Per instrument message may represent whole SBE message or one repeating group entry. More...

Classes
struct	Cme::Mdp::Message< MessageOrEntry >

Typedefs
typedef Message< SnapshotFullRefresh >	Cme::Mdp::MBPSnapshotMsg

typedef Message< SnapshotFullRefreshOrderBook >	Cme::Mdp::MBOSnapshotMsg

typedef Message< MDInstrumentDefinitionFuture >	Cme::Mdp::InstrumentFutureMsg

typedef Message< MDInstrumentDefinitionSpread >	Cme::Mdp::InstrumentSpreadMsg

typedef Message< MDInstrumentDefinitionOption >	Cme::Mdp::InstrumentOptionMsg

typedef Message< MDInstrumentDefinitionFixedIncome >	Cme::Mdp::InstrumenFixedIncomeMsg

typedef Message< MDInstrumentDefinitionRepo >	Cme::Mdp::InstrumentRepoMsg

typedef Message< SecurityStatus >	Cme::Mdp::SecurityStatusMsg

typedef Message< QuoteRequest >	Cme::Mdp::QuoteRequestMsg

typedef Message< MDIncrementalRefreshBook::MDEntriesEntry >	Cme::Mdp::MBPIncBookMsg

typedef Message< MDIncrementalRefreshBook::OrderIDEntriesEntry >	Cme::Mdp::MBOIncBookMsg

typedef Message< MDIncrementalRefreshOrderBook::MDEntriesEntry >	Cme::Mdp::MBOIncOrderBookMsg

typedef Message< MDIncrementalRefreshDailyStatistics::MDEntriesEntry >	Cme::Mdp::IncDailyStatisticsMsg

typedef Message< MDIncrementalRefreshLimitsBanding::MDEntriesEntry >	Cme::Mdp::IncLimitsBandingMsg

typedef Message< MDIncrementalRefreshSessionStatistics::MDEntriesEntry >	Cme::Mdp::IncSessionStatisticsMsg

typedef Message< MDIncrementalRefreshTradeSummary::MDEntriesEntry >	Cme::Mdp::IncTradeSummaryMsg

typedef Message< MDIncrementalRefreshTradeSummary::OrderIDEntriesEntry >	Cme::Mdp::IncTradeSummaryOrderMsg

typedef Message< MDIncrementalRefreshVolume::MDEntriesEntry >	Cme::Mdp::IncVolumeMsg

Detailed Description

Per instrument message may represent whole SBE message or one repeating group entry.

Typedef Documentation

typedef Message<MDIncrementalRefreshDailyStatistics::MDEntriesEntry> Cme::Mdp::IncDailyStatisticsMsg

typedef Message<MDIncrementalRefreshLimitsBanding::MDEntriesEntry> Cme::Mdp::IncLimitsBandingMsg

typedef Message<MDIncrementalRefreshSessionStatistics::MDEntriesEntry> Cme::Mdp::IncSessionStatisticsMsg

typedef Message<MDIncrementalRefreshTradeSummary::MDEntriesEntry> Cme::Mdp::IncTradeSummaryMsg

typedef Message<MDIncrementalRefreshTradeSummary::OrderIDEntriesEntry> Cme::Mdp::IncTradeSummaryOrderMsg

typedef Message<MDIncrementalRefreshVolume::MDEntriesEntry> Cme::Mdp::IncVolumeMsg

typedef Message<MDInstrumentDefinitionFixedIncome> Cme::Mdp::InstrumenFixedIncomeMsg

typedef Message<MDInstrumentDefinitionFuture> Cme::Mdp::InstrumentFutureMsg

typedef Message<MDInstrumentDefinitionOption> Cme::Mdp::InstrumentOptionMsg

typedef Message<MDInstrumentDefinitionRepo> Cme::Mdp::InstrumentRepoMsg

typedef Message<MDInstrumentDefinitionSpread> Cme::Mdp::InstrumentSpreadMsg

typedef Message<MDIncrementalRefreshBook::OrderIDEntriesEntry> Cme::Mdp::MBOIncBookMsg

typedef Message<MDIncrementalRefreshOrderBook::MDEntriesEntry> Cme::Mdp::MBOIncOrderBookMsg

typedef Message<SnapshotFullRefreshOrderBook> Cme::Mdp::MBOSnapshotMsg

typedef Message<MDIncrementalRefreshBook::MDEntriesEntry> Cme::Mdp::MBPIncBookMsg

typedef Message<SnapshotFullRefresh> Cme::Mdp::MBPSnapshotMsg

typedef Message<QuoteRequest> Cme::Mdp::QuoteRequestMsg

typedef Message<SecurityStatus> Cme::Mdp::SecurityStatusMsg