Classes
struct	AddOrderIncrementalMsg
struct	AddOrderMBOMsg
struct	AddOrderMBPMsg
struct	AddOrderShortMBOMsg
struct	AddOrderShortMBPMsg
struct	AgencyCrossIndicator
struct	AlgorithmicIndicator
struct	AnalyticsMsg
struct	AnnouncementType
class	ArgumentException
struct	AuctionInfo
struct	AuctionType
class	BinaryFields
class	BinaryMessage
struct	ClearingType
struct	CrossType
struct	DataSource
struct	DeferralEnrichmentType
struct	DeleteOrderMsg
struct	DirtyCleanPrice
struct	DuplicativeIndicator
class	EfViFeedEngine
struct	ErrorCode
class	ErrorListener
struct	EventCode
class	Exception
struct	FeedDescriptor
class	FeedEngine
struct	FeedEngineThreadIdle
class	FeedEngineThreadPool
struct	FeedEngineThreadPoolListener
struct	FeedEngineThreadPoolSettings
class	FixedPointDecimal
struct	GrossSettlementIndicator
class	Handler
struct	HandlerSettings
struct	HandlerState
class	HandlerStateListener
struct	HiddenExecutionIndicator
struct	ImbalanceDirection
struct	InstrumentDirectoryEquitiesMsg
struct	InstrumentDirectoryMsg
struct	InstrumentOptionStyle
struct	InstrumentStatusMsg
struct	IntegralConstant
struct	InverseOrderbook
struct	LogFilePermission
struct	LogLevel
struct	LogSettings
struct	MarketMechanism
class	MessageListener
struct	MiFIDIITradeCrossMsg
struct	MiFIDIITradeMsg
struct	ModificationIndicator
struct	ModifyOrderMsg
struct	Month
struct	NegotiationIndicator
class	NetFeedEngineProcessResult
class	NicWatch
struct	OffBookAutomatedIndicator
class	OperationException
struct	OrderBookClearMsg
struct	OrderBookType
struct	OrderType
struct	PostTradeDeferralReason
struct	PriceFormationIndicator
class	ProtocolListener
struct	RecoveryResponseStatus
struct	RecoveryType
struct	ReferencePriceIndicator
class	ReplayListener
struct	ReplayOptions
class	Semaphore
struct	ServiceDescriptor
struct	SessionChangeReason
struct	SettlementSystem
struct	Side
class	SocketFeedEngine
struct	SourceVenue
struct	SpecialDividendIndicator
struct	StatisticsMsg
struct	StatisticsSnapshotMsg
struct	StatisticsUpdateMsg
struct	StatisticType
class	StrRef
struct	SystemEventMsg
struct	TcpFeedDescriptor
struct	TcpServiceDescriptor
class	ThisThread
class	ThreadAffinity
class	TimeSpan
struct	TimeSpanFormat
class	Timestamp
struct	TimestampFormat
struct	TimeTraits
struct	TopOfBookMsg
struct	TradeCrossMsg
struct	TradeMsg
struct	TradeQualifier
struct	TradeSummaryMsg
struct	TradeType
struct	TradingMode
struct	TradingStatus
struct	TransactionCategory
struct	UnderlyingType
class	UtcWatch
struct	VenueOfExecution
class	WarningListener
class	WatchService

