B2BITS FIX Antenna HFT
1.0.16
Main Page
Related Pages
Namespaces
Classes
Files
Class List
Class Index
Class Hierarchy
Class Members
All
Functions
Variables
Typedefs
Enumerations
Enumerator
Related Functions
_
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
u
v
w
y
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Pages
- m -
m_expectedSeqNum :
Engine::SequenceGapEvent
m_nRef :
Utils::ReferenceCounter
m_origMsg :
Parser::ParserException
m_pLogonMsg :
Engine::LogonEvent
m_pLogoutMsg :
Engine::LogoutEvent
m_pMsg :
Engine::SequenceGapEvent
m_pMsgReject :
Engine::MsgRejectEvent
m_pRejectMsg :
Engine::SessionLevelRejectEvent
m_pUnexpMsg :
Engine::UnexpectedMessageEvent
m_reason :
Engine::Notification
,
Engine::Warning
,
Engine::Error
,
Engine::DebugMessage
,
Utils::Exception
m_receivedSeqNum :
Engine::SequenceGapEvent
m_rejReason :
Parser::ParserException
magicNumber :
Engine::IndexFile_Block
,
Engine::IndexFile_Header
managedOrder :
ILink3V5::ExecutionReportModify531
,
ILink3V5::ExecutionReportNew522
,
ILink3V5::ExecutionReportReject523
,
ILink3V5::ExecutionReportStatus532
,
ILink3V5::ExecutionReportTradeAddendumOutright548
,
ILink3V5::ExecutionReportTradeAddendumSpread549
,
ILink3::ExecutionReportCancel534
,
ILink3V5::ExecutionReportTradeOutright525
,
ILink3V5::NewOrderSingle514
,
ILink3::ExecutionReportElimination524
,
ILink3V5::OrderCancelReplaceRequest515
,
ILink3V7::ExecutionReportCancel534
,
ILink3::ExecutionReportModify531
,
ILink3V7::ExecutionReportElimination524
,
ILink3V7::ExecutionReportModify531
,
ILink3::ExecutionReportNew522
,
ILink3V7::ExecutionReportNew522
,
ILink3V7::ExecutionReportReject523
,
ILink3::ExecutionReportReject523
,
ILink3V7::ExecutionReportStatus532
,
ILink3V7::ExecutionReportTradeAddendumOutright548
,
ILink3::ExecutionReportStatus532
,
ILink3V7::ExecutionReportTradeAddendumSpread549
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportTradeAddendumOutright548
,
ILink3V7::NewOrderSingle514
,
ILink3V7::OrderCancelReplaceRequest515
,
ILink3::ExecutionReportTradeAddendumSpread549
,
ILink3::ExecutionReportTradeOutright525
,
ILink3::NewOrderSingle514
,
ILink3::OrderCancelReplaceRequest515
,
ILink3V5::ExecutionReportCancel534
,
ILink3V5::ExecutionReportElimination524
mantissa :
ILink3V7::PRICENULL9
,
CMI::Decimal
,
ILink3::Decimal32NULL
,
ILink3::Decimal64NULL
,
ILink3::PRICE9
,
ILink3::PRICENULL9
,
ILink3V5::Decimal32NULL
,
ILink3V5::Decimal64NULL
,
ILink3V5::PRICE9
,
ILink3V5::PRICENULL9
,
ILink3V7::Decimal32NULL
,
ILink3V7::Decimal64NULL
,
ILink3V7::PRICE9
manualOrderIndicator :
ILink3V5::SecurityDefinitionResponse561
,
ILink3V7::BusinessReject521
,
ILink3::BusinessReject521
,
ILink3V7::ExecutionAck539
,
ILink3V7::ExecutionReportCancel534
,
ILink3::ExecutionAck539
,
ILink3V7::ExecutionReportElimination524
,
ILink3V7::ExecutionReportModify531
,
ILink3::ExecutionReportCancel534
,
ILink3V7::ExecutionReportNew522
,
ILink3V7::ExecutionReportPendingCancel564
,
ILink3::ExecutionReportElimination524
,
ILink3V7::ExecutionReportPendingReplace565
,
ILink3V7::ExecutionReportReject523
,
ILink3::ExecutionReportModify531
,
ILink3V7::ExecutionReportStatus532
,
ILink3V7::ExecutionReportTradeAddendumOutright548
,
ILink3::ExecutionReportNew522
,
ILink3V7::ExecutionReportTradeAddendumSpread549
,
