T >
TextBuilder &	operator<< (TextBuilder &o, const VarFormatHelper< T > &var)

TextBuilder &	operator<< (TextBuilder &o, const VarFormatHelper< ValuePtr > &obj)

TextBuilder &	operator<< (TextBuilder &o, const VarFormatHelper< char > &obj)

void	userExceptionHandler (HandlerCore::Common::HandlerLogger , OnixS::Logging::LogFacility , const char *contextName) ONIXS_NOEXCEPT

Logging::FileOutput::PermissionOption	getOutputPermission (LogFilePermission::Enum value)

template<typename Integer >
boost::enable_if< boost::is_signed< Integer >, bool >::type	isNegative (Integer &integer)

template<typename Integer >
boost::enable_if< boost::is_unsigned< Integer >, bool >::type	isNegative (Integer &)

void	addNegativeSign (std::string &str)

template<typename Integer >
boost::enable_if< boost::is_signed< Integer > >::type	addNegativeSign (std::string &str, Integer integer)

template<typename Integer >
boost::enable_if< boost::is_unsigned< Integer > >::type	addNegativeSign (std::string &, Integer)

template<typename Integer >
boost::enable_if< boost::is_integral< Integer >, size_t >::type	countDigits (Integer integer)

template<typename Integer >
boost::enable_if< boost::is_integral< Integer >, size_t >::type	digitsToStr (Char *str, Integer integer)

template<typename Integer >
boost::enable_if< boost::is_integral< Integer >, size_t >::type	measureInteger (Integer integer)

template<typename Integer >
boost::enable_if< boost::is_integral< Integer > >::type	integerToStr (std::string &str, Integer integer)

void	addIntegerAlignmentSpace (std::string &str, const FormatSpec &format, size_t digitsQty)

void	addIntegerPrecisionZeros (std::string &str, const FormatSpec &format, size_t digitsQty)

template<typename Integer >
boost::enable_if< boost::is_integral< Integer > >::type	integerToStr (std::string &str, const FormatSpec &format, Integer integer)

void	boolToStr (std::string &str, bool value)

template<class Item >
void	itemToStr (std::string &str, const Item &item)

void	itemToStr (std::string &str, const std::string &item)

template<class Iterator >
void	containerToStr (std::string &str, Iterator containerBegin, Iterator containerEnd, const std::string &delimiter=",")

template<class Constant >
void	throwOutOfEnumRange (const Char *enumeration, Constant constant)

const char *	version ()

OnixS::Licensing::ProductId	productId ()

const char *	projectName ()

const char *	projectDescription ()

std::string	originToString (const DataSource::Origin &origin)

FE::MulticastFeedLayout::Enum	getRetransmissionFeedLayout (const HandlerSettings &settings)

char	last (const std::string &str)

template<size_t N>
bool	oneof (const char c, const char(&literal)[N])

void	userExceptionHandler (HandlerLogger logger, OnixS::Logging::LogFacility logFacility, const char *contextName) ONIXS_NOEXCEPT

template<typename MessageType >
bool	isMarketOrder (const MessageType *message, const std::set< OrderId > &marketOrderIds)

bool	isMarketOrder (const AddOrderMsg *message)

	BOOST_STATIC_ASSERT_MSG (sizeof(Int8)==1,"Size of ""Int8"" must be ""1"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(UInt8)==1,"Size of ""UInt8"" must be ""1"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(Int16)==2,"Size of ""Int16"" must be ""2"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(UInt16)==2,"Size of ""UInt16"" must be ""2"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(Int32)==4,"Size of ""Int32"" must be ""4"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(UInt32)==4,"Size of ""UInt32"" must be ""4"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(Int64)==8,"Size of ""Int64"" must be ""8"". ")

	BOOST_STATIC_ASSERT_MSG (sizeof(UInt64)==8,"Size of ""UInt64"" must be ""8"". ")

Variables
const size_t	OrderIdsDefaultSize = 10

Typedef Documentation

typedef UInt8 Byte

Alias for Byte.

Definition at line 30 of file Memory.h.

typedef char Char

Character type alias.

Definition at line 37 of file String.h.

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 33 of file FeedEngine.h.

typedef UInt32 Date

Alias for Date type.

Definition at line 49 of file Defines.h.

typedef UInt32 DWord

Alias for Double Word.