Typedefs
typedef std::vector< std::string >	HandlerLogs
typedef std::vector< std::string >::iterator	HandlerLogsEntry
typedef UInt8	Byte
typedef char	Char
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 void	toStr (std::string &, EventCode::Enum)
std::string	toStr (EventCode::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, SettlementSystem::Enum)
std::string	toStr (SettlementSystem::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, ClearingType::Enum)
std::string	toStr (ClearingType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, UnderlyingType::Enum)
std::string	toStr (UnderlyingType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, InstrumentOptionStyle::Enum)
std::string	toStr (InstrumentOptionStyle::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, DirtyCleanPrice::Enum)
std::string	toStr (DirtyCleanPrice::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, GrossSettlementIndicator::Enum)
std::string	toStr (GrossSettlementIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, InverseOrderbook::Enum)
std::string	toStr (InverseOrderbook::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, SessionChangeReason::Enum)
std::string	toStr (SessionChangeReason::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, OrderType::Enum)
std::string	toStr (OrderType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, TradeType::Enum)
std::string	toStr (TradeType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, AuctionType::Enum)
std::string	toStr (AuctionType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, StatisticType::Enum)
std::string	toStr (StatisticType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, AuctionInfo::Enum)
std::string	toStr (AuctionInfo::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, AnnouncementType::Enum)
std::string	toStr (AnnouncementType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, OrderBookType::Enum)
std::string	toStr (OrderBookType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, SourceVenue::Enum)
std::string	toStr (SourceVenue::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, VenueOfExecution::Enum)
std::string	toStr (VenueOfExecution::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, TradingStatus::Enum)
std::string	toStr (TradingStatus::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, ImbalanceDirection::Enum)
std::string	toStr (ImbalanceDirection::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, CrossType::Enum)
std::string	toStr (CrossType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, HiddenExecutionIndicator::Enum)
std::string	toStr (HiddenExecutionIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, TradeQualifier::Enum)
std::string	toStr (TradeQualifier::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, MarketMechanism::Enum)
std::string	toStr (MarketMechanism::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, TradingMode::Enum)
std::string	toStr (TradingMode::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, TransactionCategory::Enum)
std::string	toStr (TransactionCategory::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, NegotiationIndicator::Enum)
std::string	toStr (NegotiationIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, AgencyCrossIndicator::Enum)
std::string	toStr (AgencyCrossIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, ModificationIndicator::Enum)
std::string	toStr (ModificationIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, ReferencePriceIndicator::Enum)
std::string	toStr (ReferencePriceIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, SpecialDividendIndicator::Enum)
std::string	toStr (SpecialDividendIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, OffBookAutomatedIndicator::Enum)
std::string	toStr (OffBookAutomatedIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, PriceFormationIndicator::Enum)
std::string	toStr (PriceFormationIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, AlgorithmicIndicator::Enum)
std::string	toStr (AlgorithmicIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, PostTradeDeferralReason::Enum)
std::string	toStr (PostTradeDeferralReason::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, DeferralEnrichmentType::Enum)
std::string	toStr (DeferralEnrichmentType::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, DuplicativeIndicator::Enum)
std::string	toStr (DuplicativeIndicator::Enum value)
ONIXS_LSE_GTP_API void	toStr (std::string &, Side::Enum)
std::string	toStr (Side::Enum value)
ONIXS_LSE_GTP_API std::string	enumToString (LogLevel::Enum)
LogSettings::Enum	operator\| (LogSettings::Enum a, LogSettings::Enum b)
LogFilePermission::Enum	operator\| (LogFilePermission::Enum a, LogFilePermission::Enum b)
void ONIXS_LSE_GTP_API	gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)
bool	operator== (const TimeSpan &left, const TimeSpan &right)
bool	operator!= (const TimeSpan &left, const TimeSpan &right)
bool	operator< (const TimeSpan &left, const TimeSpan &right)
bool	operator> (const TimeSpan &left, const TimeSpan &right)
ONIXS_LSE_GTP_API void	toStrAsHHMMSS (std::string &, TimeSpan)
ONIXS_LSE_GTP_API void	toStrAsHHMMSSmsec (std::string &, TimeSpan)
ONIXS_LSE_GTP_API void	toStrAsSDHHMMSSnsec (std::string &, TimeSpan)
void	toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
std::string	toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
Timestamp	fromSeconds (UInt32 secondsSinceEpoch)
bool	operator== (const Timestamp &left, const Timestamp &right)
bool	operator!= (const Timestamp &left, const Timestamp &right)
bool	operator< (const Timestamp &left, const Timestamp &right)
bool	operator<= (const Timestamp &left, const Timestamp &right)
bool	operator> (const Timestamp &left, const Timestamp &right)
bool	operator>= (const Timestamp &left, const Timestamp &right)
Timestamp	operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)
Timestamp	operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)
TimeSpan	operator- (const Timestamp &left, const Timestamp &right)
ONIXS_LSE_GTP_API void	toStrAsYYYYMMDD (std::string &, Timestamp)
ONIXS_LSE_GTP_API void	toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
ONIXS_LSE_GTP_API void	toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
ONIXS_LSE_GTP_API void	toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
ONIXS_LSE_GTP_API void	toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
std::string	toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
ONIXS_LSE_GTP_API bool	fromStr (Timestamp &, const char *, size_t)
bool	fromStr (Timestamp &ts, const std::string &str)
ONIXS_LSE_GTP_API void	throwIncorrectSize (const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
ONIXS_LSE_GTP_API std::string	enumToString (ErrorCode::Enum)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const FeedDescriptor &descriptor)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const TcpServiceDescriptor &descriptor)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const TcpFeedDescriptor &descriptor)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const HandlerSettings &settings)
template<typename Type>
void *	toOpaquePtr (Type *ptr) ONIXS_LSE_GTP_NOTHROW
template<typename Type>
const void *	toOpaquePtr (const Type *ptr) ONIXS_LSE_GTP_NOTHROW
template<typename Type>
Byte *	toByteBlock (Type *ptr) ONIXS_LSE_GTP_NOTHROW
template<typename Type>
const Byte *	toByteBlock (const Type *ptr) ONIXS_LSE_GTP_NOTHROW
template<typename Type>
Type *	advanceByBytes (Type *pointer, ptrdiff_t distance) ONIXS_LSE_GTP_NOTHROW
template<typename Type>
Type *	advanceBackByBytes (Type *pointer, ptrdiff_t distance) ONIXS_LSE_GTP_NOTHROW
template<typename Left, typename Right>
ptrdiff_t	byteDistance (Left left, Right right) ONIXS_LSE_GTP_NOTHROW
template<class FieldValue>
FieldValue	unalignedCopy (const void *p) ONIXS_LSE_GTP_NOTHROW
template<class Mantissa, class Exponent>
bool	operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool	operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool	operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool	operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool	operator<= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool	operator>= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
ONIXS_LSE_GTP_API void	decimalToStr (std::string &, Int64, Int32)
template<class Mantissa, class Exponent>
void	toStr (std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
template<class Mantissa, class Exponent>
std::string	toStr (const FixedPointDecimal< Mantissa, Exponent > &number)
template<class Mantissa, class Exponent>
std::ostream &	operator<< (std::ostream &stream, const FixedPointDecimal< Mantissa, Exponent > &number)
ONIXS_LSE_GTP_API std::string	enumToString (HandlerState::Enum)
StrRef	toStrRef (const std::string &str)
StrRef	toStrRef (const Char *cStr)
std::string	toStr (const StrRef &ref)
void	toStr (std::string &str, const StrRef &ref)
std::string	toStr (Char character)
void	toStr (std::string &str, Char character)
void	toStr (std::string &str, const std::string &value)
bool	operator== (const StrRef &left, const StrRef &right)
bool	operator!= (const StrRef &left, const StrRef &right)
bool	operator== (const StrRef &ref, const std::string &str)
bool	operator!= (const StrRef &ref, const std::string &str)
bool	operator== (const std::string &str, const StrRef &ref)
bool	operator!= (const std::string &str, const StrRef &ref)
bool	operator== (const StrRef &ref, const Char *str)
bool	operator!= (const StrRef &ref, const Char *str)
bool	operator== (const Char *str, const StrRef &ref)
bool	operator!= (const Char *str, const StrRef &ref)
bool	operator< (const StrRef &left, const StrRef &right)
bool	operator> (const StrRef &left, const StrRef &right)
std::ostream &	operator<< (std::ostream &stream, const StrRef &text)
ONIXS_LSE_GTP_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)
bool	process (FeedEngine &engine)
ONIXS_LSE_GTP_API void	toStr (std::string &, Int8)
std::string	toStr (Int8 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, UInt8)
std::string	toStr (UInt8 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, Int16)
std::string	toStr (Int16 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, UInt16)
std::string	toStr (UInt16 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, Int32)
std::string	toStr (Int32 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, UInt32)
std::string	toStr (UInt32 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, Int64)
std::string	toStr (Int64 number)
ONIXS_LSE_GTP_API void	toStr (std::string &, UInt64)
std::string	toStr (UInt64 number)
template<typename Type, Type Constant>
void	toStr (std::string &str, IntegralConstant< Type, Constant > constant)
template<typename Type, Type Constant>
std::string	toStr (IntegralConstant< Type, Constant > constant)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AddOrderIncrementalMsg &)
std::string	toStr (const AddOrderIncrementalMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AddOrderMBOMsg &)
std::string	toStr (const AddOrderMBOMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AddOrderMBPMsg &)
std::string	toStr (const AddOrderMBPMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AnalyticsMsg &)
std::string	toStr (const AnalyticsMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AddOrderShortMBOMsg &)
std::string	toStr (const AddOrderShortMBOMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const AddOrderShortMBPMsg &)
std::string	toStr (const AddOrderShortMBPMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const InstrumentDirectoryMsg &)
std::string	toStr (const InstrumentDirectoryMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const InstrumentDirectoryEquitiesMsg &)
std::string	toStr (const InstrumentDirectoryEquitiesMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const InstrumentStatusMsg &)
std::string	toStr (const InstrumentStatusMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const MiFIDIITradeMsg &)
std::string	toStr (const MiFIDIITradeMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const MiFIDIITradeCrossMsg &)
std::string	toStr (const MiFIDIITradeCrossMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const OrderBookClearMsg &)
std::string	toStr (const OrderBookClearMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const DeleteOrderMsg &)
std::string	toStr (const DeleteOrderMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const ModifyOrderMsg &)
std::string	toStr (const ModifyOrderMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const StatisticsMsg &)
std::string	toStr (const StatisticsMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const StatisticsSnapshotMsg &)
std::string	toStr (const StatisticsSnapshotMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const StatisticsUpdateMsg &)
std::string	toStr (const StatisticsUpdateMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const SystemEventMsg &)
std::string	toStr (const SystemEventMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const TopOfBookMsg &)
std::string	toStr (const TopOfBookMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const TradeMsg &)
std::string	toStr (const TradeMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const TradeCrossMsg &)
std::string	toStr (const TradeCrossMsg &msg)
ONIXS_LSE_GTP_API void	toStr (std::string &, const TradeSummaryMsg &)
std::string	toStr (const TradeSummaryMsg &msg)

