IceImpact Namespace Reference

IceImpact namespace. More...

Namespaces
	DemoMarketDepth
	SubscriptionType
	SubscriptionType holds a set of mask values to manage instrument subscriptions.

Classes
class	MDApplication
	Entry point to the library. More...
struct	Notification
	Service notifications. More...
struct	TCPParams
	Parameters used to configure TCP connection with ICE Exchange. More...
struct	UDPParams
	Parameters for UDP socket. More...
struct	SequenceParams
	Sequence processing parameters. More...
struct	PerformanceParameters
	Settings that affect engine's latency and peformance. More...
struct	RuntimeParameters
struct	ApplicationOptions
	Options to pass to Engine::createIceImpactApplication. More...
struct	InstrumentLoadParams
class	Application
	Runtime instance of B2BITS ICE iMpact Marketdata Handler. More...
class	ApplicationListener
	Application observer. More...
struct	AnyValue
struct	ResetReason
	Reasons why instrument resets its state. More...
struct	PriceLevel
	PriceBook level. More...
struct	TOP5PriceData
	Price/size information for top 5 price levels. More...
struct	TOP10PriceData
struct	BBOData
	Best Bid/Offer data and trade statistics. More...
struct	BBOUpdateEvent
	Best Bid/Offer event. More...
struct	BBOSnapshot
	Best Bid/Offer current snapshot. More...
struct	InstrumentResetEvent
	Instrument book reset. More...
struct	InstrumentRecoveryEvent
	Instrument book recovered. More...
struct	MessageFlowResetEvent
	Message flow reset. More...
struct	MessageEvent
	Ice Impact Message delivered to user callback. More...
struct	SubscriptionParams
	SubscriptionParams specifies details to manage instrument subscriptions. More...
struct	MessageWithMarketID
	A Message with MarketID field. More...
struct	MarketProductDefinition
	Instrument definition. More...
struct	RequestMarketType
class	ProductDirectory
struct	ConnectionConfig
struct	MulticastGroupUnit
struct	MulticastGroupDef
struct	AddModifyOrderExtraFlags
struct	ExtraFlags
struct	AggressorSide
struct	BlockType
struct	ChannelGroupType
struct	ErrorErrorCode
struct	EventCode
struct	ExchangeSiloEnum
struct	FixingTransitionStatus
struct	HedgeSide
struct	IPLHoldType
struct	InvestigationStatus
struct	LegSide
struct	LoginResponseCode
struct	MarketType
struct	MessageType
struct	OptionType
struct	OptionsExpirationType
struct	OptionsStyle
struct	OrderSide
struct	RFQOrderSide
struct	SecurityType
struct	SettlementType
struct	StartOrEnd
struct	StatusCode
struct	StrategyPreference
struct	SystemPricedLegType
struct	YesNo
struct	Date
struct	MulticastHeader
struct	MessageHeader
struct	SequencedMessageHeader
struct	AddModifyOrder
struct	AddPriceLevel
struct	CancelledTrade
struct	ChangePriceLevel
struct	ClosePrice
struct	Debug
struct	DebugResponse
struct	DeleteOrder
struct	DeletePriceLevel
struct	EndOfDayMarketSummary
struct	ErrorResponse
struct	FixingIndicativePrice
struct	FixingLockdown
struct	FixingTransition
struct	FuturesStrategyDefinitionResponse
struct	HeartBeat
struct	HistoricalReplay
struct	HistoricalReplayResponse
struct	IntervalPriceLimitNotification
struct	InvestigatedTrade
struct	Login
struct	LoginResponse
struct	Logout
struct	MarkerIndexPrices
struct	MarketEvent
struct	MarketSnapShot
struct	MarketSnapshotPriceLevel
struct	MarketStateChange
struct	MarketStatistics
struct	MessageBundleMarker
struct	MulticastChannelGroups
struct	NewExpiry
struct	NewFuturesStrategyDefinitionMessage
struct	NewOptionsMarketDefinitionMessage
struct	NewOptionsStrategyDefinitionMessage
struct	OTCProductDefinitionResponse
struct	OldStyleOptionsTradeMarketStats
struct	OpenInterest
struct	OpenPrice
struct	OptionOpenInterest
struct	OptionSettlementPrice
struct	OptionsProductDefinitionResponse
struct	OptionsStrategyDefinitionResponse
struct	PreOpenPriceIndicator
struct	ProductDefinition
struct	RFQMessage
struct	SettlementPrice
struct	SnapshotOrder
struct	SpecialFieldMessage
struct	SpotTrade
struct	StripInfoMessage
struct	SystemText
struct	Trade
struct	TransactionEndForEmptyLastBundle
union	MidSizeMessages
union	LargeSizeMessages
class	UnitService
	Represents UDP Multicast Service (one UDP multicast group with live data) More...
class	HelperMutex
class	HelperGuard

