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