Variables
class ONIXS_LSE_GTP_API	FeedEngineThreadPool

Typedef Documentation

◆ Alpha

typedef StrRef Alpha

These fields use standard ASCII character bytes. They are left justified and padded on the right with spaces.

Definition at line 79 of file Defines.h.

◆ BitField

typedef UInt8 BitField

A single byte used to hold up to eight 1-bit flags. Each bit will represent a Boolean flag. The 0 bit is the lowest significant bit and the 7 bit is the highest significant bit.

Definition at line 82 of file Defines.h.

◆ Byte

typedef UInt8 Byte

Alias for Byte.

A single byte used to hold one ASCII character.

Definition at line 37 of file Memory.h.

◆ Char

typedef char Char

Character type alias.

Definition at line 42 of file String.h.

◆ CpuIndex

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 146 of file Defines.h.

◆ Date

typedef StrRef Date

Date specified in the YYYYMMDD format using ASCII characters.

Definition at line 88 of file Defines.h.

◆ DateAndTime

typedef StrRef DateAndTime

ISO 8601 date and time in the following string format:YYYY-MM-DDThh:mm:ss.ddddddZ.

Definition at line 132 of file Defines.h.

◆ HandlerLogs

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 34 of file Replay.h.

◆ HandlerLogsEntry

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 37 of file Replay.h.

◆ MessageSize

typedef UInt16 MessageSize

Aliases message length type.

Definition at line 141 of file Defines.h.

◆ MiFIDDecimal

typedef StrRef MiFIDDecimal

These fields use standard ASCII character bytes to represent numeric values. They are left justified and padded on the right with spaces.

Definition at line 135 of file Defines.h.

◆ Price

typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -8> > Price

Signed Little-Endian encoded 64bit integer field with eight implied decimal places.

Definition at line 102 of file Defines.h.

◆ Price4

typedef FixedPointDecimal< Int64, IntegralConstant<Int8, -4> > Price4

Signed Little-Endian encoded 64bit integer field with four implied decimal places.

Definition at line 120 of file Defines.h.

◆ SequenceNumber

typedef UInt32 SequenceNumber

Alias for Sequence Number type.

Definition at line 138 of file Defines.h.

◆ Size

typedef FixedPointDecimal< UInt64, IntegralConstant<Int8, -8> > Size

Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.

Definition at line 111 of file Defines.h.

◆ Size4

typedef FixedPointDecimal< UInt64, IntegralConstant<Int8, -4> > Size4

Little-Endian encoded 64 bit unsigned integer with four implied decimal places.

Definition at line 129 of file Defines.h.

◆ Time

typedef StrRef Time

Time specified in HHMMSS format using ASCII characters in a 24 hour clock format.

Definition at line 91 of file Defines.h.

◆ UDT

typedef UInt64 UDT

time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)

Definition at line 94 of file Defines.h.

Function Documentation

◆ advanceBackByBytes()

template<typename Type>

Type * advanceBackByBytes	(	Type *	pointer,
		ptrdiff_t	distance )

inline

Returns pointer which is lower than given one to a given number of bytes.

Definition at line 129 of file Memory.h.

◆ advanceByBytes()

template<typename Type>

Type * advanceByBytes	(	Type *	pointer,
		ptrdiff_t	distance )

inline

Advances given pointer to a given offset (distance) in bytes.

Definition at line 109 of file Memory.h.

◆ byteDistance()

template<typename Left, typename Right>

ptrdiff_t byteDistance	(	Left *	left,
		Right *	right )

inline

Returns distance in bytes between two pointers.

Definition at line 149 of file Memory.h.

◆ decimalToStr()

ONIXS_LSE_GTP_API void decimalToStr	(	std::string &	,
		Int64	,
		Int32	)

Serializes decimal presented by mantissa and exponent into a string.

◆ enumToString() [1/3]

ONIXS_LSE_GTP_API std::string enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

◆ enumToString() [2/3]

ONIXS_LSE_GTP_API std::string enumToString ( HandlerState::Enum )

Returns string representation of HandlerState value.

◆ enumToString() [3/3]

ONIXS_LSE_GTP_API std::string enumToString ( LogLevel::Enum )

Returns string representation of ErrorCode value.