ILink3V7::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3::ExecutionReportPendingCancel564
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportTradeSpread526
,
ILink3::ExecutionReportPendingReplace565
,
ILink3V7::MassQuote517
,
ILink3V7::MassQuoteAck545
,
ILink3::ExecutionReportReject523
,
ILink3V7::NewOrderCross544
,
ILink3V7::NewOrderSingle514
,
ILink3::ExecutionReportStatus532
,
ILink3V7::OrderCancelReject535
,
ILink3V7::OrderCancelReplaceReject536
,
ILink3::ExecutionReportTradeAddendumOutright548
,
ILink3V7::OrderCancelReplaceRequest515
,
ILink3V7::OrderCancelRequest516
,
ILink3::ExecutionReportTradeAddendumSpread549
,
ILink3V7::OrderMassActionReport562
,
ILink3V7::OrderMassActionRequest529
,
ILink3::ExecutionReportTradeAddendumSpreadLeg550
,
ILink3V7::OrderMassStatusRequest530
,
ILink3V7::OrderStatusRequest533
,
ILink3::ExecutionReportTradeOutright525
,
ILink3V7::QuoteCancel528
,
ILink3V7::QuoteCancelAck563
,
ILink3::ExecutionReportTradeSpread526
,
ILink3V7::RequestForQuote543
,
ILink3V7::RequestForQuoteAck546
,
ILink3::MassQuote517
,
ILink3V7::SecurityDefinitionRequest560
,
ILink3V7::SecurityDefinitionResponse561
,
ILink3::MassQuoteAck545
,
ILink3::NewOrderCross544
,
ILink3::NewOrderSingle514
,
ILink3::OrderCancelReject535
,
ILink3::OrderCancelReplaceReject536
,
ILink3::OrderCancelReplaceRequest515
,
ILink3::OrderCancelRequest516
,
ILink3::OrderMassActionReport562
,
ILink3::OrderMassActionRequest529
,
ILink3::OrderMassStatusRequest530
,
ILink3::OrderStatusRequest533
,
ILink3::QuoteCancel528
,
ILink3::QuoteCancelAck563
,
ILink3::RequestForQuote543
,
ILink3::RequestForQuoteAck546
,
ILink3::SecurityDefinitionRequest560
,
ILink3::SecurityDefinitionResponse561
,
ILink3V5::BusinessReject521
,
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::MassQuote517
,
ILink3V5::MassQuoteAck545
,
ILink3V5::NewOrderCross544
,
ILink3V5::NewOrderSingle514
,
ILink3V5::OrderCancelReject535
,
ILink3V5::OrderCancelReplaceReject536
,
ILink3V5::OrderCancelReplaceRequest515
,
ILink3V5::OrderCancelRequest516
,
ILink3V5::OrderMassActionReport562
,
ILink3V5::OrderMassActionRequest529
,
ILink3V5::OrderMassStatusRequest530
,
ILink3V5::OrderStatusRequest533
,
ILink3V5::QuoteCancel528
,
ILink3V5::QuoteCancelAck563
,
ILink3V5::RequestForQuote543
,
ILink3V5::RequestForQuoteAck546
,
ILink3V5::SecurityDefinitionRequest560
map_ :
FixProtocols
marketSegmentID :
ILink3::OrderMassActionReport562
,
ILink3::OrderMassActionRequest529
,
ILink3::OrderMassStatusRequest530
,
ILink3V5::OrderMassActionReport562
,
ILink3V5::OrderMassActionRequest529
,
ILink3V5::OrderMassStatusRequest530
,
ILink3V7::OrderMassActionReport562
,
ILink3V7::OrderMassActionRequest529
,
ILink3V7::OrderMassStatusRequest530
massActionRejectReason :
ILink3::OrderMassActionReport562
,
ILink3V5::OrderMassActionReport562
,
ILink3V7::OrderMassActionReport562
massActionReportID :
ILink3::OrderMassActionReport562
,
ILink3V5::OrderMassActionReport562
,
ILink3V7::OrderMassActionReport562
massActionResponse :
ILink3::OrderMassActionReport562
,
ILink3V5::OrderMassActionReport562
,
ILink3V7::OrderMassActionReport562
massActionScope :
ILink3V5::OrderMassActionReport562
,
ILink3::OrderMassActionReport562
,
ILink3::OrderMassActionRequest529
,
ILink3V5::OrderMassActionRequest529
,
ILink3V7::OrderMassActionReport562
