B2BITS FIX Antenna HFT
1.0.17
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- c -
c40 :
Engine::PersistentUserData
c_iLogFileTimestampSize :
SessionLogRwBase
cacheSize :
System::MCachedFile::Params
calculatedCcyLastQty :
ILink3::ExecutionReportTradeAddendumOutright548
,
ILink3V7::ExecutionReportTradeAddendumOutright548
,
ILink3V7::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportTradeSpreadLeg527
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportTradeSpreadLeg527
canceledQuantity :
CMI::OrderFillReport
,
CMI::OrderFormat2Response::OrderResponse::OrderResponseElement
,
CMI::OrderResponse::LegOrderDetails::LegOrderDetailsElement
,
CMI::OrderResponse
cancelledSymbol :
ILink3::QuoteCancelAck563
,
ILink3V5::QuoteCancelAck563
,
ILink3V7::QuoteCancelAck563
cancelOnDisconnectType :
B3::Establish
cancelText :
ILink3::ExecutionReportCancel534
,
ILink3::ExecutionReportPendingCancel564
,
ILink3::ExecutionReportStatus532
,
ILink3::OrderMassActionReport562
,
ILink3::QuoteCancelAck563
canThrottle :
Engine::FIXMessageProcessElem
canUseTSC :
PlatformProps
canWrite :
Socket
CAPACITY_MULTIPLIER :
Utils::RawBuffer
cboeHighId :
CMI::OrderBustReport
,
CMI::QuoteBustReport
,
CMI::QuoteFillReport
,
CMI::AcceptFloorTradeResponse
,
CMI::DeleteFloorTrade
,
CMI::OrderBustReinstateReport
cboeLowId :
CMI::AcceptFloorTradeResponse
,
CMI::DeleteFloorTrade
,
CMI::OrderBustReinstateReport
,
CMI::OrderBustReport
,
CMI::QuoteBustReport
,
CMI::QuoteFillReport
checkRequiredGroupFields :
Parser::Options
checkRequiredGroupFields_ :
Engine::SessionExtraParameters::ValidationParameters
CHUNK_SIZE :
tape_allocator
classKey :
CMI::RemoveQRMProfileByClassByTypeRequest
,
CMI::SessionProfileResponse::AssignedClasses::AssignedClassesElement
,
CMI::SessionProfileResponse::DPMs::DPMsElement
,
CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement
,
CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement
,
CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement
,
CMI::SetQRMProfileRequest
,
CMI::StrategyDefinitionRequest
,
CMI::AuctionNotification
,
CMI::AuctionSubscription
,
CMI::GetQRMProfileRequest
,
CMI::GetQRMProfileResponse::QRMs::QRMsElement
,
CMI::MassQuote
,
CMI::MassQuoteWithClearingInfo
,
CMI::ProductDownloadForEquityClassResponse
,
CMI::ProductDownloadForFutureClassResponse
,
CMI::ProductDownloadForOptionClassResponse
,
CMI::ProductDownloadForStrategyClassResponse
,
CMI::ProductDownloadRequestForClass::ClassKeys::ClassKeysElement
,
CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::ProductsForTradingSessionElement
,
CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement
,
CMI::ProductStateUpdateResponse
,
CMI::QRMControlUpdateInitialization
,
CMI::QRMEnablementAndSettings::QRMs::QRMsElement
,
CMI::QRMQueryResponse::QRMs::QRMsElement
,
CMI::QuoteAcknowledgement
,
CMI::QuoteCancelRequest
,
CMI::QuoteCancelResponse
classSymbol :
CMI::ProductDownloadForEquityClassResponse
,
CMI::ProductDownloadForFutureClassResponse
,
CMI::ProductDownloadForOptionClassResponse
,
CMI::ProductDownloadForStrategyClassResponse
,
CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::ProductsForTradingSessionElement
,
CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement
clearingAccountType :
ILink3::PartyDetailsDefinitionRequest518
,
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3V5::PartyDetailsDefinitionRequestAck519