◆ fromSeconds()

Timestamp fromSeconds ( UInt32 secondsSinceEpoch )

inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 702 of file Time.h.

◆ fromStr() [1/2]

ONIXS_LSE_GTP_API bool fromStr	(	Timestamp &	,
		const char *	,
		size_t	)

De-serializes a timestamp from the given string.

◆ fromStr() [2/2]

bool fromStr	(	Timestamp &	ts,
		const std::string &	str )

inline

Definition at line 901 of file Time.h.

◆ gatherLogs()

void ONIXS_LSE_GTP_API gatherLogs	(	HandlerLogs *	gatheredLogs,
		const std::string &	root )

Gathers log files logs which are stored in a given folder.

◆ operator!=() [1/8]

bool operator!=	(	const Char *	str,
		const StrRef &	ref )

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 396 of file String.h.

◆ operator!=() [2/8]

template<class Mantissa, class Exponent>

bool operator!=	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 148 of file Decimal.h.

◆ operator!=() [3/8]

bool operator!=	(	const std::string &	str,
		const StrRef &	ref )

inline

Compares StrRef with std::string.

Definition at line 356 of file String.h.

◆ operator!=() [4/8]

bool operator!=	(	const StrRef &	left,
		const StrRef &	right )

inline

Compares with another instance.

Definition at line 316 of file String.h.

◆ operator!=() [5/8]

bool operator!=	(	const StrRef &	ref,
		const Char *	str )

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 376 of file String.h.

◆ operator!=() [6/8]

bool operator!=	(	const StrRef &	ref,
		const std::string &	str )

inline

Compares StrRef with std::string.

Definition at line 336 of file String.h.

◆ operator!=() [7/8]

bool operator!=	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Compares with other instance for in-equality.

Definition at line 336 of file Time.h.

◆ operator!=() [8/8]

bool operator!=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Compares with instances for inequality.

Definition at line 725 of file Time.h.

◆ operator+()

Timestamp operator+	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan )

inline

Adds time interval to given time point.

Definition at line 790 of file Time.h.

◆ operator-() [1/2]

TimeSpan operator-	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Calculates time interval between two time points.

Definition at line 818 of file Time.h.

◆ operator-() [2/2]

Timestamp operator-	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan )

inline

Subtracts time interval from given time point.

Definition at line 804 of file Time.h.

◆ operator<() [1/4]

template<class Mantissa, class Exponent>

bool operator<	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 157 of file Decimal.h.

◆ operator<() [2/4]

bool operator<	(	const StrRef &	left,
		const StrRef &	right )

inline

Establishes order over string refs.

Definition at line 405 of file String.h.

◆ operator<() [3/4]

bool operator<	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Checks whether left time interval less than right one.

Definition at line 345 of file Time.h.

◆ operator<() [4/4]

bool operator<	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 737 of file Time.h.

◆ operator<<() [1/8]

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

◆ operator<<() [2/8]

ONIXS_LSE_GTP_API std::ostream & operator<<	(	std::ostream &	stream,
		const FeedDescriptor &	descriptor )

◆ operator<<() [3/8]

template<class Mantissa, class Exponent>

std::ostream & operator<<	(	std::ostream &	stream,
		const FixedPointDecimal< Mantissa, Exponent > &	number )

Definition at line 215 of file Decimal.h.

◆ operator<<() [4/8]

ONIXS_LSE_GTP_API std::ostream & operator<<	(	std::ostream &	stream,
		const HandlerSettings &	settings )

◆ operator<<() [5/8]

ONIXS_LSE_GTP_API std::ostream & operator<<	(	std::ostream &	stream,
		const ServiceDescriptor &	descriptor )

◆ operator<<() [6/8]

std::ostream & operator<<	(	std::ostream &	stream,
		const StrRef &	text )

inline

StrRef serialization operator.

Definition at line 441 of file String.h.

◆ operator<<() [7/8]

ONIXS_LSE_GTP_API std::ostream & operator<<	(	std::ostream &	stream,
		const TcpFeedDescriptor &	descriptor )

◆ operator<<() [8/8]

ONIXS_LSE_GTP_API std::ostream & operator<<	(	std::ostream &	stream,
		const TcpServiceDescriptor &	descriptor )

◆ operator<=() [1/2]

template<class Mantissa, class Exponent>

bool operator<=	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 175 of file Decimal.h.

◆ operator<=() [2/2]

bool operator<=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 750 of file Time.h.

◆ operator==() [1/8]

bool operator==	(	const Char *	str,
		const StrRef &	ref )

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 386 of file String.h.

◆ operator==() [2/8]

template<class Mantissa, class Exponent>

bool operator==	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 139 of file Decimal.h.

◆ operator==() [3/8]

bool operator==	(	const std::string &	str,
		const StrRef &	ref )

inline

Compares StrRef with std::string.

Definition at line 346 of file String.h.

◆ operator==() [4/8]

bool operator==	(	const StrRef &	left,
		const StrRef &	right )

inline

Compares StrRef instance with another one.

Definition at line 302 of file String.h.

◆ operator==() [5/8]

bool operator==	(	const StrRef &	ref,
		const Char *	str )

inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 366 of file String.h.

◆ operator==() [6/8]

bool operator==	(	const StrRef &	ref,
		const std::string &	str )

inline

Compares StrRef with std::string.

Definition at line 326 of file String.h.

◆ operator==() [7/8]

bool operator==	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Compares with other instance for equality.

Definition at line 326 of file Time.h.

◆ operator==() [8/8]

bool operator==	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Compares with instances for equality.

Definition at line 712 of file Time.h.

◆ operator>() [1/4]

template<class Mantissa, class Exponent>

bool operator>	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 166 of file Decimal.h.

◆ operator>() [2/4]

bool operator>	(	const StrRef &	left,
		const StrRef &	right )

inline

Establishes order over string refs.

Definition at line 432 of file String.h.

◆ operator>() [3/4]

bool operator>	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Checks whether left time interval greater than right one.

Definition at line 356 of file Time.h.

◆ operator>() [4/4]

bool operator>	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 764 of file Time.h.

◆ operator>=() [1/2]

template<class Mantissa, class Exponent>

bool operator>=	(	const FixedPointDecimal< Mantissa, Exponent > &	left,
		const FixedPointDecimal< Mantissa, Exponent > &	right )

Compares two fixed-point decimals.

