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EPAM B2BITS CME MDP Handler C++
6.2.1
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EPAM B2BITS CME MDP Handler C++
6.2.1
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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 < SnapshotFullRefreshLongQty > | Cme::Mdp::MBPSnapshotLongQtyMsg |
| 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 < MDInstrumentDefinitionFX > | Cme::Mdp::InstrumentFXMsg |
| typedef Message< SecurityStatus > | Cme::Mdp::SecurityStatusMsg |
| typedef Message< QuoteRequest > | Cme::Mdp::QuoteRequestMsg |
| typedef Message < MDIncrementalRefreshBook::MDEntriesEntry > | Cme::Mdp::MBPIncBookMsg |
| typedef Message < MDIncrementalRefreshBookLongQty::MDEntriesEntry > | Cme::Mdp::MBPIncBookLongQtyMsg |
| typedef Message < MDIncrementalRefreshBook::OrderIDEntriesEntry > | Cme::Mdp::MBOIncBookMsg |
| typedef Message < MDIncrementalRefreshBookLongQty::OrderIDEntriesEntry > | Cme::Mdp::MBOIncBookLongQtyMsg |
| 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 < MDIncrementalRefreshSessionStatisticsLongQty::MDEntriesEntry > | Cme::Mdp::IncSessionStatisticsLongQtyMsg |
| typedef Message < MDIncrementalRefreshTradeSummary::MDEntriesEntry > | Cme::Mdp::IncTradeSummaryMsg |
| typedef Message < MDIncrementalRefreshTradeSummaryLongQty::MDEntriesEntry > | Cme::Mdp::IncTradeSummaryLongQtyMsg |
| typedef Message < MDIncrementalRefreshTradeSummary::OrderIDEntriesEntry > | Cme::Mdp::IncTradeSummaryOrderMsg |
| typedef Message < MDIncrementalRefreshTradeSummaryLongQty::OrderIDEntriesEntry > | Cme::Mdp::IncTradeSummaryOrderLongQtyMsg |
| typedef Message < MDIncrementalRefreshVolume::MDEntriesEntry > | Cme::Mdp::IncVolumeMsg |
| typedef Message < MDIncrementalRefreshVolumeLongQty::MDEntriesEntry > | Cme::Mdp::IncVolumeLongQtyMsg |
Per instrument message may represent whole SBE message or one repeating group entry.
| typedef Message<MDIncrementalRefreshDailyStatistics::MDEntriesEntry> Cme::Mdp::IncDailyStatisticsMsg |
| typedef Message<MDIncrementalRefreshLimitsBanding::MDEntriesEntry> Cme::Mdp::IncLimitsBandingMsg |
| typedef Message<MDIncrementalRefreshSessionStatisticsLongQty::MDEntriesEntry> Cme::Mdp::IncSessionStatisticsLongQtyMsg |
| typedef Message<MDIncrementalRefreshSessionStatistics::MDEntriesEntry> Cme::Mdp::IncSessionStatisticsMsg |
| typedef Message<MDIncrementalRefreshTradeSummaryLongQty::MDEntriesEntry> Cme::Mdp::IncTradeSummaryLongQtyMsg |
| typedef Message<MDIncrementalRefreshTradeSummary::MDEntriesEntry> Cme::Mdp::IncTradeSummaryMsg |
| typedef Message<MDIncrementalRefreshTradeSummaryLongQty::OrderIDEntriesEntry> Cme::Mdp::IncTradeSummaryOrderLongQtyMsg |
| typedef Message<MDIncrementalRefreshTradeSummary::OrderIDEntriesEntry> Cme::Mdp::IncTradeSummaryOrderMsg |
| typedef Message<MDIncrementalRefreshVolumeLongQty::MDEntriesEntry> Cme::Mdp::IncVolumeLongQtyMsg |
| typedef Message<MDIncrementalRefreshVolume::MDEntriesEntry> Cme::Mdp::IncVolumeMsg |
| typedef Message<MDInstrumentDefinitionFixedIncome> Cme::Mdp::InstrumenFixedIncomeMsg |
| typedef Message<MDInstrumentDefinitionFuture> Cme::Mdp::InstrumentFutureMsg |
| typedef Message<MDInstrumentDefinitionFX> Cme::Mdp::InstrumentFXMsg |
| typedef Message<MDInstrumentDefinitionOption> Cme::Mdp::InstrumentOptionMsg |
| typedef Message<MDInstrumentDefinitionRepo> Cme::Mdp::InstrumentRepoMsg |
| typedef Message<MDInstrumentDefinitionSpread> Cme::Mdp::InstrumentSpreadMsg |
| typedef Message<MDIncrementalRefreshBookLongQty::OrderIDEntriesEntry> Cme::Mdp::MBOIncBookLongQtyMsg |
| typedef Message<MDIncrementalRefreshBook::OrderIDEntriesEntry> Cme::Mdp::MBOIncBookMsg |
| typedef Message<MDIncrementalRefreshOrderBook::MDEntriesEntry> Cme::Mdp::MBOIncOrderBookMsg |
| typedef Message<SnapshotFullRefreshOrderBook> Cme::Mdp::MBOSnapshotMsg |
| typedef Message<MDIncrementalRefreshBookLongQty::MDEntriesEntry> Cme::Mdp::MBPIncBookLongQtyMsg |
| typedef Message<MDIncrementalRefreshBook::MDEntriesEntry> Cme::Mdp::MBPIncBookMsg |
| typedef Message<SnapshotFullRefreshLongQty> Cme::Mdp::MBPSnapshotLongQtyMsg |
| typedef Message<SnapshotFullRefresh> Cme::Mdp::MBPSnapshotMsg |
| typedef Message<QuoteRequest> Cme::Mdp::QuoteRequestMsg |
| typedef Message<SecurityStatus> Cme::Mdp::SecurityStatusMsg |
1.8.5
