Index (CME Market Data Handler Library 3.19.0 API)

A B C D E F G H I J L M N O P Q R S T U V W

A

Add - Static variable in class biz.onixs.cme.md.handler.fix.SecurityUpdateAction: Add Security.
addGroupIdFilter(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Add the Group ID filtering value.
addSecurityIdFilter(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Add the Security ID filtering value.
addSymbolFilter(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Add the Symbol filtering value.
AggressorSide - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates which side is aggressor of the trade.
any() - Method in class biz.onixs.cme.md.handler.BitmapField: Check if any of bits is set.
ApplBeginSeqNo - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Sequence number of first requested packet.
ApplEndSeqNo - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Sequence number of last requested packet.
ApplID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The channel ID as defined in the XML Configuration file.
Asset - Static variable in class biz.onixs.cme.md.handler.fix.Tag: String field that indicates the underlying asset code (Product Code).

B

BestBidAskTrackingOptions - Class in biz.onixs.cme.md.handler: Contains options to track best bids and best asks.
BestBidAskTrackingOptions() - Constructor for class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Constructor.
BestBidAskTrackingParameter - Enum in biz.onixs.cme.md.handler: Describes parameters which is used to track best bids and best asks.
Bid - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Bid.
BitmapField - Class in biz.onixs.cme.md.handler: Represents bitmap field (sbe set type).
BitmapField(int) - Constructor for class biz.onixs.cme.md.handler.BitmapField: Constructor.
BitmapField(IFieldSet, int) - Constructor for class biz.onixs.cme.md.handler.BitmapField: Constructor.
biz.onixs.cme.md.handler - package biz.onixs.cme.md.handler
biz.onixs.cme.md.handler.event - package biz.onixs.cme.md.handler.event
biz.onixs.cme.md.handler.fix - package biz.onixs.cme.md.handler.fix
biz.onixs.cme.sbe - package biz.onixs.cme.sbe
BookBase<T extends ImpliedPriceLevel> - Class in biz.onixs.cme.md.handler: Represents base class for order books.
BookChangeType - Enum in biz.onixs.cme.md.handler: Book change type.
BookUpdatedCallbackPolicy - Enum in biz.onixs.cme.md.handler: Policy of calling book updated events.

C

CFICode - Static variable in class biz.onixs.cme.md.handler.fix.Tag: ISO standard instrument categorization code.
Change - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: Price level was changed.
changeDirectBookDepth(int) - Method in class biz.onixs.cme.md.handler.MarketByOrderBook
ClearedVolume - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The total cleared volume of instrument traded during the prior trading session.
clearGroupIdFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes all the Group ID filters.
clearSecurityIdFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes all the Security ID filters.
clearSymbolFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes all the Symbol filters.
clone() - Method in class biz.onixs.cme.md.handler.ConsolidatedOrderBook: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.ImpliedOrderBook: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.ImpliedPriceLevel: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.MarketByOrderBook: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.Order: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.RegularOrderBook: Convert object to string representation.
clone() - Method in class biz.onixs.cme.md.handler.RegularPriceLevel: Make a clone of current object.
clone() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Make a clone of current object.
close() - Method in interface biz.onixs.cme.md.handler.LogProvider: Closes packets source.
close() - Method in interface biz.onixs.cme.md.handler.UdpClient: Close socket.
CmeMdHandler - Class in biz.onixs.cme.md.handler: Main class of CME market data handler.
CmeMdHandler(String) - Constructor for class biz.onixs.cme.md.handler.CmeMdHandler: Constructor.
ConnectionType - Enum in biz.onixs.cme.md.handler: Type of the CME Feed Connection.
ConsolidatedBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process consolidated book update.
ConsolidatedOrderBook - Class in biz.onixs.cme.md.handler: Represents consolidated order book.
ContractMultiplier - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.
ContractMultiplierUnit - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the type of multiplier being applied to the product.
create(int, int, ProtocolFamily) - Method in interface biz.onixs.cme.md.handler.UdpClientFactory: Create UDP client implementation.
Currency - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies currency used for price.
CurrentChunk - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37710.

D

DecayQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the quantity that a contract will decay daily by once the decay start date is reached.
DecayStartDate - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the date at which a decay contract will begin to decay.
Delete - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: Price level was deleted.
Delete - Static variable in class biz.onixs.cme.md.handler.fix.SecurityUpdateAction: Delete Security.
DeleteFrom - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: Deletes all book levels on one side of the book.
DeleteThru - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: Deletes top 'n' levels on one side of the book.
DisplayFactor - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Contains the multiplier to convert the CME Globex display price to the conventional price.

E

ElectronicVolume - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Electronic Volume.
EmptyBook - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Empty Book.
ErrorEventArgs - Class in biz.onixs.cme.md.handler.event: Error event argument.
ErrorEventArgs(String, String, Exception) - Constructor for class biz.onixs.cme.md.handler.event.ErrorEventArgs: Constructor.
ErrorEventArgs(String, String) - Constructor for class biz.onixs.cme.md.handler.event.ErrorEventArgs: Constructor.
ErrorListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process error messages.
EventIndicator - Class in biz.onixs.cme.md.handler: Represents event indicator.
EventIndicator(IFieldSet) - Constructor for class biz.onixs.cme.md.handler.EventIndicator: Constructor.
EventTime - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Date and Time of event expressed in UTC DateTime.
EventTimeDelta - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the time interval taken to process an event in number of microseconds.
EventType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Code to represent the type of event.

F

FeedType - Enum in biz.onixs.cme.md.handler: Type of the CME Feed.
FixingPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Fixing Price.
FlowScheduleType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.BestBidAskTrackingParameter: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.BookChangeType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.BookUpdatedCallbackPolicy: Convert int to enumeration.
forValue(String) - Static method in enum biz.onixs.cme.md.handler.ConnectionType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.FeedType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.HandlerStartupStrategy: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.HandlerState: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.OrderBookType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.QuoteType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.ReceiveMode: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.SecurityStatus: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.SecurityTradingEvent: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.Side: Convert int to enumeration.
forValue(String) - Static method in enum biz.onixs.cme.md.handler.Side: Convert String to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.StatisticsType: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.TcpReplayRequestRateExceededAction: Convert int to enumeration.
forValue(int) - Static method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Convert int to enumeration.
forValue(String) - Static method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Convert String to enumeration.

