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OnixS.NET.ICE.iMpact Namespace
This namespace contains fundamental and base classes that define a commonly-used value and reference data types, events and event handlers.

The OnixS.NET.ICE.iMpact namespace contains fundamental classes, events and interfaces of the ICE iMpact Multicast Price Feed Handler. These classes provide services for obtaining product definitions, handling multicast messages from live and snapshot feed channels, notifing about changes in state for a particular market, synchronizing market books.

Classes
  ClassDescription
Public classAddModifyOrderEventArgs
Attributes of the AddModifyOrderReceived event.
Public classAddPriceLevelEventArgs
Attributes of the AddPriceLevelReceived event.
Public classBlockDetail
Represents collection of attributes related to block detail.
Public classBook
Book associated with the market. Currently, there are two known types of the book: a FOD book and a TOP5PL book. The FOD book holds all individual orders. The TOP5PL book that keeps just top 5 price levels as sent by the backend system. In the FOD book, price levels are calculated using orders as they are added, modified and/or deleted. In the TOP5PL book, data stored as it was sent from the backend system.
Public classBookChangedEventArgs
Attributes of the BookChanged event.
Public classBookResetEventArgs
Attributes of the BookReset event.
Public classBookUpdatedEventArgs
Attributes of the BookUpdated event.
Public classBundleMarkerEventArgs
Attributes of the BundleMarkerReceived event.
Public classCancelledTradeEventArgs
Attributes of the CancelledTradeReceived event.
Public classChangePriceLevelEventArgs
Attributes of the ChangePriceLevelReceived event.
Public classClosePriceEventArgs
Attributes of the ClosePriceReceived event.
Public classDeleteOrderEventArgs
Attributes of the DeleteOrderReceived event.
Public classDeletePriceLevelEventArgs
Attributes of the DeletePriceLevelReceived event.
Public classEndOfDayMarketSummaryEventArgs
Attributes of the EndOfDayMarketSummaryReceived event.
Public classErrorEventArgs
Attributes of the ErrorOccurred event.
Public classFeedErrorEventArgs
Attributes of the FeedError event.
Public classFeedStartedEventArgs
Attributes of the FeedStarted event.
Public classFeedStoppedEventArgs
Attributes of the FeedStopped event.
Public classFixingIndicativePriceEventArgs
Attributes of FixingIndicativePriceReceived event.
Public classFixingLockdownEventArgs
Defines an interface through which the Handler notifies subscribers about FixingLockdownReceived event.
Public classFixingTransitionEventArgs
Attributes of FixingTransitionReceived event.
Public classFuturesProductDefinitionEventArgs
Attributes of the FuturesProductDefinitionReceived event.
Public classFuturesStrategyDefinitionEventArgs
Attributes of the FuturesStrategyDefinitionReceived event.
Public classFuturesStrategyLegDefinition
Represents a collection of the attributes related to futures strategy leg definition.
Public classHandler
Manipulates ICE iMpact Multicast Price Feeds. Provides flexible services to subscribe to the multicast groups which are the most suitable for certain needs.
Public classHandlerSettings
Defines a set of options which affect the Handler behavior.
Public classHandlerStateChangedEventArgs
Attributes of the HandlerStateChanged event.
Public classIntervalPriceLimitNotificationEventArgs
Attributes of the IntervalPriceLimitNotificationReceived event.
Public classInvestigatedTradeEventArgs
Attributes of the InvestigatedTradeReceived event.
Public classLogReplayFinishedEventArgs
This event is fired when a log replay is finished.
Public classMarkerIndexPricesEventArgs
Attributes of the MarkerIndexPricesReceived event.
Public classMarketEventArgs
Attributes of the MarketEventReceived event.
Public classMarketSnapshotEventArgs
Attributes of the MarketSnapshotReceived event.
Public classMarketSnapshotOrderEventArgs
Attributes of the MarketSnapshotOrderReceived event.
Public classMarketSnapshotPriceLevelEventArgs
Attributes of the MarketSnapshotPriceLevelReceived event.
Public classMarketStateChangeEventArgs
Attributes of the MarketStateChangeReceived event.
Public classMarketStatisticsEventArgs
Attributes of the MarketStatisticsReceived event.
Public classMarketSubscription
Defines which books should be maintained for the given market type id.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::BundleMarker>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::CancelledTrade>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::ChangePriceLevel>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::ClosePrice>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::DeleteOrder>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::DeletePriceLevel>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingIndicativePrice>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingLockdown>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingTransition>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketEvent>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStateChange>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::OpenInterest>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::OpenPrice>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::Rfq>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::SettlementPrice>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::SpecialField>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::SystemText>
Base message properties.