,
ILink3V5::PartyDetailsListReport538
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsListReport538
clearingBusinessDate :
B3::PositionMaintenanceReport
,
B3::PositionMaintenanceRequest
clearingFirmNumber :
CMI::OrderResponse::LegOrderDetails::LegOrderDetailsElement
,
CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::LegsElement
,
CMI::StrategyOrder::Legs::LegsElement
,
CMI::StrategyOrderCancelReplace::Legs::LegsElement
clearingTradePriceType :
ILink3::PartyDetailsDefinitionRequest518
,
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3V5::PartyDetailsDefinitionRequestAck519
,
ILink3V5::PartyDetailsListReport538
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsListReport538
clearQRMRequest :
CMI::MidSizeMessages
clOrdID :
ILink3::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportTradeSpread526
,
ILink3::ExecutionReportTradeSpreadLeg527
,
ILink3::NewOrderCross544::NoSides::NoSidesElement
,
ILink3::NewOrderSingle514
,
ILink3::OrderCancelReject535
,
ILink3::OrderCancelReplaceReject536
,
ILink3::OrderCancelReplaceRequest515
,
ILink3::OrderCancelRequest516
,
ILink3V5::ExecutionAck539
,
ILink3V5::ExecutionReportCancel534
,
ILink3V5::ExecutionReportElimination524
,
ILink3V5::ExecutionReportModify531
,
ILink3V5::ExecutionReportNew522
,
ILink3V5::ExecutionReportReject523
,
ILink3V5::ExecutionReportStatus532
,
ILink3V5::ExecutionReportTradeAddendumOutright548
,
ILink3V5::ExecutionReportTradeAddendumSpread549
,
ILink3V5::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3V5::ExecutionReportTradeOutright525
,
ILink3V5::ExecutionReportTradeSpread526
,
ILink3V5::ExecutionReportTradeSpreadLeg527
,
ILink3V5::NewOrderCross544::NoSides::NoSidesElement
,
ILink3V5::NewOrderSingle514
,
ILink3V5::OrderCancelReject535
,
ILink3V5::OrderCancelReplaceReject536
,
ILink3V5::OrderCancelReplaceRequest515
,
ILink3V5::OrderCancelRequest516
,
ILink3V7::ExecutionAck539
,
ILink3V7::ExecutionReportCancel534
,
ILink3V7::ExecutionReportElimination524
,
ILink3V7::ExecutionReportModify531
,
ILink3V7::ExecutionReportNew522
,
ILink3V7::ExecutionReportPendingCancel564
,
ILink3V7::ExecutionReportPendingReplace565
,
ILink3V7::ExecutionReportReject523
,
ILink3V7::ExecutionReportStatus532
,
ILink3V7::ExecutionReportTradeAddendumOutright548
,
ILink3V7::ExecutionReportTradeAddendumSpread549
,
ILink3V7::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportTradeSpread526
,
ILink3V7::ExecutionReportTradeSpreadLeg527
,
ILink3V7::NewOrderCross544::NoSides::NoSidesElement
,
ILink3V7::NewOrderSingle514
,
ILink3V7::OrderCancelReject535
,
ILink3V7::OrderCancelReplaceReject536
,
ILink3V7::OrderCancelReplaceRequest515
,
ILink3V7::OrderCancelRequest516
,
B3::ExecutionReport_Cancel
,
B3::ExecutionReport_Forward
,
B3::ExecutionReport_Modify
,
B3::ExecutionReport_New
,
B3::ExecutionReport_Reject
,
B3::ExecutionReport_Trade
,
B3::NewOrderCross::noSides::noSidesElement
,
B3::NewOrderSingle
,
B3::OrderCancelReplaceRequest
,
B3::OrderCancelRequest
,
B3::OrderMassActionReport
,
B3::OrderMassActionRequest
,
B3::SimpleModifyOrder
,
B3::SimpleNewOrder
,
ILink3::ExecutionAck539
,
ILink3::ExecutionReportCancel534
,
ILink3::ExecutionReportElimination524
,
ILink3::ExecutionReportModify531
,
ILink3::ExecutionReportNew522
,
ILink3::ExecutionReportPendingCancel564
,