G

GapDetectedException - Exception in biz.onixs.cme.md.handler: Indicates that message gap detected.
GapDetectedException(PacketGapDetectedEventArgs) - Constructor for exception biz.onixs.cme.md.handler.GapDetectedException: Constructor.
GcpContentOwner - Enum in biz.onixs.cme.md.handler: CME content owner for Google Cloud Platform.
GcpEnvironmentType - Enum in biz.onixs.cme.md.handler: CME environment for Google Cloud Platform.
get(int) - Method in class biz.onixs.cme.md.handler.BitmapField: Get bit value.
get(int) - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Order id entry.
getAggressorSide() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Aggressor side.
getAsks() - Method in class biz.onixs.cme.md.handler.BookBase: Gets asks.
getAsset() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get asset code.
getBestAsk() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Best ask price level.
getBestBid() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Best bid price level.
getBestBidAskTrackingOptions() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get options to track best bids and asks.
getBestBidAskTrackingParameters() - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Get price level parameters which will be used to track best bids and best asks.
getBids() - Method in class biz.onixs.cme.md.handler.BookBase: Get bids.
getBook() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Order book.
getBook() - Method in class biz.onixs.cme.md.handler.event.OrderBookEventArgs: Order book.
getBook() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Order book.
getBookChangeType() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Book change type.
getBookType() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Order book type.
getBookUpdatedCallbackPolicy() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Gets book updated callbacks policy.
getCFICode() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get CFI code.
getChannelConfigurationFile() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get path to the CME Market Data Feed Channel configuration XML file.
getChannelId() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.ErrorEventArgs: CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.HandlerStateChangedEventArgs: CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.InfoEventArgs: CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.MessageProcessingEventArgs: CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.PacketProcessingEventArgs: CME Market Data Feed Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.StatisticsResetEventArgs: Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Channel ID.
getChannelId() - Method in class biz.onixs.cme.md.handler.event.WarningEventArgs: CME Market Data Feed Channel ID.
getConnectionType() - Method in class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Connection type.
getConnectionType() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Get connection type.
getCurrentTradeIndexInEvent() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Current trade index in event.
getCustomer() - Method in class biz.onixs.cme.md.handler.License: Returns license customer.
getDataBlockIndex() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Index of entry in FIX repeating group.
getDataBlockIndex() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Index of entry in FIX repeating group.
getDataBlocks() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: FIX repeating group which contains market data.
getDataBlocks() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: FIX repeating group which contains statistics data.
getDataBlocks() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: FIX repeating group which contains trade data.
getDaysLeft() - Method in class biz.onixs.cme.md.handler.License: Returns the number of days left until license is expired.
getDecoder() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get SBE decoder.
getDefinition() - Method in class biz.onixs.cme.md.handler.event.SecurityDefinitionEventArgs: Security definition.
getDefinitionMessage() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Security definition FIX message.
getDelayBetweenMessages() - Method in class biz.onixs.cme.md.handler.ReplayOptions: Gets delay between replayed messages.
getDepth() - Method in class biz.onixs.cme.md.handler.MarketByOrderBook: Get book depth.
getDepth() - Method in class biz.onixs.cme.md.handler.MarketByPriceBookBase: Get book depth.
getDirectBookDefaultDepth() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Gets direct book default depth.
getDisplayFactor() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get the multiplier to convert the CME Globex display price to the conventional price (tag 9787).
getEventIndicator() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Match event indicator.
getEventIndicator() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Match event indicator.
getEventIndicator() - Method in class biz.onixs.cme.md.handler.event.SecurityDefinitionEventArgs: Match event indicator.
getEventIndicator() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Match event indicator.
getEventIndicator() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Match event indicator.
getException() - Method in class biz.onixs.cme.md.handler.event.ErrorEventArgs: Exception which raises error.
getException() - Method in class biz.onixs.cme.md.handler.event.WarningEventArgs: Exception which raises error.
getExpirationDate() - Method in exception biz.onixs.cme.md.handler.LicenseExpiredException: Gets license expiration date.
getFeedName() - Method in class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Feed name.
getFeedType() - Method in class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Feed type.
getFeedType() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Get feed type.
getGapEventArgs() - Method in exception biz.onixs.cme.md.handler.GapDetectedException: Get gap event args.
getGcpCmeProjectId() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the CME Google Cloud Platform project id.
getGcpContentOwner() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the CME content owner.
getGcpDeleteSubscriptions() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get if Handler should delete subscription after stopping the corresponding feed.
getGcpEnvironmentType() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the CME environment type.
getGcpKeyPath() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the path to the key file used by Google Cloud Platform connection.
getGcpParallelPullCount() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the Google Cloud Platform parallel pull count.
getGcpProjectId() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the Customer Google Cloud Platform project id.
getGroupEntry() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Market data repeating group entry.
getId() - Method in class biz.onixs.cme.md.handler.License.Product: Returns product id.
getImpliedBookDefaultDepth() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Gets implied book default depth.
getIncrementalCacheSize() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get incremental packets cache size.
getInfo() - Method in class biz.onixs.cme.md.handler.event.InfoEventArgs: Error description.
getInterval() - Method in class biz.onixs.cme.md.handler.License: Returns license validity interval.
getIntValue() - Method in enum biz.onixs.cme.md.handler.QuoteType: Get int value.
getIntValue() - Method in enum biz.onixs.cme.md.handler.Side: Get int value.
getIntValue() - Method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Get int value.
getLastQty() - Method in class biz.onixs.cme.md.handler.event.OrderIdEntry: Last quantity.
getLastRptSeq() - Method in class biz.onixs.cme.md.handler.MarketByPriceBookBase: Get sequence number of last instrument entry applied.
getLastSequenceNumber() - Method in class biz.onixs.cme.md.handler.MarketByOrderBook: Sequence number of the last applied message.
getLastSequenceNumber() - Method in class biz.onixs.cme.md.handler.MarketByPriceBookBase: Get sequence number of the last applied message.
getLicenseDirectory() - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Gets path to directory where license file is located.
getLicenseExpirationDate() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get license expiration date.
getLicenseFile() - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Gets license file name or absolute path to license.
getLocalNetworkInterface() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get local network interface that is used to receive UDP multicast packets.
getLocalNetworkInterfaceA() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get local network interface that is used to receive UDP multicast packets for "A" feeds.
getLocalNetworkInterfaceB() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get local network interface that is used to receive UDP multicast packets for "B" feeds.
getLogProvider() - Method in class biz.onixs.cme.md.handler.ReplayOptions: Gets log provider.
getLogs() - Method in class biz.onixs.cme.md.handler.ReplayOptions: Gets list of handler log files to replay.
getMaximumNumberOfQueuedIncrementalRefreshMessages() - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Get Maximum number of queued Market Data Incremental Refresh (X) messages.
getMessage() - Method in class biz.onixs.cme.md.handler.event.MessageProcessingEventArgs: FIX Message.
getMessage() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Last message which is the source of this event.
getMessageSchema() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get SBE message schema.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Message sequence number.
getMessageSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Message sequence number.
getName() - Method in class biz.onixs.cme.md.handler.License.Customer: Returns customer name.
getName() - Method in class biz.onixs.cme.md.handler.License.Product: Returns product name.
getName() - Method in enum biz.onixs.cme.md.handler.License.Type: Returns license type name.
getNewState() - Method in class biz.onixs.cme.md.handler.event.HandlerStateChangedEventArgs: Handler new state.
getNumberOfOrders() - Method in class biz.onixs.cme.md.handler.event.RegularOrderBookChangedEventArgs: Number of orders.
getNumberOfOrders() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Number of orders.
getNumberOfOrders() - Method in class biz.onixs.cme.md.handler.RegularPriceLevel: Get number of orders in price level.
getNumberOfQueuedIncrementalRefreshMessages() - Method in class biz.onixs.cme.md.handler.CmeMdHandler
getOldState() - Method in class biz.onixs.cme.md.handler.event.HandlerStateChangedEventArgs: Handler old state.
getOrderId() - Method in class biz.onixs.cme.md.handler.event.MarketByOrderBookChangedEventArgs: Order ID.
getOrderID() - Method in class biz.onixs.cme.md.handler.event.OrderIdEntry: Order ID.
getOrderId() - Method in class biz.onixs.cme.md.handler.Order: Get order ID.
getOrderPriority() - Method in class biz.onixs.cme.md.handler.event.MarketByOrderBookChangedEventArgs: Order priority.
getOrderPriority() - Method in class biz.onixs.cme.md.handler.Order: Get order priority.
getOrdersCountThreshold() - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Get orders count threshold in percents.
getOutOfOrderIncrementalQueueSize() - Method in class biz.onixs.cme.md.handler.CmeMdHandler
getPacket() - Method in class biz.onixs.cme.md.handler.event.PacketProcessingEventArgs: Received biz.onixs.cme.sbe.Packet.
getPreviousSendingTime() - Method in class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Sending time of the last processed packet.
getPreviousSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Sequence number of the last processed packet.
getPrice() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Price.
getPrice() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Price.
getPrice() - Method in class biz.onixs.cme.md.handler.ImpliedPriceLevel: Get price.
getPriceLevel() - Method in class biz.onixs.cme.md.handler.event.ImpliedOrderBookChangedEventArgs: Price level.
getPriceThreshold() - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Get price threshold in percents.
getProcessMarketByOrderBooks() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: True if handler should process Market By Order Books and use MBO Snapshots to recover (if configured).
getProcessMarketByPriceBooks() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: True if handler should process Market By Price Books and use Snapshots to recover (if configured).
getProtocolFamily() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get IP protocol family.
getQuantity() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Quantity.
getQuantity() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Quantity.
getQuantity() - Method in class biz.onixs.cme.md.handler.ImpliedPriceLevel: Get price level quantity.
getQuantityThreshold() - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Get quantity threshold in percents.
getQuoteType() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Quote type.
getRaw() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Get received bytes.
getReason() - Method in class biz.onixs.cme.md.handler.event.ErrorEventArgs: Error description.
getReason() - Method in class biz.onixs.cme.md.handler.event.WarningEventArgs: Error description.
getReceivedSendingTime() - Method in class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Sending time of the received packet.
getReceivedSequenceNumber() - Method in class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Sequence number of the received packet.
getReceiveMode() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get IO receive mode.
getReceiveTime() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Message receive time.
getReceiveTime() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Packet receive time.
getReceiveTime() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Message receive time.
getReceiveTime() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Message receive time.
getReceiveTimeoutInMilliseconds() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get amount of time a Handler will wait to receive data once a read operation is initiated.
getReceivingTimestamp() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Get receiving timestamp.
getRecoverSecurityDefinitionsOnGap() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to recover the Security Definition messages each time when the message sequence gap is detected.
getRegularOrderBook() - Method in class biz.onixs.cme.md.handler.MarketByOrderBook: Convert market by order book to the regular order book.
getReportNoDataWarning() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get report-no-data option.
getReportSequence() - Method in class biz.onixs.cme.md.handler.event.ImpliedOrderBookChangedEventArgs: Instrument report sequence number.
getReportSequence() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Instrument report sequence number.
getRequestId() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Quote request ID.
getSecurityDefinition() - Method in class biz.onixs.cme.md.handler.BookBase: Get security definition.
getSecurityDefinitionsCacheRoot() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get path where security definition cache will be stored.
getSecurityGroup() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Security Group.
getSecurityGroup() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get security group.
getSecurityGroupFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get security group filters.
getSecurityId() - Method in class biz.onixs.cme.md.handler.BookBase: Get security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.SecurityErrorEventArgs: Security Id.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.StatisticsResetEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Security ID.
getSecurityId() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Security ID.
getSecurityId() - Method in interface biz.onixs.cme.md.handler.SecurityId: Get security ID.
getSecurityIdFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get security ID filters.
getSecurityStatus() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Security status.
getSecurityStatusMessage() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Security status FIX message.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Message sending time.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Message sending time.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Packet sending time.
getSendingTime() - Method in interface biz.onixs.cme.md.handler.event.SendingTimeEventArgs: Message sending time.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Message sending time.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Message sending time.
getSendingTime() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Message sending time.
getSeqNum() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Packet sequence number.
getSeqNum() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Gets packet sequence number.
getSide() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Side.
getSide() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Side.
getSize() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Size.
getSocketBufferSize() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get UDP socket buffer size in bytes.
getSocketBufferSize() - Method in interface biz.onixs.cme.md.handler.UdpClient: Get UDP socket buffer size.
getStartupStrategy() - Method in class biz.onixs.cme.md.handler.ReplayOptions: Gets Handler startup strategy.
getState() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get handler state.
getStatisticsType() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Statistics type.
getStringValue() - Method in enum biz.onixs.cme.md.handler.GcpContentOwner: Get String value.
getStringValue() - Method in enum biz.onixs.cme.md.handler.GcpEnvironmentType: Get String value.
getStringValue() - Method in enum biz.onixs.cme.md.handler.Side: Get String value.
getStringValue() - Method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Get String value.
getSymbol() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Symbol.
getSymbol() - Method in class biz.onixs.cme.md.handler.event.StatisticsResetEventArgs: Symbol.
getSymbol() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get security symbol.
getSymbolFilters() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get symbol filters.
getTcpReplay() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get option to use the TcpReplay Channel for recovery of missed messages.
getTcpReplayMaximumGapSize() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get maximum gap size, which be recovered via TCP Replay service.
getTcpReplayPassword() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get password or passphrase to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
getTcpReplayReconnectAttempts() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get number of attempts to receive missed messages via CME Tcp Replay service.
getTcpReplayReconnectIntervalInMilliseconds() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get interval between attempts to receive missed messages via CME Tcp Replay service (in milliseconds).
getTcpReplayRequestRate() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the rate of TCP Replay requests.
getTcpReplayRequestRateExceededAction() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get an action on exceed Tcp Replay Request Rate.
getTcpReplayTimeoutIntervalInMilliseconds() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get timeout interval for CME Tcp Replay service (in milliseconds).
getTcpReplayUsername() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get user ID or username to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
getTemplateFile() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get path to the CME SBE templates file.
getTimeout() - Method in class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Timeout in millisecond.
getTimeStamp() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Gets packet sending time.
getTradeDate() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Trade date.
getTradeDate() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Trade date.
getTradeDate() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Trade date.
getTradeDate() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Trade date.
getTradeIndex() - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Index of trade.
getTradeUpdateAction() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Trade update action.
getTradingEvent() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Security trading event.
getType() - Method in class biz.onixs.cme.md.handler.BookBase: Get book type.
getType() - Method in class biz.onixs.cme.md.handler.License: Returns license type.
getUdpClientFactory() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get factory for creating custom UDP socket client.
getUnitOfMeasure() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get the unit of measure for the products original contract size (tag 996).
getUnitOfMeasureQty() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Get the contract size for each instrument (tag 1147).
getUseGcp() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Google Cloud Platform instead of the standard multicast data stream.
getUseIncrementalFeedA() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not incremental feed "A".
getUseIncrementalFeedB() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not incremental feed "B".
getUseInstrumentReplayFeedA() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Instrument Definition (UDP) Feed "A".
getUseInstrumentReplayFeedB() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Instrument Definition (UDP) Feed "B".
getUseIpSourceFiltering() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get if datagram source addresses should be filtered.
getUseSnapshotFeedA() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Market Recovery (UDP) Feed "A".
getUseSnapshotFeedB() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Market Recovery (UDP) Feed "B".
getValue() - Method in enum biz.onixs.cme.md.handler.BestBidAskTrackingParameter: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.BookChangeType: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.BookUpdatedCallbackPolicy: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.ConnectionType: Get int value.
getValue() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Statistics value.
getValue() - Method in enum biz.onixs.cme.md.handler.FeedType: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.HandlerStartupStrategy: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.HandlerState: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.OrderBookType: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.ReceiveMode: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.SecurityStatus: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.SecurityTradingEvent: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.StatisticsType: Get int value.
getValue() - Method in enum biz.onixs.cme.md.handler.TcpReplayRequestRateExceededAction: Get int value.
getVersion() - Method in class biz.onixs.cme.md.handler.License: Returns license version.

