CppTrader
1.0.4.0
C++ Trader
- a -
Attribution :
CppTrader::ITCH::AddOrderMPIDMessage
AuctionCollarExtension :
CppTrader::ITCH::LULDAuctionCollarMessage
AuctionCollarReferencePrice :
CppTrader::ITCH::LULDAuctionCollarMessage
Authenticity :
CppTrader::ITCH::StockDirectoryMessage
- b -
BreachedLevel :
CppTrader::ITCH::MWCBStatusMessage
BuySellIndicator :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::TradeMessage
- c -
CanceledShares :
CppTrader::ITCH::OrderCancelMessage
CrossPrice :
CppTrader::ITCH::CrossTradeMessage
CrossType :
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::NOIIMessage
CurrentReferencePrice :
CppTrader::ITCH::NOIIMessage
- e -
ETPFlag :
CppTrader::ITCH::StockDirectoryMessage
ETPLeverageFactor :
CppTrader::ITCH::StockDirectoryMessage
EventCode :
CppTrader::ITCH::SystemEventMessage
ExecutedQuantity :
CppTrader::Matching::Order
ExecutedShares :
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
ExecutionPrice :
CppTrader::ITCH::OrderExecutedWithPriceMessage
- f -
FarPrice :
CppTrader::ITCH::NOIIMessage
FinancialStatusIndicator :
CppTrader::ITCH::StockDirectoryMessage
- h -
HiddenVolume :
CppTrader::Matching::Level
- i -
Id :
CppTrader::Matching::Order
,
CppTrader::Matching::Symbol
ImbalanceDirection :
CppTrader::ITCH::NOIIMessage
ImbalanceShares :
CppTrader::ITCH::NOIIMessage
InterestFlag :
CppTrader::ITCH::RPIIMessage
InverseIndicator :
CppTrader::ITCH::StockDirectoryMessage
IPOFlag :
CppTrader::ITCH::StockDirectoryMessage
IPOPrice :
CppTrader::ITCH::IPOQuotingMessage
IPOReleaseQualifier :
CppTrader::ITCH::IPOQuotingMessage
IPOReleaseTime :
CppTrader::ITCH::IPOQuotingMessage
IssueClassification :
CppTrader::ITCH::StockDirectoryMessage
IssueSubType :
CppTrader::ITCH::StockDirectoryMessage
- l -
LeavesQuantity :
CppTrader::Matching::Order
Level :
CppTrader::Matching::OrderNode
Level1 :
CppTrader::ITCH::MWCBDeclineMessage
Level2 :
CppTrader::ITCH::MWCBDeclineMessage
Level3 :
CppTrader::ITCH::MWCBDeclineMessage
LowerAuctionCollarPrice :
CppTrader::ITCH::LULDAuctionCollarMessage
LULDReferencePriceTier :
CppTrader::ITCH::StockDirectoryMessage
- m -
MarketCategory :
CppTrader::ITCH::StockDirectoryMessage
MarketMakerMode :
CppTrader::ITCH::MarketParticipantPositionMessage
MarketParticipantState :
CppTrader::ITCH::MarketParticipantPositionMessage
MatchNumber :
CppTrader::ITCH::BrokenTradeMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::TradeMessage
MaxVisibleQuantity :
CppTrader::Matching::Order
MPID :
CppTrader::ITCH::MarketParticipantPositionMessage
- n -
Name :
CppTrader::Matching::Symbol
NearPrice :
CppTrader::ITCH::NOIIMessage
NewOrderReferenceNumber :
CppTrader::ITCH::OrderReplaceMessage
- o -
OrderList :
CppTrader::Matching::LevelNode
OrderReferenceNumber :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::OrderCancelMessage
,
CppTrader::ITCH::OrderDeleteMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::TradeMessage
Orders :
CppTrader::Matching::Level
OriginalOrderReferenceNumber :
CppTrader::ITCH::OrderReplaceMessage
- p -
PairedShares :
CppTrader::ITCH::NOIIMessage
Price :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::TradeMessage
,
CppTrader::Matching::Level
,
CppTrader::Matching::Order
PriceVariationIndicator :
CppTrader::ITCH::NOIIMessage
PrimaryMarketMaker :
CppTrader::ITCH::MarketParticipantPositionMessage
Printable :
CppTrader::ITCH::OrderExecutedWithPriceMessage
- q -
Quantity :
CppTrader::Matching::Order
- r -
Reason :
CppTrader::ITCH::StockTradingActionMessage
RegSHOAction :
CppTrader::ITCH::RegSHOMessage
Reserved :
CppTrader::ITCH::StockTradingActionMessage
RoundLotSize :
CppTrader::ITCH::StockDirectoryMessage
RoundLotsOnly :
CppTrader::ITCH::StockDirectoryMessage
- s -
Shares :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::TradeMessage
ShortSaleThresholdIndicator :
CppTrader::ITCH::StockDirectoryMessage
Side :
CppTrader::Matching::Order
Slippage :
CppTrader::Matching::Order