Definition at line 36 of file Memory.h.

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 30 of file Replay.h.

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 33 of file Replay.h.

typedef boost::scoped_ptr<HandlerCore::Common::HandlerLogger> LoggerPtr

Definition at line 153 of file HandlerLogger.h.

typedef UInt16 MessageSize

Aliases message length type.

Definition at line 34 of file Defines.h.

typedef UInt32 OrderBookId

Alias for Security Id type.

Definition at line 43 of file Defines.h.

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook<PriceLevel, Order, OrderId, Price, BaseFullOrderDepthBook> OrderDepthBook

Definition at line 60 of file BookImpl.h.

typedef UInt64 OrderId

Alias for OrderId type.

Definition at line 40 of file Defines.h.

typedef std::vector<OrderInfo> OrderInfos

Definition at line 44 of file OrderBook.h.

typedef PriceLevelCollections::Array PriceLevels

Sequence of price levels.

Definition at line 135 of file OrderBook.h.

typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Iterator over read-only collection of price levels.

Definition at line 141 of file OrderBook.h.

typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry

Iterator to access price levels with write permissions.

Definition at line 138 of file OrderBook.h.

typedef UInt64 Quantity

Alias for Quantity type.

Definition at line 46 of file Defines.h.

typedef UInt64 QWord

Alias for Quad Word.

Definition at line 39 of file Memory.h.

typedef OnixS::ItchCore::MoldUDP64::PacketProcessor<HandlerImpl> RealtimePacketProcessor

Definition at line 60 of file HandlerImpl.h.

typedef UInt64 SequenceNumber

Alias for Sequence Number type.

Definition at line 37 of file Defines.h.

typedef std::set<std::string> Symbols

Alias for symbol list.

Definition at line 101 of file HandlerSettings.h.

typedef TimeSpanFormats::Enum TimeSpanFormat

Time span format.

Definition at line 47 of file TimeSpan.h.

typedef UInt16 Word

Alias for Word.

Definition at line 33 of file Memory.h.

Function Documentation

void OnixS::SgxTitan::MarketData::Itch::addIntegerAlignmentSpace	(	std::string &	str,
		const FormatSpec &	format,
		size_t	digitsQty
	)

inline

Definition at line 326 of file NumberFormatting.h.

void OnixS::SgxTitan::MarketData::Itch::addIntegerPrecisionZeros	(	std::string &	str,
		const FormatSpec &	format,
		size_t	digitsQty
	)

inline

Definition at line 347 of file NumberFormatting.h.

void OnixS::SgxTitan::MarketData::Itch::addNegativeSign ( std::string & str )

inline

Definition at line 77 of file NumberFormatting.h.

boost::enable_if< boost::is_signed<Integer> >:: type OnixS::SgxTitan::MarketData::Itch::addNegativeSign	(	std::string &	str,
		Integer	integer
	)

inline

Definition at line 96 of file NumberFormatting.h.

boost::enable_if< boost::is_unsigned<Integer> >:: type OnixS::SgxTitan::MarketData::Itch::addNegativeSign	(	std::string &	,
		Integer
	)

inline

Definition at line 115 of file NumberFormatting.h.

void addOrder	(	const Order &	order,
		PriceLevel &	level
	)

Definition at line 70 of file BookImpl.cpp.

Type* OnixS::SgxTitan::MarketData::Itch::advanceBackByBytes	(	Type *	pointer,
		ptrdiff_t	distance
	)

inline

Returns pointer which is lower than given one to a given number of bytes.

Definition at line 138 of file Memory.h.

Type* OnixS::SgxTitan::MarketData::Itch::advanceByBytes	(	Type *	pointer,
		ptrdiff_t	distance
	)

inline

Advances given pointer to a given offset (distance) in bytes.

Definition at line 119 of file Memory.h.

void OnixS::SgxTitan::MarketData::Itch::boolToStr	(	std::string &	str,
		bool	value
	)

inline

Definition at line 36 of file SerializationUtils.h.