H

HaltReason - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies the reason for the status change.
HandlerException - Exception in biz.onixs.cme.md.handler: Indicates that error occurred during handler work.
HandlerException() - Constructor for exception biz.onixs.cme.md.handler.HandlerException: Constructor.
HandlerException(String) - Constructor for exception biz.onixs.cme.md.handler.HandlerException: Constructor.
HandlerException(String, Throwable) - Constructor for exception biz.onixs.cme.md.handler.HandlerException: Constructor.
HandlerException(Throwable) - Constructor for exception biz.onixs.cme.md.handler.HandlerException: Constructor.
HandlerStartupStrategy - Enum in biz.onixs.cme.md.handler: Market joining strategies.
HandlerState - Enum in biz.onixs.cme.md.handler: CmeMdHandler state.
HandlerStateChangedEventArgs - Class in biz.onixs.cme.md.handler.event: StateChanged event argument.
HandlerStateChangedEventArgs(String, HandlerState, HandlerState) - Constructor for class biz.onixs.cme.md.handler.event.HandlerStateChangedEventArgs: Constructor.
HandlerStateChangedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process handler state changes.
Heartbeat - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Heartbeat message.
HeartBtInt - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=108.
HighLimitPrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Allowable high limit price for the trading day.
HighPx - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=332.

