CppTrader
1.0.4.0
C++ Trader
|
▼NCppTrader | C++ Trader project definitions |
▼NITCH | ITCH protocol definitions |
CSystemEventMessage | System Event Message |
CStockDirectoryMessage | Stock Directory Message |
CStockTradingActionMessage | Stock Trading Action Message |
CRegSHOMessage | Reg SHO Short Sale Price Test Restricted Indicator Message |
CMarketParticipantPositionMessage | Market Participant Position Message |
CMWCBDeclineMessage | MWCB Decline Level Message |
CMWCBStatusMessage | MWCB Status Message |
CIPOQuotingMessage | IPO Quoting Period Update Message |
CAddOrderMessage | Add Order Message |
CAddOrderMPIDMessage | Add Order with MPID Attribution Message |
COrderExecutedMessage | Order Executed Message |
COrderExecutedWithPriceMessage | Order Executed With Price Message |
COrderCancelMessage | Order Cancel Message |
COrderDeleteMessage | Order Delete Message |
COrderReplaceMessage | Order Replace Message |
CTradeMessage | Trade Message |
CCrossTradeMessage | Cross Trade Message |
CBrokenTradeMessage | Broken Trade Message |
CNOIIMessage | Net Order Imbalance Indicator (NOII) Message |
CRPIIMessage | Retail Price Improvement Indicator (RPII) Message |
CLULDAuctionCollarMessage | Limit Up – Limit Down (LULD) Auction Collar Message |
CUnknownMessage | Unknown message |
CITCHHandler | NASDAQ ITCH handler class |
▼NMatching | Matching engine definitions |
CFastHash | Fast hash helper |
CLevel | Price level |
CLevelNode | Price level node |
CLevelUpdate | Price level update |
CMarketHandler | Market handler class |
CMarketManager | Market manager |
COrder | Order |
COrderNode | Order node |
COrderBook | Order book |
CSymbol | Symbol |