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(Int8)	= `=1`,
		"Size of ""Int8"" must be ""1"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(UInt8)	= `=1`,
		"Size of ""UInt8"" must be ""1"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(Int16)	= `=2`,
		"Size of ""Int16"" must be ""2"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(UInt16)	= `=2`,
		"Size of ""UInt16"" must be ""2"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(Int32)	= `=4`,
		"Size of ""Int32"" must be ""4"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(UInt32)	= `=4`,
		"Size of ""UInt32"" must be ""4"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(Int64)	= `=8`,
		"Size of ""Int64"" must be ""8"". "
	)

OnixS::SgxTitan::MarketData::Itch::BOOST_STATIC_ASSERT_MSG	(	sizeof(UInt64)	= `=8`,
		"Size of ""UInt64"" must be ""8"". "
	)

ptrdiff_t OnixS::SgxTitan::MarketData::Itch::byteDistance	(	Left *	left,
		Right *	right
	)

inline

Returns distance in bytes between two pointers.

Definition at line 157 of file Memory.h.

Target OnixS::SgxTitan::MarketData::Itch::c_cast ( Source src )

inline

Casts data of source type to the data of target type using C casting rules.

Definition at line 48 of file Memory.h.

void checkSanity ( const OrderBook & book )

checks whether the given book is properly built

Definition at line 455 of file Book.cpp.

void OnixS::SgxTitan::MarketData::Itch::containerToStr	(	std::string &	str,
		Iterator	containerBegin,
		Iterator	containerEnd,
		const std::string &	delimiter = `","`
	)

inline

Definition at line 73 of file SerializationUtils.h.

boost::enable_if< boost::is_integral<Integer>, size_t >:: type OnixS::SgxTitan::MarketData::Itch::countDigits ( Integer integer )

inline

Definition at line 136 of file NumberFormatting.h.

VarFormatHelper<T> OnixS::SgxTitan::MarketData::Itch::create_var_format	(	const char(&)	name[NLen],
		const T &	value
	)

Definition at line 179 of file HandlerLogger.h.

VarFormatHelper<unsigned> OnixS::SgxTitan::MarketData::Itch::create_var_format	(	const char(&)	name[NLen],
		unsigned char	value
	)

Definition at line 186 of file HandlerLogger.h.

VarFormatHelper<char> OnixS::SgxTitan::MarketData::Itch::create_var_format	(	const char(&)	name[NLen],
		char	value
	)

Definition at line 193 of file HandlerLogger.h.

VarFormatHelper<ValuePtr> OnixS::SgxTitan::MarketData::Itch::create_var_format	(	const char(&)	name[NLen],
		const char(&)	value[NVal]
	)

Definition at line 201 of file HandlerLogger.h.

boost::enable_if< boost::is_integral<Integer>, size_t >:: type OnixS::SgxTitan::MarketData::Itch::digitsToStr	(	Char *	str,
		Integer	integer
	)

Definition at line 162 of file NumberFormatting.h.

std::string enumToString ( ErrorCode::Enum value )

Returns string representation of ErrorCode value.

Definition at line 51 of file Enumerations.Internal.cpp.

std::string enumToString ( HandlerState::Enum value )

Returns string representation of HandlerState value.

Definition at line 60 of file Enumerations.Internal.cpp.

std::string enumToString ( LogLevel::Enum value )

Returns string representation of ErrorCode value.

Definition at line 37 of file Enumerations.Internal.cpp.

TextBuilder & format_null_value ( TextBuilder & o )

Definition at line 46 of file HandlerLogger.cpp.

TextBuilder & format_var_name	(	TextBuilder &	o,
		ValuePtr	name
	)

Definition at line 53 of file HandlerLogger.cpp.

void ONIXS_SGXTITAN_ITCH_API OnixS::SgxTitan::MarketData::Itch::gatherLogs	(	HandlerLogs *	gatheredLogs,
		const std::string &	root
	)

Gathers log files logs which are stored in a given folder.

Definition at line 34 of file Replay.cpp.

const OrderId & getOrderId ( const Order & order )

Definition at line 84 of file BookImpl.cpp.

Logging::FileOutput::PermissionOption getOutputPermission ( LogFilePermission::Enum value )

Definition at line 101 of file HandlerLogger.cpp.

const Price & getPrice ( const Order & order )

Definition at line 89 of file BookImpl.cpp.

const Price & getPrice ( const PriceLevel & level )

Definition at line 213 of file Book.cpp.

