Class Library Reference | Table of Content | BestBidOfferTrackingOptions Class |
OnixS.CmeMdHandler Namespace |
Class | Description | |
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BestBidOfferTrackingOptions |
Describes parameters and thresholds which will be used to track best bids and best asks.
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BitmapField |
Represents bitmap field (SBE set type).
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BookBase<T> |
Represents base class for order books.
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ConsolidatedOrderBook |
Represents consolidated order book.
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EventIndicator |
Represents event indicator.
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Handler |
Provides access to the CME Group market data via SBE protocols.
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ImpliedOrderBook |
Represents implied order book.
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ImpliedPriceLevel |
Represents implied price level.
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LicenseException |
This exception was thrown if corrupted or expired license found.
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LicenseExpiredException |
This exception was thrown if required license cannot be found.
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LicenseNotFoundException |
This exception was thrown if required license cannot be found.
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MarketByOrderBook |
Represents market by order book.
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MarketByPriceBookBase<T> |
Represents base class for market by price books.
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MDEntryType |
Market data entry types.
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MDUpdateAction |
Market Data Update Actions.
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MsgType |
IMessage types.
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Order |
Represents a single order for market by order book.
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OrderBookUtils |
Helper class to validate order books.
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Packet |
Received packet.
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RegularOrderBook |
Represents regular (direct) order book.
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RegularPriceLevel |
Represents regular (direct) price level.
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ReplayOptions |
Contains options to start handler in replay logs mode.
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SecurityUpdateAction |
Security Update Actions
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Tags |
Fix tags.
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TimestampHelper |
Contains methods to work with high-resolution
performance counter. This class cannot be inherited.
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Interface | Description | |
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ISecurityDefinition |
Security Definition.
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Delegate | Description | |
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ErrorHandler |
Encapsulates a method which is called when an error event occurs.
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ImpliedOrderBookChangedHandler |
Encapsulates a method which is called when order book was changed.
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InfoHandler |
Encapsulates a method which is called when an information event occurs.
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MarketByOrderBookChangedHandler |
Encapsulates a method which is called when order book was changed.
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MessageProcessingHandler |
Encapsulates a method which is called when a message processing was started or ended.
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NoDataOnFeedReceivedHandler |
Encapsulates a method which is called when no data on feed event occurs.
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OrderBookHandler<T> |
Encapsulates a method which is called when order book event occurs.
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OrderBookUpdatedHandler<T> |
Encapsulates a method which is called when order book was updated.
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OrderIdsReceivedHandler |
Encapsulates a method which is called when an orders ids were received.
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PacketProcessingHandler |
Encapsulates a method which is called when a packet processing was started.
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RegularOrderBookChangedHandler |
Encapsulates a method which is called when order book was changed.
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ReplayErrorHandler |
Encapsulates a method which is called when replay error occurred.
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ReplayFinishedHandler |
Encapsulates a method which is called when replay was finished.
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RequestForQuoteReceivedHandler |
Encapsulates a method which is called when Request for Quote message was received.
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SecurityDefinitionHandler |
Encapsulates a method which is called when security definition event occurs.
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SecurityStatusChangedHandler |
Encapsulates a method which is called when security status was changed.
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StateChangedHandler |
Encapsulates a method which is called when a handler state was changed.
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StatisticsHandler |
Encapsulates a method which is called when new statistics was received.
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StatisticsResetHandler |
Encapsulates a method which is called when statistics reset occurs.
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Timestamp |
Returns the time stamp string.
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TopOfTheOrderBookUpdatedHandler<T> |
Encapsulates a method which is called when top of the order book was updated.
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TradeHandler |
Encapsulates a method which is called when new trade was received.
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WarningHandler |
Encapsulates a method which is called when a warning event occurs.
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Enumeration | Description | |
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BestBidOfferTrackingParameters |
Describes which price level parameters will be used to track best bids and best asks.
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BookChangeType |
Book Change type.
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BookUpdatedCallbackPolicy |
Policy of calling book updated events.
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ConnectionType |
Type of the CME Feed Connection.
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ErrorReason |
Error reason.
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FeedType |
Feed type.
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HandlerStartupStrategy |
Market joining strategies.
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HandlerState |
Handler state.
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OrderBookType |
Type of the order book.
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SecurityStatus |
Security Status.
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SecurityTradingEvent |
Security Trading Event enum.
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Side |
Order side.
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StatisticsType |
Statistics Type
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TradeUpdateAction |
Type of Trade update action.
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WarningReason |
Warning reason.
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