Namespace OnixS.CmeMdHandler

Classes

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

TimestampHelper

Contains methods to work with high-resolution performance counter. This class cannot be inherited.

Interfaces

ISecurityDefinition

Security Definition.

Enums

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.

FeedState

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.

Delegates

ErrorHandler

Encapsulates a method which is called when an error event occurs.

FeedStateChangedHandler

Encapsulates a method which is called when a handler state was changed.

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.