FE::MulticastFeedLayout::Enum OnixS::SgxTitan::MarketData::Itch::getRetransmissionFeedLayout ( const HandlerSettings & settings )

Definition at line 221 of file HandlerImpl.cpp.

size_t hash_value ( OrderBookInternal const & book )

Definition at line 323 of file BookImpl.cpp.

boost::enable_if< boost::is_integral<Integer> >:: type OnixS::SgxTitan::MarketData::Itch::integerToStr	(	std::string &	str,
		Integer	integer
	)

Definition at line 244 of file NumberFormatting.h.

boost::enable_if< boost::is_integral<Integer> >:: type OnixS::SgxTitan::MarketData::Itch::integerToStr	(	std::string &	str,
		const FormatSpec &	format,
		Integer	integer
	)

Definition at line 372 of file NumberFormatting.h.

bool OnixS::SgxTitan::MarketData::Itch::isMarketOrder	(	const MessageType *	message,
		const std::set< OrderId > &	marketOrderIds
	)

Definition at line 47 of file MessageRepository.cpp.

bool OnixS::SgxTitan::MarketData::Itch::isMarketOrder ( const AddOrderMsg * message )

Definition at line 54 of file MessageRepository.cpp.

boost::enable_if< boost::is_signed<Integer>, bool >:: type OnixS::SgxTitan::MarketData::Itch::isNegative ( Integer & integer )

inline

Definition at line 49 of file NumberFormatting.h.

boost::enable_if< boost::is_unsigned<Integer>, bool >:: type OnixS::SgxTitan::MarketData::Itch::isNegative ( Integer & )

inline

Definition at line 67 of file NumberFormatting.h.

bool isOrderAffectsPriceLevel ( const Order & order )

Definition at line 80 of file BookImpl.cpp.

bool isValid	(	const PriceLevel &	level	)
throw	(
	)

Definition at line 218 of file Book.cpp.

void OnixS::SgxTitan::MarketData::Itch::itemToStr	(	std::string &	str,
		const Item &	item
	)

inline

Definition at line 51 of file SerializationUtils.h.

void OnixS::SgxTitan::MarketData::Itch::itemToStr	(	std::string &	str,
		const std::string &	item
	)

inline

Definition at line 60 of file SerializationUtils.h.

char OnixS::SgxTitan::MarketData::Itch::last ( const std::string & str )

Definition at line 27 of file HandlerLogger.cpp.

boost::enable_if< boost::is_integral<Integer>, size_t >:: type OnixS::SgxTitan::MarketData::Itch::measureInteger ( Integer integer )

inline

Definition at line 216 of file NumberFormatting.h.

bool OnixS::SgxTitan::MarketData::Itch::oneof	(	const char	c,
		const char(&)	literal[N]
	)

Definition at line 36 of file HandlerLogger.cpp.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 93 of file Price.h.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const StrRef &	left,
		const StrRef &	right
	)

inline

Compares with another instance.

Definition at line 324 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const StrRef &	ref,
		const std::string &	str
	)

inline

Compares StrRef with std::string.

Definition at line 344 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const std::string &	str,
		const StrRef &	ref
	)

inline

Compares StrRef with std::string.

Definition at line 364 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const StrRef &	ref,
		const Char *	str
	)

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 384 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator!=	(	const Char *	str,
		const StrRef &	ref
	)

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 404 of file String.h.

TimeSpan OnixS::SgxTitan::MarketData::Itch::operator-	(	const Timestamp &	left,
		const Timestamp &	right
	)

inline

Definition at line 248 of file Timestamp.h.

bool OnixS::SgxTitan::MarketData::Itch::operator<	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 102 of file Price.h.

bool OnixS::SgxTitan::MarketData::Itch::operator<	(	const StrRef &	left,
		const StrRef &	right
	)

inline

Establishes order over string refs.

Definition at line 414 of file String.h.

TextBuilder & operator<<	(	TextBuilder &	o,
		const ServiceDescriptor &	obj
	)

Definition at line 29 of file Formatting.cpp.

TextBuilder & operator<<	(	TextBuilder &	o,
		const FeedDescriptor &	obj
	)

Definition at line 33 of file Formatting.cpp.

TextBuilder& OnixS::SgxTitan::MarketData::Itch::operator<<	(	TextBuilder &	o,
		MessageType::Enum	obj
	)

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const SecondsMsg &	msg
	)

inline

Definition at line 71 of file SecondsMsg.h.

std::ostream & operator<<	(	std::ostream &	stream,
		const ServiceDescriptor &	descriptor
	)

Definition at line 32 of file HandlerSettings.cpp.

