OnixS C++ LSE GTP Market Data Handler 1.0.6
API documentation
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Defines.h File Reference

Go to the source code of this file.

Classes

struct  DataSource
class  ThreadAffinity

Namespaces

namespace  OnixS
namespace  OnixS::LSE
namespace  OnixS::LSE::MarketData
namespace  OnixS::LSE::MarketData::GTP

Typedefs

typedef StrRef Alpha
typedef UInt8 BitField
typedef StrRef Date
typedef StrRef Time
typedef UInt64 UDT
typedef FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price
typedef FixedPointDecimal< UInt64, IntegralConstant< Int8, -8 > > Size
typedef FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > Price4
typedef FixedPointDecimal< UInt64, IntegralConstant< Int8, -4 > > Size4
typedef StrRef DateAndTime
typedef StrRef MiFIDDecimal
typedef UInt32 SequenceNumber
typedef UInt16 MessageSize
typedef size_t CpuIndex

Functions

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