I

ImpliedBookChangedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process implied book changes.
ImpliedBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process implied book update.
ImpliedOrderBook - Class in biz.onixs.cme.md.handler: Represents implied order book.
ImpliedOrderBookChangedEventArgs - Class in biz.onixs.cme.md.handler.event: ImpliedOrderBookUpdated event argument.
ImpliedOrderBookChangedEventArgs(BookBase<? extends ImpliedPriceLevel>, BookChangeType, Side, int, double, ScaledDecimal, IGroup, long, long, long) - Constructor for class biz.onixs.cme.md.handler.event.ImpliedOrderBookChangedEventArgs: Constructor.
ImpliedPriceLevel - Class in biz.onixs.cme.md.handler: Represents implied price level.
InfoEventArgs - Class in biz.onixs.cme.md.handler.event: Information event argument.
InfoEventArgs(String, String) - Constructor for class biz.onixs.cme.md.handler.event.InfoEventArgs: Constructor.
InfoListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process information messages.
InstAttribType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.
InstAttribValue - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Bitmap field of 32 Boolean type indicators: 0 (least significant bit): Electronic Match Eligible 1: Order Cross Eligible 2: Block Trade Eligible 3: EFP Eligible 4: EBF Eligible 5: EFS Eligible 6: EFR Eligible 7: OTC Eligible 8: iLink Indicative Mass Quoting Eligible 9: Negative Strike Eligible 10: Negative Price Outright Eligible 11: Is Fractional (indicates product has fractional display price) 12: Volatility Quoted Option 13: RFQ Cross Eligible 14: Zero Price Outright Eligible 15: Decaying Product Eligibility 16: Variable Product Eligibility 17: Daily Product Eligibility 18: GT Orders Eligibility (Previously Tag 827) 19: Implied Matching Eligibility (Previously tag 1144) 20-31 –Reserved for future use
isEndOfAny() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates any 'end of' event.
isEndOfElectronicVolumes() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of electronic volumes' event.
isEndOfEvent() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of event' event.
isEndOfImpliedQuotes() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of implied quotes' event.
isEndOfRealQuotes() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of real quotes' event.
isEndOfStatistic() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of statistics' event.
isEndOfTrades() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'end of trades' event.
isExist() - Method in class biz.onixs.cme.md.handler.ImpliedPriceLevel: Get indicator if price level exist.
isExpired() - Method in class biz.onixs.cme.md.handler.License: Returns whether license is expired.
isExpiredWithinDays(int) - Method in class biz.onixs.cme.md.handler.License: Returns whether license is expiring within the specified number of days.
isMessageRecovered() - Method in class biz.onixs.cme.md.handler.EventIndicator: Indicates 'message resent during recovery' event.

J

joinMulticastGroup(SocketAddress, NetworkInterface, List<String>) - Method in interface biz.onixs.cme.md.handler.UdpClient: Bind to multicast group.

L

LastMsgSeqNumProcessed - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=369.
LastQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=32.
LastUpdateTime - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Timestamp of when the instrument was last added, modified or deleted.
LegOptionDelta - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Delta used to calculate the quantity of futures used to cover the option or option strategy.
LegPrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Price for a futures leg of a covered.
LegRatioQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
LegSecurityID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Unique instrument ID for the leg.
LegSecurityIDSource - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies source of tag 602-LegSecurityID value.
LegSide - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The side of the leg for this repeating group.
License - Class in biz.onixs.cme.md.handler: Base license implementation.
License() - Constructor for class biz.onixs.cme.md.handler.License
License.Customer - Class in biz.onixs.cme.md.handler: License customer.
License.Product - Class in biz.onixs.cme.md.handler: Licensed product.
License.Type - Enum in biz.onixs.cme.md.handler: License type.
LicenseException - Exception in biz.onixs.cme.md.handler: General license error.
LicenseException(String) - Constructor for exception biz.onixs.cme.md.handler.LicenseException: Constructor.
LicenseException(String, Throwable) - Constructor for exception biz.onixs.cme.md.handler.LicenseException: Constructor.
LicenseExpiredException - Exception in biz.onixs.cme.md.handler: License was expired.
LicenseExpiredException(DateTime) - Constructor for exception biz.onixs.cme.md.handler.LicenseExpiredException: Constructor.
LicenseNotFoundException - Exception in biz.onixs.cme.md.handler: Valid license was not found.
LicenseNotFoundException(String) - Constructor for exception biz.onixs.cme.md.handler.LicenseNotFoundException: Constructor.
LicenseNotFoundException(String, Throwable) - Constructor for exception biz.onixs.cme.md.handler.LicenseNotFoundException: Constructor.
Logon - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Logon message.
Logout - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Logout message.
LogProvider - Interface in biz.onixs.cme.md.handler: Provides data for custom log replay.
LotType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The quantity type used for the leg of the spread.
LowLimitPrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Allowable low limit price for the trading day.
LowPx - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=333.

M

MainFraction - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Price Denominator of Main Fraction.
MarketByOrderBook - Class in biz.onixs.cme.md.handler: Represents market by order book.
MarketByOrderBookChangedEventArgs - Class in biz.onixs.cme.md.handler.event: DirectOrderBookUpdated event argument.
MarketByOrderBookChangedEventArgs(BookBase<? extends Order>, BookChangeType, Side, double, ScaledDecimal, long, long, IGroup, long, long) - Constructor for class biz.onixs.cme.md.handler.event.MarketByOrderBookChangedEventArgs: Constructor.
MarketByOrderBookChangedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process market by order book changes.
MarketByOrderBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process market by order book update.
MarketByPriceBookBase<T extends ImpliedPriceLevel> - Class in biz.onixs.cme.md.handler: Represents base class for market by price books.
MarketDataIncrementalRefresh - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Market Data Incremental Refresh message.
MarketDataRequest - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Market Data Request message.
MarketDataSnapshotFullRefresh - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Market Data Snapshot / Full Refresh message.
MarketDepth - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=264.
MarketSegmentID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies the market segment.
MatchAlgorithm - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Matching Algorithm - CME assigned values.
MatchEventIndicator - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex Event: Bit 0: (least significant bit) Last trade message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last real quote message for a given event Bit 3: Last statistic message for a given event Bit 4: Last implied quote message for a given event Bit 5: Reserved for future use Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event
MaturityMonthYear - Static variable in class biz.onixs.cme.md.handler.fix.Tag: This field provides the actual calendar date for contract maturity - month and year (used for standardized futures and options).
MaxPriceVariation - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Differential value for price banding.
MaxTradeVol - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The maximum trading volume for a security.
MDDisplayQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37706.
MDEntryPx - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=270.
MDEntrySize - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=271.
MdEntryType - Class in biz.onixs.cme.md.handler.fix: Market data entry types.
MdEntryType() - Constructor for class biz.onixs.cme.md.handler.fix.MdEntryType
MDEntryType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=269.
MDFeedType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=1022.
MDOrderPriority - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37707.
MDPriceLevel - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=1023.
MDSecurityTradingStatus - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies the current state of the instrument.
MdUpdateAction - Class in biz.onixs.cme.md.handler.fix: Market Data Update Actions.
MdUpdateAction() - Constructor for class biz.onixs.cme.md.handler.fix.MdUpdateAction
MDUpdateAction - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=279.
MessageProcessingEventArgs - Class in biz.onixs.cme.md.handler.event: Message processing event argument.
MessageProcessingEventArgs(String, IMessage) - Constructor for class biz.onixs.cme.md.handler.event.MessageProcessingEventArgs: Constructor.
MessageProcessingListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received message processing start and finish.
MinCabPrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Defines cabinet price for outright options products.
MinLotSize - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Minimum quantity accepted for order entry.
MinPriceIncrement - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.
MinPriceIncrementAmount - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Monetary value equivalent to the minimum price fluctuation.
MinTradeVol - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The minimum trading volume for a security.
Modify - Static variable in class biz.onixs.cme.md.handler.fix.SecurityUpdateAction: Modify Security.
MsgSeqNum - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=34.
MsgType - Class in biz.onixs.cme.md.handler.fix: Message types.
MsgType() - Constructor for class biz.onixs.cme.md.handler.fix.MsgType

N

NetChgPrevDay - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=451.
New - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: Price level was created.
News - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: News message.
next() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Get next message in packet if exist.
NoChunks - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37709.
NoDataOnFeedReceivedEventArgs - Class in biz.onixs.cme.md.handler.event: ReceivedPacket absence event argument.
NoDataOnFeedReceivedEventArgs(String, ConnectionType, FeedType, int) - Constructor for class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Constructor.
NoEvents - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of repeating EventType entries.
NoInstAttrib - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of repeating group InstrAttribType entries.
NoLegs - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of legs (repeating groups).
NoLinesOfText - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=33.
NoLotTypeRules - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of quantity types in the upcoming repeating group.
NoMDEntries - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=268.
NoMdFeedTypes - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of repeating FeedType repeating group entries.
NoMDFeedTypes - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=1141.
NoOrderIDEntries - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37705.
NoRelatedSym - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the number of repeating symbols specified.
NoUnderlyings - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of underlying legs that make up the security.
NumberOfOrders - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=346.