Util::TextBuilder& OnixS::SgxTitan::MarketData::Itch::operator<<	(	Util::TextBuilder &	tb,
		const EndOfSnapshotMsg &	msg
	)

inline

Definition at line 75 of file GlimpseService.Messages.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const SystemEventMsg &	msg
	)

inline

Definition at line 75 of file SystemEventMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderBookStateMsg &	msg
	)

inline

Definition at line 81 of file OrderBookStateMsg.h.

std::ostream & operator<<	(	std::ostream &	stream,
		const DataSource &	ds
	)

Definition at line 57 of file Defines.cpp.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderDeleteMsg &	msg
	)

inline

Definition at line 87 of file OrderDeleteMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const TickSizeTableEntryMsg &	msg
	)

inline

Definition at line 93 of file TickSizeTableEntryMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const CombinationOrderBookLegMsg &	msg
	)

inline

Definition at line 96 of file CombinationOrderBookLegMsg.h.

std::ostream & operator<<	(	std::ostream &	stream,
		const FeedDescriptor &	descriptor
	)

Definition at line 39 of file HandlerSettings.cpp.

std::ostream & operator<<	(	std::ostream &	stream,
		const HandlerSettings &	settings
	)

Definition at line 46 of file HandlerSettings.cpp.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderReplaceMsg &	msg
	)

inline

Definition at line 113 of file OrderReplaceMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const EquilibriumPriceUpdateMsg &	msg
	)

inline

Definition at line 116 of file EquilibriumPriceUpdateMsg.h.

std::ostream & operator<<	(	std::ostream &	stream,
		const PriceLevel &	value
	)

Definition at line 255 of file Book.cpp.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const AddOrderMsg &	msg
	)

inline

Definition at line 120 of file AddOrderMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderExecutedMsg &	msg
	)

inline

Definition at line 121 of file OrderExecutedMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const TradeMsg &	msg
	)

inline

Definition at line 137 of file TradeMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderExecutedWithPriceMsg &	msg
	)

inline

Definition at line 144 of file OrderExecutedWithPriceMsg.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const Price &	msg
	)

inline

Definition at line 172 of file Price.h.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderBookDirectoryMsg &	msg
	)

inline

Definition at line 190 of file OrderBookDirectoryMsg.h.

std::ostream & operator<<	(	std::ostream &	stream,
		const FeedEngineSettings &	settings
	)

Definition at line 110 of file FeedEngineSettings.cpp.

ONIXS_SGXTITAN_ITCH_API std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const OrderBook &	book
	)

TextBuilder& OnixS::SgxTitan::MarketData::Itch::operator<<	(	TextBuilder &	o,
		const VarFormatHelper< T > &	var
	)

inline

Definition at line 219 of file HandlerLogger.h.

TextBuilder & operator<<	(	TextBuilder &	o,
		const VarFormatHelper< ValuePtr > &	obj
	)

Definition at line 59 of file HandlerLogger.cpp.

TextBuilder & operator<<	(	TextBuilder &	o,
		const VarFormatHelper< char > &	obj
	)

Definition at line 70 of file HandlerLogger.cpp.

std::ostream& OnixS::SgxTitan::MarketData::Itch::operator<<	(	std::ostream &	stream,
		const StrRef &	text
	)

inline

StrRef serialization operator.

Definition at line 450 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator<=	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 112 of file Price.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 84 of file Price.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const StrRef &	left,
		const StrRef &	right
	)

inline

Compares StrRef instance with another one.

Definition at line 310 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const StrRef &	ref,
		const std::string &	str
	)

inline

Compares StrRef with std::string.

Definition at line 334 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const std::string &	str,
		const StrRef &	ref
	)

inline

Compares StrRef with std::string.

Definition at line 354 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const StrRef &	ref,
		const Char *	str
	)

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 374 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator==	(	const Char *	str,
		const StrRef &	ref
	)

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 394 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator>	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 122 of file Price.h.

bool OnixS::SgxTitan::MarketData::Itch::operator>	(	const StrRef &	left,
		const StrRef &	right
	)

inline

Establishes order over string refs.

