forwardClass Library Reference   Table of ContentBestBidOfferTrackingOptions Classforward
OnixS.CmeMdHandler Namespace
.NET CME Market Data Handler.
Classes
  ClassDescription
Public classBestBidOfferTrackingOptions
Describes parameters and thresholds which will be used to track best bids and best asks.
Public classBitmapField
Represents bitmap field (SBE set type).
Public classBookBase<T>
Represents base class for order books.
Public classConsolidatedOrderBook
Represents consolidated order book.
Public classEventIndicator
Represents event indicator.
Public classHandler
Provides access to the CME Group market data via SBE protocols.
Public classImpliedOrderBook
Represents implied order book.
Public classImpliedPriceLevel
Represents implied price level.
Public classLicenseException
This exception was thrown if corrupted or expired license found.
Public classLicenseExpiredException
This exception was thrown if required license cannot be found.
Public classLicenseNotFoundException
This exception was thrown if required license cannot be found.
Public classMarketByOrderBook
Represents market by order book.
Public classMarketByPriceBookBase<T>
Represents base class for market by price books.
Public classMDEntryType
Market data entry types.
Public classMDUpdateAction
Market Data Update Actions.
Public classMsgType
IMessage types.
Public classOrder
Represents a single order for market by order book.
Public classOrderBookUtils
Helper class to validate order books.
Public classPacket
Received packet.
Public classRegularOrderBook
Represents regular (direct) order book.
Public classRegularPriceLevel
Represents regular (direct) price level.
Public classReplayOptions
Contains options to start handler in replay logs mode.
Public classSecurityUpdateAction
Security Update Actions
Public classTags
Fix tags.
Public classTimestampHelper
Contains methods to work with high-resolution performance counter. This class cannot be inherited.
Interfaces
  InterfaceDescription
Public interfaceISecurityDefinition
Security Definition.
Delegates
  DelegateDescription
Public delegateErrorHandler
Encapsulates a method which is called when an error event occurs.
Public delegateImpliedOrderBookChangedHandler
Encapsulates a method which is called when order book was changed.
Public delegateInfoHandler
Encapsulates a method which is called when an information event occurs.
Public delegateMarketByOrderBookChangedHandler
Encapsulates a method which is called when order book was changed.
Public delegateMessageProcessingHandler
Encapsulates a method which is called when a message processing was started or ended.
Public delegateNoDataOnFeedReceivedHandler
Encapsulates a method which is called when no data on feed event occurs.
Public delegateOrderBookHandler<T>
Encapsulates a method which is called when order book event occurs.
Public delegateOrderBookUpdatedHandler<T>
Encapsulates a method which is called when order book was updated.
Public delegateOrderIdsReceivedHandler
Encapsulates a method which is called when an orders ids were received.
Public delegatePacketProcessingHandler
Encapsulates a method which is called when a packet processing was started.
Public delegateRegularOrderBookChangedHandler
Encapsulates a method which is called when order book was changed.
Public delegateReplayErrorHandler
Encapsulates a method which is called when replay error occurred.
Public delegateReplayFinishedHandler
Encapsulates a method which is called when replay was finished.
Public delegateRequestForQuoteReceivedHandler
Encapsulates a method which is called when Request for Quote message was received.
Public delegateSecurityDefinitionHandler
Encapsulates a method which is called when security definition event occurs.
Public delegateSecurityStatusChangedHandler
Encapsulates a method which is called when security status was changed.
Public delegateStateChangedHandler
Encapsulates a method which is called when a handler state was changed.
Public delegateStatisticsHandler
Encapsulates a method which is called when new statistics was received.
Public delegateStatisticsResetHandler
Encapsulates a method which is called when statistics reset occurs.
Public delegateTimestamp
Returns the time stamp string.
Public delegateTopOfTheOrderBookUpdatedHandler<T>
Encapsulates a method which is called when top of the order book was updated.
Public delegateTradeHandler
Encapsulates a method which is called when new trade was received.
Public delegateWarningHandler
Encapsulates a method which is called when a warning event occurs.
Enumerations
  EnumerationDescription
Public enumerationBestBidOfferTrackingParameters
Describes which price level parameters will be used to track best bids and best asks.
Public enumerationBookChangeType
Book Change type.
Public enumerationBookUpdatedCallbackPolicy
Policy of calling book updated events.
Public enumerationConnectionType
Type of the CME Feed Connection.
Public enumerationErrorReason
Error reason.
Public enumerationFeedType
Feed type.
Public enumerationHandlerStartupStrategy
Market joining strategies.
Public enumerationHandlerState
Handler state.
Public enumerationOrderBookType
Type of the order book.
Public enumerationSecurityStatus
Security Status.
Public enumerationSecurityTradingEvent
Security Trading Event enum.
Public enumerationSide
Order side.
Public enumerationStatisticsType
Statistics Type
Public enumerationTradeUpdateAction
Type of Trade update action.
Public enumerationWarningReason
Warning reason.