OnixS.NET.ICE.iMpact Namespace : OnixS ICE iMpact Multicast Price Feed Handler for .NET

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

	Class	Description
	AddModifyOrderEventArgs	Attributes of the AddModifyOrderReceived event.
	AddPriceLevelEventArgs	Attributes of the AddPriceLevelReceived event.
	Book	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.
	BookChangedEventArgs	Attributes of the BookChanged event.
	BookResetEventArgs	Attributes of the BookReset event.
	BookUpdatedEventArgs	Attributes of the BookUpdated event.
	BundleMarkerEventArgs	Attributes of the BundleMarkerReceived event.
	CancelledTradeEventArgs	Attributes of the CancelledTradeReceived event.
	ChangePriceLevelEventArgs	Attributes of the ChangePriceLevelReceived event.
	ClosePriceEventArgs	Attributes of the ClosePriceReceived event.
	DeleteOrderEventArgs	Attributes of the DeleteOrderReceived event.
	DeletePriceLevelEventArgs	Attributes of the DeletePriceLevelReceived event.
	EndOfDayMarketSummaryEventArgs	Attributes of the EndOfDayMarketSummaryReceived event.
	ErrorEventArgs	Attributes of the ErrorOccurred event.
	FeedEngine	Manages processing machinery for market data received from feeds.
	FeedEngineSettings	Defines set of options which affect behavior of the Feed Engine.
	FeedEngineThreadBeginEventArgs	Attributes of the FeedEngineThreadBegin event.
	FeedEngineThreadEndEventArgs	Attributes of the FeedEngineThreadEnd event.
	FeedEngineThreadIdleEventArgs	Attributes of the FeedEngineThreadIdle event.
	FeedStartedEventArgs	Attributes of the FeedStarted event.
	FeedStoppedEventArgs	Attributes of the FeedStopped event.
	FixingIndicativePriceEventArgs	Attributes of the FixingIndicativePriceReceived event.
	FixingLockdownEventArgs	Attributes of the FixingLockdownReceived event.
	FixingTransitionEventArgs	Attributes of the FixingTransitionReceived event.
	FuturesProductDefinitionBlockDetail	This nested class represents block details definition.
	FuturesProductDefinitionEventArgs	Attributes of the FuturesProductDefinitionReceived event.
	FuturesStrategyDefinitionBlockDetail	This nested class represents block details definition.
	FuturesStrategyDefinitionEventArgs	Attributes of the FuturesStrategyDefinitionReceived event.
	FuturesStrategyDefinitionLeg	This nested class represents leg definition.
	GroupSubscription	Defines which books should be maintained for given multicast group.
	Handler	Manipulates ICE iMpact Multicast Price Feeds. Provides flexible services to subscribe to the multicast groups which are the most suitable for certain needs.
	HandlerSettings	Defines a set of options which affect the Handler behavior.
	HandlerStateChangedEventArgs	Attributes of the HandlerStateChanged event.
	IntervalTieredPriceLimitNotificationEventArgs	Attributes of the IntervalTieredPriceLimitNotificationReceived event.
	InvestigatedTradeEventArgs	Attributes of the InvestigatedTradeReceived event.
	LoginResponseEventArgs	Attributes of the LoginResponseReceived event.
	LogReplayFinishedEventArgs	This event is fired when a log replay is finished.
	MarkerIndexPricesEventArgs	Attributes of the MarkerIndexPricesReceived event.
	MarketEventArgs	Attributes of the MarketEventReceived event.
	MarketSnapshotEventArgs	Attributes of the MarketSnapshotReceived event.
	MarketSnapshotOrderEventArgs	Attributes of the MarketSnapshotOrderReceived event.
	MarketSnapshotPriceLevelEventArgs	Attributes of the MarketSnapshotPriceLevelReceived event.
	MarketStateChangeEventArgs	Attributes of the MarketStateChangeReceived event.
	MarketStatisticsEventArgs	Attributes of the MarketStatisticsReceived event.
