EPAM B2BITS ICE Impact Handler C++
1.1.4
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
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B2bits
TZTimeHelper
UTCTimeOnly
TZTimeOnly
UTCDateOnly
UTCTimestamp
TZTimestamp
Console
Console manipulations
color
Color manipulator change color for the next << operations
endl
Endl manipulator - replacement for std::endl
flush
Flush manipulator - replacement for std::flush
setw
Width manipulator
HRClock
High resolution clock
RefCounterPtr
ReferenceCounter
WaitableEvent
Decimal
Encapsulates float type
LocalMktDate
Encapsulates
LocalMktDate
FIX type
MonthYear
Encapsulates
MonthYear
FIX type
MemBlock
StringRef
String reference type
StringEx
UTCDateOnly
Encapsulates
UTCDateOnly
FIX type
UTCTimeOnly
Encapsulates
UTCTimeOnly
FIX type
UTCTimestamp
Encapsulates
UTCTimestamp
FIX type
IceImpact
IceImpact
namespace
DemoMarketDepth
Order
BookModEvent
InstrPriceBook
EventFlowTrack
PriceBookMgr
SubscriptionType
SubscriptionType
holds a set of mask values to manage instrument subscriptions
MDApplication
Entry point to the library
Notification
Service notifications
TCPParams
Parameters used to configure TCP connection with ICE Exchange
UDPParams
Parameters for UDP socket
SequenceParams
Sequence processing parameters
PerformanceParameters
Settings that affect engine's latency and peformance
AdvancedParams
RuntimeParameters
ApplicationOptions
Options to pass to Engine::createIceImpactApplication
InstrumentLoadParams
Application
Runtime instance of B2BITS ICE iMpact Marketdata Handler
ApplicationListener
Application
observer
AnyValue
ResetReason
Reasons why instrument resets its state
PriceLevel
PriceBook level
TOP5PriceData
Price/size information for top 5 price levels
BookSide
TOP10PriceData
BookSide
BBOData
Best Bid/Offer data and trade statistics
BBOUpdateEvent
Best Bid/Offer event
BBOSnapshot
Best Bid/Offer current snapshot
InstrumentResetEvent
Instrument book reset
InstrumentRecoveryEvent
Instrument book recovered
MessageFlowResetEvent
Message flow reset
MessageEvent
Ice Impact Message delivered to user callback
SubscriptionParams
SubscriptionParams
specifies details to manage instrument subscriptions
MessageWithMarketID
A Message with MarketID field
MarketProductDefinition
Instrument definition
RequestMarketType
ProductDirectory
ConnectionConfig
MulticastGroupUnit
MulticastGroupDef
AddModifyOrderExtraFlags
ExtraFlags
AggressorSide
BlockType
ChannelGroupType
ErrorErrorCode
EventCode
ExchangeSiloEnum
FixingTransitionStatus
HedgeSide
IPLHoldType
InvestigationStatus
LegSide
LoginResponseCode
MarketType
MessageType
OptionType
OptionsExpirationType
OptionsStyle
OrderSide
RFQOrderSide
SecurityType
SettlementType
StartOrEnd
StatusCode
StrategyPreference
SystemPricedLegType
YesNo
Date
MulticastHeader
MessageHeader
SequencedMessageHeader
AddModifyOrder
AddPriceLevel
CancelledTrade
ChangePriceLevel
ClosePrice
Debug
DebugResponse
DeleteOrder
DeletePriceLevel
EndOfDayMarketSummary
ErrorResponse
FixingIndicativePrice
FixingLockdown
FixingTransition
FuturesStrategyDefinitionResponse
BlockDetailsArray
ContdInfo1
BlockDetails
ContdInfo1Array
ContdInfo2
ExtraLegInfo
ContdInfo2Array
ContdInfo3
FieldInfo
ContdInfo3Array
ExtraLegInfoArray
FieldInfoArray
LegInfo
LegInfoArray
HeartBeat
HistoricalReplay
HistoricalReplayResponse
IntervalPriceLimitNotification
InvestigatedTrade
Login
LoginResponse
Logout
MarkerIndexPrices
MarketEvent
MarketSnapShot
MarketSnapshotPriceLevel
MarketStateChange
MarketStatistics
MessageBundleMarker
MulticastChannelGroups
ChannelInfo
MarketTypeInfo
ChannelInfoArray
MarketTypeInfoArray
NewExpiry
NewFuturesStrategyDefinitionMessage
ContdInfo1
ContdInfo1Array
LegInfo
LegInfoArray
NewOptionsMarketDefinitionMessage
NewOptionsStrategyDefinitionMessage
ContdInfo1
ContdInfo1Array
HedgeInfoArray
HedgeInfoCount
HedgeInfo
HedgeInfoCountArray
LegInfo
LegInfoArray
OTCProductDefinitionResponse
FieldInfo
FieldInfoArray
OldStyleOptionsTradeMarketStats
OpenInterest
OpenPrice
OptionOpenInterest
OptionSettlementPrice
OptionsProductDefinitionResponse
BlockDetails
BlockDetailsArray
ContdInfo
FieldInfo
ContdInfoArray
FieldInfoArray
OptionsStrategyDefinitionResponse
BlockDetailsArray
ContdInfo1
BlockDetails
ContdInfo1Array
ContdInfo2
ExtraLegInfo
ContdInfo2Array
ContdInfo3
FieldInfo
ContdInfo3Array
ExtraLegInfoArray
FieldInfoArray
HedgeInfoArray
HedgeInfoCount
HedgeInfo
HedgeInfoCountArray
LegInfo
LegInfoArray
PreOpenPriceIndicator
ProductDefinition
RFQMessage
SettlementPrice
SnapshotOrder
SpecialFieldMessage
FieldInfo
FieldInfoArray
SpotTrade
StripInfoMessage
SystemText
Trade
TransactionEndForEmptyLastBundle
MidSizeMessages
LargeSizeMessages
UnitService
Represents UDP Multicast Service (one UDP multicast group with live data)
HelperMutex
HelperGuard
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