Definition at line 184 of file Decimal.h.

◆ operator>=() [2/2]

bool operator>=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 777 of file Time.h.

◆ operator|() [1/2]

LogFilePermission::Enum operator\|	(	LogFilePermission::Enum	a,
		LogFilePermission::Enum	b )

inline

Typed logical operator helper.

Definition at line 114 of file LogSettings.h.

◆ operator|() [2/2]

LogSettings::Enum operator\|	(	LogSettings::Enum	a,
		LogSettings::Enum	b )

inline

Typed logical operator helper.

Definition at line 85 of file LogSettings.h.

◆ process()

bool process ( FeedEngine & engine )

inline

Carries out pending actions like data retrieval and event dispatching.

The returned value indicates whether any events have been handled by the engine.

Definition at line 133 of file FeedEngine.h.

◆ throwIncorrectSize()

ONIXS_LSE_GTP_API void throwIncorrectSize	(	const std::string &	messageName,
		MessageSize	receivedSize,
		MessageSize	expectedSize )

◆ toByteBlock() [1/2]

template<typename Type>

const Byte * toByteBlock ( const Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 92 of file Memory.h.

◆ toByteBlock() [2/2]

template<typename Type>

Byte * toByteBlock ( Type * ptr )

inline

Reinterprets pointer to one referencing to byte block.

Definition at line 74 of file Memory.h.

◆ toOpaquePtr() [1/2]

template<typename Type>

const void * toOpaquePtr ( const Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 59 of file Memory.h.

◆ toOpaquePtr() [2/2]

template<typename Type>

void * toOpaquePtr ( Type * ptr )

inline

Makes pointer as opaque one.

Definition at line 46 of file Memory.h.

◆ toStr() [1/149]

std::string toStr ( AgencyCrossIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1210 of file Enumerations.h.

◆ toStr() [2/149]

std::string toStr ( AlgorithmicIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1396 of file Enumerations.h.

◆ toStr() [3/149]

std::string toStr ( AnnouncementType::Enum value )

inline

Returns string presentation of object.

Definition at line 636 of file Enumerations.h.

◆ toStr() [4/149]

std::string toStr ( AuctionInfo::Enum value )

inline

Returns string presentation of object.

Definition at line 593 of file Enumerations.h.

◆ toStr() [5/149]

std::string toStr ( AuctionType::Enum value )

inline

Returns string presentation of object.

Definition at line 492 of file Enumerations.h.

◆ toStr() [6/149]

std::string toStr ( Char character )

inline

Constructs std::string from a character.

Definition at line 273 of file String.h.

◆ toStr() [7/149]

std::string toStr ( ClearingType::Enum value )

inline

Returns string presentation of object.

Definition at line 126 of file Enumerations.h.

◆ toStr() [8/149]

std::string toStr ( const AddOrderIncrementalMsg & msg )

inline

Serializes object into string.

Definition at line 144 of file AddOrderIncremental.h.

◆ toStr() [9/149]

std::string toStr ( const AddOrderMBOMsg & msg )

inline

Serializes object into string.

Definition at line 131 of file AddOrderMBO.h.

◆ toStr() [10/149]

std::string toStr ( const AddOrderMBPMsg & msg )

inline

Serializes object into string.

Definition at line 124 of file AddOrderMBP.h.

◆ toStr() [11/149]

std::string toStr ( const AddOrderShortMBOMsg & msg )

inline

Serializes object into string.

Definition at line 88 of file AddOrderShortMBO.h.

◆ toStr() [12/149]

std::string toStr ( const AddOrderShortMBPMsg & msg )

inline

Serializes object into string.

Definition at line 81 of file AddOrderShortMBP.h.

◆ toStr() [13/149]

std::string toStr ( const AnalyticsMsg & msg )

inline

Serializes object into string.

Definition at line 186 of file Analytics.h.

◆ toStr() [14/149]

std::string toStr ( const DeleteOrderMsg & msg )

inline

Serializes object into string.

Definition at line 123 of file DeleteOrder.h.

◆ toStr() [15/149]

template<class Mantissa, class Exponent>

std::string toStr ( const FixedPointDecimal< Mantissa, Exponent > & number )

inline

Serializes fixed-point decimal into a string.

Definition at line 204 of file Decimal.h.

◆ toStr() [16/149]

std::string toStr ( const InstrumentDirectoryEquitiesMsg & msg )

inline

Serializes object into string.

Definition at line 273 of file InstrumentDirectoryEquities.h.

◆ toStr() [17/149]

std::string toStr ( const InstrumentDirectoryMsg & msg )

inline

Serializes object into string.

Definition at line 159 of file InstrumentDirectory.h.

◆ toStr() [18/149]

std::string toStr ( const InstrumentStatusMsg & msg )

inline

Serializes object into string.

Definition at line 109 of file InstrumentStatus.h.

◆ toStr() [19/149]

std::string toStr ( const MiFIDIITradeCrossMsg & msg )

inline

Serializes object into string.

Definition at line 313 of file MiFIDIITradeCross.h.

◆ toStr() [20/149]

std::string toStr ( const MiFIDIITradeMsg & msg )

inline

Serializes object into string.

Definition at line 327 of file MiFIDIITrade.h.

◆ toStr() [21/149]

std::string toStr ( const ModifyOrderMsg & msg )

inline

Serializes object into string.

Definition at line 144 of file ModifyOrder.h.

◆ toStr() [22/149]

std::string toStr ( const OrderBookClearMsg & msg )

inline

Serializes object into string.

Definition at line 88 of file OrderBookClear.h.

◆ toStr() [23/149]

std::string toStr ( const StatisticsMsg & msg )

inline

Serializes object into string.

Definition at line 137 of file Statistics.h.

◆ toStr() [24/149]

std::string toStr ( const StatisticsSnapshotMsg & msg )

inline

Serializes object into string.

Definition at line 309 of file StatisticsSnapshot.h.

◆ toStr() [25/149]

std::string toStr ( const StatisticsUpdateMsg & msg )

inline

Serializes object into string.

Definition at line 130 of file StatisticsUpdate.h.