,
ILink3V7::OrderMassActionRequest529
massCancelRequestType :
ILink3::OrderMassActionReport562
,
ILink3::OrderMassActionRequest529
,
ILink3V5::OrderMassActionReport562
,
ILink3V5::OrderMassActionRequest529
,
ILink3V7::OrderMassActionReport562
,
ILink3V7::OrderMassActionRequest529
massQuote :
CMI::LargeSizeMessages
massQuote517 :
ILink3::LargeSizeMessages
,
ILink3V5::LargeSizeMessages
,
ILink3V7::LargeSizeMessages
massQuoteAck545 :
ILink3::LargeSizeMessages
,
ILink3V5::LargeSizeMessages
,
ILink3V7::LargeSizeMessages
massQuoteWithClearingInfo :
CMI::LargeSizeMessages
massStatusReqID :
ILink3::ExecutionReportStatus532
,
ILink3::OrderMassStatusRequest530
,
ILink3V5::OrderMassStatusRequest530
,
ILink3V7::ExecutionReportStatus532
,
ILink3V7::OrderMassStatusRequest530
,
ILink3V5::ExecutionReportStatus532
massStatusReqType :
ILink3V5::OrderMassStatusRequest530
,
ILink3V7::OrderMassStatusRequest530
,
ILink3::OrderMassStatusRequest530
matchType :
CMI::PairedOrder
,
CMI::PairedStrategyOrder
maturityDate :
ILink3V7::ExecutionReportTradeOutright525
,
ILink3::ExecutionReportTradeAddendumOutright548
,
ILink3V7::ExecutionReportTradeAddendumOutright548
,
ILink3::ExecutionReportTradeOutright525
maturityDay :
CMI::ProductDownloadForOptionClassResponse::Products::ProductsElement
,
CMI::ProductDownloadForFutureClassResponse::Products::ProductsElement
,
CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement
maturityMonth :
CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement
,
CMI::ProductDownloadForOptionClassResponse::Products::ProductsElement
,
CMI::ProductDownloadForFutureClassResponse::Products::ProductsElement
maturityMonthYear :
ILink3V5::SecurityDefinitionResponse561
,
ILink3::SecurityDefinitionResponse561
,
ILink3V7::SecurityDefinitionResponse561
maturityYear :
CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement
,
CMI::ProductDownloadForFutureClassResponse::Products::ProductsElement
,
CMI::ProductDownloadForOptionClassResponse::Products::ProductsElement
MAX_ALLOWED_TAG_NUMBER :
Parser::LiteFixMessage
MAX_BYTES_IN_ARENA_STORAGE :
Parser::LiteFixMessage
MAX_DYN_LEN :
DynShortStr< StringLength >
MAX_FIELD_COUNT :
Parser::LiteFixMessage
MAX_HASHTBL_LENGTH :
Parser::LiteFixMessage
MAX_INDEX_LENGTH :
Parser::LiteFixMessage
MAX_LEN :
ShortStrCtor< StringLength >
,
ShortStr< StringLength >
,
DynShortStr< StringLength >
MAX_MESSAGE_LENGTH :
Parser::LiteFixMessage
MAX_OUSTANDING_PRODUCT_REQS :
CmiProductCatalog
maxFD :
Server
maxMessagesAmountInBunch_ :
Engine::SessionExtraParameters
,
Engine::SessionExtraParametersImpl
maxNoOfSubstitutions :
ILink3::SecurityDefinitionResponse561
,
ILink3V5::SecurityDefinitionResponse561
,
ILink3V7::SecurityDefinitionRequest560
,
ILink3V7::SecurityDefinitionResponse561
,
ILink3::SecurityDefinitionRequest560
,
ILink3V5::SecurityDefinitionRequest560
mdTradeEntryID :
ILink3V7::ExecutionReportTradeSpread526
,
ILink3V5::ExecutionReportTradeAddendumSpread549
,
ILink3V7::ExecutionReportTradeOutright525
,
ILink3V7::ExecutionReportTradeAddendumSpread549
,
ILink3::ExecutionReportTradeOutright525
,
ILink3V5::ExecutionReportTradeSpread526
,
ILink3::ExecutionReportTradeAddendumSpread549
,
ILink3::ExecutionReportTradeSpread526
,
ILink3V5::ExecutionReportTradeOutright525
measuredLatency_ :
Engine::FIXMessageEx