Definition at line 440 of file String.h.

bool OnixS::SgxTitan::MarketData::Itch::operator>=	(	const Price &	left,
		const Price &	right
	)

inline

Definition at line 131 of file Price.h.

LogSettings::Enum OnixS::SgxTitan::MarketData::Itch::operator\|	(	LogSettings::Enum	a,
		LogSettings::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 89 of file LogSettings.h.

LogFilePermission::Enum OnixS::SgxTitan::MarketData::Itch::operator\|	(	LogFilePermission::Enum	a,
		LogFilePermission::Enum	b
	)

inline

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

std::string OnixS::SgxTitan::MarketData::Itch::originToString ( const DataSource::Origin & origin )

Definition at line 30 of file Defines.cpp.

ONIXS_SGXTITAN_ITCH_API void priceToStr	(	std::string &	str,
		Int32	value
	)

Serializes price presented by value and exponent into a string.

Definition at line 30 of file Price.cpp.

OnixS::Licensing::ProductId productId ( )

Definition at line 33 of file Version.cpp.

const char * projectDescription ( )

Definition at line 43 of file Version.cpp.

const char * projectName ( )

Definition at line 38 of file Version.cpp.

void removeOrder	(	const Order &	order,
		PriceLevel &	level
	)

Definition at line 75 of file BookImpl.cpp.

std::ostream & TextBuilderToStdStream	(	std::ostream &	stream,
		const TObj &	obj
	)

inline

Definition at line 111 of file Formatting.Helpers.h.

std::ostream & TextBuilderToStdStream	(	std::ostream &	stream,
		const TObj *	obj
	)

inline

Definition at line 118 of file Formatting.Helpers.h.

ONIXS_SGXTITAN_ITCH_API void throwIncorrectSize	(	const std::string &	messageName,
		MessageSize	receivedSize,
		MessageSize	expectedSize
	)

Definition at line 30 of file BinaryMessage.cpp.

void OnixS::SgxTitan::MarketData::Itch::throwOutOfEnumRange	(	const Char *	enumeration,
		Constant	constant
	)

Definition at line 104 of file SerializationUtils.h.

Byte* OnixS::SgxTitan::MarketData::Itch::toByteBlock ( Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 86 of file Memory.h.

const Byte* OnixS::SgxTitan::MarketData::Itch::toByteBlock ( const Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 103 of file Memory.h.

void* OnixS::SgxTitan::MarketData::Itch::toOpaquePtr ( Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 60 of file Memory.h.

const void* OnixS::SgxTitan::MarketData::Itch::toOpaquePtr ( const Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 72 of file Memory.h.

void toStr	(	std::string &	str,
		const SecondsMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.SecondsMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const SecondsMsg & msg )

inline

Serializes object into string.

Definition at line 63 of file SecondsMsg.h.

void toStr	(	std::string &	str,
		const EndOfSnapshotMsg &	msg
	)

Serializes object into string.

Definition at line 33 of file GlimpseService.Messages.cpp.

void toStr	(	std::string &	str,
		const SystemEventMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.SystemEventMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const EndOfSnapshotMsg & msg )

inline

Serializes object into string.

Definition at line 67 of file GlimpseService.Messages.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const SystemEventMsg & msg )

inline

Serializes object into string.

Definition at line 67 of file SystemEventMsg.h.

void toStr	(	std::string &	str,
		const OrderBookStateMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderBookStateMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderBookStateMsg & msg )

inline

Serializes object into string.

Definition at line 73 of file OrderBookStateMsg.h.

void toStr	(	std::string &	str,
		const OrderDeleteMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderDeleteMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderDeleteMsg & msg )

inline

Serializes object into string.

Definition at line 79 of file OrderDeleteMsg.h.

void toStr	(	std::string &	str,
		MessageType::Enum	value
	)

Appends string presentation of object.

Definition at line 30 of file Enumerations.cpp.

void toStr	(	std::string &	str,
		const TickSizeTableEntryMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.TickSizeTableEntryMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( MessageType::Enum value )

inline

Returns string presentation of object.

Definition at line 83 of file Enumerations.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const TickSizeTableEntryMsg & msg )

inline

Serializes object into string.

Definition at line 85 of file TickSizeTableEntryMsg.h.

void toStr	(	std::string &	str,
		const CombinationOrderBookLegMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.CombinationOrderBookLegMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const CombinationOrderBookLegMsg & msg )

inline

Serializes object into string.