◆ toStr() [26/149]

std::string toStr ( const StrRef & ref )

inline

Constructs std::string instance from StrRef one.

Definition at line 254 of file String.h.

◆ toStr() [27/149]

std::string toStr ( const SystemEventMsg & msg )

inline

Serializes object into string.

Definition at line 81 of file SystemEvent.h.

◆ toStr() [28/149]

std::string toStr ( const TopOfBookMsg & msg )

inline

Serializes object into string.

Definition at line 137 of file TopOfBook.h.

◆ toStr() [29/149]

std::string toStr ( const TradeCrossMsg & msg )

inline

Serializes object into string.

Definition at line 131 of file TradeCross.h.

◆ toStr() [30/149]

std::string toStr ( const TradeMsg & msg )

inline

Serializes object into string.

Definition at line 151 of file Trade.h.

◆ toStr() [31/149]

std::string toStr ( const TradeSummaryMsg & msg )

inline

Serializes object into string.

Definition at line 153 of file TradeSummary.h.

◆ toStr() [32/149]

std::string toStr ( CrossType::Enum value )

inline

Returns string presentation of object.

Definition at line 948 of file Enumerations.h.

◆ toStr() [33/149]

std::string toStr ( DeferralEnrichmentType::Enum value )

inline

Returns string presentation of object.

Definition at line 1494 of file Enumerations.h.

◆ toStr() [34/149]

std::string toStr ( DirtyCleanPrice::Enum value )

inline

Returns string presentation of object.

Definition at line 240 of file Enumerations.h.

◆ toStr() [35/149]

std::string toStr ( DuplicativeIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1522 of file Enumerations.h.

◆ toStr() [36/149]

std::string toStr ( EventCode::Enum value )

inline

Returns string presentation of object.

Definition at line 58 of file Enumerations.h.

◆ toStr() [37/149]

std::string toStr ( GrossSettlementIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 271 of file Enumerations.h.

◆ toStr() [38/149]

std::string toStr ( HiddenExecutionIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 979 of file Enumerations.h.

◆ toStr() [39/149]

std::string toStr ( ImbalanceDirection::Enum value )

inline

Returns string presentation of object.

Definition at line 902 of file Enumerations.h.

◆ toStr() [40/149]

std::string toStr ( InstrumentOptionStyle::Enum value )

inline

Returns string presentation of object.

Definition at line 209 of file Enumerations.h.

◆ toStr() [41/149]

std::string toStr ( Int16 number )

inline

Serializes given integer into a string.

Definition at line 146 of file Integral.h.

◆ toStr() [42/149]

std::string toStr ( Int32 number )

inline

Serializes given integer into a string.

Definition at line 172 of file Integral.h.

◆ toStr() [43/149]

std::string toStr ( Int64 number )

inline

Serializes given integer into a string.

Definition at line 198 of file Integral.h.

◆ toStr() [44/149]

std::string toStr ( Int8 number )

inline

Serializes given integer into a string.

Definition at line 120 of file Integral.h.

◆ toStr() [45/149]

template<typename Type, Type Constant>

std::string toStr ( IntegralConstant< Type, Constant > constant )

inline

Serializes given constant into a string.

Definition at line 229 of file Integral.h.

◆ toStr() [46/149]

std::string toStr ( InverseOrderbook::Enum value )

inline

Returns string presentation of object.

Definition at line 299 of file Enumerations.h.

◆ toStr() [47/149]

std::string toStr ( MarketMechanism::Enum value )

inline

Returns string presentation of object.

Definition at line 1053 of file Enumerations.h.

◆ toStr() [48/149]

std::string toStr ( ModificationIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1241 of file Enumerations.h.

◆ toStr() [49/149]

std::string toStr ( NegotiationIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1182 of file Enumerations.h.

◆ toStr() [50/149]

std::string toStr ( OffBookAutomatedIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1334 of file Enumerations.h.

◆ toStr() [51/149]

std::string toStr ( OrderBookType::Enum value )

inline

Returns string presentation of object.

Definition at line 673 of file Enumerations.h.

◆ toStr() [52/149]

std::string toStr ( OrderType::Enum value )

inline

Returns string presentation of object.

Definition at line 385 of file Enumerations.h.

◆ toStr() [53/149]

std::string toStr ( PostTradeDeferralReason::Enum value )

inline

Returns string presentation of object.

Definition at line 1436 of file Enumerations.h.

◆ toStr() [54/149]

std::string toStr ( PriceFormationIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1368 of file Enumerations.h.

◆ toStr() [55/149]

std::string toStr ( ReferencePriceIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1275 of file Enumerations.h.

◆ toStr() [56/149]

std::string toStr ( SessionChangeReason::Enum value )

inline

Returns string presentation of object.

Definition at line 345 of file Enumerations.h.

◆ toStr() [57/149]

std::string toStr ( SettlementSystem::Enum value )

inline

Returns string presentation of object.

Definition at line 98 of file Enumerations.h.

◆ toStr() [58/149]

std::string toStr ( Side::Enum value )

inline

Returns string presentation of object.

Definition at line 1553 of file Enumerations.h.

◆ toStr() [59/149]

std::string toStr ( SourceVenue::Enum value )

inline

Returns string presentation of object.

Definition at line 734 of file Enumerations.h.

◆ toStr() [60/149]

std::string toStr ( SpecialDividendIndicator::Enum value )

inline

Returns string presentation of object.

Definition at line 1303 of file Enumerations.h.

◆ toStr() [61/149]

std::string toStr ( StatisticType::Enum value )

inline

Returns string presentation of object.

Definition at line 553 of file Enumerations.h.

◆ toStr() [62/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		AgencyCrossIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [63/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		AlgorithmicIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [64/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		AnnouncementType::Enum	)

Appends string presentation of object.

◆ toStr() [65/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		AuctionInfo::Enum	)

Appends string presentation of object.

◆ toStr() [66/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		AuctionType::Enum	)

Appends string presentation of object.

◆ toStr() [67/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		ClearingType::Enum	)

Appends string presentation of object.

◆ toStr() [68/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AddOrderIncrementalMsg &	)

Serializes object into string.

◆ toStr() [69/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AddOrderMBOMsg &	)

Serializes object into string.

◆ toStr() [70/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AddOrderMBPMsg &	)

Serializes object into string.