Public classMessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>
Base message properties.
Public classMulticastMessageBlockBeginEventArgs
Attributes of the MulticastMessageBlockBegin event.
Public classMulticastMessageBlockEndEventArgs
Attributes of the MulticastMessageBlockEnd event.
Public classNewExpiryEventArgs
Attributes of the NewExpiryReceived event.
Public classNewFuturesStrategyDefinitionEventArgs
Attributes of the NewFuturesStrategyDefinitionReceived event.
Public classNewOptionsMarketDefinitionEventArgs
Attributes of the NewOptionsMarketDefinitionReceived event.
Public classNewOptionsStrategyDefinitionEventArgs
Attributes of the NewOptionsStrategyDefinitionReceived event.
Public classOldStyleOptionsTradeAndMarketStatsEventArgs
Public classOpenInterestEventArgs
Attributes of the OpenInterestReceived event.
Public classOpenPriceEventArgs
Attributes of the OpenPriceReceived event.
Public classOptionOpenInterestEventArgs
Attributes of the OptionOpenInterestReceived event.
Public classOptionSettlementPriceEventArgs
Attributes of the OptionSettlementPriceReceived event.
Public classOptionsProductDefinitionEventArgs
Attributes of the OptionsProductDefinitionReceived event.
Public classOptionsStrategyDefinitionEventArgs
Attributes of the OptionsStrategyDefinitionReceived event.
Public classOptionsStrategyHedgeDefinition
Represents a collection of the attributes related with strategy hedge definition.
Public classOptionsStrategyLegDefinition
Represents a collection of the attributes related with strategy leg definition.
Public classOrder
Represents order-related data (bids and offers).
Public classPreOpenPriceIndicatorEventArgs
Attributes of the PreOpenPriceIndicatorReceived event.
Public classPriceLevel
Keeps track of the accumulated quantity on a certain price level for bids and/or offers.
Public classRfqEventArgs
Attributes of the RfqReceived event.
Public classSessionNumberChangeEventArgs
Attributes of the SessionNumberChange event.
Public classSettlementPriceEventArgs
Attributes of the SettlementPriceReceived event.
Public classSnapshotRecoveryOptions
Defines snapshot recovery options.
Public classSpecialFieldEventArgs
Attributes of SpecialFieldReceived event.
Public classSpotMarketTradeEventArgs
Attributes of the SpotMarketTradeReceived event.
Public classStripInfoEventArgs
Attributes of the StripInfoReceived event.
Public classSystemTextEventArgs
Attributes of the SystemTextReceived event.
Public classTcpServerSettings
Defines TCP connection options.
Public classTcpSettings
Defines TCP connection options.
Public classTradeEventArgs
Attributes of the TradeReceived event.
Public classWarningEventArgs
Attributes of the WarningOccurred event.
Delegates
  DelegateDescription
Public delegateAddModifyOrderEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the AddModifyOrderReceived event.
Public delegateAddPriceLevelEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the AddPriceLevelReceived event.
Public delegateBookChangedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the BookChanged event.
Public delegateBookResetEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the BookReset event.
Public delegateBookUpdatedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the BookChanged event.
Public delegateBundleMarkerEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the BundleMarkerReceived event.
Public delegateCancelledTradeEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the CancelledTradeReceived event.
Public delegateChangePriceLevelEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the ChangePriceLevelReceived event.
Public delegateClosePriceEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the ClosePriceReceived event.
Public delegateDeleteOrderEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the DeleteOrderReceived event.
Public delegateDeletePriceLevelEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the DeletePriceLevelReceived event.
Public delegateEndOfDayMarketSummaryEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the EndOfDayMarketSummaryReceived event.
Public delegateErrorEventHandler
Defines an interface whereby the Handler Notifies the subscribers about ErrorOccurred event.
Public delegateFeedErrorEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the FeedError event.
Public delegateFeedStartedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the FeedStarted event.
Public delegateFeedStoppedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the FeedStopped event.
Public delegateFixingIndicativePriceEventHandler
Defines an interface through which the Handler notifies subscribers about FixingIndicativePriceReceived event.
Public delegateFixingLockdownEventHandler
Defines an interface through which the Handler notifies subscribers about FixingLockdownReceived event.
Public delegateFixingTransitionEventHandler
Defines an interface through which the Handler notifies subscribers about FixingTransitionReceived event.
Public delegateFuturesProductDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the FuturesProductDefinitionReceived event.
Public delegateFuturesStrategyDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the FuturesStrategyDefinitionReceived event.