Definition at line 88 of file CombinationOrderBookLegMsg.h.

void toStr	(	std::string &	str,
		const OrderReplaceMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderReplaceMsg.cpp.

void toStr	(	std::string &	str,
		const EquilibriumPriceUpdateMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.EquilibriumPriceUpdateMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderReplaceMsg & msg )

inline

Serializes object into string.

Definition at line 105 of file OrderReplaceMsg.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const EquilibriumPriceUpdateMsg & msg )

inline

Serializes object into string.

Definition at line 108 of file EquilibriumPriceUpdateMsg.h.

void toStr	(	std::string &	str,
		const AddOrderMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.AddOrderMsg.cpp.

void toStr	(	std::string &	str,
		Int8	value
	)

Serializes given integer into a string.

Definition at line 46 of file Numeric.cpp.

void toStr	(	std::string &	str,
		const OrderExecutedMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderExecutedMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const AddOrderMsg & msg )

inline

Serializes object into string.

Definition at line 112 of file AddOrderMsg.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Int8 number )

inline

Serializes given integer into a string.

Definition at line 113 of file Integral.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderExecutedMsg & msg )

inline

Serializes object into string.

Definition at line 113 of file OrderExecutedMsg.h.

void toStr	(	std::string &	str,
		UInt8	value
	)

Serializes given integer into a string.

Definition at line 51 of file Numeric.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( UInt8 number )

inline

Serializes given integer into a string.

Definition at line 126 of file Integral.h.

void toStr	(	std::string &	str,
		const TradeMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.TradeMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const TradeMsg & msg )

inline

Serializes object into string.

Definition at line 129 of file TradeMsg.h.

void toStr	(	std::string &	str,
		const OrderExecutedWithPriceMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderExecutedwithPriceMsg.cpp.

void toStr	(	std::string &	str,
		Int16	value
	)

Serializes given integer into a string.

Definition at line 56 of file Numeric.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderExecutedWithPriceMsg & msg )

inline

Serializes object into string.

Definition at line 136 of file OrderExecutedWithPriceMsg.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Int16 number )

inline

Serializes given integer into a string.

Definition at line 139 of file Integral.h.

void toStr	(	std::string &	str,
		FinancialProduct::Enum	value
	)

Appends string presentation of object.

Definition at line 46 of file Enumerations.cpp.

void toStr	(	std::string &	str,
		UInt16	value
	)

Serializes given integer into a string.

Definition at line 61 of file Numeric.cpp.

void OnixS::SgxTitan::MarketData::Itch::toStr	(	std::string &	str,
		const Price &	number
	)

inline

Definition at line 149 of file Price.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( FinancialProduct::Enum value )

inline

Returns string presentation of object.

Definition at line 150 of file Enumerations.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( UInt16 number )

inline

Serializes given integer into a string.

Definition at line 152 of file Integral.h.

void toStr	(	std::string &	str,
		Int32	value
	)

Serializes given integer into a string.

Definition at line 66 of file Numeric.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const Price & number )

inline

Definition at line 162 of file Price.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Int32 number )

inline

Serializes given integer into a string.

Definition at line 165 of file Integral.h.

void toStr	(	std::string &	str,
		UInt32	value
	)

Serializes given integer into a string.

Definition at line 71 of file Numeric.cpp.

void toStr	(	std::string &	str,
		LegSide::Enum	value
	)

Appends string presentation of object.

Definition at line 64 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( UInt32 number )

inline

Serializes given integer into a string.

Definition at line 178 of file Integral.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( LegSide::Enum value )

inline

Returns string presentation of object.

Definition at line 178 of file Enumerations.h.

void toStr	(	std::string &	str,
		const OrderBookDirectoryMsg &	msg
	)

Serializes object into string.

Definition at line 24 of file Messages.OrderBookDirectoryMsg.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const OrderBookDirectoryMsg & msg )

inline

Serializes object into string.

Definition at line 182 of file OrderBookDirectoryMsg.h.

void toStr	(	std::string &	str,
		Int64	value
	)

Serializes given integer into a string.

Definition at line 76 of file Numeric.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Int64 number )

inline

Serializes given integer into a string.

Definition at line 191 of file Integral.h.

void toStr	(	std::string &	str,
		UInt64	value
	)

Serializes given integer into a string.

