B2BITS CME MDP Handler API Reference
|
#include <B2BITS_CmeMdpMessages.h>
Additional Inherited Members | |
Public Types inherited from MessageHeader | |
typedef uint16_t | BlockLength |
typedef uint16_t | TemplateId |
typedef uint16_t | SchemaId |
typedef uint16_t | Version |
Public Member Functions inherited from MessageHeader | |
uint16_t | getMessageSize () const |
BlockLength | getBlockLength () const |
TemplateId | getTemplateId () const |
SchemaId | getSchemaId () const |
Version | getVersion () const |
MatchEventIndicatorSet MatchEventIndicator_ |
UInt32NULL TotNumReports_ |
SecurityUpdateAction SecurityUpdateAction_ |
UInt64 LastUpdateTime_ |
SecurityTradingStatus MDSecurityTradingStatus_ |
Int16 ApplID_ |
UInt8 MarketSegmentID_ |
UInt8NULL UnderlyingProduct_ |
SecurityExchange SecurityExchange_ |
SecurityGroup SecurityGroup_ |
Asset Asset_ |
Symbol Symbol_ |
Int32 SecurityID_ |
SecurityType SecurityType_ |
CFICode CFICode_ |
MaturityMonthYear MaturityMonthYear_ |
Currency Currency_ |
SecuritySubType SecuritySubType_ |
UserDefinedInstrument UserDefinedInstrument_ |
CHAR MatchAlgorithm_ |
UInt32 MinTradeVol_ |
UInt32 MaxTradeVol_ |
PRICE MinPriceIncrement_ |
FLOAT DisplayFactor_ |
UInt8NULL PriceDisplayFormat_ |
PRICENULL PriceRatio_ |
Int8NULL TickRule_ |
UnitOfMeasure UnitOfMeasure_ |
PRICENULL TradingReferencePrice_ |
SettlPriceTypeSet SettlPriceType_ |
Int32NULL OpenInterestQty_ |
Int32NULL ClearedVolume_ |
PRICENULL HighLimitPrice_ |
PRICENULL LowLimitPrice_ |
PRICENULL MaxPriceVariation_ |
UInt8NULL MainFraction_ |
UInt8NULL SubFraction_ |
LocalMktDate TradingReferenceDate_ |