Typedefs
typedef unsigned	instr_id_t
typedef unsigned	seqnum_t
typedef unsigned	qty_t
typedef unsigned long long	order_id_t
typedef long long	price_t
typedef unsigned	event_flow_id_t
typedef unsigned char	byte
	Declares alias for unsigned char. More...
typedef u64	Long
typedef IceImpact::u64	subscription_mask_t
typedef RefCounterPtr < MarketProductDefinition >	MarketProductDefinitionPtr
typedef IceImpact::Int16	MarketTypeValue
typedef IceImpact::Int32	MarketID
typedef std::map< MarketID, MarketProductDefinitionPtr >	MarketProductDefinitions
typedef std::set< MarketID >	MarketIDsSet
typedef std::set< MarketTypeValue >	UserRequestMarketTypesSet
typedef std::set < RequestMarketType >	RequestMarketTypesSet
typedef std::set< MarketTypeValue >	AvailMarketTypesSet
typedef RefCounterPtr < ProductDirectory >	ProductDirectoryPtr
typedef std::map< std::string, IceImpact::MulticastGroupDef >	MulticatGroupsMap
typedef char	Alpha
typedef char	Alpha2 [2]
typedef char	Alpha3 [3]
typedef u8	Binary8
typedef char	ChannelGroupName [100]
typedef char	ClearedAlias [15]
typedef char	ContractSymbol [35]
typedef char	Currency [20]
typedef char	CurrencyCode [3]
typedef char	DebugText [60]
typedef char	Description [20]
typedef char	ErrorText [100]
typedef i16	HedgeDelta
typedef char	HubAlias [80]
typedef char	ISIN [12]
typedef i16	Int16
typedef i32	Int32
typedef i64	Int64
typedef i8	Int8
typedef char	LoginResponseText [120]
typedef char	MICCode [4]
typedef char	MarketDesc [120]
typedef char	MarketTypesPermissioned [300]
typedef char	MulticastGroupAddr [15]
typedef char	NewContractSymbol [70]
typedef char	OffMarketTradeType [3]
typedef char	OpenInterestDate [10]
typedef char	Password [30]
typedef char	ProductName [62]
typedef char	ShortName [30]
typedef char	StrategySymbol [18]
typedef char	StripInfoStripName [50]
typedef char	StripName [39]
typedef char	StripType [20]
typedef char	TextDate [10]
typedef char	TextMessage [200]
typedef char	TextMessageExtraFld [800]
typedef char	TradingStatus
typedef char	UnitOfMeasure [30]
typedef char	UserName [30]

Enumerations
enum	UDPTransportType { OS_Sockets, Myricom_DBL }
enum	BookDepth { FullOrderDepth = 0, PriceLevelDepth = 1, PriceLevel10Depth = 2 }
enum	MulticastGroupType { Regular = 0, Options = 1, FullyImplied = 2 }

Functions
static unsigned short	__builtin_bswap16 (unsigned short a)
static i8	BSWAP (i8 v)
static i16	BSWAP (i16 v)
static i32	BSWAP (i32 v)
static i64	BSWAP (i64 v)
static std::ostream &	operator<< (std::ostream &os, const AnyValue &v)
static void	StringCopy (char *dst, const AsciiString &src, size_t maxSize)
template<typename T >
std::string	toStdString (const T &data)
template<>
std::string	toStdString (const AsciiString &data)
template<>
std::string	toStdString (const i8 &data)
template<>
std::string	toStdString (const char &data)
static bool	isLargeSizeMessage (MessageType::Enum msgType)
static bool	isMidSizeMessage (MessageType::Enum msgType)
static std::ostream &	messageToStream (std::ostream &os, const char *buf, size_t size)
static std::string	messageToString (const char *buf, size_t size)

Variables
static const int	UDP_MAX_PAYLOAD = 1460
static const int	SEQUENCED_HEADER_SIZE = sizeof(SequencedMessageHeader)

Detailed Description

IceImpact namespace.