O

Offer - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Offer.
onConsolidatedBookUpdated(OrderBookUpdatedEventArgs<ConsolidatedOrderBook>) - Method in interface biz.onixs.cme.md.handler.event.ConsolidatedBookUpdatedListener: Callback to process consolidated book update.
onError(ErrorEventArgs) - Method in interface biz.onixs.cme.md.handler.event.ErrorListener: Callback to process error messages.
onHandlerStateChanged(HandlerStateChangedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.HandlerStateChangedListener: Callback to process handler state changes.
onImpliedBookChanged(ImpliedOrderBookChangedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.ImpliedBookChangedListener: Callback to process implied book changes.
onImpliedBookChangesReset(OrderBookEventArgs) - Method in interface biz.onixs.cme.md.handler.event.ImpliedBookChangedListener: Callback to process implied book reset.
onImpliedBookUpdated(OrderBookUpdatedEventArgs<ImpliedOrderBook>) - Method in interface biz.onixs.cme.md.handler.event.ImpliedBookUpdatedListener: Callback to process implied book update.
onInfo(InfoEventArgs) - Method in interface biz.onixs.cme.md.handler.event.InfoListener: Callback to process information messages.
onMarketByOrderBookChanged(MarketByOrderBookChangedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.MarketByOrderBookChangedListener: Callback to process market by order book changes.
onMarketByOrderBookChangesReset(OrderBookEventArgs) - Method in interface biz.onixs.cme.md.handler.event.MarketByOrderBookChangedListener: Callback to process market by order book reset.
onMarketByOrderBookUpdated(OrderBookUpdatedEventArgs<MarketByOrderBook>) - Method in interface biz.onixs.cme.md.handler.event.MarketByOrderBookUpdatedListener: Callback to process market by order book update.
onMessageProcessingFinished(MessageProcessingEventArgs) - Method in interface biz.onixs.cme.md.handler.event.MessageProcessingListener: Callback which called after received message processing finished.
onMessageProcessingStarted(MessageProcessingEventArgs) - Method in interface biz.onixs.cme.md.handler.event.MessageProcessingListener: Callback which called before received message processing started.
onOrderIdsReceived(OrderIdEventArgs) - Method in interface biz.onixs.cme.md.handler.event.OrderIdListener: Is called when an order ids data block is received.
onPacketAbsence(NoDataOnFeedReceivedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.PacketAbsenceListener: Callback to process packet absence.
onPacketGapDetected(PacketGapDetectedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.PacketGapDetectedListener: Callback to process packet gap.
onPacketProcessingFinished(PacketProcessingEventArgs) - Method in interface biz.onixs.cme.md.handler.event.PacketProcessingListener: Callback which called after received packet processing finished.
onPacketProcessingStarted(PacketProcessingEventArgs) - Method in interface biz.onixs.cme.md.handler.event.PacketProcessingListener: Callback which called before received packet processing started.
onPacketReceived(PacketProcessingEventArgs) - Method in interface biz.onixs.cme.md.handler.event.PacketProcessingListener: Callback which called when packet was received.
onRegularBookChanged(RegularOrderBookChangedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.RegularBookChangedListener: Callback to process regular book changes.
onRegularBookChangesReset(OrderBookEventArgs) - Method in interface biz.onixs.cme.md.handler.event.RegularBookChangedListener: Callback to process regular book reset.
onRegularBookUpdated(OrderBookUpdatedEventArgs<RegularOrderBook>) - Method in interface biz.onixs.cme.md.handler.event.RegularBookUpdatedListener: Callback to process regular book update.
onReplayError(ErrorEventArgs) - Method in interface biz.onixs.cme.md.handler.event.ReplayListener: Callback to process log replay error.
onReplayFinished() - Method in interface biz.onixs.cme.md.handler.event.ReplayListener: Callback to process end of log replay.
onRequestForQuote(RequestForQuoteEventArgs) - Method in interface biz.onixs.cme.md.handler.event.RequestForQuoteListener: Callback to process request for quote.
onSecurityDefinition(SecurityDefinitionEventArgs) - Method in interface biz.onixs.cme.md.handler.event.SecurityDefinitionListener: Callback to process new security definition.
onSecurityDefinitionRemoved(SecurityDefinitionEventArgs) - Method in interface biz.onixs.cme.md.handler.event.SecurityDefinitionListener: Callback to process removed security definition.
onSecurityStatusChanged(SecurityStatusChangedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.SecurityStatusChangedListener: Callback to process received security status.
onStatistics(StatisticsEventArgs) - Method in interface biz.onixs.cme.md.handler.event.StatisticsListener: Callback to process received statistics.
onStatisticsReset(StatisticsResetEventArgs) - Method in interface biz.onixs.cme.md.handler.event.StatisticsListener: Callback to process statistics reset.
onTopOfTheConsolidatedBookUpdated(TopOfTheOrderBookUpdatedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.TopOfTheConsolidatedBookUpdatedListener: Callback to process top of consolidated book update.
onTopOfTheImpliedBookUpdated(TopOfTheOrderBookUpdatedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.TopOfTheImpliedBookUpdatedListener: Callback to process top of implied book update.
onTopOfTheMarketByOrderBookUpdated(TopOfTheOrderBookUpdatedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.TopOfTheMarketByOrderBookUpdatedListener: Callback to process top of market by order book update.
onTopOfTheRegularBookUpdated(TopOfTheOrderBookUpdatedEventArgs) - Method in interface biz.onixs.cme.md.handler.event.TopOfTheRegularBookUpdatedListener: Callback to process top of regular book update.
onTrade(TradeEventArgs) - Method in interface biz.onixs.cme.md.handler.event.TradeListener: Callback to process received trade.
onWarning(WarningEventArgs) - Method in interface biz.onixs.cme.md.handler.event.WarningListener: Callback to process warning messages.
OpenCloseSettlFlag - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Flag describing Open Price entry.
OpeningPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Opening Price.
OpenInterest - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Open Interest.
OpenInterestQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: The total open interest for the market at the close of the prior trading session.
Order - Class in biz.onixs.cme.md.handler: Represents a single order for market by order book.
OrderBookChangedBaseEventArgs - Class in biz.onixs.cme.md.handler.event: OrderBookChangedBaseEventArgs event argument.
OrderBookChangedBaseEventArgs(BookBase<? extends ImpliedPriceLevel>, BookChangeType, Side, double, ScaledDecimal, IGroup, long, long) - Constructor for class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Constructor.
OrderBookEventArgs<T extends ImpliedPriceLevel> - Class in biz.onixs.cme.md.handler.event: OrderBook event argument.
OrderBookEventArgs(BookBase<T>) - Constructor for class biz.onixs.cme.md.handler.event.OrderBookEventArgs: Constructor.
OrderBookType - Enum in biz.onixs.cme.md.handler: Type of the order book.
OrderBookUpdatedEventArgs<T extends BookBase> - Class in biz.onixs.cme.md.handler.event: OrderBookUpdated event argument.
OrderBookUpdatedEventArgs(T, long, IMessage, long, long) - Constructor for class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Constructor.
OrderBookUtils - Class in biz.onixs.cme.md.handler: Utility functionality for order book.
OrderID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37.
OrderIdEntry - Class in biz.onixs.cme.md.handler.event: Order ID entry.
OrderIdEntry(IFieldSet) - Constructor for class biz.onixs.cme.md.handler.event.OrderIdEntry: Constructor.
OrderIdEventArgs - Class in biz.onixs.cme.md.handler.event: Order ids event argument.
OrderIdEventArgs(int, IGroup, int, int, int, long) - Constructor for class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Constructor.
OrderIdListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process order ids.
OrderQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Quantity requested.
OrderUpdateAction - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=37708.
OriginalContractSize - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Fixed contract value assigned to a product.
Overlay - Static variable in class biz.onixs.cme.md.handler.fix.MdUpdateAction: CME-specific: when the best price changes, CME sends a single overlay instruction for price level 1.

