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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