ILink3::ExecutionReportPendingReplace565
,
ILink3::ExecutionReportReject523
,
ILink3::ExecutionReportStatus532
,
ILink3::ExecutionReportTradeAddendumOutright548
,
ILink3::ExecutionReportTradeAddendumSpread549
close :
SocketMethods
CmdShell_logConsoleEnabled :
PlatformProps
CmdShell_showLogInCmdShell :
PlatformProps
cmeTradingSystemName :
Engine::FixEngine::InitParameters
cmeTradingSystemVendor :
Engine::FixEngine::InitParameters
cmeTradingSystemVersion :
Engine::FixEngine::InitParameters
cmi2Fix_ :
CmiSymbolMap
cmiMarker :
CMI::StandardHeader
cmiProductKey_ :
CmiSymbol
cmiUserMapping_ :
Engine::FixEngine::InitParameters
cmtaFirmNumber :
CMI::AcceptFloorTrade
,
CMI::OrderFormat2
,
CMI::OrderFormat2CancelReplace
,
CMI::OrderFormat3
,
CMI::OrderFormat3CancelReplace
cmtaGiveupCD :
ILink3::PartyDetailsDefinitionRequest518
,
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3V5::PartyDetailsDefinitionRequestAck519
,
ILink3V5::PartyDetailsListReport538
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsListReport538
codTimeoutWindow :
B3::Establish
committed :
Engine::FIXMessageProcessElem
cond_ :
System::ManualEvent
connect :
SocketMethods
connect_address_ :
Engine::SessionExtraParametersImpl
connectAddress_ :
Engine::SessionExtraParameters
connectAttemptTimeMs :
Socket
connecting :
Socket
contingencyType :
CMI::AuctionNotification
,
CMI::OrderFormat1::Contingency::ContingencyElement
,
CMI::OrderFormat1CancelReplace::Contingency::ContingencyElement
,
CMI::PairedOrder::PairedOrders::PairedOrdersElement::Contingency::ContingencyElement
,
CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Contingency::ContingencyElement
,
CMI::StrategyOrder::Contingency::ContingencyElement
,
CMI::StrategyOrderCancelReplace::Contingency::ContingencyElement
contraBroker :
B3::QuoteRequest
,
B3::ExecutionReport_Forward
,
B3::ExecutionReport_Trade
,
B3::QuoteRequestReject
,
B3::QuoteStatusReport
contraCalculatedCcyLastQty :
ILink3::ExecutionReportTradeOutright525::NoOrderEvents::NoOrderEventsElement
,
ILink3::ExecutionReportTradeAddendumOutright548::NoOrderEvents::NoOrderEventsElement
,
ILink3V7::ExecutionReportTradeAddendumOutright548::NoOrderEvents::NoOrderEventsElement
,
ILink3V7::ExecutionReportTradeOutright525::NoOrderEvents::NoOrderEventsElement
contraFirmNumber :
CMI::AcceptFloorTrade
,
CMI::OrderFillReport::Contras::ContrasElement
,
CMI::QuoteFillReport::Contras::ContrasElement
contraGrossTradeAmt :
ILink3V7::ExecutionReportTradeAddendumOutright548::NoOrderEvents::NoOrderEventsElement
,
ILink3::ExecutionReportTradeAddendumOutright548::NoOrderEvents::NoOrderEventsElement
,
ILink3::ExecutionReportTradeOutright525::NoOrderEvents::NoOrderEventsElement
,
ILink3V7::ExecutionReportTradeOutright525::NoOrderEvents::NoOrderEventsElement
contraQty :
CMI::OrderFillReport::Contras::ContrasElement
,
CMI::QuoteFillReport::Contras::ContrasElement
contraryInstructionIndicator :
B3::PositionMaintenanceReport
,
B3::PositionMaintenanceRequest
contraUserAcronym :
CMI::QuoteFillReport::Contras::ContrasElement
,
CMI::AcceptFloorTrade
,
CMI::OrderFillReport::Contras::ContrasElement
correspondentFirm :
CMI::OrderResponse
count :
B3::NotApplied
,
B3::Retransmission
,
B3::RetransmitRequest
count_ :
rwlock_t< lock_t >
counter_ :
spinlock_reentrant
coverage :
CMI::StrategyOrder::Legs::LegsElement
,
CMI::StrategyOrder
,