Definition at line 81 of file Numeric.cpp.

void toStr	(	std::string &	str,
		EventCode::Enum	value
	)

Appends string presentation of object.

Definition at line 69 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( UInt64 number )

inline

Serializes given integer into a string.

Definition at line 204 of file Integral.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( EventCode::Enum value )

inline

Returns string presentation of object.

Definition at line 206 of file Enumerations.h.

void OnixS::SgxTitan::MarketData::Itch::toStr	(	std::string &	str,
		IntegralConstant< Type, Constant >	constant
	)

inline

Serializes given constant into a string.

Definition at line 215 of file Integral.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( IntegralConstant< Type, Constant > constant )

inline

Serializes given constant into a string.

Definition at line 222 of file Integral.h.

void toStr	(	std::string &	str,
		Side::Enum	value
	)

Appends string presentation of object.

Definition at line 74 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Side::Enum value )

inline

Returns string presentation of object.

Definition at line 234 of file Enumerations.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( const StrRef & ref )

inline

Constructs std::string instance from StrRef one.

Definition at line 262 of file String.h.

void toStr	(	std::string &	str,
		TradeSide::Enum	value
	)

Appends string presentation of object.

Definition at line 79 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( TradeSide::Enum value )

inline

Returns string presentation of object.

Definition at line 265 of file Enumerations.h.

void OnixS::SgxTitan::MarketData::Itch::toStr	(	std::string &	str,
		const StrRef &	ref
	)

inline

Appends text referenced by StrRef to given std::string instance.

Definition at line 271 of file String.h.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Char character )

inline

Constructs std::string from a character.

Definition at line 281 of file String.h.

void toStr	(	std::string &	str,
		LotType::Enum	value
	)

Appends string presentation of object.

Definition at line 85 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( LotType::Enum value )

inline

Returns string presentation of object.

Definition at line 290 of file Enumerations.h.

void OnixS::SgxTitan::MarketData::Itch::toStr	(	std::string &	str,
		Char	character
	)

inline

Appends character to given std::string instance.

Definition at line 290 of file String.h.

void OnixS::SgxTitan::MarketData::Itch::toStr	(	std::string &	str,
		const std::string &	value
	)

inline

Appends one string another one.

Definition at line 300 of file String.h.

void toStr	(	std::string &	str,
		PutOrCall::Enum	value
	)

Appends string presentation of object.

Definition at line 89 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( PutOrCall::Enum value )

inline

Returns string presentation of object.

Definition at line 321 of file Enumerations.h.

void toStr	(	std::string &	str,
		OccurredAtCross::Enum	value
	)

Appends string presentation of object.

Definition at line 95 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( OccurredAtCross::Enum value )

inline

Returns string presentation of object.

Definition at line 349 of file Enumerations.h.

void toStr	(	std::string &	str,
		Printable::Enum	value
	)

Appends string presentation of object.

Definition at line 100 of file Enumerations.cpp.

std::string OnixS::SgxTitan::MarketData::Itch::toStr ( Printable::Enum value )

inline

Returns string presentation of object.

Definition at line 377 of file Enumerations.h.

StrRef OnixS::SgxTitan::MarketData::Itch::toStrRef ( const std::string & str )

inline

Constructs StrRef instance over std::string content.

Definition at line 238 of file String.h.

StrRef OnixS::SgxTitan::MarketData::Itch::toStrRef ( const Char * cStr )

inline

Initializes instance from zero-terminated/C-like string.

Definition at line 247 of file String.h.

void OnixS::SgxTitan::MarketData::Itch::userExceptionHandler	(	HandlerLogger *	logger,
		OnixS::Logging::LogFacility *	logFacility,
		const char *	contextName
	)

Definition at line 80 of file HandlerLogger.cpp.

void OnixS::SgxTitan::MarketData::Itch::userExceptionHandler	(	HandlerCore::Common::HandlerLogger *	,
		OnixS::Logging::LogFacility *	,
		const char *	contextName
	)

const char * version ( )

Definition at line 28 of file Version.cpp.

Variable Documentation

const size_t OrderIdsDefaultSize = 10

Definition at line 97 of file Book.cpp.

Classes

Typedefs

Functions

Variables

Typedef Documentation

Function Documentation

Variable Documentation