P

PacketAbsenceListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process packet absence.
PacketGapDetectedEventArgs - Class in biz.onixs.cme.md.handler.event: Packet gap event argument.
PacketGapDetectedEventArgs(long, long, long, long) - Constructor for class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Constructor.
PacketGapDetectedListener - Interface in biz.onixs.cme.md.handler.event: Provides method to process message gap.
PacketProcessingEventArgs - Class in biz.onixs.cme.md.handler.event: Message processing event argument.
PacketProcessingEventArgs(String, ReceivedPacket) - Constructor for class biz.onixs.cme.md.handler.event.PacketProcessingEventArgs: Constructor.
PacketProcessingListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received packet processing start and finish.
Password - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=554.
PriceDisplayFormat - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Number of Decimals in Displayed Price.
PriceRatio - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio Spreads.
ProtocolFamilyDetection - Enum in biz.onixs.cme.md.handler: Book change type.
provide() - Method in interface biz.onixs.cme.md.handler.LogProvider: Provide packet for processing.

Q

QuoteCondition - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=276.
QuoteReqID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Quote request ID defined by the exchange.
QuoteRequest - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Quote Request message.
QuoteType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Type of quote requested.
QuoteType - Enum in biz.onixs.cme.md.handler: Type of quote.

R

receive() - Method in interface biz.onixs.cme.md.handler.UdpClient: Receive UDP datagram.
ReceivedPacket - Class in biz.onixs.cme.md.handler: Received packet.
ReceivedPacket(ByteBuffer, FeedType, ConnectionType, ByteDecoder) - Constructor for class biz.onixs.cme.md.handler.ReceivedPacket: Constructor.
ReceivedPacket(ByteBuffer, FeedType, ConnectionType) - Constructor for class biz.onixs.cme.md.handler.ReceivedPacket: Constructor.
ReceivedPacket(ReceivedPacket) - Constructor for class biz.onixs.cme.md.handler.ReceivedPacket: Copy constructor.
ReceiveMode - Enum in biz.onixs.cme.md.handler: IO receive mode.
ReferenceID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=9633.
registerConsolidatedBookUpdatedListener(ConsolidatedBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for consolidated book updates processing.
registerErrorListener(ErrorListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for error event processing.
registerImpliedBookChangedListener(ImpliedBookChangedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for implied book changes processing.
registerImpliedBookUpdatedListener(ImpliedBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for implied book updates processing.
registerInfoListener(InfoListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for information event processing.
registerLogReplayListener(ReplayListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for log replay event processing.
registerMarketByOrderBookChangedListener(MarketByOrderBookChangedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for market by order book changes processing.
registerMarketByOrderBookUpdatedListener(MarketByOrderBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for market by order book updates processing.
registerMessageProcessingListener(MessageProcessingListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for received message processing.
registerOrderIdListener(OrderIdListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for order ids processing.
registerPacketGapDetectedListener(PacketGapDetectedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for detected packet gap processing.
registerPacketProcessingListener(PacketProcessingListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for received packet processing.
registerRegularBookChangedListener(RegularBookChangedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for regular book changes processing.
registerRegularBookUpdatedListener(RegularBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for regular book updates processing.
registerRequestForQuoteListener(RequestForQuoteListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for quote request processing.
registerSecurityDefinitionListener(SecurityDefinitionListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for security definitions processing.
registerSecurityStatusListener(SecurityStatusChangedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for security status processing.
registerSelector(Selector) - Method in interface biz.onixs.cme.md.handler.UdpClient
registerStateChangedListener(HandlerStateChangedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for handler state changed event processing.
registerStatisticsListener(StatisticsListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for statistics processing.
registerTopOfTheConsolidatedBookUpdatedListener(TopOfTheConsolidatedBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for top of the consolidated book updates processing.
registerTopOfTheImpliedBookUpdatedListener(TopOfTheImpliedBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for top of the implied book updates processing.
registerTopOfTheMarketByOrderBookUpdatedListener(TopOfTheMarketByOrderBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for top of the market by order book updates processing.
registerTopOfTheRegularBookUpdatedListener(TopOfTheRegularBookUpdatedListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for top of the regular book updates processing.
registerTradeListener(TradeListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for trade processing.
registerWarningListener(WarningListener) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Register handler for warning event processing.
RegularBookChangedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process regular book changes.
RegularBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process regular book update.
RegularOrderBook - Class in biz.onixs.cme.md.handler: Represents regular (direct) order book.
RegularOrderBookChangedEventArgs - Class in biz.onixs.cme.md.handler.event: DirectOrderBookUpdated event argument.
RegularOrderBookChangedEventArgs(BookBase<? extends RegularPriceLevel>, BookChangeType, Side, int, double, ScaledDecimal, int, IGroup, long, long, long) - Constructor for class biz.onixs.cme.md.handler.event.RegularOrderBookChangedEventArgs: Constructor.
RegularPriceLevel - Class in biz.onixs.cme.md.handler: Represents regular (direct) price level.
removeGroupIdFilter(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes the Group ID filter value.
removeSecurityIdFilter(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes the Security ID filter value.
removeSymbolFilter(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Removes the Symbol filter value.
ReplayException - Exception in biz.onixs.cme.md.handler: Indicates that error occurred during replay of queued incremental messages.
ReplayException(String) - Constructor for exception biz.onixs.cme.md.handler.ReplayException: Constructor.
ReplayListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process log replay methods.
ReplayOptions - Class in biz.onixs.cme.md.handler: Options for replay logs mode.
ReplayOptions() - Constructor for class biz.onixs.cme.md.handler.ReplayOptions: Default constructor.
ReplayOptions(String) - Constructor for class biz.onixs.cme.md.handler.ReplayOptions: Constructor.
RequestForQuoteEventArgs - Class in biz.onixs.cme.md.handler.event: RequestForQuoteReceived event argument.
RequestForQuoteEventArgs(IGroup, String, long, long, long) - Constructor for class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Constructor.
RequestForQuoteListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received request for quote.
resetReceivingTimestamp() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Reset receiving timestamp.
rewind() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Position message iterator to the beginning of the packet.
RptSeq - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag 83.