measureProcessingLatency_ :
Engine::PutMessageOptions
memo :
ILink3::PartyDetailsDefinitionRequest518
,
ILink3::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsDefinitionRequestAck519
,
ILink3V7::PartyDetailsDefinitionRequest518
,
ILink3V5::PartyDetailsDefinitionRequest518
,
ILink3V5::PartyDetailsDefinitionRequestAck519
messageDirection :
CMI::Logout
messageFlags :
CMI::StandardHeader
messageLength :
ILink3::StandardHeader
,
ILink3V7::StandardHeader
,
ILink3V5::StandardHeader
,
CMI::StandardHeader
messageLocalDate_ :
RiskCommon::SessionOptions
messageSequenceNumber :
CMI::StandardHeader
messagesStorageSize_ :
Engine::SessionExtraParameters
,
Engine::SessionExtraParametersImpl
messageType :
CMI::StandardHeader
millisec :
SocketThread
millisTimeStamp :
CMI::Logout
,
CMI::Heartbeat
,
CMI::AcceptFloorTrade
MIN_MSG_SIZE :
Parser::ILink3BinaryProtocol
minOutSeqNum_ :
Engine::StorageMgr::PersistentSessionInfo
minQty :
ILink3::NewOrderSingle514
,
ILink3::ExecutionReportCancel534
,
ILink3::ExecutionReportReject523
,
ILink3::ExecutionReportStatus532
,
ILink3::ExecutionReportPendingCancel564
,
ILink3V7::ExecutionReportCancel534
,
ILink3V7::ExecutionReportPendingCancel564
,
ILink3::ExecutionReportModify531
,
ILink3V5::ExecutionReportElimination524
,
ILink3::ExecutionReportPendingReplace565
,
ILink3V7::ExecutionReportPendingReplace565
,
ILink3V5::ExecutionReportModify531
,
ILink3V5::OrderCancelReplaceRequest515
,
ILink3V7::ExecutionReportModify531
,
ILink3V5::ExecutionReportNew522
,
ILink3V5::ExecutionReportReject523
,
ILink3::OrderCancelReplaceRequest515
,
ILink3::ExecutionReportElimination524
,
ILink3V7::ExecutionReportNew522
,
ILink3V7::ExecutionReportReject523
,
ILink3V7::NewOrderSingle514
,
ILink3V5::NewOrderSingle514
,
ILink3V7::OrderCancelReplaceRequest515
,
ILink3V7::ExecutionReportElimination524
,
ILink3V5::ExecutionReportStatus532
,
ILink3V5::ExecutionReportCancel534
,
ILink3::ExecutionReportNew522
,
ILink3V7::ExecutionReportStatus532
minute_ :
Engine::TZTimeHelper::UTCTimeOnly
mmProtectionReset :
ILink3V5::MassQuote517
,
ILink3V7::MassQuote517
,
ILink3V7::MassQuoteAck545
,
ILink3V5::MassQuoteAck545
,
ILink3V7::QuoteCancelAck563
,
ILink3V5::QuoteCancelAck563
,
ILink3::QuoteCancelAck563
,
ILink3::MassQuoteAck545
,
ILink3::MassQuote517
month :
CMI::TextMessage
,
ILink3::MaturityMonthYear
,
CMI::StrategyOrder
,
CMI::OrderFillReport
,
CMI::TradingSessionBusinessDayResponse
,
CMI::OrderFormat1
,
ILink3V5::MaturityMonthYear
,
ILink3V7::MaturityMonthYear
,
CMI::OrderResponse
month_ :
Engine::TZTimeHelper::UTCDateOnly
msg :
Engine::FIXMessageElem
,
Engine::MsgPipeElem
msgBuf :
Engine::FIXMessageProcessElem
msgCount :
ILink3::NotApplied513
,
ILink3V5::NotApplied513
,
ILink3V7::RetransmitRequest508
,
ILink3::Retransmission509
,
ILink3::RetransmitRequest508
,
ILink3V7::Retransmission509
,
ILink3V5::RetransmitRequest508
,
ILink3V7::NotApplied513
,
ILink3V5::Retransmission509
msgHandleCash_ :
Engine::LogFileT< FileT >
msgLen :
CommMsgHeader
msgRef_ :
Parser::AutoClearLiteMessage
msgSeqNum_ :
Parser::HeaderFields
msgSize :
Engine::FIXMessageProcessElem
msgType :
CommMsgHeader
msgType_ :
Parser::HeaderFields
msgTypes_ :
Engine::MsgFilter
mutex_ :
System::ManualEvent
Generated on Thu Feb 22 2024 23:15:10 for B2BITS FIX Antenna HFT by
1.8.5