CMI::StrategyOrderCancelReplace::Legs::LegsElement
,
CMI::StrategyOrderCancelReplace
,
CMI::OrderFormat3CancelReplace
,
CMI::OrderFormat1CancelReplace
,
CMI::OrderFormat1
,
CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::LegsElement
,
CMI::OrderFormat2
,
CMI::OrderFormat2CancelReplace
,
CMI::OrderFormat3
,
CMI::OrderResponse::LegOrderDetails::LegOrderDetailsElement
,
CMI::PairedOrder::PairedOrders::PairedOrdersElement
,
CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement
credentials :
B3::Establish
,
B3::Negotiate
,
ILink3::Establish503
,
ILink3::NegotiationResponse501
,
ILink3V5::Establish503
,
ILink3V5::Negotiate500
,
ILink3V7::Establish503
,
ILink3V7::Negotiate500
,
ILink3V7::NegotiationResponse501
,
ILink3V5::NegotiationResponse501
,
ILink3::Negotiate500
crossedIndicator :
B3::ExecutionReport_Trade
,
B3::NewOrderCross
,
B3::ExecutionReport_Reject
crossID :
B3::ExecutionReport_New
,
B3::ExecutionReport_Reject
,
B3::ExecutionReport_Trade
,
B3::NewOrderCross
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportStatus532
,
ILink3V7::ExecutionReportModify531
,
ILink3::ExecutionReportCancel534
,
ILink3V5::ExecutionReportTradeSpread526
,
ILink3V5::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportModify531
,
ILink3::ExecutionReportNew522
,
ILink3::ExecutionReportReject523
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportTradeSpread526
,
ILink3::NewOrderCross544
,
ILink3V5::ExecutionReportElimination524
,
ILink3V5::ExecutionReportModify531
,
ILink3V5::ExecutionReportNew522
,
ILink3V5::ExecutionReportReject523
,
ILink3V5::ExecutionReportStatus532
,
ILink3V7::ExecutionReportCancel534
,
ILink3V7::ExecutionReportElimination524
,
ILink3V7::ExecutionReportReject523
,
ILink3V7::ExecutionReportTradeSpread526
,
ILink3V7::NewOrderCross544
,
ILink3V7::ExecutionReportNew522
,
ILink3V5::NewOrderCross544
,
ILink3V5::ExecutionReportCancel534
,
ILink3::ExecutionReportStatus532
,
ILink3::ExecutionReportElimination524
crossIndicator :
CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement
,
CMI::PairedOrder::PairedOrders::PairedOrdersElement
crossPrioritization :
B3::ExecutionReport_New
,
B3::ExecutionReport_Trade
,
B3::NewOrderCross
crossType :
ILink3V7::ExecutionReportStatus532
,
ILink3::ExecutionReportCancel534
,
ILink3V5::ExecutionReportModify531
,
ILink3V5::ExecutionReportNew522
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportElimination524
,
B3::ExecutionReport_Trade
,
ILink3::ExecutionReportModify531
,
B3::ExecutionReport_New
,
ILink3V5::ExecutionReportElimination524
,
ILink3V5::ExecutionReportStatus532
,
ILink3::ExecutionReportNew522
,
ILink3::ExecutionReportStatus532
,
ILink3::ExecutionReportTradeSpread526
,
ILink3V5::ExecutionReportCancel534
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V5::ExecutionReportTradeSpread526
,
ILink3V7::ExecutionReportElimination524
,
ILink3V7::ExecutionReportNew522
,
ILink3V7::ExecutionReportTradeSpread526
,
ILink3::ExecutionReportReject523
,
B3::NewOrderCross
,
ILink3V7::ExecutionReportReject523
,
ILink3V7::ExecutionReportCancel534
,
ILink3V7::ExecutionReportModify531
,
ILink3V5::ExecutionReportReject523
,
ILink3V5::ExecutionReportTradeOutright525
ctor :
SocketMethods
,
Socket
cumQty :
ILink3V7::ExecutionReportElimination524
,
ILink3V5::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportModify531
,
