| Class | Description |
|---|---|
| APIFeed |
A market-data and trading feed.
|
| APIMarket |
An exchange-specific market.
|
| BatchesCompletedMessage |
An indication that a batched update has completed.
|
| BatchRegisterMessage |
A request to register callbacks for batch updates of specific
markets.
|
| BatchUnregisterMessage |
A request to unregister callbacks for batch updates of specific
markets.
|
| CallbackMessage |
A generic message that embodies a simple callback to be invoked on
a task.
|
| CancelAllOrder |
Trading Action: A request to cancel all orders.
|
| CancelAllOrderMessage |
Trading Action: A request to cancel all orders.
|
| CancelOrder |
Trading Action: A request to cancel an order.
|
| CancelOrderMessage |
Trading Action: A request to cancel an order.
|
| ClientConnectMessage |
The first message sent by the client API after a version
handshake.
|
| ClientDisconnectMessage |
A request by the client APIs to disconnect from the server.
|
| ComplexOrder |
Trading Action: a request for an order with a pre-defined
structure
|
| ComplexOrderMessage |
Trading Action: a request for an order with a pre-defined
structure
|
| ConfigMessage |
A message used to transfer the list and configuration parameters
of the various feeds and markets available on this interface.
|
| ConnectResponseMessage |
A response for a connection request, which indicates success of
failure to log on, provides the sequence id of the last message
sent for this client, and indicates admin status.
|
| DateRollover | |
| DateRolloverMessage |
A date rollover event provided by the exchange.
|
| DropCopy |
Trading Event: A copy of a trade match on behalf of another
client.
|
| DropCopyMessage |
Trading Event: A copy of a trade match on behalf of another
client.
|
| EventReport | |
| EventReportMessage |
A report provided by the exchange.
|
| ExchangeMessage |
Record raw input data coming from the exchange, before translation
and normalization.
|
| FeedMarketID |
Struct that contains a (market, feed) pair.
|
| Heartbeat |
A fast heartbeat with feed status information.
|
| HeartbeatMessage |
A streaming heartbeat message which contians a mask of currently
active feeds.
|
| HeartbeatTimerMessage |
An internal message used to indicate that a heartbeat should be
sent.
|
| IDNamePair | |
| ImHereMessage |
A response to a heartbeat request.
|
| InsertLogMessage |
A message used to send a debugging entry to log in the Whisperer
server.
|
| InternalClientInfoMessage |
Internal message containing client connection information.
|
| KeyValuePair | |
| LastSequenceIDMessage |
A notification of the last available sequence number.
|
| LockResponse | |
| LockResponseMessage |
Lock response to a client request.
|
| LockUser | |
| LockUserMessage |
Lock / unlock user accounts
|
| LogMessage |
A message used in the log file to record a system event, like a
warning, error or other informational message.
|
| MarketView |
A container for a market-data update for a single market.
|
| MDActivityCheckMessage |
Message which is sent by a timer when it's time to perform an
activity check for liveness.
|
| MDEntry |
A market data entry, which indicates how to update a book.
|
| MemBusConnectMessage |
A notification to all membus clients about a new process arrival.
|
| MemBusDisconnectMessage |
A notification to all membus clients about a process departure.
|
| MemBusHeartbeatMessage |
A heartbeat to for the membus watchdog.
|
| MemBusID | |
| MFLogReader |
A binary log file reader.
|
| MktDataMessage |
A market data update (snapshot or incremental), which is basically
a container for a list of book price level changes.
|
| ModifyOrder |
Trading Action: A request to modify the amount/price of an
existing order.
|
| ModifyOrderMessage |
Trading Action: A request to modify the amount/price of an
existing order.
|
| OrderCanceled |
Trading Event: Indicates that an order was canceled, either by the
user, or by the exchange.
|
| OrderCanceledMessage |
Trading Event: Indicates that an order was canceled, either by the
user, or by the exchange.
|
| OrderCancelRejected |
Trading Event: Rejection of a request to cancel an order.
|
| OrderCancelRejectedMessage |
Trading Event: Rejection of a request to cancel an order.
|
| OrderDone |
Trading Event: Indicates the completion and final removal of an
order.
|
| OrderDoneMessage |
Trading Event: Indicates the completion and final removal of an
order.
|
| OrderReceived |
Trading Event: Acknowledgement that an order has been received.
