EPAM B2BITS ICE Impact Handler C++  1.1.4
 All Classes Namespaces Functions Variables Typedefs Enumerations Enumerator Groups Pages
Public Attributes | List of all members
IceImpact::MidSizeMessages Union Reference

#include <B2BITS_IceImpactMessages.h>

Public Attributes

char addModifyOrder [sizeof(AddModifyOrder)]
 
char addPriceLevel [sizeof(AddPriceLevel)]
 
char cancelledTrade [sizeof(CancelledTrade)]
 
char changePriceLevel [sizeof(ChangePriceLevel)]
 
char closePrice [sizeof(ClosePrice)]
 
char debug [sizeof(Debug)]
 
char debugResponse [sizeof(DebugResponse)]
 
char deleteOrder [sizeof(DeleteOrder)]
 
char deletePriceLevel [sizeof(DeletePriceLevel)]
 
char endOfDayMarketSummary [sizeof(EndOfDayMarketSummary)]
 
char errorResponse [sizeof(ErrorResponse)]
 
char fixingIndicativePrice [sizeof(FixingIndicativePrice)]
 
char fixingLockdown [sizeof(FixingLockdown)]
 
char fixingTransition [sizeof(FixingTransition)]
 
char heartBeat [sizeof(HeartBeat)]
 
char historicalReplay [sizeof(HistoricalReplay)]
 
char historicalReplayResponse [sizeof(HistoricalReplayResponse)]
 
char intervalPriceLimitNotification [sizeof(IntervalPriceLimitNotification)]
 
char investigatedTrade [sizeof(InvestigatedTrade)]
 
char login [sizeof(Login)]
 
char logout [sizeof(Logout)]
 
char markerIndexPrices [sizeof(MarkerIndexPrices)]
 
char marketEvent [sizeof(MarketEvent)]
 
char marketSnapshotPriceLevel [sizeof(MarketSnapshotPriceLevel)]
 
char marketStateChange [sizeof(MarketStateChange)]
 
char marketStatistics [sizeof(MarketStatistics)]
 
char messageBundleMarker [sizeof(MessageBundleMarker)]
 
char oldStyleOptionsTradeMarketStats [sizeof(OldStyleOptionsTradeMarketStats)]
 
char openInterest [sizeof(OpenInterest)]
 
char openPrice [sizeof(OpenPrice)]
 
char optionOpenInterest [sizeof(OptionOpenInterest)]
 
char optionSettlementPrice [sizeof(OptionSettlementPrice)]
 
char preOpenPriceIndicator [sizeof(PreOpenPriceIndicator)]
 
char productDefinition [sizeof(ProductDefinition)]
 
char rfqMessage [sizeof(RFQMessage)]
 
char settlementPrice [sizeof(SettlementPrice)]
 
char snapshotOrder [sizeof(SnapshotOrder)]
 
char spotTrade [sizeof(SpotTrade)]
 
char stripInfoMessage [sizeof(StripInfoMessage)]
 
char trade [sizeof(Trade)]
 
char transactionEndForEmptyLastBundle [sizeof(TransactionEndForEmptyLastBundle)]
 

Member Data Documentation

char IceImpact::MidSizeMessages::addModifyOrder[sizeof(AddModifyOrder)]
char IceImpact::MidSizeMessages::addPriceLevel[sizeof(AddPriceLevel)]
char IceImpact::MidSizeMessages::cancelledTrade[sizeof(CancelledTrade)]
char IceImpact::MidSizeMessages::changePriceLevel[sizeof(ChangePriceLevel)]
char IceImpact::MidSizeMessages::closePrice[sizeof(ClosePrice)]
char IceImpact::MidSizeMessages::debug[sizeof(Debug)]
char IceImpact::MidSizeMessages::debugResponse[sizeof(DebugResponse)]
char IceImpact::MidSizeMessages::deleteOrder[sizeof(DeleteOrder)]
char IceImpact::MidSizeMessages::deletePriceLevel[sizeof(DeletePriceLevel)]
char IceImpact::MidSizeMessages::endOfDayMarketSummary[sizeof(EndOfDayMarketSummary)]
char IceImpact::MidSizeMessages::errorResponse[sizeof(ErrorResponse)]
char IceImpact::MidSizeMessages::fixingIndicativePrice[sizeof(FixingIndicativePrice)]
char IceImpact::MidSizeMessages::fixingLockdown[sizeof(FixingLockdown)]
char IceImpact::MidSizeMessages::fixingTransition[sizeof(FixingTransition)]
char IceImpact::MidSizeMessages::heartBeat[sizeof(HeartBeat)]
char IceImpact::MidSizeMessages::historicalReplay[sizeof(HistoricalReplay)]
char IceImpact::MidSizeMessages::historicalReplayResponse[sizeof(HistoricalReplayResponse)]
char IceImpact::MidSizeMessages::intervalPriceLimitNotification[sizeof(IntervalPriceLimitNotification)]
char IceImpact::MidSizeMessages::investigatedTrade[sizeof(InvestigatedTrade)]
char IceImpact::MidSizeMessages::login[sizeof(Login)]
char IceImpact::MidSizeMessages::logout[sizeof(Logout)]
char IceImpact::MidSizeMessages::markerIndexPrices[sizeof(MarkerIndexPrices)]
char IceImpact::MidSizeMessages::marketEvent[sizeof(MarketEvent)]
char IceImpact::MidSizeMessages::marketSnapshotPriceLevel[sizeof(MarketSnapshotPriceLevel)]
char IceImpact::MidSizeMessages::marketStateChange[sizeof(MarketStateChange)]
char IceImpact::MidSizeMessages::marketStatistics[sizeof(MarketStatistics)]
char IceImpact::MidSizeMessages::messageBundleMarker[sizeof(MessageBundleMarker)]
char IceImpact::MidSizeMessages::oldStyleOptionsTradeMarketStats[sizeof(OldStyleOptionsTradeMarketStats)]
char IceImpact::MidSizeMessages::openInterest[sizeof(OpenInterest)]
char IceImpact::MidSizeMessages::openPrice[sizeof(OpenPrice)]
char IceImpact::MidSizeMessages::optionOpenInterest[sizeof(OptionOpenInterest)]
char IceImpact::MidSizeMessages::optionSettlementPrice[sizeof(OptionSettlementPrice)]
char IceImpact::MidSizeMessages::preOpenPriceIndicator[sizeof(PreOpenPriceIndicator)]
char IceImpact::MidSizeMessages::productDefinition[sizeof(ProductDefinition)]
char IceImpact::MidSizeMessages::rfqMessage[sizeof(RFQMessage)]
char IceImpact::MidSizeMessages::settlementPrice[sizeof(SettlementPrice)]
char IceImpact::MidSizeMessages::snapshotOrder[sizeof(SnapshotOrder)]
char IceImpact::MidSizeMessages::spotTrade[sizeof(SpotTrade)]
char IceImpact::MidSizeMessages::stripInfoMessage[sizeof(StripInfoMessage)]
char IceImpact::MidSizeMessages::trade[sizeof(Trade)]
char IceImpact::MidSizeMessages::transactionEndForEmptyLastBundle[sizeof(TransactionEndForEmptyLastBundle)]