	MarketSubscription	Defines which books should be maintained for the given market type id.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::BundleMarker>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::CancelledTrade>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::ChangePriceLevel>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::ClosePrice>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::DeleteOrder>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::DeletePriceLevel>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingIndicativePrice>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingLockdown>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::FixingTransition>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalTieredPriceLimitNotification>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketEvent>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStateChange>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::OpenInterest>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::OpenPrice>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::Rfq>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::SettlementPrice>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpecialField>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::SystemText>	Base message properties.
	MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>	Base message properties.
	MulticastMessageBlockBeginEventArgs	Attributes of the MulticastMessageBlockBegin event.
	MulticastMessageBlockEndEventArgs	Attributes of the MulticastMessageBlockEnd event.
	NewExpiryEventArgs	Attributes of the NewExpiryReceived event.
	NewFuturesStrategyDefinitionEventArgs	Attributes of the NewFuturesStrategyDefinitionReceived event.
	NewFuturesStrategyDefinitionLeg	This nested class represents leg definition.
	NewOptionsMarketDefinitionEventArgs	Attributes of the NewOptionsMarketDefinitionReceived event.
	NewOptionsStrategyDefinitionEventArgs	Attributes of the NewOptionsStrategyDefinitionReceived event.
	NewOptionsStrategyDefinitionHedge	This nested class represents hedge definition.
	NewOptionsStrategyDefinitionLeg	This nested class represents leg definition.
	OldStyleOptionsTradeAndMarketStatsEventArgs	Attributes of the OldStyleOptionsTradeAndMarketStatsReceived event.
	OpenInterestEventArgs	Attributes of the OpenInterestReceived event.
	OpenPriceEventArgs	Attributes of the OpenPriceReceived event.
	OptionOpenInterestEventArgs	Attributes of the OptionOpenInterestReceived event.
	OptionSettlementPriceEventArgs	Attributes of the OptionSettlementPriceReceived event.
	OptionsProductDefinitionBlockDetail	This nested class represents block details definition.
	OptionsProductDefinitionEventArgs	Attributes of the OptionsProductDefinitionReceived event.
	OptionsStrategyDefinitionBlockDetail	This nested class represents block details definition.
	OptionsStrategyDefinitionEventArgs	Attributes of the OptionsStrategyDefinitionReceived event.
	OptionsStrategyDefinitionHedge	This nested class represents hedge definition.
	OptionsStrategyDefinitionLeg	This nested class represents leg definition.
	Order	Represents order-related data (bids and offers).
	PreOpenPriceIndicatorEventArgs	Attributes of the PreOpenPriceIndicatorReceived event.
	PriceLevel	Keeps track of the accumulated quantity on a certain price level for bids and/or offers.
	RfqEventArgs	Attributes of the RfqReceived event.
	SessionNumberChangeEventArgs	Attributes of the SessionNumberChange event.
	SettlementPriceEventArgs	Attributes of the SettlementPriceReceived event.
	SnapshotRecoveryOptions	Defines snapshot recovery options.
	SpecialFieldEventArgs	Attributes of the SpecialFieldReceived event.
	SpotMarketTradeEventArgs	Attributes of the SpotMarketTradeReceived event.
	StripInfoEventArgs	Attributes of the StripInfoReceived event.
	SystemTextEventArgs	Attributes of the SystemTextReceived event.
	TcpServerSettings	Defines TCP connection options.
	TcpSettings	Defines TCP connection options.
	TradeEventArgs	Attributes of the TradeReceived event.
	WarningEventArgs	Attributes of the WarningOccurred event.