◆ toStr() [71/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AddOrderShortMBOMsg &	)

Serializes object into string.

◆ toStr() [72/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AddOrderShortMBPMsg &	)

Serializes object into string.

◆ toStr() [73/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const AnalyticsMsg &	)

Serializes object into string.

◆ toStr() [74/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const DeleteOrderMsg &	)

Serializes object into string.

◆ toStr() [75/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const InstrumentDirectoryEquitiesMsg &	)

Serializes object into string.

◆ toStr() [76/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const InstrumentDirectoryMsg &	)

Serializes object into string.

◆ toStr() [77/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const InstrumentStatusMsg &	)

Serializes object into string.

◆ toStr() [78/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const MiFIDIITradeCrossMsg &	)

Serializes object into string.

◆ toStr() [79/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const MiFIDIITradeMsg &	)

Serializes object into string.

◆ toStr() [80/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const ModifyOrderMsg &	)

Serializes object into string.

◆ toStr() [81/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const OrderBookClearMsg &	)

Serializes object into string.

◆ toStr() [82/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const StatisticsMsg &	)

Serializes object into string.

◆ toStr() [83/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const StatisticsSnapshotMsg &	)

Serializes object into string.

◆ toStr() [84/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const StatisticsUpdateMsg &	)

Serializes object into string.

◆ toStr() [85/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const SystemEventMsg &	)

Serializes object into string.

◆ toStr() [86/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const TopOfBookMsg &	)

Serializes object into string.

◆ toStr() [87/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const TradeCrossMsg &	)

Serializes object into string.

◆ toStr() [88/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const TradeMsg &	)

Serializes object into string.

◆ toStr() [89/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		const TradeSummaryMsg &	)

Serializes object into string.

◆ toStr() [90/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		CrossType::Enum	)

Appends string presentation of object.

◆ toStr() [91/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		DeferralEnrichmentType::Enum	)

Appends string presentation of object.

◆ toStr() [92/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		DirtyCleanPrice::Enum	)

Appends string presentation of object.

◆ toStr() [93/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		DuplicativeIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [94/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		EventCode::Enum	)

Appends string presentation of object.

◆ toStr() [95/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		GrossSettlementIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [96/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		HiddenExecutionIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [97/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		ImbalanceDirection::Enum	)

Appends string presentation of object.

◆ toStr() [98/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		InstrumentOptionStyle::Enum	)

Appends string presentation of object.

◆ toStr() [99/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		Int16	)

Serializes given integer into a string.

◆ toStr() [100/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		Int32	)

Serializes given integer into a string.

◆ toStr() [101/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		Int64	)

Serializes given integer into a string.

◆ toStr() [102/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		Int8	)

Serializes given integer into a string.

◆ toStr() [103/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		InverseOrderbook::Enum	)

Appends string presentation of object.

◆ toStr() [104/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		MarketMechanism::Enum	)

Appends string presentation of object.

◆ toStr() [105/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		ModificationIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [106/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		NegotiationIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [107/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		OffBookAutomatedIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [108/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		OrderBookType::Enum	)

Appends string presentation of object.

◆ toStr() [109/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		OrderType::Enum	)

Appends string presentation of object.

◆ toStr() [110/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		PostTradeDeferralReason::Enum	)

Appends string presentation of object.

◆ toStr() [111/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		PriceFormationIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [112/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		ReferencePriceIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [113/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		SessionChangeReason::Enum	)

Appends string presentation of object.

◆ toStr() [114/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		SettlementSystem::Enum	)

Appends string presentation of object.

◆ toStr() [115/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		Side::Enum	)

Appends string presentation of object.

◆ toStr() [116/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		SourceVenue::Enum	)

Appends string presentation of object.

◆ toStr() [117/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		SpecialDividendIndicator::Enum	)

Appends string presentation of object.

◆ toStr() [118/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		StatisticType::Enum	)

Appends string presentation of object.

◆ toStr() [119/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		TradeQualifier::Enum	)

Appends string presentation of object.

◆ toStr() [120/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		TradeType::Enum	)

Appends string presentation of object.

◆ toStr() [121/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		TradingMode::Enum	)

Appends string presentation of object.

◆ toStr() [122/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		TradingStatus::Enum	)

Appends string presentation of object.

◆ toStr() [123/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		TransactionCategory::Enum	)

Appends string presentation of object.

◆ toStr() [124/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		UInt16	)

Serializes given integer into a string.

◆ toStr() [125/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		UInt32	)

Serializes given integer into a string.

◆ toStr() [126/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		UInt64	)

Serializes given integer into a string.

◆ toStr() [127/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		UInt8	)

Serializes given integer into a string.

◆ toStr() [128/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		UnderlyingType::Enum	)

Appends string presentation of object.

◆ toStr() [129/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	,
		VenueOfExecution::Enum	)

Appends string presentation of object.

◆ toStr() [130/149]

void toStr	(	std::string &	str,
		Char	character )

inline

Appends character to given std::string instance.

Definition at line 282 of file String.h.

◆ toStr() [131/149]

template<class Mantissa, class Exponent>

void toStr	(	std::string &	str,
		const FixedPointDecimal< Mantissa, Exponent > &	number )

inline

Serializes fixed-point decimal into a string.

Definition at line 197 of file Decimal.h.

◆ toStr() [132/149]

void toStr	(	std::string &	str,
		const std::string &	value )

inline

Appends one string another one.

Definition at line 292 of file String.h.

◆ toStr() [133/149]

void toStr	(	std::string &	str,
		const StrRef &	ref )

inline

Appends text referenced by StrRef to given std::string instance.

Definition at line 263 of file String.h.

◆ toStr() [134/149]

template<typename Type, Type Constant>

void toStr	(	std::string &	str,
		IntegralConstant< Type, Constant >	constant )

inline

Serializes given constant into a string.

Definition at line 222 of file Integral.h.

◆ toStr() [135/149]

void toStr	(	std::string &	str,
		TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = TimeSpanFormat::SDHHMMSSnsec )

inline

Appends timespan formatted in specified pattern to given string.

Definition at line 399 of file Time.h.

◆ toStr() [136/149]

ONIXS_LSE_GTP_API void toStr	(	std::string &	str,
		Timestamp	timestamp,
		TimestampFormat::Enum	format = TimestampFormat::YYYYMMDDHHMMSSnsec )

Serializes timestamp according to specified pattern.