ILink3V7::ExecutionReportTradeOutright525
,
B3::ExecutionReport_Trade
,
ILink3::ExecutionReportCancel534
,
ILink3V5::ExecutionReportElimination524
,
ILink3V7::ExecutionReportCancel534
,
B3::ExecutionReport_Forward
,
ILink3::ExecutionReportElimination524
,
ILink3::ExecutionReportPendingReplace565
,
B3::ExecutionReport_Modify
,
ILink3V5::ExecutionReportCancel534
,
ILink3V5::ExecutionReportModify531
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportModify531
,
ILink3::ExecutionReportTradeSpreadLeg527
,
ILink3V7::ExecutionReportPendingReplace565
,
ILink3::ExecutionReportStatus532
,
ILink3V7::ExecutionReportPendingCancel564
,
ILink3V5::ExecutionReportTradeSpreadLeg527
,
ILink3V7::ExecutionReportStatus532
,
ILink3::ExecutionReportTradeSpread526
,
B3::ExecutionReport_Cancel
,
ILink3V5::ExecutionReportTradeSpread526
,
ILink3V7::ExecutionReportTradeSpread526
,
ILink3V7::ExecutionReportTradeSpreadLeg527
,
ILink3::ExecutionReportPendingCancel564
,
ILink3V5::ExecutionReportStatus532
curBitField_ :
CMI::CommonFieldsIterator
curBitFieldBitsNum_ :
CMI::CommonFieldsIterator
curBitFieldIndex_ :
CMI::CommonFieldsIterator
curBitFieldValue_ :
CMI::CommonFieldsIterator
curBuffer :
ILink3::CommonFieldsIterator
,
ILink3V5::CommonFieldsIterator
,
B3::CommonFieldsIterator
,
CMI::CommonFieldsIterator
,
ILink3V7::CommonFieldsIterator
curFieldIndex_ :
ILink3::CommonFieldsIterator
,
CMI::CommonFieldsIterator
,
B3::CommonFieldsIterator
,
ILink3V7::CommonFieldsIterator
,
ILink3V5::CommonFieldsIterator
curOrigBitField_ :
CMI::CommonFieldsIterator
curOrigBitFieldValueType_ :
CMI::CommonFieldsIterator
curr_ :
Switchable< ObjT >
currency :
ILink3V7::SecurityDefinitionResponse561
,
ILink3::SecurityDefinitionResponse561
,
ILink3V5::SecurityDefinitionResponse561
currentConnectionType_ :
Engine::MsgStorage
currentIndexData_ :
SessionLogRwBase
currentSessionVerID :
B3::NegotiateReject
currSymMap_ :
CmiProductCatalog
custodian :
B3::CustodianInfo
custodianInfo :
B3::NewOrderSingle
,
B3::OrderCancelReplaceRequest
custodyAccount :
B3::CustodianInfo
custodyAllocationType :
B3::CustodianInfo
customLogonMsg_ :
Engine::FixTcpParameters
custOrderCapacity :
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3V5::PartyDetailsListReport538
,
ILink3::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3::PartyDetailsDefinitionRequest518
custOrderHandlingInst :
ILink3V5::PartyDetailsListReport538
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V7::PartyDetailsListReport538
,
ILink3::PartyDetailsListReport538
,
ILink3V5::PartyDetailsDefinitionRequestAck519
,
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3::PartyDetailsDefinitionRequest518
cxlQuantity :
ILink3V7::OrderMassActionReport562::NoAffectedOrders::NoAffectedOrdersElement
,
ILink3::OrderMassActionReport562::NoAffectedOrders::NoAffectedOrdersElement
,
ILink3V5::OrderMassActionReport562::NoAffectedOrders::NoAffectedOrdersElement
cxlRejReason :
ILink3V5::OrderCancelReplaceReject536
,
ILink3::OrderCancelReject535
,
ILink3::OrderCancelReplaceReject536
,
ILink3V7::OrderCancelReject535
,
ILink3V7::OrderCancelReplaceReject536
,
ILink3V5::OrderCancelReject535
cxlRejResponseTo :
B3::ExecutionReport_Reject
cyclicSwitchBackupConnection_ :
Engine::SessionExtraParameters
,
Engine::SessionExtraParametersImpl
Generated on Thu Feb 13 2025 16:57:16 for B2BITS FIX Antenna HFT by
1.8.5