Delegates

	Delegate	Description
	AddModifyOrderEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the AddModifyOrderReceived event.
	AddPriceLevelEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the AddPriceLevelReceived event.
	BookChangedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the BookChanged event.
	BookResetEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the BookReset event.
	BookUpdatedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the BookChanged event.
	BundleMarkerEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the BundleMarkerReceived event.
	CancelledTradeEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the CancelledTradeReceived event.
	ChangePriceLevelEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the ChangePriceLevelReceived event.
	ClosePriceEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the ClosePriceReceived event.
	DeleteOrderEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the DeleteOrderReceived event.
	DeletePriceLevelEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the DeletePriceLevelReceived event.
	EndOfDayMarketSummaryEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the EndOfDayMarketSummaryReceived event.
	ErrorEventHandler	Defines an interface whereby the Handler Notifies the subscribers about ErrorOccurred event.
	FeedEngineThreadBeginEventHandler	Defines an interface whereby the Feed Engine notifies the subscribers about the FeedEngineThreadBegin event.
	FeedEngineThreadEndEventHandler	Defines an interface whereby the Feed Engine notifies the subscribers about the FeedEngineThreadEnd event.
	FeedEngineThreadIdleEventHandler	Defines an interface whereby the Feed Engine notifies the subscribers about the FeedEngineThreadIdle event.
	FeedStartedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FeedStarted event.
	FeedStoppedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FeedStopped event.
	FixingIndicativePriceEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FixingIndicativePriceReceived event.
	FixingLockdownEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FixingLockdownReceived event.
	FixingTransitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FixingTransitionReceived event.
	FuturesProductDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FuturesProductDefinitionReceived event.
	FuturesStrategyDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the FuturesStrategyDefinitionReceived event.
	HandlerStateChangedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the HandlerStateChanged event.
	IntervalTieredPriceLimitNotificationEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the IntervalTieredPriceLimitNotificationReceived event.
	InvestigatedTradeEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the InvestigatedTradeReceived event.
	LoginResponseEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the LoginResponseReceived event.
	LogReplayFinishedEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the LogReplayFinished event.
	MarkerIndexPricesEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarkerIndexPricesReceived event.
	MarketEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketEventReceived event.
	MarketSnapshotEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotReceived event.
	MarketSnapshotOrderEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotOrderReceived event.
	MarketSnapshotPriceLevelEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketSnapshotPriceLevelReceived event.
	MarketStateChangeEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketStateChangeReceived event.
	MarketStatisticsEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MarketStatisticsReceived event.
	MulticastMessageBlockBeginEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MulticastMessageBlockBegin event.
	MulticastMessageBlockEndEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the MulticastMessageBlockEnd event.
	NewExpiryEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the NewExpiryReceived event.
	NewFuturesStrategyDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the NewFuturesStrategyDefinitionReceived event.
	NewOptionsMarketDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the NewOptionsMarketDefinitionReceived event.
	NewOptionsStrategyDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the NewOptionsStrategyDefinitionReceived event.
	OldStyleOptionsTradeAndMarketStatsEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OldStyleOptionsTradeAndMarketStatsReceived event.
	OpenInterestEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OpenInterestReceived event.
	OpenPriceEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OpenPriceReceived event.
	OptionOpenInterestEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OptionOpenInterestReceived event.
	OptionSettlementPriceEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OptionSettlementPriceReceived event.
	OptionsProductDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OptionsProductDefinitionReceived event.
	OptionsStrategyDefinitionEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the OptionsStrategyDefinitionReceived event.
	PreOpenPriceIndicatorEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the PreOpenPriceIndicatorReceived event.
	RfqEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the RfqReceived event.
	SessionNumberChangeEventHandler	Defines an interface whereby the Handler notifies the subscribers about the SessionNumberChange event.
	SettlementPriceEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the SettlementPriceReceived event.
	SpecialFieldEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the SpecialFieldReceived event.
	SpotMarketTradeEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the SpotMarketTradeReceived event.
	StripInfoEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the StripInfoReceived event.
	SystemTextEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the SystemTextReceived event.
	TradeEventHandler	Defines an interface whereby the Handler Notifies the subscribers about the TradeReceived event.
	WarningEventHandler	Defines an interface whereby the Handler Notifies the subscribers about WarningOccurred event.

Enumerations

	Enumeration	Description
	AddModifyOrderExtraFlags	Extra flags for Add/Modify Order message.
	AdvancedLogOptions	Additional options to control log information.
	AggressorSide	Aggressor side constants.
	BlockType	Block Type.
	BookDepth	Depth of order book constants.
	ErrorCode	Known (selected) error codes.
	EventCode	Known event codes.
	ExchangeSilo	Exchange silo code for the market.
	FeedEngineThreadIdleReason	Identifies reasons feed engine threads becomes idle.
	FixingTransitionStatus	Fixing Transition Status.
	HandlerState	Defines the state that the handler is in.
	IPLBoundViolation	Known IPL bound violation types.
	IplTplHoldType	IPL Hold Type.
	IplTplType	IPL/TPL Type.
	LoginResult	Login result code.
	LogLevel	Defines log verbosity.
	MarkerIndexPricesStatus	Known marker index prices statuses.
	MarketEventType	Known market event types.
	MarketSubType	Market sub-type constants.
	MarketTransparencyType	Market Transparency Type.
	MulticastChannelGroupType	Multicast Channel Group Type.
	OffMarketTradeType	Known types of block trade.
	OptionsExpirationType	Option expiration type constants.
	OptionsStyle	Option settlement type constants.
	OptionType	Option type constants.
	SecuritySubType	Known security sub types.
	SecurityType	Security type constants.
	SettlementType	Settlement type constants.
	Side	Trading side constants.
	StartOrEnd	Known message bundle markers.
	StrategyPreference	Indicates Strategy Publication Preference.
	SystemPricedLegType	Known types of system priced legs.
	TradeExtraFlags	Extra flags for trade message.
	TradeInvestigationStatus	Defines known trade investigation statuses.
	TradingStatus	Known trading statuses.
	WarningCode	Known (selected) warning codes.