Stock :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::IPOQuotingMessage
,
CppTrader::ITCH::LULDAuctionCollarMessage
,
CppTrader::ITCH::MarketParticipantPositionMessage
,
CppTrader::ITCH::NOIIMessage
,
CppTrader::ITCH::RegSHOMessage
,
CppTrader::ITCH::RPIIMessage
,
CppTrader::ITCH::StockDirectoryMessage
,
CppTrader::ITCH::StockTradingActionMessage
,
CppTrader::ITCH::TradeMessage
StockLocate :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::BrokenTradeMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::IPOQuotingMessage
,
CppTrader::ITCH::LULDAuctionCollarMessage
,
CppTrader::ITCH::MarketParticipantPositionMessage
,
CppTrader::ITCH::MWCBDeclineMessage
,
CppTrader::ITCH::MWCBStatusMessage
,
CppTrader::ITCH::NOIIMessage
,
CppTrader::ITCH::OrderCancelMessage
,
CppTrader::ITCH::OrderDeleteMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::RegSHOMessage
,
CppTrader::ITCH::RPIIMessage
,
CppTrader::ITCH::StockDirectoryMessage
,
CppTrader::ITCH::StockTradingActionMessage
,
CppTrader::ITCH::SystemEventMessage
,
CppTrader::ITCH::TradeMessage
StopPrice :
CppTrader::Matching::Order
SymbolId :
CppTrader::Matching::Order
- t -
TimeInForce :
CppTrader::Matching::Order
Timestamp :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::BrokenTradeMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::IPOQuotingMessage
,
CppTrader::ITCH::LULDAuctionCollarMessage
,
CppTrader::ITCH::MarketParticipantPositionMessage
,
CppTrader::ITCH::MWCBDeclineMessage
,
CppTrader::ITCH::MWCBStatusMessage
,
CppTrader::ITCH::NOIIMessage
,
CppTrader::ITCH::OrderCancelMessage
,
CppTrader::ITCH::OrderDeleteMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::RegSHOMessage
,
CppTrader::ITCH::RPIIMessage
,
CppTrader::ITCH::StockDirectoryMessage
,
CppTrader::ITCH::StockTradingActionMessage
,
CppTrader::ITCH::SystemEventMessage
,
CppTrader::ITCH::TradeMessage
Top :
CppTrader::Matching::LevelUpdate
TotalVolume :
CppTrader::Matching::Level
TrackingNumber :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::BrokenTradeMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::IPOQuotingMessage
,
CppTrader::ITCH::LULDAuctionCollarMessage
,
CppTrader::ITCH::MarketParticipantPositionMessage
,
CppTrader::ITCH::MWCBDeclineMessage
,
CppTrader::ITCH::MWCBStatusMessage
,
CppTrader::ITCH::NOIIMessage
,
CppTrader::ITCH::OrderCancelMessage
,
CppTrader::ITCH::OrderDeleteMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::RegSHOMessage
,
CppTrader::ITCH::RPIIMessage
,
CppTrader::ITCH::StockDirectoryMessage
,
CppTrader::ITCH::StockTradingActionMessage
,
CppTrader::ITCH::SystemEventMessage
,
CppTrader::ITCH::TradeMessage
TradingState :
CppTrader::ITCH::StockTradingActionMessage
TrailingDistance :
CppTrader::Matching::Order
TrailingStep :
CppTrader::Matching::Order
Type :
CppTrader::ITCH::AddOrderMessage
,
CppTrader::ITCH::AddOrderMPIDMessage
,
CppTrader::ITCH::BrokenTradeMessage
,
CppTrader::ITCH::CrossTradeMessage
,
CppTrader::ITCH::IPOQuotingMessage
,
CppTrader::ITCH::LULDAuctionCollarMessage
,
CppTrader::ITCH::MarketParticipantPositionMessage
,
CppTrader::ITCH::MWCBDeclineMessage
,
CppTrader::ITCH::MWCBStatusMessage
,
CppTrader::ITCH::NOIIMessage
,
CppTrader::ITCH::OrderCancelMessage
,
CppTrader::ITCH::OrderDeleteMessage
,
CppTrader::ITCH::OrderExecutedMessage
,
CppTrader::ITCH::OrderExecutedWithPriceMessage
,
CppTrader::ITCH::OrderReplaceMessage
,
CppTrader::ITCH::RegSHOMessage
,
CppTrader::ITCH::RPIIMessage
,
CppTrader::ITCH::StockDirectoryMessage
,
CppTrader::ITCH::StockTradingActionMessage
,
CppTrader::ITCH::SystemEventMessage
,
CppTrader::ITCH::TradeMessage
,
CppTrader::ITCH::UnknownMessage
,
CppTrader::Matching::Level
,
CppTrader::Matching::LevelUpdate
,
CppTrader::Matching::Order
- u -
Update :
CppTrader::Matching::LevelUpdate
UpperAuctionCollarPrice :
CppTrader::ITCH::LULDAuctionCollarMessage
- v -
VisibleVolume :
CppTrader::Matching::Level
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