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OnixS SWXess Market Data Handler for C++
1.0.0.0
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OnixS SWXess Market Data Handler for C++
1.0.0.0
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| ▼NOnixS | |
| ▼NSWXess | |
| ▼NMarketData | |
| ►NMDI | |
| CAggregatedOrderBookDelta | Aggregated Order Book Delta (201) |
| CAggregatedOrderBookDeltaEntries | Group of Incremental Refresh entry instances |
| CAggregatedOrderBookDeltaEntry | Book Delta Incremental Refresh Entry |
| CAggregatedOrderBookSnapshot | Aggregated Order Book Snapshot (101) |
| CAggregatedOrderBookSnapshotEntries | Group entry instances |
| CAggregatedOrderBookSnapshotEntry | Snapshot Full Refresh Entry |
| CArgumentException | Argument value error |
| CArgumentRangeException | Argument value range error |
| CBookConditions | |
| CBookType | |
| CChannelDescriptor | Feed descriptor |
| CControlTypes | |
| CDataSource | Data source |
| CDecimal | Decimal type for better precision |
| CDetailedOrderBookDelta | DetailedOrderBookDelta (900) |
| CDetailedOrderBookDeltaEntries | Group of Incremental Refresh entry instances |
| CDetailedOrderBookDeltaEntry | Book Delta Incremental Refresh Entry |
| CDetailedOrderBookSnapshot | Detailed Order Book Snapshot (800) |
| CDetailedOrderBookSnapshotEntries | Group entry instances |
| CDetailedOrderBookSnapshotEntry | Detailed Order Book Snapshot EntrY |
| CEntryTypes | Exposes list of entry types |
| CErrorCode | Known (selected) error codes |
| CErrorListener | Defines an interface through which the Handler notifies subscribers about errors occurred while processing messages |
| CException | Basic exception class for this namespace |
| CExerciseStyles | Exercise styles |
| CFieldSet | Encapsulates primary operations over collection of FIX fields like FIX message and repeating group instance are |
| CFieldValueRef | Implements concept of a read-only reference to a FIX field value |
| CGroup | Encapsulates operations over FIX Repeating Group |
| CGroupInstance | Single instance of FIX Repeating Group |
| CHandler | SWXess Market Data Handler class |
| CHandlerSettings | Handler base configuration settings |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Status Listener |
| CHandlerThreadModel | Handler thread model |
| CHeartbeat | Heartbeat (5200) |
| CLegSide | Exposes list of leg sides |
| CLogFilePermission | Log file read permissions |
| CLogLevel | Log level |
| CLogon | Logon (5000) |
| CLogout | Logout (5100) |
| CLogSettings | Logging options |
| CMatchType | |
| CMessage | Encapsulates operations over a FIX Message |
| CMessageListener | Message Listener |
| CMessageStringingFlag | Contains flags which affect FIX message textual presentation |
| CMonth | Defines all the months in the year |
| CNews | News (700) |
| CNotImplementedException | Method doesn't implemented |
| CNullArgumentException | Null argument value error |
| CNumber | Helper class for conversion from string to number |
| COffBookTrade | On-Book Trade (602) |
| COffBookTradeEntries | OffBookTrade entry instances |
| COffBookTradeEntry | OffBookTrade Entry |
| COffBookTradeMMT | On-Book Trade (1200) |
| COffBookTradeMMTEntries | OffBookTrade entry instances |
| COffBookTradeMMTEntry | OffBookTrade Entry |
| COnBookTrade | On-Book Trade (502) |
| COnBookTradeEntries | OnBookTrade entry instances |
| COnBookTradeEntry | OnBookTrade Entry |
| COnBookTradeMMT | On-Book Trade (1100) |
| COnBookTradeMMTEntries | OnBookTrade entry instances |
| COnBookTradeMMTEntry | OnBookTrade Entry |
| COperationException | Operation exception |
| COrderBook | Order Book |
| COrderBookListener | Market Orders Listener |
| COriginalSource | |
| COriginType | |
| CPacketSeqIndicator | Packet sequence indicator values |
| CPacketType | Packet types |
| CPriceLevel | Encapsulates price level concept |
| CPriceLevelCollections | Miscellaneous traits for PriceLevel class |
| CPriceTypes | Price Types |
| CPutOrCall | Put or Call |
| CReferencePriceType | |
| CRefreshIndicators | Refresh indicators |
| CRelatedSymEntries | Group of News instances |
| CRelatedSymEntry | News Entry |
| CReplayListener | Listening interface for log replay-related events |
| CReplayOptions | Defines ONIXS_SWXESS_MDI_API which affect logs replay |
| CSecurityExchanges | Security Exchanges |
| CSecurityStatus | |
| CSecurityTradingStatuses | |
| CSecurityTypes | Security Types |
| CSequenceReset | Heartbeat (5300) |
| CServiceDescriptor | Service endpoint description |
| CStringRef | Provides efficient way of accessing text-based FIX field values |
| CThreadAffinity | Represents set of CPU indices |
| CTimeSpan | Represents time interval |
| CTimeSpanFormats | Time span formats supported |
| CTimestamp | Represents timestamp without time-zone information |
| CTimestampFormat | Collection of timestamp formats supported |
| CTradingSessionStatus | |
| CTransitionStatuses | |
| CTrdType | |
| CTypedGroup | A group of typed instances |
| CUpdateActions | Update actions |
| CUrgency | |
| CValueAdded | ValueAdded (1000) |
| CValueAddedEntries | ValueAdded entry instances |
| CValueAddedEntry | ValueAdded Entry |
| CVolumeTypes | Volume types |
| CWarningListener | Warning listener |
| CYearMonthDay | Year, month, day fields |
| ▼Nstd | STL namespace |
| Cless< OnixS::SWXess::MarketData::MDI::StringRef > | Allows using of StringRef in collections like std::map |