Index

R

roq::Account (C++ struct) roq::BatchBegin (C++ struct) roq::BatchEnd (C++ struct) roq::BufferCapacity (C++ enum) roq::BufferCapacity::EMPTY (C++ enumerator) roq::BufferCapacity::FULL (C++ enumerator) roq::BufferCapacity::HIGH_WATER_MARK (C++ enumerator) roq::BufferCapacity::LOW_WATER_MARK (C++ enumerator) roq::BufferCapacity::UNDEFINED (C++ enumerator) roq::cache::MarketByOrder (C++ struct) roq::cache::MarketByOrder::accumulated_quantity (C++ function) roq::cache::MarketByOrder::accumulated_quantity_price_index (C++ function) roq::cache::MarketByOrder::checksum (C++ function) roq::cache::MarketByOrder::clear (C++ function) roq::cache::MarketByOrder::create_snapshot (C++ function) roq::cache::MarketByOrder::empty (C++ function) roq::cache::MarketByOrder::exchange (C++ function) roq::cache::MarketByOrder::exchange_sequence (C++ function) roq::cache::MarketByOrder::exchange_time_utc (C++ function) roq::cache::MarketByOrder::exists (C++ function) roq::cache::MarketByOrder::extract (C++ function), [1], [2] roq::cache::MarketByOrder::find_index (C++ function) roq::cache::MarketByOrder::find_order (C++ function) roq::cache::MarketByOrder::get_queue_position (C++ function) roq::cache::MarketByOrder::max_depth (C++ function) roq::cache::MarketByOrder::operator() (C++ function), [1], [2] roq::cache::MarketByOrder::OrderUpdate (C++ struct) roq::cache::MarketByOrder::OrderUpdate::action (C++ member) roq::cache::MarketByOrder::OrderUpdate::iceberg (C++ member) roq::cache::MarketByOrder::OrderUpdate::last_modified_quantity (C++ member) roq::cache::MarketByOrder::OrderUpdate::last_traded_quantity (C++ member) roq::cache::MarketByOrder::OrderUpdate::queue_position (C++ member) roq::cache::MarketByOrder::OrderUpdate::queue_position_quantity (C++ member) roq::cache::MarketByOrder::OrderUpdate::remaining_quantity (C++ member) roq::cache::MarketByOrder::OrderUpdate::side (C++ member) roq::cache::MarketByOrder::OrderUpdate::total_queue_quantity (C++ member) roq::cache::MarketByOrder::OrderUpdate::total_traded_quantity (C++ member) roq::cache::MarketByOrder::Position (C++ struct) roq::cache::MarketByOrder::Position::before (C++ member) roq::cache::MarketByOrder::Position::quantity (C++ member) roq::cache::MarketByOrder::Position::total (C++ member) roq::cache::MarketByOrder::price_decimals (C++ function) roq::cache::MarketByOrder::price_increment (C++ function) roq::cache::MarketByOrder::quantity_decimals (C++ function) roq::cache::MarketByOrder::quantity_increment (C++ function) roq::cache::MarketByOrder::size (C++ function) roq::cache::MarketByOrder::stream_id (C++ function) roq::cache::MarketByOrder::symbol (C++ function) roq::cache::MarketByOrder::total_quantity (C++ function) roq::cache::MarketByOrder::~MarketByOrder (C++ function) roq::cache::MarketByPrice (C++ struct), [1] roq::cache::MarketByPrice::checksum (C++ function) roq::cache::MarketByPrice::clear (C++ function) roq::cache::MarketByPrice::compute_impact_price (C++ function) roq::cache::MarketByPrice::compute_vwap (C++ function) roq::cache::MarketByPrice::create_depth_update (C++ function) roq::cache::MarketByPrice::create_snapshot (C++ function) roq::cache::MarketByPrice::empty (C++ function) roq::cache::MarketByPrice::exchange (C++ function) roq::cache::MarketByPrice::exchange_sequence (C++ function) roq::cache::MarketByPrice::exchange_time_utc (C++ function) roq::cache::MarketByPrice::exists (C++ function) roq::cache::MarketByPrice::extract (C++ function), [1] roq::cache::MarketByPrice::extract_2 (C++ function), [1] roq::cache::MarketByPrice::find_index (C++ function) roq::cache::MarketByPrice::is_bad (C++ function) roq::cache::MarketByPrice::max_depth (C++ function) roq::cache::MarketByPrice::operator() (C++ function), [1], [2], [3] roq::cache::MarketByPrice::price_decimals (C++ function) roq::cache::MarketByPrice::price_increment (C++ function) roq::cache::MarketByPrice::quantity_decimals (C++ function) roq::cache::MarketByPrice::quantity_increment (C++ function) roq::cache::MarketByPrice::size (C++ function) roq::cache::MarketByPrice::stream_id (C++ function) roq::cache::MarketByPrice::symbol (C++ function) roq::cache::MarketByPrice::~MarketByPrice (C++ function) roq::CancelAllOrders (C++ struct) roq::CancelAllOrders::account (C++ member) roq::CancelAllOrders::strategy_id (C++ member) roq::CancelOrder (C++ struct) roq::CancelOrder::account (C++ member) roq::CancelOrder::conditional_on_version (C++ member) roq::CancelOrder::order_id (C++ member) roq::CancelOrder::request_template (C++ member) roq::CancelOrder::routing_id (C++ member) roq::CancelOrder::version (C++ member) roq::client::Account (C++ struct) roq::client::Account::regex (C++ member) roq::client::Collector (C++ struct) roq::client::Collector::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16], [17], [18], [19], [20], [21], [22], [23] roq::client::Collector::~Collector (C++ function) roq::client::Config (C++ struct) roq::client::Config::dispatch (C++ function) roq::client::Config::Handler (C++ struct), [1] roq::client::detail::SimulationFactory (C++ struct) roq::client::detail::TradingFactory (C++ struct) roq::client::Dispatcher (C++ struct) roq::client::Dispatcher::broadcast (C++ function) roq::client::Dispatcher::create_trace_info (C++ function) roq::client::Dispatcher::enqueue (C++ function) roq::client::Dispatcher::send (C++ function), [1], [2], [3], [4], [5], [6], [7] roq::client::EventLogReaderFactory (C++ struct) roq::client::Handler (C++ struct) roq::client::Handler::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16], [17], [18], [19], [20], [21], [22], [23], [24], [25], [26], [27], [28], [29], [30], [31], [32], [33] roq::client::MarketByPriceFactory (C++ struct) roq::client::MarketByPriceFactory::Options (C++ struct) roq::client::Simulator (C++ struct) roq::client::Simulator::Factory (C++ struct) roq::client::Symbol (C++ struct) roq::client::Symbol::exchange (C++ member) roq::client::Symbol::regex (C++ member) roq::client::Trader (C++ struct) roq::ClOrdId (C++ struct) roq::Connected (C++ struct) roq::ConnectionStatus (C++ enum) roq::ConnectionStatus::CONNECTING (C++ enumerator) roq::ConnectionStatus::DISCONNECTED (C++ enumerator) roq::ConnectionStatus::DOWNLOADING (C++ enumerator) roq::ConnectionStatus::LOGGED_OUT (C++ enumerator) roq::ConnectionStatus::LOGIN_SENT (C++ enumerator) roq::ConnectionStatus::READY (C++ enumerator) roq::ConnectionStatus::UNDEFINED (C++ enumerator) roq::CreateOrder (C++ struct) roq::CreateOrder::account (C++ member) roq::CreateOrder::exchange (C++ member) roq::CreateOrder::execution_instructions (C++ member) roq::CreateOrder::max_show_quantity (C++ member) roq::CreateOrder::order_id (C++ member) roq::CreateOrder::order_type (C++ member) roq::CreateOrder::position_effect (C++ member) roq::CreateOrder::price (C++ member) roq::CreateOrder::quantity (C++ member) roq::CreateOrder::request_template (C++ member) roq::CreateOrder::routing_id (C++ member) roq::CreateOrder::side (C++ member) roq::CreateOrder::stop_price (C++ member) roq::CreateOrder::strategy_id (C++ member) roq::CreateOrder::symbol (C++ member) roq::CreateOrder::time_in_force (C++ member) roq::Currency (C++ struct) roq::Decimals (C++ enum) roq::Decimals::_0 (C++ enumerator) roq::Decimals::_1 (C++ enumerator) roq::Decimals::_10 (C++ enumerator) roq::Decimals::_11 (C++ enumerator) roq::Decimals::_12 (C++ enumerator) roq::Decimals::_13 (C++ enumerator) roq::Decimals::_14 (C++ enumerator) roq::Decimals::_15 (C++ enumerator) roq::Decimals::_2 (C++ enumerator) roq::Decimals::_3 (C++ enumerator) roq::Decimals::_4 (C++ enumerator) roq::Decimals::_5 (C++ enumerator) roq::Decimals::_6 (C++ enumerator) roq::Decimals::_7 (C++ enumerator) roq::Decimals::_8 (C++ enumerator) roq::Decimals::_9 (C++ enumerator) roq::Decimals::UNDEFINED (C++ enumerator) roq::Description (C++ struct) roq::detail::MAX_LENGTH_ACCOUNT (C++ member) roq::detail::MAX_LENGTH_CL_ORD_ID (C++ member) roq::detail::MAX_LENGTH_CURRENCY (C++ member) roq::detail::MAX_LENGTH_DESCRIPTION (C++ member) roq::detail::MAX_LENGTH_EXCHANGE (C++ member) roq::detail::MAX_LENGTH_EXTERNAL_ACCOUNT (C++ member) roq::detail::MAX_LENGTH_EXTERNAL_ORDER_ID (C++ member) roq::detail::MAX_LENGTH_EXTERNAL_TRADE_ID (C++ member) roq::detail::MAX_LENGTH_LABEL (C++ member) roq::detail::MAX_LENGTH_MEASUREMENT_KEY (C++ member) roq::detail::MAX_LENGTH_REQUEST_ID (C++ member) roq::detail::MAX_LENGTH_REQUEST_TEMPLATE (C++ member) roq::detail::MAX_LENGTH_ROUTING_ID (C++ member) roq::detail::MAX_LENGTH_SOURCE (C++ member) roq::detail::MAX_LENGTH_SYMBOL (C++ member) roq::detail::MAX_LENGTH_TIME_ZONE (C++ member) roq::detail::MAX_LENGTH_USER (C++ member) roq::Disconnected (C++ struct) roq::Disconnected::order_cancel_policy (C++ member) roq::DownloadBegin (C++ struct) roq::DownloadBegin::account (C++ member) roq::DownloadEnd (C++ struct) roq::DownloadEnd::account (C++ member) roq::DownloadEnd::max_order_id (C++ member) roq::Encoding (C++ enum) roq::Encoding::FBS (C++ enumerator) roq::Encoding::FIX (C++ enumerator) roq::Encoding::JSON (C++ enumerator) roq::Encoding::SBE (C++ enumerator) roq::Encoding::UNDEFINED (C++ enumerator) roq::Error (C++ enum) roq::Error::CONDITIONAL_REQUEST_HAS_FAILED (C++ enumerator) roq::Error::GATEWAY_NOT_READY (C++ enumerator) roq::Error::INSUFFICIENT_FUNDS (C++ enumerator) roq::Error::INVALID_ACCOUNT (C++ enumerator) roq::Error::INVALID_EXCHANGE (C++ enumerator) roq::Error::INVALID_EXECUTION_INSTRUCTION (C++ enumerator) roq::Error::INVALID_MAX_SHOW_QUANTITY (C++ enumerator) roq::Error::INVALID_ORDER_ID (C++ enumerator) roq::Error::INVALID_ORDER_TYPE (C++ enumerator) roq::Error::INVALID_POSITION_EFFECT (C++ enumerator) roq::Error::INVALID_PRICE (C++ enumerator) roq::Error::INVALID_QUANTITY (C++ enumerator) roq::Error::INVALID_REQUEST_ARGS (C++ enumerator) roq::Error::INVALID_REQUEST_ID (C++ enumerator) roq::Error::INVALID_REQUEST_STATUS (C++ enumerator) roq::Error::INVALID_REQUEST_TEMPLATE (C++ enumerator) roq::Error::INVALID_REQUEST_TYPE (C++ enumerator) roq::Error::INVALID_REQUEST_VERSION (C++ enumerator) roq::Error::INVALID_ROUTING_ID (C++ enumerator) roq::Error::INVALID_SIDE (C++ enumerator) roq::Error::INVALID_STOP_PRICE (C++ enumerator) roq::Error::INVALID_SYMBOL (C++ enumerator) roq::Error::INVALID_TIME_IN_FORCE (C++ enumerator) roq::Error::MODIFY_HAS_NO_EFFECT (C++ enumerator) roq::Error::NETWORK_ERROR (C++ enumerator) roq::Error::NOT_AUTHORIZED (C++ enumerator) roq::Error::NOT_SUPPORTED (C++ enumerator) roq::Error::PARSE_ERROR (C++ enumerator) roq::Error::REQUEST_RATE_LIMIT_REACHED (C++ enumerator) roq::Error::RISK_LIMIT_REACHED (C++ enumerator) roq::Error::TIMEOUT (C++ enumerator) roq::Error::TOO_LATE_TO_MODIFY_OR_CANCEL (C++ enumerator) roq::Error::UNDEFINED (C++ enumerator) roq::Error::UNKNOWN (C++ enumerator) roq::Error::UNKNOWN_EXTERNAL_ORDER_ID (C++ enumerator) roq::Error::UNKNOWN_ORDER_ID (C++ enumerator) roq::Event (C++ struct) roq::Event::dispatch (C++ function) roq::Event::message_info (C++ member) roq::Event::operator MessageInfo const& (C++ function) roq::Event::operator std::pair<MessageInfo const&, value_type const&> (C++ function) roq::Event::operator value_type const& (C++ function) roq::Event::value (C++ member) roq::Exception (C++ struct) roq::Exchange (C++ struct) roq::ExecutionInstruction (C++ enum) roq::ExecutionInstruction::CANCEL_IF_NOT_BEST (C++ enumerator) roq::ExecutionInstruction::DO_NOT_INCREASE (C++ enumerator) roq::ExecutionInstruction::DO_NOT_REDUCE (C++ enumerator) roq::ExecutionInstruction::PARTICIPATE_DO_NOT_INITIATE (C++ enumerator) roq::ExecutionInstruction::UNDEFINED (C++ enumerator) roq::ExternalAccount (C++ struct) roq::ExternalLatency (C++ struct) roq::ExternalLatency::account (C++ member) roq::ExternalLatency::latency (C++ member) roq::ExternalLatency::stream_id (C++ member) roq::ExternalOrderId (C++ struct) roq::ExternalTradeId (C++ struct) roq::Fatal (C++ struct) roq::FileDoesNotExist (C++ struct) roq::Fill (C++ struct) roq::Fill::external_trade_id (C++ member) roq::Fill::liquidity (C++ member) roq::Fill::price (C++ member) roq::Fill::quantity (C++ member) roq::FundsUpdate (C++ struct) roq::FundsUpdate::account (C++ member) roq::FundsUpdate::balance (C++ member) roq::FundsUpdate::currency (C++ member) roq::FundsUpdate::exchange_time_utc (C++ member) roq::FundsUpdate::external_account (C++ member) roq::FundsUpdate::hold (C++ member) roq::FundsUpdate::sending_time_utc (C++ member) roq::FundsUpdate::stream_id (C++ member) roq::FundsUpdate::update_type (C++ member) roq::GatewaySettings (C++ struct) roq::GatewaySettings::mbp_allow_price_inversion (C++ member) roq::GatewaySettings::mbp_allow_remove_non_existing (C++ member) roq::GatewaySettings::mbp_checksum (C++ member) roq::GatewaySettings::mbp_max_depth (C++ member) roq::GatewaySettings::mbp_min_trade_vol_multiplier (C++ member) roq::GatewaySettings::mbp_tick_size_multiplier (C++ member) roq::GatewaySettings::oms_download_has_routing_id (C++ member) roq::GatewaySettings::oms_download_has_state (C++ member) roq::GatewaySettings::oms_request_id_type (C++ member) roq::GatewaySettings::supports (C++ member) roq::GatewayStatus (C++ struct) roq::GatewayStatus::account (C++ member) roq::GatewayStatus::available (C++ member) roq::GatewayStatus::supported (C++ member) roq::GatewayStatus::unavailable (C++ member) roq::Generator (C++ struct) roq::Generator::dispatch (C++ function) roq::Generator::Dispatcher (C++ struct) roq::Generator::Dispatcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11] roq::Generator::Dispatcher::~Dispatcher (C++ function) roq::Generator::get_source_id (C++ function) roq::Generator::get_source_name (C++ function) roq::Generator::peek_next_receive_time (C++ function) roq::Generator::~Generator (C++ function) roq::Label (C++ struct) roq::Layer (C++ struct) roq::Layer::ask_price (C++ member) roq::Layer::ask_quantity (C++ member) roq::Layer::bid_price (C++ member) roq::Layer::bid_quantity (C++ member) roq::Liquidity (C++ enum) roq::Liquidity::MAKER (C++ enumerator) roq::Liquidity::TAKER (C++ enumerator) roq::Liquidity::UNDEFINED (C++ enumerator) roq::log::critical (C++ function) roq::log::debug (C++ struct) roq::log::error (C++ struct) roq::log::fatal (C++ function) roq::log::info (C++ struct) roq::log::system_error (C++ struct) roq::log::warn (C++ struct) roq::MarketByOrderUpdate (C++ struct) roq::MarketByOrderUpdate::checksum (C++ member) roq::MarketByOrderUpdate::exchange (C++ member) roq::MarketByOrderUpdate::exchange_sequence (C++ member) roq::MarketByOrderUpdate::exchange_time_utc (C++ member) roq::MarketByOrderUpdate::max_depth (C++ member) roq::MarketByOrderUpdate::orders (C++ member) roq::MarketByOrderUpdate::price_decimals (C++ member) roq::MarketByOrderUpdate::quantity_decimals (C++ member) roq::MarketByOrderUpdate::sending_time_utc (C++ member) roq::MarketByOrderUpdate::stream_id (C++ member) roq::MarketByOrderUpdate::symbol (C++ member) roq::MarketByOrderUpdate::update_type (C++ member) roq::MarketByPriceUpdate (C++ struct) roq::MarketByPriceUpdate::asks (C++ member) roq::MarketByPriceUpdate::bids (C++ member) roq::MarketByPriceUpdate::checksum (C++ member) roq::MarketByPriceUpdate::exchange (C++ member) roq::MarketByPriceUpdate::exchange_sequence (C++ member) roq::MarketByPriceUpdate::exchange_time_utc (C++ member) roq::MarketByPriceUpdate::max_depth (C++ member) roq::MarketByPriceUpdate::price_decimals (C++ member) roq::MarketByPriceUpdate::quantity_decimals (C++ member) roq::MarketByPriceUpdate::sending_time_utc (C++ member) roq::MarketByPriceUpdate::stream_id (C++ member) roq::MarketByPriceUpdate::symbol (C++ member) roq::MarketByPriceUpdate::update_type (C++ member) roq::MarketStatus (C++ struct) roq::MarketStatus::exchange (C++ member) roq::MarketStatus::stream_id (C++ member) roq::MarketStatus::symbol (C++ member) roq::MarketStatus::trading_status (C++ member) roq::Matcher (C++ struct) roq::Matcher::Dispatcher (C++ struct) roq::Matcher::Dispatcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16] roq::Matcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15] roq::Matcher::~Matcher (C++ function) roq::MBOUpdate (C++ struct) roq::MBOUpdate::action (C++ member) roq::MBOUpdate::order_id (C++ member) roq::MBOUpdate::price (C++ member) roq::MBOUpdate::priority (C++ member) roq::MBOUpdate::quantity (C++ member) roq::MBOUpdate::reason (C++ member) roq::MBOUpdate::side (C++ member) roq::MBPUpdate (C++ struct) roq::MBPUpdate::implied_quantity (C++ member) roq::MBPUpdate::number_of_orders (C++ member) roq::MBPUpdate::price (C++ member) roq::MBPUpdate::price_level (C++ member) roq::MBPUpdate::quantity (C++ member) roq::MBPUpdate::update_action (C++ member) roq::MeasurementKey (C++ struct) roq::MessageInfo (C++ struct) roq::MessageInfo::is_last (C++ member) roq::MessageInfo::opaque (C++ member) roq::MessageInfo::origin_create_time (C++ member) roq::MessageInfo::origin_create_time_utc (C++ member) roq::MessageInfo::receive_time (C++ member) roq::MessageInfo::receive_time_utc (C++ member) roq::MessageInfo::source (C++ member) roq::MessageInfo::source_name (C++ member) roq::MessageInfo::source_receive_time (C++ member) roq::MessageInfo::source_send_time (C++ member) roq::MessageInfo::source_seqno (C++ member) roq::MessageInfo::source_session_id (C++ member) roq::metrics::Counter (C++ struct) roq::metrics::Counter::operator++ (C++ function) roq::metrics::Counter::operator+= (C++ function) roq::metrics::Counter::update (C++ function) roq::metrics::Counter::write (C++ function), [1] roq::metrics::Gauge (C++ struct) roq::metrics::Gauge::set (C++ function) roq::metrics::Gauge::write (C++ function), [1] roq::metrics::Histogram (C++ struct) roq::metrics::Histogram::prefetch (C++ function) roq::metrics::Histogram::update (C++ function) roq::metrics::Histogram::write (C++ function), [1] roq::metrics::Writer (C++ struct) roq::metrics::Writer::finish (C++ function) roq::metrics::Writer::write (C++ function) roq::metrics::Writer::write_bucket (C++ function) roq::metrics::Writer::write_count (C++ function) roq::metrics::Writer::write_simple (C++ function) roq::metrics::Writer::write_sum (C++ function) roq::metrics::Writer::write_type (C++ function) roq::ModifyOrder (C++ struct) roq::ModifyOrder::account (C++ member) roq::ModifyOrder::conditional_on_version (C++ member)

roq::ModifyOrder::order_id (C++ member) roq::ModifyOrder::price (C++ member) roq::ModifyOrder::quantity (C++ member) roq::ModifyOrder::request_template (C++ member) roq::ModifyOrder::routing_id (C++ member) roq::ModifyOrder::version (C++ member) roq::OptionType (C++ enum) roq::OptionType::CALL (C++ enumerator) roq::OptionType::PUT (C++ enumerator) roq::OptionType::UNDEFINED (C++ enumerator) roq::OrderAck (C++ struct) roq::OrderAck::account (C++ member) roq::OrderAck::client_order_id (C++ member) roq::OrderAck::error (C++ member) roq::OrderAck::exchange (C++ member) roq::OrderAck::external_account (C++ member) roq::OrderAck::external_order_id (C++ member) roq::OrderAck::order_id (C++ member) roq::OrderAck::origin (C++ member) roq::OrderAck::request_id (C++ member) roq::OrderAck::risk_exposure (C++ member) roq::OrderAck::risk_exposure_change (C++ member) roq::OrderAck::round_trip_latency (C++ member) roq::OrderAck::routing_id (C++ member) roq::OrderAck::side (C++ member) roq::OrderAck::status (C++ member) roq::OrderAck::strategy_id (C++ member) roq::OrderAck::stream_id (C++ member) roq::OrderAck::symbol (C++ member) roq::OrderAck::text (C++ member) roq::OrderAck::traded_quantity (C++ member) roq::OrderAck::type (C++ member) roq::OrderAck::user (C++ member) roq::OrderAck::version (C++ member) roq::OrderStatus (C++ enum) roq::OrderStatus::ACCEPTED (C++ enumerator) roq::OrderStatus::CANCELED (C++ enumerator) roq::OrderStatus::COMPLETED (C++ enumerator) roq::OrderStatus::EXPIRED (C++ enumerator) roq::OrderStatus::REJECTED (C++ enumerator) roq::OrderStatus::SENT (C++ enumerator) roq::OrderStatus::STOPPED (C++ enumerator) roq::OrderStatus::SUSPENDED (C++ enumerator) roq::OrderStatus::UNDEFINED (C++ enumerator) roq::OrderStatus::WORKING (C++ enumerator) roq::OrderType (C++ enum) roq::OrderType::LIMIT (C++ enumerator) roq::OrderType::MARKET (C++ enumerator) roq::OrderType::UNDEFINED (C++ enumerator) roq::OrderUpdate (C++ struct) roq::OrderUpdate::account (C++ member) roq::OrderUpdate::average_traded_price (C++ member) roq::OrderUpdate::client_order_id (C++ member) roq::OrderUpdate::create_time_utc (C++ member) roq::OrderUpdate::exchange (C++ member) roq::OrderUpdate::execution_instructions (C++ member) roq::OrderUpdate::external_account (C++ member) roq::OrderUpdate::external_order_id (C++ member) roq::OrderUpdate::last_liquidity (C++ member) roq::OrderUpdate::last_traded_price (C++ member) roq::OrderUpdate::last_traded_quantity (C++ member) roq::OrderUpdate::max_accepted_version (C++ member) roq::OrderUpdate::max_request_version (C++ member) roq::OrderUpdate::max_response_version (C++ member) roq::OrderUpdate::max_show_quantity (C++ member) roq::OrderUpdate::order_id (C++ member) roq::OrderUpdate::order_type (C++ member) roq::OrderUpdate::position_effect (C++ member) roq::OrderUpdate::price (C++ member) roq::OrderUpdate::quantity (C++ member) roq::OrderUpdate::remaining_quantity (C++ member) roq::OrderUpdate::risk_exposure (C++ member) roq::OrderUpdate::risk_exposure_change (C++ member) roq::OrderUpdate::routing_id (C++ member) roq::OrderUpdate::sending_time_utc (C++ member) roq::OrderUpdate::side (C++ member) roq::OrderUpdate::status (C++ member) roq::OrderUpdate::stop_price (C++ member) roq::OrderUpdate::strategy_id (C++ member) roq::OrderUpdate::stream_id (C++ member) roq::OrderUpdate::symbol (C++ member) roq::OrderUpdate::time_in_force (C++ member) roq::OrderUpdate::traded_quantity (C++ member) roq::OrderUpdate::update_time_utc (C++ member) roq::OrderUpdate::update_type (C++ member) roq::OrderUpdate::user (C++ member) roq::Origin (C++ enum) roq::Origin::BROKER (C++ enumerator) roq::Origin::CLIENT (C++ enumerator) roq::Origin::EXCHANGE (C++ enumerator) roq::Origin::GATEWAY (C++ enumerator) roq::Origin::UNDEFINED (C++ enumerator) roq::PortfolioUpdate (C++ struct) roq::PortfolioUpdate::account (C++ member) roq::PortfolioUpdate::exchange_time_utc (C++ member) roq::PortfolioUpdate::positions (C++ member) roq::PortfolioUpdate::strategy_id (C++ member) roq::PortfolioUpdate::update_type (C++ member) roq::PortfolioUpdate::user (C++ member) roq::Position (C++ struct) roq::Position::exchange (C++ member) roq::Position::long_position (C++ member) roq::Position::short_position (C++ member) roq::Position::symbol (C++ member) roq::PositionEffect (C++ enum) roq::PositionEffect::CLOSE (C++ enumerator) roq::PositionEffect::OPEN (C++ enumerator) roq::PositionEffect::UNDEFINED (C++ enumerator) roq::PositionUpdate (C++ struct) roq::PositionUpdate::account (C++ member) roq::PositionUpdate::exchange (C++ member) roq::PositionUpdate::exchange_time_utc (C++ member) roq::PositionUpdate::external_account (C++ member) roq::PositionUpdate::long_quantity (C++ member) roq::PositionUpdate::sending_time_utc (C++ member) roq::PositionUpdate::short_quantity (C++ member) roq::PositionUpdate::stream_id (C++ member) roq::PositionUpdate::symbol (C++ member) roq::PositionUpdate::update_type (C++ member) roq::print (C++ struct) roq::Priority (C++ enum) roq::Priority::PRIMARY (C++ enumerator) roq::Priority::SECONDARY (C++ enumerator) roq::Priority::UNDEFINED (C++ enumerator) roq::Protocol (C++ enum) roq::Protocol::FIX (C++ enumerator) roq::Protocol::HTTP (C++ enumerator) roq::Protocol::ROQ (C++ enumerator) roq::Protocol::SBE (C++ enumerator) roq::Protocol::UNDEFINED (C++ enumerator) roq::Protocol::WS (C++ enumerator) roq::RateLimitTrigger (C++ struct) roq::RateLimitTrigger::accounts (C++ member) roq::RateLimitTrigger::ban_expires (C++ member) roq::RateLimitTrigger::buffer_capacity (C++ member) roq::RateLimitTrigger::name (C++ member) roq::RateLimitTrigger::origin (C++ member) roq::RateLimitTrigger::remaining_requests (C++ member) roq::RateLimitTrigger::triggered_by (C++ member) roq::RateLimitTrigger::type (C++ member) roq::RateLimitTrigger::users (C++ member) roq::RateLimitType (C++ enum) roq::RateLimitType::CREATE_ORDER (C++ enumerator) roq::RateLimitType::ORDER_ACTION (C++ enumerator) roq::RateLimitType::UNDEFINED (C++ enumerator) roq::ReferenceData (C++ struct) roq::ReferenceData::base_currency (C++ member) roq::ReferenceData::commission_currency (C++ member) roq::ReferenceData::description (C++ member) roq::ReferenceData::discard (C++ member) roq::ReferenceData::exchange (C++ member) roq::ReferenceData::expiry_datetime (C++ member) roq::ReferenceData::expiry_datetime_utc (C++ member) roq::ReferenceData::issue_date (C++ member) roq::ReferenceData::margin_currency (C++ member) roq::ReferenceData::max_trade_vol (C++ member) roq::ReferenceData::min_notional (C++ member) roq::ReferenceData::min_trade_vol (C++ member) roq::ReferenceData::multiplier (C++ member) roq::ReferenceData::option_type (C++ member) roq::ReferenceData::quote_currency (C++ member) roq::ReferenceData::security_type (C++ member) roq::ReferenceData::settlement_date (C++ member) roq::ReferenceData::stream_id (C++ member) roq::ReferenceData::strike_currency (C++ member) roq::ReferenceData::strike_price (C++ member) roq::ReferenceData::symbol (C++ member) roq::ReferenceData::tick_size (C++ member) roq::ReferenceData::time_zone (C++ member) roq::ReferenceData::trade_vol_step_size (C++ member) roq::ReferenceData::underlying (C++ member) roq::RequestId (C++ struct) roq::RequestIdType (C++ enum) roq::RequestIdType::BASE32 (C++ enumerator) roq::RequestIdType::BASE64 (C++ enumerator) roq::RequestIdType::SIMPLE (C++ enumerator) roq::RequestIdType::UNDEFINED (C++ enumerator) roq::RequestIdType::UUID (C++ enumerator) roq::RequestStatus (C++ enum) roq::RequestStatus::ACCEPTED (C++ enumerator) roq::RequestStatus::DISCONNECTED (C++ enumerator) roq::RequestStatus::ERROR (C++ enumerator) roq::RequestStatus::FAILED (C++ enumerator) roq::RequestStatus::FORWARDED (C++ enumerator) roq::RequestStatus::REJECTED (C++ enumerator) roq::RequestStatus::TIMEOUT (C++ enumerator) roq::RequestStatus::UNDEFINED (C++ enumerator) roq::RequestTemplate (C++ struct) roq::RequestType (C++ enum) roq::RequestType::CANCEL_ORDER (C++ enumerator) roq::RequestType::CREATE_ORDER (C++ enumerator) roq::RequestType::MODIFY_ORDER (C++ enumerator) roq::RequestType::UNDEFINED (C++ enumerator) roq::RiskLimit (C++ struct) roq::RiskLimit::allow_netting (C++ member) roq::RiskLimit::exchange (C++ member) roq::RiskLimit::long_position (C++ member) roq::RiskLimit::long_position_limit (C++ member) roq::RiskLimit::long_risk_exposure_limit (C++ member) roq::RiskLimit::short_position (C++ member) roq::RiskLimit::short_position_limit (C++ member) roq::RiskLimit::short_risk_exposure_limit (C++ member) roq::RiskLimit::symbol (C++ member) roq::RiskLimits (C++ struct) roq::RiskLimits::account (C++ member) roq::RiskLimits::limits (C++ member) roq::RiskLimits::seqno (C++ member) roq::RiskLimits::session_id (C++ member) roq::RiskLimits::strategy_id (C++ member) roq::RiskLimits::user (C++ member) roq::RoutingId (C++ struct) roq::RuntimeError (C++ struct) roq::SecurityType (C++ enum) roq::SecurityType::FUTURES (C++ enumerator) roq::SecurityType::OPTION (C++ enumerator) roq::SecurityType::SPOT (C++ enumerator) roq::SecurityType::SWAP (C++ enumerator) roq::SecurityType::UNDEFINED (C++ enumerator) roq::Service (C++ struct) roq::Service::Info (C++ struct) roq::Service::run (C++ function) roq::Side (C++ enum) roq::Side::BUY (C++ enumerator) roq::Side::SELL (C++ enumerator) roq::Side::UNDEFINED (C++ enumerator) roq::Source (C++ struct) roq::Start (C++ struct) roq::Statistics (C++ struct) roq::Statistics::begin_time_utc (C++ member) roq::Statistics::end_time_utc (C++ member) roq::Statistics::type (C++ member) roq::Statistics::value (C++ member) roq::StatisticsType (C++ enum) roq::StatisticsType::CLOSE_PRICE (C++ enumerator) roq::StatisticsType::FUNDING_RATE (C++ enumerator) roq::StatisticsType::FUNDING_RATE_PREDICTION (C++ enumerator) roq::StatisticsType::HIGHEST_TRADED_PRICE (C++ enumerator) roq::StatisticsType::INDEX_VALUE (C++ enumerator) roq::StatisticsType::LOWER_LIMIT_PRICE (C++ enumerator) roq::StatisticsType::LOWEST_TRADED_PRICE (C++ enumerator) roq::StatisticsType::MARGIN_RATE (C++ enumerator) roq::StatisticsType::OPEN_INTEREST (C++ enumerator) roq::StatisticsType::OPEN_PRICE (C++ enumerator) roq::StatisticsType::PRE_CLOSE_PRICE (C++ enumerator) roq::StatisticsType::PRE_OPEN_INTEREST (C++ enumerator) roq::StatisticsType::PRE_SETTLEMENT_PRICE (C++ enumerator) roq::StatisticsType::SETTLEMENT_PRICE (C++ enumerator) roq::StatisticsType::TRADE_VOLUME (C++ enumerator) roq::StatisticsType::UNDEFINED (C++ enumerator) roq::StatisticsType::UPPER_LIMIT_PRICE (C++ enumerator) roq::StatisticsUpdate (C++ struct) roq::StatisticsUpdate::exchange (C++ member) roq::StatisticsUpdate::exchange_sequence (C++ member) roq::StatisticsUpdate::exchange_time_utc (C++ member) roq::StatisticsUpdate::sending_time_utc (C++ member) roq::StatisticsUpdate::statistics (C++ member) roq::StatisticsUpdate::stream_id (C++ member) roq::StatisticsUpdate::symbol (C++ member) roq::StatisticsUpdate::update_type (C++ member) roq::Stop (C++ struct) roq::StreamStatus (C++ struct) roq::StreamStatus::account (C++ member) roq::StreamStatus::authority (C++ member) roq::StreamStatus::connection_status (C++ member) roq::StreamStatus::encoding (C++ member) roq::StreamStatus::interface (C++ member) roq::StreamStatus::path (C++ member) roq::StreamStatus::priority (C++ member) roq::StreamStatus::protocol (C++ member) roq::StreamStatus::proxy (C++ member) roq::StreamStatus::stream_id (C++ member) roq::StreamStatus::supports (C++ member) roq::StreamStatus::transport (C++ member) roq::String (C++ struct) roq::SupportType (C++ enum) roq::SupportType::CANCEL_ORDER (C++ enumerator) roq::SupportType::CREATE_ORDER (C++ enumerator) roq::SupportType::FUNDS (C++ enumerator) roq::SupportType::MARKET_BY_ORDER (C++ enumerator) roq::SupportType::MARKET_BY_PRICE (C++ enumerator) roq::SupportType::MARKET_STATUS (C++ enumerator) roq::SupportType::MODIFY_ORDER (C++ enumerator) roq::SupportType::ORDER (C++ enumerator) roq::SupportType::ORDER_ACK (C++ enumerator) roq::SupportType::ORDER_STATE (C++ enumerator) roq::SupportType::POSITION (C++ enumerator) roq::SupportType::REFERENCE_DATA (C++ enumerator) roq::SupportType::STATISTICS (C++ enumerator) roq::SupportType::TOP_OF_BOOK (C++ enumerator) roq::SupportType::TRADE (C++ enumerator) roq::SupportType::TRADE_SUMMARY (C++ enumerator) roq::SupportType::UNDEFINED (C++ enumerator) roq::Symbol (C++ struct) roq::TimeInForce (C++ enum) roq::TimeInForce::AT_CROSSING (C++ enumerator) roq::TimeInForce::AT_THE_CLOSE (C++ enumerator) roq::TimeInForce::FOK (C++ enumerator) roq::TimeInForce::GFA (C++ enumerator) roq::TimeInForce::GFD (C++ enumerator) roq::TimeInForce::GFM (C++ enumerator) roq::TimeInForce::GOOD_FOR_TIME (C++ enumerator) roq::TimeInForce::GOOD_THROUGH_CROSSING (C++ enumerator) roq::TimeInForce::GTC (C++ enumerator) roq::TimeInForce::GTD (C++ enumerator) roq::TimeInForce::GTX (C++ enumerator) roq::TimeInForce::IOC (C++ enumerator) roq::TimeInForce::OPG (C++ enumerator) roq::TimeInForce::UNDEFINED (C++ enumerator) roq::Timer (C++ struct) roq::Timer::now (C++ member) roq::TimeZone (C++ struct) roq::Tool (C++ struct) roq::Tool::Info (C++ struct) roq::Tool::run (C++ function) roq::TopOfBook (C++ struct) roq::TopOfBook::exchange (C++ member) roq::TopOfBook::exchange_sequence (C++ member) roq::TopOfBook::exchange_time_utc (C++ member) roq::TopOfBook::layer (C++ member) roq::TopOfBook::sending_time_utc (C++ member) roq::TopOfBook::stream_id (C++ member) roq::TopOfBook::symbol (C++ member) roq::TopOfBook::update_type (C++ member) roq::Trade (C++ struct) roq::Trade::maker_order_id (C++ member) roq::Trade::price (C++ member) roq::Trade::quantity (C++ member) roq::Trade::side (C++ member) roq::Trade::taker_order_id (C++ member) roq::Trade::trade_id (C++ member) roq::TradeSummary (C++ struct) roq::TradeSummary::exchange (C++ member) roq::TradeSummary::exchange_sequence (C++ member) roq::TradeSummary::exchange_time_utc (C++ member) roq::TradeSummary::sending_time_utc (C++ member) roq::TradeSummary::stream_id (C++ member) roq::TradeSummary::symbol (C++ member) roq::TradeSummary::trades (C++ member) roq::TradeUpdate (C++ struct) roq::TradeUpdate::account (C++ member) roq::TradeUpdate::client_order_id (C++ member) roq::TradeUpdate::create_time_utc (C++ member) roq::TradeUpdate::exchange (C++ member) roq::TradeUpdate::external_account (C++ member) roq::TradeUpdate::external_order_id (C++ member) roq::TradeUpdate::fills (C++ member) roq::TradeUpdate::order_id (C++ member) roq::TradeUpdate::position_effect (C++ member) roq::TradeUpdate::routing_id (C++ member) roq::TradeUpdate::sending_time_utc (C++ member) roq::TradeUpdate::side (C++ member) roq::TradeUpdate::strategy_id (C++ member) roq::TradeUpdate::stream_id (C++ member) roq::TradeUpdate::symbol (C++ member) roq::TradeUpdate::update_time_utc (C++ member) roq::TradeUpdate::update_type (C++ member) roq::TradeUpdate::user (C++ member) roq::TradingStatus (C++ enum) roq::TradingStatus::CLOSE (C++ enumerator) roq::TradingStatus::CLOSE_NOT_FINAL (C++ enumerator) roq::TradingStatus::END_OF_DAY (C++ enumerator) roq::TradingStatus::FAST_MARKET (C++ enumerator) roq::TradingStatus::HALT (C++ enumerator) roq::TradingStatus::OPEN (C++ enumerator) roq::TradingStatus::POST_CLOSE (C++ enumerator) roq::TradingStatus::PRE_CLOSE (C++ enumerator) roq::TradingStatus::PRE_CLOSE_FREEZE (C++ enumerator) roq::TradingStatus::PRE_CLOSE_NO_CANCEL (C++ enumerator) roq::TradingStatus::PRE_OPEN (C++ enumerator) roq::TradingStatus::PRE_OPEN_FREEZE (C++ enumerator) roq::TradingStatus::PRE_OPEN_NO_CANCEL (C++ enumerator) roq::TradingStatus::START_OF_DAY (C++ enumerator) roq::TradingStatus::UNDEFINED (C++ enumerator) roq::Transport (C++ enum) roq::Transport::TCP (C++ enumerator) roq::Transport::UDP (C++ enumerator) roq::Transport::UNDEFINED (C++ enumerator) roq::UpdateAction (C++ enum) roq::UpdateAction::CHANGE (C++ enumerator) roq::UpdateAction::DELETE (C++ enumerator) roq::UpdateAction::NEW (C++ enumerator) roq::UpdateAction::TRADE (C++ enumerator) roq::UpdateAction::UNDEFINED (C++ enumerator) roq::UpdateType (C++ enum) roq::UpdateType::INCREMENTAL (C++ enumerator) roq::UpdateType::SNAPSHOT (C++ enumerator) roq::UpdateType::STALE (C++ enumerator) roq::UpdateType::UNDEFINED (C++ enumerator) roq::User (C++ struct) roq::utils::has_request_completed (C++ function) roq::utils::has_request_failed (C++ function) roq::utils::has_request_succeeded (C++ function) roq::utils::invert (C++ function) roq::utils::is_order_complete (C++ function) roq::utils::price_from_side (C++ function) roq::utils::sign (C++ function)