S

SecurityDefinition - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Security Definition message.
SecurityDefinition - Class in biz.onixs.cme.md.handler: Represents security definition (instrument).
SecurityDefinitionEventArgs - Class in biz.onixs.cme.md.handler.event: SecurityDefinitionReceived event argument.
SecurityDefinitionEventArgs(SecurityDefinition) - Constructor for class biz.onixs.cme.md.handler.event.SecurityDefinitionEventArgs: Constructor.
SecurityDefinitionListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received security definition.
SecurityErrorEventArgs - Class in biz.onixs.cme.md.handler.event: Error event argument.
SecurityErrorEventArgs(String, String, int, Exception) - Constructor for class biz.onixs.cme.md.handler.event.SecurityErrorEventArgs: Constructor.
SecurityExchange - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Exchange used to identify a security.
SecurityGroup - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=1151.
SecurityID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=48.
SecurityId - Interface in biz.onixs.cme.md.handler: Interface implemented by security related event arguments.
SecurityIDSource - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies source of tag 48-SecurityID value.
SecurityStatus - Static variable in class biz.onixs.cme.md.handler.fix.MsgType: Security Status message.
SecurityStatus - Enum in biz.onixs.cme.md.handler: Security Status.
SecurityStatusChangedEventArgs - Class in biz.onixs.cme.md.handler.event: SecurityStatusChanged event argument.
SecurityStatusChangedEventArgs(String, int, String, SecurityStatus, SecurityTradingEvent, IMessage, long) - Constructor for class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Constructor.
SecurityStatusChangedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received security status.
SecuritySubType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Strategy type.
SecurityTradingEvent - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies an additional event or a rule related to the SecurityTradingStatus (326).
SecurityTradingEvent - Enum in biz.onixs.cme.md.handler: Security trading event.
SecurityTradingStatus - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=326.
SecurityType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Security Type
SecurityUpdateAction - Class in biz.onixs.cme.md.handler.fix: Security Update Actions
SecurityUpdateAction() - Constructor for class biz.onixs.cme.md.handler.fix.SecurityUpdateAction
SecurityUpdateAction - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=980.
SenderCompID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=49.
SendingTime - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=52.
SendingTimeEventArgs - Interface in biz.onixs.cme.md.handler.event: Used in events related to received data.
SessionHighBid - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Session High Bid.
SessionLowOffer - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Session Low Offer.
setBestBidAskTrackingParameters(BestBidAskTrackingParameter) - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Set price level parameters which will be used to track best bids and best asks.
setBookUpdatedCallbackPolicy(BookUpdatedCallbackPolicy) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Sets book updated callbacks policy.
setChannelConfigurationFile(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set path to the CME Market Data Feed Channel configuration XML file.
setDecoder(ByteDecoder) - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Set SBE decoder to decode message.
setDelayBetweenMessages(int) - Method in class biz.onixs.cme.md.handler.ReplayOptions: Sets delay between replayed messages.
setDirectBookDefaultDepth(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Sets direct book default depth.
setGcpCmeProjectId(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the CME Google Cloud Platform project id.
setGcpContentOwner(GcpContentOwner) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the CME content owner.
setGcpDeleteSubscriptions(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set if Handler should delete subscription after stopping the corresponding feed.
setGcpEnvironmentType(GcpEnvironmentType) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the CME environment type.
setGcpKeyPath(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the path to the key file used by Google Cloud Platform connection.
setGcpParallelPullCount(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the Google Cloud Platform parallel pull count.
setGcpProjectId(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the Customer Google Cloud Platform project id.
setImpliedBookDefaultDepth(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Sets implied book default depth.
setIncrementalCacheSize(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set incremental packets cache size.
setLicenseDirectory(String) - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Sets path to directory where license file is located.
setLicenseFile(String) - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Sets license file name or absolute path to license.
setLocalNetworkInterface(NetworkInterface) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get local network interface that is used to receive UDP multicast packets.
setLocalNetworkInterfaceA(NetworkInterface) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set local network interface that is used to receive UDP multicast packets for "A" feeds.
setLocalNetworkInterfaceB(NetworkInterface) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set local network interface that is used to receive UDP multicast packets for "B" feeds.
setLogProvider(LogProvider) - Method in class biz.onixs.cme.md.handler.ReplayOptions: Sets log provider.
setMaximumNumberOfQueuedIncrementalRefreshMessages(int) - Static method in class biz.onixs.cme.md.handler.CmeMdHandler: Get Maximum number of queued Market Data Incremental Refresh (X) messages.
setOrdersCountThreshold(double) - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Set orders count threshold.
setPriceThreshold(ScaledDecimal) - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Set price threshold.
setProcessMarketByOrderBooks(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set if handler should process Market By Order Books and use MBO Snapshots to recover (if configured).
setProcessMarketByPriceBooks(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set if handler should process Market By Price Books and use Snapshots to recover (if configured).
setProtocolFamily(ProtocolFamilyDetection) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get IP protocol family.
setQuantityThreshold(double) - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Set quantity threshold.
setReason(String) - Method in class biz.onixs.cme.md.handler.event.ErrorEventArgs: Error description.
setReceiveMode(ReceiveMode) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set IO receive mode.
setReceiveTimeoutInMilliseconds(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set amount of time a Handler will wait to receive data once a read operation is initiated.
setRecoverSecurityDefinitionsOnGap(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to recover the Security Definition messages each time when the message sequence gap is detected.
setReportNoDataWarning(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set report-no-data option value.
setSecurityDefinitionsCacheRoot(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set path where security definition cache will be stored.
setSocketBufferSize(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set UDP socket buffer size in bytes.
setSocketBufferSize(int) - Method in interface biz.onixs.cme.md.handler.UdpClient: Set UDP socket buffer size.
setStartupStrategy(HandlerStartupStrategy) - Method in class biz.onixs.cme.md.handler.ReplayOptions: Sets Handler startup strategy.
setTcpReplay(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set option to use the TcpReplay Channel for recovery of missed messages.
setTcpReplayMaximumGapSize(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set maximum gap size, which be recovered via TCP Replay service.
setTcpReplayPassword(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set password or passphrase to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
setTcpReplayReconnectAttempts(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set number of attempts to receive missed messages via CME Tcp Replay service.
setTcpReplayReconnectIntervalInMilliseconds(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set interval between attempts to receive missed messages via CME Tcp Replay service (in milliseconds).
setTcpReplayRequestRate(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the rate of TCP Replay requests.
setTcpReplayRequestRateExceededAction(TcpReplayRequestRateExceededAction) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set an action on exceed Tcp Replay Request Rate.
setTcpReplayTimeoutIntervalInMilliseconds(int) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set timeout interval for CME Tcp Replay service (in milliseconds).
setTcpReplayUsername(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set user ID or username to be used in the Logon (35=A) message from customer to CME Tcp Replay service.
setTemplateFile(String) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set path to the CME SBE templates file.
SettlCurrency - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies currency used for settlement price, if different from trade price currency.
SettlementPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Settlement Price.
SettlPriceType - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Bitmap field of eight Boolean type indicators representing settlement price type: Bit 0 (least significant bit): 1=Final 0=Preliminary Bit 1: 1=Actual, based on today’s security activity, 0=Theoretically calculated Bit 2: 1=Rounded 0=Non-Rounded Bit 3-6: Reserved for future use, set to 0 Bit 7: 1=Entire set is a NULL, 0= not NULL
setUdpClientFactory(UdpClientFactory) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set factory for creating custom UDP socket client.
setUseGcp(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Get the flag to use or not Google Cloud Platform instead of the standard multicast data stream.
setUseIncrementalFeedA(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not incremental feed "A" option.
setUseIncrementalFeedB(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not incremental feed "B" option.
setUseInstrumentReplayFeedA(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not Instrument Definition (UDP) Feed "A".
setUseInstrumentReplayFeedB(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not Instrument Definition (UDP) Feed "B".
setUseIpSourceFiltering(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set if datagram source addresses should be filtered.
setUseSnapshotFeedA(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not Market Recovery (UDP) Feed "A".
setUseSnapshotFeedB(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Set the flag to use or not Market Recovery (UDP) Feed "B".
Side - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Side requested.
Side - Enum in biz.onixs.cme.md.handler: Order side.
SimulatedBuyPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Implied Bid.
SimulatedSellPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Implied Offer.
size() - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Number of order ids, related to this trade.
start(ReplayOptions) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Starts the receiving and processing of market data using the specified books maintenance options.
start() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Starts the receiving and processing of market data.
start(HandlerStartupStrategy) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Starts the receiving and processing of market data.
start(boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Starts the receiving and processing of market data using cache security definitions option.
start(HandlerStartupStrategy, boolean) - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Starts the receiving and processing of market data using the specified cache security definitions option.
StatisticsEventArgs - Class in biz.onixs.cme.md.handler.event: Statistics event argument.
StatisticsEventArgs(String, int, StatisticsType, ScaledDecimal, long, long, IGroup) - Constructor for class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Constructor.
StatisticsListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received statistics.
StatisticsResetEventArgs - Class in biz.onixs.cme.md.handler.event: Statistics event argument.
StatisticsResetEventArgs(String, int, String) - Constructor for class biz.onixs.cme.md.handler.event.StatisticsResetEventArgs: Constructor.
StatisticsType - Enum in biz.onixs.cme.md.handler: Statistics type.
stop() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Stops the receiving and processing of market data.
StrikeCurrency - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Currency in which the StrikePrice is denominated.
StrikePrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Strike Price for an option.
SubFraction - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Price Denominator of Sub Fraction.
Subject - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=147.
Symbol - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=55.

