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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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| CBookConditions | |
| CBookType | |
| CChannelDescriptor | Feed descriptor |
| CControlTypes | |
| CDataSource | Data source |
| CDecimal | Decimal type for better precision |
| 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 | STL class |
| ►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 |
| ►CGroupInstance | Single instance of FIX Repeating Group |
| ►CMessage | Encapsulates operations over a FIX Message |
| CFieldValueRef | Implements concept of a read-only reference to a FIX field value |
| ▼CGroup | Encapsulates operations over FIX Repeating Group |
| CTypedGroup< Entry > | A group of typed instances |
| ►CTypedGroup< AggregatedOrderBookDeltaEntry > | |
| ►CTypedGroup< AggregatedOrderBookSnapshotEntry > | |
| ►CTypedGroup< DetailedOrderBookDeltaEntry > | |
| ►CTypedGroup< DetailedOrderBookSnapshotEntry > | |
| ►CTypedGroup< OffBookTradeEntry > | |
| ►CTypedGroup< OffBookTradeMMTEntry > | |
| ►CTypedGroup< OnBookTradeEntry > | |
| ►CTypedGroup< OnBookTradeMMTEntry > | |
| ►CTypedGroup< RelatedSymEntry > | |
| ►CTypedGroup< ValueAddedEntry > | |
| 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 |
| CLegSide | Exposes list of leg sides |
| Cless< OnixS::SWXess::MarketData::MDI::StringRef > | Allows using of StringRef in collections like std::map |
| CLogFilePermission | Log file read permissions |
| CLogLevel | Log level |
| CLogSettings | Logging options |
| CMatchType | |
| CMessageListener | Message Listener |
| CMessageStringingFlag | Contains flags which affect FIX message textual presentation |
| CMonth | Defines all the months in the year |
| CNumber | Helper class for conversion from string to number |
| 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 |
| CReplayListener | Listening interface for log replay-related events |
| CReplayOptions | Defines ONIXS_SWXESS_MDI_API which affect logs replay |
| CSecurityExchanges | Security Exchanges |
| CSecurityTradingStatuses | |
| CSecurityTypes | Security Types |
| 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 |
| CTransitionStatuses | |
| CTrdType | |
| CUpdateActions | Update actions |
| CUrgency | |
| CVolumeTypes | Volume types |
| CWarningListener | Warning listener |
| CYearMonthDay | Year, month, day fields |