.NET CME FAST Handler.
Classes
| Class | Description | |
|---|---|---|
 | BestBidAskTrackingOptions |
Describes parameters and thresholds wich will be used to track best bids and best asks.
|
| Handler |
Provides access to the CME Group market data via FIX/FAST protocols.
|
| Handler..::..ErrorEventArgs |
Error event argument.
|
| Handler..::..InfoEventArgs |
Information message event argument.
|
| Handler..::..MessageProcessingFinishedEventArgs |
Message Processing Finished event argument.
|
| Handler..::..MessageProcessingStartedEventArgs |
MessageProcessingStarted event argument.
|
| Handler..::..NewsReceivedEventArgs |
NewsReceived event argument.
|
| Handler..::..NoDataOnFeedReceivedEventArgs |
No data on data feed received event argument.
|
| Handler..::..OrderBookChangedEventArgs |
OrderBookUpdated event argument.
|
| Handler..::..OrderBookEventArgs |
OrderBook event argument.
|
| Handler..::..OrderBookUpdatedEventArgs |
OrderBookUpdated event argument.
|
| Handler..::..ReplayErrorEventArgs |
Replay error event argument.
|
| Handler..::..SecurityDefinitionReceivedEventArgs |
SecurityDefinitionReceived event argument.
|
| Handler..::..SecurityStatusChangedEventArgs |
SecurityStatusChanged event argument.
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| Handler..::..StateChangedEventArgs |
StateChanged event argument.
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| Handler..::..StatistcsResetEventArgs |
SecurityStatusChanged event argument.
|
| Handler..::..StatisticsEventArgs |
Trade event argument.
|
| Handler..::..TopOfTheOrderBookUpdatedEventArgs |
OrderBookUpdated event argument.
|
| Handler..::..TradeEventArgs |
Trade event argument.
|
| Handler..::..WarningEventArgs |
Warning event argument.
|
| ReplayOptions |
Contains options to start handler in replay logs mode.
|
| TimestampHelper |
Contains methods to work with high-resolution
performance counter. This class cannot be inherited.
|
Interfaces
| Interface | Description | |
|---|---|---|
 | IOrderBook |
Order Book.
|
| IPriceLevel |
Price Level.
|
Delegates
| Delegate | Description | |
|---|---|---|
 | Timestamp |
Returns the time stamp string.
|
Enumerations
| Enumeration | Description | |
|---|---|---|
 | BestBidAskTrackingParameter |
Describes which price level parameters will be used to track best bids and best asks.
|
| BookChangeType |
Book Change type.
|
| BooksMaintenanceOptions |
Books maintenance options.
|
| ConnectionType |
Type of the CME Feed Connection.
|
| Handler..::..ErrorReason |
Error reason.
|
| Handler..::..Feed |
Feed channel.
|
| Handler..::..WarningReason |
Warning reason.
|
| HandlerState |
Handler state.
|
| OrderBookType | |
| SecurityStatus |
Security Status.
|
| SecurityTradingEvent |
Security Trading Event enum.
|
| Side |
Order side.
|
| StatisticsType |
Statistics Type
|
| TickDirection |
Direction of the tick.
|
| TradeCondition |
Trade condition.
|
| TradeUpdateAction | |
| TradingSessionId |
Identifier for Trading Session.
|
