Per-Instrument Messages

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

Classes
struct	Message< MessageOrEntry >

Typedefs
typedef Message < SnapshotFullRefresh >	MBPSnapshotMsg
typedef Message < SnapshotFullRefreshOrderBook >	MBOSnapshotMsg
typedef Message < MDInstrumentDefinitionFuture >	InstrumentFutureMsg
typedef Message < MDInstrumentDefinitionSpread >	InstrumentSpreadMsg
typedef Message < MDInstrumentDefinitionOption >	InstrumentOptionMsg
typedef Message< SecurityStatus >	SecurityStatusMsg
typedef Message< QuoteRequest >	QuoteRequestMsg
typedef Message < MDIncrementalRefreshBook::MDEntriesEntry >	MBPIncBookMsg
typedef Message < MDIncrementalRefreshBook::OrderIDEntriesEntry >	MBOIncBookMsg
typedef Message < MDIncrementalRefreshOrderBook::MDEntriesEntry >	MBOIncOrderBookMsg
typedef Message < MDIncrementalRefreshDailyStatistics::MDEntriesEntry >	IncDailyStatisticsMsg
typedef Message < MDIncrementalRefreshLimitsBanding::MDEntriesEntry >	IncLimitsBandingMsg
typedef Message < MDIncrementalRefreshSessionStatistics::MDEntriesEntry >	IncSessionStatisticsMsg
typedef Message < MDIncrementalRefreshTrade::MDEntriesEntry >	IncTradeMsg
typedef Message < MDIncrementalRefreshVolume::MDEntriesEntry >	IncVolumeMsg
typedef Message < MDIncrementalRefreshTradeSummary::MDEntriesEntry >	IncTradeSummaryMsg

Detailed Description

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Typedef Documentation

typedef Message<SnapshotFullRefresh> MBPSnapshotMsg

typedef Message<SnapshotFullRefreshOrderBook> MBOSnapshotMsg

typedef Message<MDInstrumentDefinitionFuture> InstrumentFutureMsg

typedef Message<MDInstrumentDefinitionSpread> InstrumentSpreadMsg

typedef Message<MDInstrumentDefinitionOption> InstrumentOptionMsg

typedef Message<SecurityStatus> SecurityStatusMsg

typedef Message<QuoteRequest> QuoteRequestMsg

typedef Message<MDIncrementalRefreshBook::MDEntriesEntry> MBPIncBookMsg

typedef Message<MDIncrementalRefreshBook::OrderIDEntriesEntry> MBOIncBookMsg

typedef Message<MDIncrementalRefreshOrderBook::MDEntriesEntry> MBOIncOrderBookMsg

typedef Message<MDIncrementalRefreshDailyStatistics::MDEntriesEntry> IncDailyStatisticsMsg

typedef Message<MDIncrementalRefreshLimitsBanding::MDEntriesEntry> IncLimitsBandingMsg

typedef Message<MDIncrementalRefreshSessionStatistics::MDEntriesEntry> IncSessionStatisticsMsg

typedef Message<MDIncrementalRefreshTrade::MDEntriesEntry> IncTradeMsg

typedef Message<MDIncrementalRefreshVolume::MDEntriesEntry> IncVolumeMsg

typedef Message<MDIncrementalRefreshTradeSummary::MDEntriesEntry> IncTradeSummaryMsg