|
| OrderReceivedMessage |
Trading Event: Acknowledgement that an order has been received.
|
| OrderRejected |
Trading Event: Rejection of a request to place an order.
|
| OrderRejectedMessage |
Trading Event: Rejection of a request to place an order.
|
| OrderSubmitted |
Trading Event: Acknowledgement that an order was placed
succesfully.
|
| OrderSubmittedMessage |
Trading Event: Acknowledgement that an order was placed
succesfully.
|
| PadMessage |
A message used to pad the binary log file at regular boundaries
(e.g.
|
| Protocol | |
| ProtocolDefinitionMessage |
This is a special message that contains the protocol definition
itself (this file).
|
| ReplayDone |
Replay notification sent to client after the replay request has
been processed.
|
| ReplayDoneMessage |
A notification that replay has ended or the replay request was
rejected.
|
| ReplayMessage |
A request to replay message between the two sequence numbers.
|
| RequestMessage | |
| RequestSnapshotMessage |
A request for a feed handler to send a single snapshot as part of
its message flow.
|
| RiskLimitStatus |
Status of supplied group limit.
|
| RiskResponse |
Enumerates which risk data succeeded and which failed.
|
| RiskResponseMessage |
Enumerates which risk data succeeded and which failed.
|
| RiskUsageStatus |
Status of supplied user state.
|
| RuThereMessage |
A request to have a heartbeat sent to us.
|
| SecurityInfoMessage | |
| StatCounter | |
| StatCounterMessage |
A message used to record statistical samples for various counters
during long runs.
|
| StatTimeoutMessage |
This is a message that is sent when a timeout occurs to signal a
reactor to dump its queue stats.
|
| SubmitOrder |
Trading Action: A request to place an order.
|
| SubmitOrderMessage |
Trading Action: A request to place an order.
|
| SubscribeMessage |
A request to subscribe to market data for a specific market on
a specific feed.
|
| Subscription |
Description of a subcription.
|
| SubscriptionEvent |
An event that provides updates on the status of each subscription.
|
| SubscriptionEventMessage |
An indication by the server that the state of a subscription
changed.
|
| SubscriptionTimeoutMessage |
This internal message is used to indicate a timeout after a
subcription request is made; if no market data is received
within a time interval, we acknowledge the subscription with an
empty market data message.
|
| SubscriptionTimerMessage |
Internal message used for timers related to subscriptions.
|
| TaskInitializationMessage |
An internal message that is placed on a task's queue as the very
first message, which is used to perform initializations from
the service thread.
|
| TestMessage |
A message used to ask the server to perform a test on our behalf.
|
| TimerMessage |
An internal message used by timers.
|
| TradeCapture |
Trading Event: A trade match for an existing order.
|
| TradeCaptureMessage |
Trading Event: A trade match for an existing order.
|
| TradeLimitDataMessage |
Contains all trading limits/state.
|
| UnsubscribeAllMessage |
A request to unsubscribe all market data subscriptions.
|
| UnsubscribeMessage |
A request to unsubscribe from market data for a specific market
on a specific feed.
|
| UserSequenceID |
Sent from the feed to the APIServer.
|
| VersionMessage |
A message that describes meta-data about the process generating
it.
|
| Enum | Description |
|---|---|
| APIResult |
Result/error codes provided by the API methods.
|
| APITest |
Various tests that can be invoked client-side to test out the API.
|
| APIType |
Many of the calls pertain to either market-data or trading; this
enum allows us to specify that.
|
| CancelReason |
The reason that an order was canceled.
|
| CancelRejectReason | |
| CcyType | |
| ConnectionResponse | |
| DateRolloverType |
The type of date rollover event that occurred.
|
| Direction | |
| ExchEventType | |
| FeedFlag |
Values for the bit mask used to identify the flags for APIFeed.
|
| InstrumentType |
Type of market instrument.
|
| LockStatus | |
| LogLevel | |
| MatchStatus | |
| MDElement | |
| MDSource |
Values for the bit mask used to identify the source of an MDEntry.
|
| MDUpdateAction | |
| OrderStatus |
The status of an order.
|
| OrderType | |
| RejectReason |
The reason that the request failed.
|
| ReplayStatus | |
| Request | |
| RiskStatus | |
| Side | |
| StandardTenor |
Standard length of time used in forwards.
|
| StatType | |
| SubscriptionStatus | |
| TimeInForce |