OnixS C++ LSE GTP Market Data Handler
1.0.6
API documentation
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level
1
2
3
]
C
AgencyCrossIndicator
AgencyCrossIndicator
C
AlgorithmicIndicator
AlgorithmicIndicator
C
AnnouncementType
AnnouncementType
C
AuctionInfo
AuctionInfo
C
AuctionType
AuctionType
C
BinaryFields< Block, BlockSize >
C
BinaryFields< BinaryMessage, MessageSize >
C
BinaryMessage
Encapsulates services for manipulating little endian encoded messages
C
AddOrderIncrementalMsg
C
AddOrderMBOMsg
C
AddOrderMBPMsg
C
AddOrderShortMBOMsg
C
AddOrderShortMBPMsg
C
AnalyticsMsg
Analytics Message is used to disseminate additional statistics including order book activity statistics
C
DeleteOrderMsg
C
InstrumentDirectoryEquitiesMsg
C
InstrumentDirectoryMsg
C
InstrumentStatusMsg
C
MiFIDIITradeCrossMsg
C
MiFIDIITradeMsg
C
ModifyOrderMsg
C
OrderBookClearMsg
C
StatisticsMsg
C
StatisticsSnapshotMsg
C
StatisticsUpdateMsg
C
SystemEventMsg
C
TopOfBookMsg
C
TradeCrossMsg
C
TradeMsg
C
TradeSummaryMsg
C
ClearingType
ClearingType
C
CrossType
CrossType
C
DataSource
Data source
C
DeferralEnrichmentType
DeferralEnrichmentType
C
DirtyCleanPrice
DirtyCleanPrice
C
DuplicativeIndicator
DuplicativeIndicator
C
ErrorCode
Known (selected) error codes
C
ErrorListener
C
EventCode
EventCode
C
exception
STL class
C
Exception
Basic exception class for this namespace
C
ArgumentException
Argument value error
C
OperationException
Operation exception
C
FeedDescriptor
Feed descriptor
C
FeedEngine
The Feed Engine machinery
C
EfViFeedEngine
The given class implements the Feed Engine concept using the Solarlfare ef_vi SDK
C
SocketFeedEngine
The given class implements feed engine concept using pool of working threads and standard socket API
C
FeedEngineThreadIdle
Identifies reasons feed engine threads becomes idle
C
FeedEngineThreadPool
A pool of threads executing feed engine tasks
C
FeedEngineThreadPoolListener
C
FeedEngineThreadPoolSettings
C
FixedPointDecimal< MantissaType, ExponentType >
C
GrossSettlementIndicator
GrossSettlementIndicator
C
Handler
LSE
GTP
Market Data
Handler
class
C
HandlerSettings
Handler
configuration settings
C
HandlerState
Defines the state that the handler is in
C
HandlerStateListener
Status Listener
C
HiddenExecutionIndicator
HiddenExecutionIndicator
C
ImbalanceDirection
ImbalanceDirection
C
InstrumentOptionStyle
InstrumentOptionStyle
C
IntegralConstant< Type, Constant >
Integral constant
C
InverseOrderbook
InverseOrderbook
C
LogFilePermission
Log file read permissions
C
LogLevel
Log level
C
LogSettings
Logging options
C
MarketMechanism
MarketMechanism
C
MessageListener
GTP
message listener
C
ModificationIndicator
ModificationIndicator
C
Month
Identifies months in year
C
NegotiationIndicator
NegotiationIndicator
C
NetFeedEngineProcessResult
Designed to reflect various aspects of feed engine processing flow
C
OffBookAutomatedIndicator
OffBookAutomatedIndicator
C
ONIXS_ILINK3StaticAssert< bool >
C
ONIXS_ILINK3StaticAssert< true >
C
OrderBookType
OrderBookType
C
OrderType
OrderType
C
PostTradeDeferralReason
PostTradeDeferralReason
C
PriceFormationIndicator
PriceFormationIndicator
C
ProtocolListener
Protocol Listener
C
RecoveryResponseStatus
C
RecoveryType
C
ReferencePriceIndicator
ReferencePriceIndicator
C
ReplayListener
Listening interface for log replay-related events
C
ReplayOptions
Defines ONIXS_LSE_GTP_API which affect logs replay
C
Semaphore
Semaphore
C
ServiceDescriptor
Service endpoint description
C
TcpServiceDescriptor
Describse
GTP
services such as replay or recovery
C
SessionChangeReason
SessionChangeReason
C
SettlementSystem
SettlementSystem
C
Side
Side
C
SourceVenue
SourceVenue
C
SpecialDividendIndicator
SpecialDividendIndicator
C
StatisticType
StatisticType
C
StrRef
Provides efficient way of accessing text-based FIX field values
C
TcpFeedDescriptor
C
ThisThread
Current thread related tasks
C
ThreadAffinity
Represents set of CPU indices
C
TimeSpan
C
TimeSpanFormat
Collection of timespan formatting patterns
C
Timestamp
Represents time point without time-zone information
C
TimestampFormat
Collection of timestamp formatting patterns
C
TimeTraits
Miscellaneous time characteristics
C
TradeQualifier
TradeQualifier
C
TradeType
TradeType
C
TradingMode
TradingMode
C
TradingStatus
TradingStatus
C
TransactionCategory
TransactionCategory
C
UnderlyingType
UnderlyingType
C
VenueOfExecution
VenueOfExecution
C
WarningListener
Warning listener
C
WatchService
Abstract watch service
C
NicWatch
C
UtcWatch
UTC watch
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