◆ toStr() [137/149]

std::string toStr	(	TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = TimeSpanFormat::SDHHMMSSnsec )

inline

Formats timespan according to specified pattern.

Definition at line 429 of file Time.h.

◆ toStr() [138/149]

std::string toStr	(	Timestamp	timestamp,
		TimestampFormat::Enum	format = TimestampFormat::YYYYMMDDHHMMSSnsec )

inline

Serializes timestamp according to specified pattern.

Definition at line 879 of file Time.h.

◆ toStr() [139/149]

std::string toStr ( TradeQualifier::Enum value )

inline

Returns string presentation of object.

Definition at line 1010 of file Enumerations.h.

◆ toStr() [140/149]

std::string toStr ( TradeType::Enum value )

inline

Returns string presentation of object.

Definition at line 440 of file Enumerations.h.

◆ toStr() [141/149]

std::string toStr ( TradingMode::Enum value )

inline

Returns string presentation of object.

Definition at line 1108 of file Enumerations.h.

◆ toStr() [142/149]

std::string toStr ( TradingStatus::Enum value )

inline

Returns string presentation of object.

Definition at line 868 of file Enumerations.h.

◆ toStr() [143/149]

std::string toStr ( TransactionCategory::Enum value )

inline

Returns string presentation of object.

Definition at line 1145 of file Enumerations.h.

◆ toStr() [144/149]

std::string toStr ( UInt16 number )

inline

Serializes given integer into a string.

Definition at line 159 of file Integral.h.

◆ toStr() [145/149]

std::string toStr ( UInt32 number )

inline

Serializes given integer into a string.

Definition at line 185 of file Integral.h.

◆ toStr() [146/149]

std::string toStr ( UInt64 number )

inline

Serializes given integer into a string.

Definition at line 211 of file Integral.h.

◆ toStr() [147/149]

std::string toStr ( UInt8 number )

inline

Serializes given integer into a string.

Definition at line 133 of file Integral.h.

◆ toStr() [148/149]

std::string toStr ( UnderlyingType::Enum value )

inline

Returns string presentation of object.

Definition at line 178 of file Enumerations.h.

◆ toStr() [149/149]

std::string toStr ( VenueOfExecution::Enum value )

inline

Returns string presentation of object.

Definition at line 771 of file Enumerations.h.

◆ toStrAsHHMMSS()

ONIXS_LSE_GTP_API void toStrAsHHMMSS	(	std::string &	,
		TimeSpan	)

◆ toStrAsHHMMSSmsec()

ONIXS_LSE_GTP_API void toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan	)

◆ toStrAsSDHHMMSSnsec()

ONIXS_LSE_GTP_API void toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan	)

◆ toStrAsYYYYMMDD()

ONIXS_LSE_GTP_API void toStrAsYYYYMMDD	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDD format.

◆ toStrAsYYYYMMDDHHMMSS()

ONIXS_LSE_GTP_API void toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSS format.

◆ toStrAsYYYYMMDDHHMMSSmsec()

ONIXS_LSE_GTP_API void toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

◆ toStrAsYYYYMMDDHHMMSSnsec()

ONIXS_LSE_GTP_API void toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

◆ toStrRef() [1/2]

StrRef toStrRef ( const Char * cStr )

inline

Initializes instance from zero-terminated/C-like string.

Definition at line 239 of file String.h.

◆ toStrRef() [2/2]

StrRef toStrRef ( const std::string & str )

inline

Constructs StrRef instance over std::string content.

Definition at line 230 of file String.h.

◆ unalignedCopy()

template<class FieldValue>

FieldValue unalignedCopy ( const void * p )

inline

Definition at line 166 of file Memory.h.

Variable Documentation

◆ FeedEngineThreadPool

class ONIXS_LSE_GTP_API FeedEngineThreadPool

Definition at line 271 of file FeedEngine.h.

Classes

Typedefs

Functions

Variables

Typedef Documentation

◆ Alpha

◆ BitField

◆ Byte

◆ Char

◆ CpuIndex

◆ Date

◆ DateAndTime

◆ HandlerLogs

◆ HandlerLogsEntry

◆ MessageSize

◆ MiFIDDecimal

◆ Price

◆ Price4

◆ SequenceNumber

◆ Size

◆ Size4

◆ Time

◆ UDT

Function Documentation

◆ advanceBackByBytes()

◆ advanceByBytes()

◆ byteDistance()

◆ decimalToStr()

◆ enumToString() [1/3]

◆ enumToString() [2/3]

◆ enumToString() [3/3]

◆ fromSeconds()

◆ fromStr() [1/2]

◆ fromStr() [2/2]

◆ gatherLogs()

◆ operator!=() [1/8]

◆ operator!=() [2/8]

◆ operator!=() [3/8]

◆ operator!=() [4/8]

◆ operator!=() [5/8]

◆ operator!=() [6/8]

◆ operator!=() [7/8]

◆ operator!=() [8/8]

◆ operator+()

◆ operator-() [1/2]

◆ operator-() [2/2]

◆ operator<() [1/4]

◆ operator<() [2/4]

◆ operator<() [3/4]

◆ operator<() [4/4]

◆ operator<<() [1/8]

◆ operator<<() [2/8]

◆ operator<<() [3/8]

◆ operator<<() [4/8]

◆ operator<<() [5/8]

◆ operator<<() [6/8]

◆ operator<<() [7/8]

◆ operator<<() [8/8]

◆ operator<=() [1/2]

◆ operator<=() [2/2]

◆ operator==() [1/8]

◆ operator==() [2/8]

◆ operator==() [3/8]

◆ operator==() [4/8]

◆ operator==() [5/8]

◆ operator==() [6/8]

◆ operator==() [7/8]

◆ operator==() [8/8]

◆ operator>() [1/4]

◆ operator>() [2/4]

◆ operator>() [3/4]

◆ operator>() [4/4]

◆ operator>=() [1/2]

◆ operator>=() [2/2]

◆ operator|() [1/2]

◆ operator|() [2/2]

◆ process()

◆ throwIncorrectSize()

◆ toByteBlock() [1/2]

◆ toByteBlock() [2/2]