Typedef Documentation

typedef char IceImpact::Alpha

typedef char IceImpact::Alpha2[2]

typedef char IceImpact::Alpha3[3]

typedef std::set<MarketTypeValue> IceImpact::AvailMarketTypesSet

typedef u8 IceImpact::Binary8

typedef unsigned char IceImpact::byte

Declares alias for unsigned char.

typedef char IceImpact::ChannelGroupName[100]

typedef char IceImpact::ClearedAlias[15]

typedef char IceImpact::ContractSymbol[35]

typedef char IceImpact::Currency[20]

typedef char IceImpact::CurrencyCode[3]

typedef char IceImpact::DebugText[60]

typedef char IceImpact::Description[20]

typedef char IceImpact::ErrorText[100]

typedef unsigned IceImpact::event_flow_id_t

typedef i16 IceImpact::HedgeDelta

typedef char IceImpact::HubAlias[80]

typedef unsigned IceImpact::instr_id_t

typedef i16 IceImpact::Int16

typedef i32 IceImpact::Int32

typedef i64 IceImpact::Int64

typedef i8 IceImpact::Int8

typedef char IceImpact::ISIN[12]

typedef char IceImpact::LoginResponseText[120]

typedef u64 IceImpact::Long

typedef char IceImpact::MarketDesc[120]

typedef IceImpact::Int32 IceImpact::MarketID

typedef std::set<MarketID> IceImpact::MarketIDsSet

typedef RefCounterPtr<MarketProductDefinition> IceImpact::MarketProductDefinitionPtr

typedef std::map<MarketID, MarketProductDefinitionPtr> IceImpact::MarketProductDefinitions

typedef char IceImpact::MarketTypesPermissioned[300]

typedef IceImpact::Int16 IceImpact::MarketTypeValue

typedef char IceImpact::MICCode[4]

typedef char IceImpact::MulticastGroupAddr[15]

typedef std::map<std::string, IceImpact::MulticastGroupDef> IceImpact::MulticatGroupsMap

typedef char IceImpact::NewContractSymbol[70]

typedef char IceImpact::OffMarketTradeType[3]

typedef char IceImpact::OpenInterestDate[10]

typedef unsigned long long IceImpact::order_id_t

typedef char IceImpact::Password[30]

typedef long long IceImpact::price_t

typedef RefCounterPtr<ProductDirectory> IceImpact::ProductDirectoryPtr

typedef char IceImpact::ProductName[62]

typedef unsigned IceImpact::qty_t

typedef std::set<RequestMarketType> IceImpact::RequestMarketTypesSet

typedef unsigned IceImpact::seqnum_t

typedef char IceImpact::ShortName[30]

typedef char IceImpact::StrategySymbol[18]

typedef char IceImpact::StripInfoStripName[50]

typedef char IceImpact::StripName[39]

typedef char IceImpact::StripType[20]

typedef IceImpact::u64 IceImpact::subscription_mask_t

typedef char IceImpact::TextDate[10]

typedef char IceImpact::TextMessage[200]

typedef char IceImpact::TextMessageExtraFld[800]

typedef char IceImpact::TradingStatus

typedef char IceImpact::UnitOfMeasure[30]

typedef char IceImpact::UserName[30]

typedef std::set<MarketTypeValue> IceImpact::UserRequestMarketTypesSet

Enumeration Type Documentation

enum IceImpact::MulticastGroupType

Enumerator
Regular
Options
FullyImplied

Function Documentation

static unsigned short IceImpact::__builtin_bswap16 ( unsigned short  a )

inlinestatic

static i8 IceImpact::BSWAP ( i8  v )

static

static i16 IceImpact::BSWAP ( i16  v )

static

static i32 IceImpact::BSWAP ( i32  v )

static

static i64 IceImpact::BSWAP ( i64  v )

static

static bool IceImpact::isLargeSizeMessage ( MessageType::Enum  msgType )

inlinestatic

static bool IceImpact::isMidSizeMessage ( MessageType::Enum  msgType )

inlinestatic

static std::ostream& IceImpact::messageToStream ( std::ostream &  os, const char *  buf, size_t  size  )

inlinestatic

static std::string IceImpact::messageToString ( const char *  buf, size_t  size  )

inlinestatic

static std::ostream& IceImpact::operator<< ( std::ostream &  os, const AnyValue &  v  )

static

static void IceImpact::StringCopy ( char *  dst, const AsciiString &  src, size_t  maxSize  )

inlinestatic

template<typename T >

std::string IceImpact::toStdString ( const T &  data )

inline

template<>

std::string IceImpact::toStdString ( const AsciiString &  data )

inline

template<>

std::string IceImpact::toStdString ( const i8 &  data )

inline

template<>

std::string IceImpact::toStdString ( const char &  data )

inline

Variable Documentation

const int IceImpact::SEQUENCED_HEADER_SIZE = sizeof(SequencedMessageHeader)

static

const int IceImpact::UDP_MAX_PAYLOAD = 1460

static