T

Tag - Class in biz.onixs.cme.md.handler.fix: Fix tags.
Tag() - Constructor for class biz.onixs.cme.md.handler.fix.Tag
TargetCompID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=56.
TcpReplayRequestRateExceededAction - Enum in biz.onixs.cme.md.handler: An action on exceed Tcp Replay Request Rate.
Text - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=58.
ThresholdLimits - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Threshold Limits.
TickRule - Static variable in class biz.onixs.cme.md.handler.fix.Tag: VTT code.
toDetailedString() - Method in class biz.onixs.cme.md.handler.BookBase: Convert object to detailed string representation.
toDetailedString() - Method in class biz.onixs.cme.md.handler.ConsolidatedOrderBook: Convert object to detailed string representation.
toDetailedString() - Method in class biz.onixs.cme.md.handler.ImpliedOrderBook: Convert object to detailed string representation.
toDetailedString() - Method in class biz.onixs.cme.md.handler.MarketByOrderBook: Convert object to detailed string representation.
toDetailedString() - Method in class biz.onixs.cme.md.handler.RegularOrderBook: Convert object to detailed string representation.
TopOfTheConsolidatedBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process top of consolidated book update.
TopOfTheImpliedBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process top of implied book update.
TopOfTheMarketByOrderBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process top of market by order book update.
TopOfTheOrderBookUpdatedEventArgs<T extends ImpliedPriceLevel> - Class in biz.onixs.cme.md.handler.event: OrderBookUpdated event argument.
TopOfTheOrderBookUpdatedEventArgs(BookBase<T>, long, IMessage, long, long) - Constructor for class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Constructor.
TopOfTheRegularBookUpdatedListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process top of regular book update.
toString() - Method in class biz.onixs.cme.md.handler.BestBidAskTrackingOptions: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.BitmapField: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.BookBase: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.CmeMdHandler
toString() - Method in class biz.onixs.cme.md.handler.event.ErrorEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.HandlerStateChangedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.ImpliedOrderBookChangedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.InfoEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.MarketByOrderBookChangedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.NoDataOnFeedReceivedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.OrderBookEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.OrderBookUpdatedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.OrderIdEntry: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.OrderIdEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.PacketGapDetectedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.PacketProcessingEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.RegularOrderBookChangedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.RequestForQuoteEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.SecurityDefinitionEventArgs: Returns a String that represents the current SecurityDefinitionReceived event argument.
toString() - Method in class biz.onixs.cme.md.handler.event.SecurityErrorEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.SecurityStatusChangedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.StatisticsEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.StatisticsResetEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.TradeEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.event.WarningEventArgs: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.EventIndicator: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.ImpliedPriceLevel: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.License.Customer: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.License.Product: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.License
toString() - Method in class biz.onixs.cme.md.handler.MarketByPriceBookBase: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.Order: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.ReceivedPacket: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.RegularPriceLevel: Convert object to string representation.
toString() - Method in class biz.onixs.cme.md.handler.SecurityDefinition: Returns a String that represents the current SecurityDefinitionReceived event argument.
TotNumReports - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=911.
Trade - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Trade.
TradeDate - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=75.
TradeEventArgs - Class in biz.onixs.cme.md.handler.event: Trade event argument.
TradeEventArgs(String, long, int, int, ScaledDecimal, int, IGroup, long, long, long) - Constructor for class biz.onixs.cme.md.handler.event.TradeEventArgs: Constructor.
TradeID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Unique Trade Entry ID per Instrument and Trading Date.
TradeListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process received trade.
TradeUpdateAction - Enum in biz.onixs.cme.md.handler: Order side.
TradeVolume - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Trade Volume.
TradingReferenceDate - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the date of trade session corresponding to a Statistic Entry in YYYYMMDD format.
TradingReferencePrice - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Reference price for prelisted instruments or the last calculated Settlement, which can be Theoretical, Preliminary or a Final Settlement of the session.
TradingSessionHighPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Session High Trade Price.
TradingSessionLowPrice - Static variable in class biz.onixs.cme.md.handler.fix.MdEntryType: Session Low Trade Price.
TransactTime - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Start of event processing time (UTC).

U

UdpClient - Interface in biz.onixs.cme.md.handler: UDP client interface.
UdpClientFactory - Interface in biz.onixs.cme.md.handler: UDP client factory.
UnderlyingProduct - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Indicates the product complex.
UnderlyingSecurityID - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Unique instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
UnderlyingSecurityIDSource - Static variable in class biz.onixs.cme.md.handler.fix.Tag: This value is always '8' for CME.
UnderlyingSymbol - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Underlying Instrument Symbol (Contract Name).
UnitOfMeasure - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Unit of measure for the products original contract size.
UnitOfMeasureQty - Static variable in class biz.onixs.cme.md.handler.fix.Tag: This field contains the contract size for each instrument.
unregisterConsolidatedBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for consolidated book updates processing.
unregisterErrorListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for error event processing.
unregisterImpliedBookChangedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for implied book changes processing.
unregisterImpliedBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for implied book updates processing.
unregisterInfoListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for information event processing.
unregisterLogReplayListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for log replay event processing.
unregisterMarketByOrderBookChangedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for market by order book changes processing.
unregisterMarketByOrderBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for market by order book updates processing.
unregisterMessageProcessingListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for received message processing.
unregisterOrderIdUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for order ids processing.
unregisterPacketGapDetectedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for detected message gap processing.
unregisterPacketProcessingListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for received packet processing.
unregisterRegularBookChangedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for regular book changes processing.
unregisterRegularBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for regular book updates processing.
unregisterRequestForQuoteListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for quote request processing.
unregisterSecurityDefinitionListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for security definitions processing.
unregisterSecurityStatusListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for security status processing.
unregisterStateChangedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for handler state changed event processing.
unregisterStatisticsListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for statistics processing.
unregisterTopOfTheConsolidatedBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for top of the consolidated book updates processing.
unregisterTopOfTheImpliedBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for top of the implied book updates processing.
unregisterTopOfTheMarketByOrderBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for top of the market by order book updates processing.
unregisterTopOfTheRegularBookUpdatedListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for top of the regular book updates processing.
unregisterTradeListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for trade processing.
unregisterWarningListener() - Method in class biz.onixs.cme.md.handler.CmeMdHandler: Unregister handler for warning event processing.
UserDefinedInstrument - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Identifies user-defined instruments.
Username - Static variable in class biz.onixs.cme.md.handler.fix.Tag: Tag=553.

V

validate(MarketByOrderBook) - Static method in class biz.onixs.cme.md.handler.OrderBookUtils: Validates order book.
validate(MarketByPriceBookBase<T>) - Static method in class biz.onixs.cme.md.handler.OrderBookUtils: Validates order book.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.BestBidAskTrackingParameter: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.BookChangeType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.BookUpdatedCallbackPolicy: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.ConnectionType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.FeedType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.GcpContentOwner: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.GcpEnvironmentType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.HandlerStartupStrategy: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.HandlerState: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.License.Type: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.OrderBookType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.ProtocolFamilyDetection: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.QuoteType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.ReceiveMode: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.SecurityStatus: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.SecurityTradingEvent: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.Side: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.StatisticsType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.TcpReplayRequestRateExceededAction: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Returns the enum constant of this type with the specified name.
values() - Static method in enum biz.onixs.cme.md.handler.BestBidAskTrackingParameter: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.BookChangeType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.BookUpdatedCallbackPolicy: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.ConnectionType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.FeedType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.GcpContentOwner: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.GcpEnvironmentType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.HandlerStartupStrategy: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.HandlerState: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.License.Type: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.OrderBookType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.ProtocolFamilyDetection: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.QuoteType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.ReceiveMode: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.SecurityStatus: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.SecurityTradingEvent: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.Side: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.StatisticsType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.TcpReplayRequestRateExceededAction: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum biz.onixs.cme.md.handler.TradeUpdateAction: Returns an array containing the constants of this enum type, in the order they are declared.

W

WarningEventArgs - Class in biz.onixs.cme.md.handler.event: Warning event argument.
WarningEventArgs(String, String, Exception) - Constructor for class biz.onixs.cme.md.handler.event.WarningEventArgs: Constructor.
WarningEventArgs(String, String) - Constructor for class biz.onixs.cme.md.handler.event.WarningEventArgs: Constructor.
WarningListener - Interface in biz.onixs.cme.md.handler.event: Provides methods to process warning messages.

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