B2BITS CME MDP Handler API Reference
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Here are the classes, structs, unions and interfaces with brief descriptions:
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B2Bits
Sbe
StringRef
DataRef
const_rg_iterator
bool2type
SbeSet
Cme
Mdp
ChannelOptions
Channel
options
ChannelDataEvent
Channel
data event
ChannelStatistics
Channel
statistics
Channel
Channel
ChannelDataListener
Channel
data listener
ChannelListener
Channel
listener
InstrumentOptions
Instrument
options
InstrumentQuoteRequest
QuoteRequest event params
UpdateEndFlags
UpdateEnd event params
InstrumentEvent
Instrument
event
Instrument
Instrument
InstrumentListener
Instrument
listener
InstrumentDefinition
Instrument
definition
MarketDataServiceSequenceOptions
Market data service sequence options
MarketDataServiceThreadOptions
Market data service thread options
MarketDataServiceSocketOptions
Market data service socket options
MarketDataServiceLoggingOptions
Market data service logging options
MarketDataServiceOptions
Market data service options
MarketDataService
Market Data Service
Int32NULL
Int8NULL
LocalMktDate
UInt32NULL
UInt64NULL
UInt8NULL
DecimalQty
Mantissa
FLOAT
MaturityMonthYear
Day
Month
Week
Year
PRICE
PRICENULL
Mantissa
GroupSize
GroupSize8Byte
GroupSizeEncoding
MessageHeader
ChannelReset4
Content
MDEntriesEntry
Content
AdminHeartbeat12
Content
AdminLogin15
Content
AdminLogout16
Content
MDInstrumentDefinitionFuture27
Content
EventsEntry
Content
InstAttribEntry
Content
LotTypeRulesEntry
Content
MDFeedTypesEntry
Content
MDInstrumentDefinitionSpread29
Content
EventsEntry
Content
InstAttribEntry
Content
LegsEntry
Content
LotTypeRulesEntry
Content
MDFeedTypesEntry
Content
SecurityStatus30
Content
MDIncrementalRefreshBook32
Content
MDEntriesEntry
Content
OrderIDEntriesEntry
Content
MDIncrementalRefreshDailyStatistics33
Content
MDEntriesEntry
Content
MDIncrementalRefreshLimitsBanding34
Content
MDEntriesEntry
Content
MDIncrementalRefreshSessionStatistics35
Content
MDEntriesEntry
Content
MDIncrementalRefreshTrade36
Content
MDEntriesEntry
Content
MDIncrementalRefreshVolume37
Content
MDEntriesEntry
Content
SnapshotFullRefresh38
Content
MDEntriesEntry
Content
QuoteRequest39
Content
RelatedSymEntry
Content
MDInstrumentDefinitionOption41
Content
EventsEntry
Content
InstAttribEntry
Content
LotTypeRulesEntry
Content
MDFeedTypesEntry
Content
RelatedInstrumentsEntry
Content
UnderlyingsEntry
Content
MDIncrementalRefreshTradeSummary42
Content
MDEntriesEntry
Content
OrderIDEntriesEntry
Content
MDIncrementalRefreshOrderBook43
Content
MDEntriesEntry
Content
SnapshotFullRefreshOrderBook44
Content
MDEntriesEntry
Content
MockPlayer
Emulates incoming UDP messages
OrderBookLevel
Order book level
OrderBookSide
Order book side
OrderBook
Order book
ConsolidatedOrderBookLevel
Consolidated order book level
ConsolidatedOrderBookTop
Consolidated order book top
Packet
Packet
Message
ReferenceCounter
A generic reference counter
ResolverEvent
Resolver
event
Resolver
Resolver
ResolverListener
Resolver
listener
ThresholdLimits
Threshold limits
Trade
Trade
TradeOrder
TradeStatistics
Trade
statistics
Timestamps
Timestamps
FIXField
FIX fields
FIXFields
FIX fields
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