| Interface | Description |
|---|---|
| LogProvider |
Provides data for custom log replay.
|
| SecurityId |
Interface implemented by security related event arguments.
|
| UdpClient |
UDP client interface.
|
| UdpClientFactory |
UDP client factory.
|
| Class | Description |
|---|---|
| BestBidAskTrackingOptions |
Contains options to track best bids and best asks.
|
| BitmapField |
Represents bitmap field (sbe set type).
|
| BookBase<T extends ImpliedPriceLevel> |
Represents base class for order books.
|
| CmeMdHandler |
Main class of CME market data handler.
|
| ConsolidatedOrderBook |
Represents consolidated order book.
|
| EventIndicator |
Represents event indicator.
|
| ImpliedOrderBook |
Represents implied order book.
|
| ImpliedPriceLevel |
Represents implied price level.
|
| License |
Base license implementation.
|
| License.Customer |
License customer.
|
| License.Product |
Licensed product.
|
| MarketByOrderBook |
Represents market by order book.
|
| MarketByPriceBookBase<T extends ImpliedPriceLevel> |
Represents base class for market by price books.
|
| Order |
Represents a single order for market by order book.
|
| OrderBookUtils |
Utility functionality for order book.
|
| ReceivedPacket |
Received packet.
|
| RegularOrderBook |
Represents regular (direct) order book.
|
| RegularPriceLevel |
Represents regular (direct) price level.
|
| ReplayOptions |
Options for replay logs mode.
|
| SecurityDefinition |
Represents security definition (instrument).
|
| Enum | Description |
|---|---|
| BestBidAskTrackingParameter |
Describes parameters which is used to track best bids and best asks.
|
| BookChangeType |
Book change type.
|
| BookUpdatedCallbackPolicy |
Policy of calling book updated events.
|
| ConnectionType |
Type of the CME Feed Connection.
|
| FeedType |
Type of the CME Feed.
|
| GcpContentOwner |
CME content owner for Google Cloud Platform.
|
| GcpEnvironmentType |
CME environment for Google Cloud Platform.
|
| HandlerStartupStrategy |
Market joining strategies.
|
| HandlerState |
CmeMdHandler state.
|
| License.Type |
License type.
|
| OrderBookType |
Type of the order book.
|
| ProtocolFamilyDetection |
Book change type.
|
| QuoteType |
Type of quote.
|
| ReceiveMode |
IO receive mode.
|
| SecurityStatus |
Security Status.
|
| SecurityTradingEvent |
Security trading event.
|
| Side |
Order side.
|
| StatisticsType |
Statistics type.
|
| TcpReplayRequestRateExceededAction |
An action on exceed Tcp Replay Request Rate.
|
| TradeUpdateAction |
Order side.
|
| Exception | Description |
|---|---|
| GapDetectedException |
Indicates that message gap detected.
|
| HandlerException |
Indicates that error occurred during handler work.
|
| LicenseException |
General license error.
|
| LicenseExpiredException |
License was expired.
|
| LicenseNotFoundException |
Valid license was not found.
|
| ReplayException |
Indicates that error occurred during replay of queued incremental messages.
|
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