Public delegateHandlerStateChangedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the HandlerStateChanged event.
Public delegateIntervalPriceLimitNotificationEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the IntervalPriceLimitNotificationReceived event.
Public delegateInvestigatedTradeEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the InvestigatedTradeReceived event.
Public delegateLogReplayFinishedEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the LogReplayFinished event.
Public delegateMarkerIndexPricesEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarkerIndexPricesReceived event.
Public delegateMarketEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketEventReceived event.
Public delegateMarketSnapshotEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotReceived event.
Public delegateMarketSnapshotOrderEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotOrderReceived event.
Public delegateMarketSnapshotPriceLevelEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotPriceLevelReceived event.
Public delegateMarketStateChangeEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketStateChangeReceived event.
Public delegateMarketStatisticsEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MarketStatisticsReceived event.
Public delegateMulticastMessageBlockBeginEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MulticastMessageBlockBegin event.
Public delegateMulticastMessageBlockEndEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the MulticastMessageBlockEnd event.
Public delegateNewExpiryEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the NewExpiryReceived event.
Public delegateNewFuturesStrategyDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the NewFuturesStrategyDefinitionReceived event.
Public delegateNewOptionsMarketDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the NewOptionsMarketDefinitionReceived event.
Public delegateNewOptionsStrategyDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the NewOptionsStrategyDefinitionReceived event.
Public delegateOldStyleOptionsTradeAndMarketStatsEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OldStyleOptionsTradeAndMarketStatsReceived event.
Public delegateOpenInterestEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OpenInterestReceived event.
Public delegateOpenPriceEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OpenPriceReceived event.
Public delegateOptionOpenInterestEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OptionOpenInterestReceived event.
Public delegateOptionSettlementPriceEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OptionSettlementPriceReceived event.
Public delegateOptionsProductDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OptionsProductDefinitionReceived event.
Public delegateOptionsStrategyDefinitionEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the OptionsStrategyDefinitionReceived event.
Public delegatePreOpenPriceIndicatorEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the PreOpenPriceIndicatorReceived event.
Public delegateRfqEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the RfqReceived event.
Public delegateSessionNumberChangeEventHandler
Defines an interface whereby the Handler notifies the subscribers about the SessionNumberChange event.
Public delegateSettlementPriceEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the SettlementPriceReceived event.
Public delegateSpecialFieldEventHandler
Defines an interface through which the Handler notifies subscribers about SpecialFieldReceived event.
Public delegateSpotMarketTradeEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the SpotMarketTradeReceived event.
Public delegateStripInfoEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the StripInfoReceived event.
Public delegateSystemTextEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the SystemTextReceived event.
Public delegateTradeEventHandler
Defines an interface whereby the Handler Notifies the subscribers about the TradeReceived event.
Public delegateWarningEventHandler
Defines an interface whereby the Handler Notifies the subscribers about WarningOccurred event.
Enumerations
  EnumerationDescription
Public enumerationAdvancedLogOptions
Additional options to control log information.
Public enumerationAggressorSide
Aggressor side constants.
Public enumerationBlockType
Block Type.
Public enumerationBookDepth
Defines the known types of books.
Public enumerationErrorCode
Known (selected) error codes.
Public enumerationEventCode
Known event codes.
Public enumerationExchangeSilo
Known exchange silos.
Public enumerationFixingTransitionStatus
Fixing Transition Status.
Public enumerationHandlerState
Defines the state that the handler is in.
Public enumerationLogLevel
Defines log verbosity.
Public enumerationMarketEventType
Known market event types.
Public enumerationMarketSnapshotState
Defines the state that the market is in.
Public enumerationMarketSubType
Available market sub-type constants.
Public enumerationMarketTransparencyType
Market Transparency Types.
Public enumerationOffMarketTradeType
Known types of block trade.
Public enumerationOptionsExpirationType
Option expiration type constants.
Public enumerationOptionsStyle
Option settlement type constants.
Public enumerationOptionType
Option type constants.
Public enumerationSecuritySubType
Known security sub types.
Public enumerationSecurityType
Security type constants.
Public enumerationSettlementType
Settlement type constants.
Public enumerationSide
Trading side constants.
Public enumerationStartOrEnd
Known message bundle markers.
Public enumerationStrategyPreference
Indicates Strategy Publication Preference.
Public enumerationSystemPricedLegType
Known types of system priced legs.
Public enumerationTradeExtraFlags
Extra flags for the Trade message.
Public enumerationTradeInvestigationStatus
Defines known trade investigation statuses.
Public enumerationTradingStatus
Known trading statuses.
Public enumerationWarningCode
Known (selected) warning codes.