Index

R

roq::BatchBegin (C++ struct) roq::BatchEnd (C++ struct) roq::CancelOrder (C++ struct) roq::CancelOrder::account (C++ member) roq::CancelOrder::order_id (C++ member) roq::client::Account (C++ struct) roq::client::Account::regex (C++ member) roq::client::Collector (C++ class) 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] roq::client::Collector::~Collector (C++ function) roq::client::Config (C++ class) roq::client::Config::dispatch (C++ function) roq::client::Config::Handler (C++ class), [1] roq::client::DepthBuilder (C++ class) roq::client::DepthBuilderFactory (C++ struct) roq::client::detail::SimulationFactory (C++ struct) roq::client::detail::TradingFactory (C++ struct) roq::client::Dispatcher (C++ class) roq::client::Dispatcher::send (C++ function), [1], [2] roq::client::Handler (C++ class) 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] roq::client::Simulator (C++ class) roq::client::Symbol (C++ struct) roq::client::Symbol::exchange (C++ member) roq::client::Symbol::regex (C++ member) roq::client::Trader (C++ class) roq::ConnectionRefused (C++ class) roq::ConnectionStatus (C++ struct) roq::ConnectionStatus::type_t (C++ enum) roq::ConnectionStatus::type_t::CONNECTING (C++ enumerator) roq::ConnectionStatus::type_t::DISCONNECTED (C++ enumerator) roq::ConnectionStatus::type_t::DOWNLOADING (C++ enumerator) roq::ConnectionStatus::type_t::LOGGED_OUT (C++ enumerator) roq::ConnectionStatus::type_t::LOGIN_SENT (C++ enumerator) roq::ConnectionStatus::type_t::READY (C++ enumerator) roq::ConnectionStatus::type_t::UNDEFINED (C++ enumerator) roq::CreateOrder (C++ struct) roq::CreateOrder::account (C++ member) roq::CreateOrder::exchange (C++ member) roq::CreateOrder::execution_instruction (C++ member) roq::CreateOrder::max_show_quantity (C++ member) roq::CreateOrder::order_id (C++ member) roq::CreateOrder::order_template (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::side (C++ member) roq::CreateOrder::stop_price (C++ member) roq::CreateOrder::symbol (C++ member) roq::CreateOrder::time_in_force (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::Error (C++ struct) roq::Error::type_t (C++ enum) roq::Error::type_t::EXECUTION_INSTRUCTION_NOT_SUPPORTED (C++ enumerator) roq::Error::type_t::GATEWAY_NOT_READY (C++ enumerator) roq::Error::type_t::INVALID_ACCOUNT (C++ enumerator) roq::Error::type_t::INVALID_EXCHANGE (C++ enumerator) roq::Error::type_t::INVALID_ORDER_ID (C++ enumerator) roq::Error::type_t::INVALID_ORDER_TEMPLATE (C++ enumerator) roq::Error::type_t::INVALID_ORDER_TYPE (C++ enumerator) roq::Error::type_t::INVALID_POSITION_EFFECT (C++ enumerator) roq::Error::type_t::INVALID_SYMBOL (C++ enumerator) roq::Error::type_t::INVALID_TIME_IN_FORCE (C++ enumerator) roq::Error::type_t::MODIFY_ORDER_NOT_SUPPORTED (C++ enumerator) roq::Error::type_t::NETWORK_ERROR (C++ enumerator) roq::Error::type_t::UNDEFINED (C++ enumerator) roq::Error::type_t::UNKNOWN (C++ enumerator) roq::Error::type_t::UNKNOWN_ERROR_ID (C++ enumerator) roq::Error::type_t::UNKNOWN_EXCHANGE_ORDER_ID (C++ enumerator) roq::Event (C++ struct) roq::Event::dispatch (C++ function) roq::Event::message_info (C++ member) roq::Event::operator const MessageInfo& (C++ function) roq::Event::operator const T& (C++ function) roq::Event::value (C++ member) roq::Exception (C++ class) roq::ExecutionInstruction (C++ struct) roq::ExecutionInstruction::type_t (C++ enum) roq::ExecutionInstruction::type_t::CANCEL_IF_NOT_BEST (C++ enumerator) roq::ExecutionInstruction::type_t::DO_NOT_INCREASE (C++ enumerator) roq::ExecutionInstruction::type_t::DO_NOT_REDUCE (C++ enumerator) roq::ExecutionInstruction::type_t::PARTICIPATE_DO_NOT_INITIATE (C++ enumerator) roq::ExecutionInstruction::type_t::UNDEFINED (C++ enumerator) roq::Fatal (C++ class) roq::FileDoesNotExist (C++ class) roq::Fill (C++ struct) roq::Fill::external_trade_id (C++ member) roq::Fill::gateway_trade_id (C++ member) roq::Fill::price (C++ member) roq::Fill::quantity (C++ member) roq::Fill::trade_id (C++ member) roq::FundsUpdate (C++ struct) roq::FundsUpdate::account (C++ member) roq::FundsUpdate::balance (C++ member) roq::FundsUpdate::currency (C++ member) roq::FundsUpdate::external_account (C++ member) roq::FundsUpdate::hold (C++ member) roq::FundsUpdate::stream_id (C++ member) roq::GatewayStatus (C++ struct) roq::Generator (C++ class) roq::Generator::dispatch (C++ function) roq::Generator::Dispatcher (C++ class) roq::Generator::Dispatcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9] roq::Generator::fetch (C++ function) roq::Generator::~Generator (C++ function) 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::Logger (C++ struct) roq::Logger::initialize (C++ function) roq::Logger::shutdown (C++ function) roq::MarketByOrderUpdate (C++ struct) roq::MarketByOrderUpdate::asks (C++ member) roq::MarketByOrderUpdate::bids (C++ member) roq::MarketByOrderUpdate::exchange (C++ member) roq::MarketByOrderUpdate::exchange_time_utc (C++ member) roq::MarketByOrderUpdate::snapshot (C++ member) roq::MarketByOrderUpdate::stream_id (C++ member) roq::MarketByOrderUpdate::symbol (C++ member) roq::MarketByPriceUpdate (C++ struct) roq::MarketByPriceUpdate::asks (C++ member) roq::MarketByPriceUpdate::bids (C++ member) roq::MarketByPriceUpdate::exchange (C++ member) roq::MarketByPriceUpdate::exchange_time_utc (C++ member) roq::MarketByPriceUpdate::snapshot (C++ member) roq::MarketByPriceUpdate::stream_id (C++ member) roq::MarketByPriceUpdate::symbol (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++ class) roq::Matcher::dispatch (C++ function) roq::Matcher::Dispatcher (C++ class) roq::Matcher::Dispatcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15] roq::Matcher::operator() (C++ function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13] 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::remaining_quantity (C++ member) roq::MBPUpdate (C++ struct) roq::MBPUpdate::price (C++ member) roq::MBPUpdate::quantity (C++ member) 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++ class) 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++ class) 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++ class) 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::order_id (C++ member) roq::ModifyOrder::price (C++ member) roq::ModifyOrder::quantity (C++ member) roq::NetworkError (C++ class) roq::NotConnected (C++ class) roq::OptionType (C++ struct) roq::OptionType::type_t (C++ enum) roq::OptionType::type_t::CALL (C++ enumerator) roq::OptionType::type_t::PUT (C++ enumerator) roq::OptionType::type_t::UNDEFINED (C++ enumerator) roq::OrderAck (C++ struct) roq::OrderAck::account (C++ member) roq::OrderAck::error (C++ member) roq::OrderAck::external_account (C++ member) roq::OrderAck::external_order_id (C++ member) roq::OrderAck::gateway_order_id (C++ member)

roq::OrderAck::order_id (C++ member) roq::OrderAck::origin (C++ member) roq::OrderAck::request_id (C++ member) roq::OrderAck::status (C++ member) roq::OrderAck::stream_id (C++ member) roq::OrderAck::text (C++ member) roq::OrderAck::type (C++ member) roq::OrderNotLive (C++ class) roq::OrderStatus (C++ struct) roq::OrderStatus::type_t (C++ enum) roq::OrderStatus::type_t::ACCEPTED (C++ enumerator) roq::OrderStatus::type_t::CANCELED (C++ enumerator) roq::OrderStatus::type_t::COMPLETED (C++ enumerator) roq::OrderStatus::type_t::PENDING (C++ enumerator) roq::OrderStatus::type_t::REJECTED (C++ enumerator) roq::OrderStatus::type_t::SENT (C++ enumerator) roq::OrderStatus::type_t::UNDEFINED (C++ enumerator) roq::OrderStatus::type_t::WORKING (C++ enumerator) roq::OrderType (C++ struct) roq::OrderType::type_t (C++ enum) roq::OrderType::type_t::LIMIT (C++ enumerator) roq::OrderType::type_t::MARKET (C++ enumerator) roq::OrderType::type_t::UNDEFINED (C++ enumerator) roq::OrderUpdate (C++ struct) roq::OrderUpdate::account (C++ member) roq::OrderUpdate::create_time_utc (C++ member) roq::OrderUpdate::exchange (C++ member) roq::OrderUpdate::external_account (C++ member) roq::OrderUpdate::external_order_id (C++ member) roq::OrderUpdate::gateway_order_id (C++ member) roq::OrderUpdate::order_id (C++ member) roq::OrderUpdate::order_template (C++ member) roq::OrderUpdate::position_effect (C++ member) roq::OrderUpdate::price (C++ member) roq::OrderUpdate::remaining_quantity (C++ member) roq::OrderUpdate::side (C++ member) roq::OrderUpdate::status (C++ member) roq::OrderUpdate::stream_id (C++ member) roq::OrderUpdate::symbol (C++ member) roq::OrderUpdate::traded_quantity (C++ member) roq::OrderUpdate::update_time_utc (C++ member) roq::OrderUpdateAction (C++ struct) roq::OrderUpdateAction::type_t (C++ enum) roq::OrderUpdateAction::type_t::MODIFY (C++ enumerator) roq::OrderUpdateAction::type_t::NEW (C++ enumerator) roq::OrderUpdateAction::type_t::REMOVE (C++ enumerator) roq::OrderUpdateAction::type_t::UNDEFINED (C++ enumerator) roq::Origin (C++ struct) roq::Origin::type_t (C++ enum) roq::Origin::type_t::BROKER (C++ enumerator) roq::Origin::type_t::CLIENT (C++ enumerator) roq::Origin::type_t::EXCHANGE (C++ enumerator) roq::Origin::type_t::GATEWAY (C++ enumerator) roq::Origin::type_t::UNDEFINED (C++ enumerator) roq::PermissionDenied (C++ class) roq::PositionEffect (C++ struct) roq::PositionEffect::type_t (C++ enum) roq::PositionEffect::type_t::CLOSE (C++ enumerator) roq::PositionEffect::type_t::OPEN (C++ enumerator) roq::PositionEffect::type_t::UNDEFINED (C++ enumerator) roq::PositionUpdate (C++ struct) roq::PositionUpdate::account (C++ member) roq::PositionUpdate::exchange (C++ member) roq::PositionUpdate::external_account (C++ member) roq::PositionUpdate::last_trade_id (C++ member) roq::PositionUpdate::position (C++ member) roq::PositionUpdate::position_cost (C++ member) roq::PositionUpdate::position_cost_yesterday (C++ member) roq::PositionUpdate::position_yesterday (C++ member) roq::PositionUpdate::side (C++ member) roq::PositionUpdate::stream_id (C++ member) roq::PositionUpdate::symbol (C++ member) roq::ReferenceData (C++ struct) roq::ReferenceData::commission_currency (C++ member) roq::ReferenceData::currency (C++ member) roq::ReferenceData::description (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::min_trade_vol (C++ member) roq::ReferenceData::multiplier (C++ member) roq::ReferenceData::option_type (C++ member) roq::ReferenceData::security_type (C++ member) roq::ReferenceData::settlement_currency (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::underlying (C++ member) roq::RequestStatus (C++ struct) roq::RequestStatus::type_t (C++ enum) roq::RequestStatus::type_t::ACCEPTED (C++ enumerator) roq::RequestStatus::type_t::FORWARDED (C++ enumerator) roq::RequestStatus::type_t::REJECTED (C++ enumerator) roq::RequestStatus::type_t::TIMEOUT (C++ enumerator) roq::RequestStatus::type_t::UNDEFINED (C++ enumerator) roq::RequestType (C++ struct) roq::RequestType::type_t (C++ enum) roq::RequestType::type_t::CANCEL_ORDER (C++ enumerator) roq::RequestType::type_t::CREATE_ORDER (C++ enumerator) roq::RequestType::type_t::MODIFY_ORDER (C++ enumerator) roq::RequestType::type_t::UNDEFINED (C++ enumerator) roq::RuntimeError (C++ class) roq::SecurityType (C++ struct) roq::SecurityType::type_t (C++ enum) roq::SecurityType::type_t::FUTURES (C++ enumerator) roq::SecurityType::type_t::OPTION (C++ enumerator) roq::SecurityType::type_t::SPOT (C++ enumerator) roq::SecurityType::type_t::UNDEFINED (C++ enumerator) roq::Service (C++ class) roq::Service::run (C++ function) roq::SessionError (C++ class) roq::Side (C++ struct) roq::Side::type_t (C++ enum) roq::Side::type_t::BUY (C++ enumerator) roq::Side::type_t::SELL (C++ enumerator) roq::Side::type_t::UNDEFINED (C++ enumerator) roq::Start (C++ struct) roq::Statistics (C++ struct) roq::Statistics::type (C++ member) roq::Statistics::value (C++ member) roq::StatisticsType (C++ struct) roq::StatisticsType::type_t (C++ enum) roq::StatisticsType::type_t::CLOSE_PRICE (C++ enumerator) roq::StatisticsType::type_t::HIGHEST_TRADED_PRICE (C++ enumerator) roq::StatisticsType::type_t::INDEX_VALUE (C++ enumerator) roq::StatisticsType::type_t::LOWER_LIMIT_PRICE (C++ enumerator) roq::StatisticsType::type_t::LOWEST_TRADED_PRICE (C++ enumerator) roq::StatisticsType::type_t::MARGIN_RATE (C++ enumerator) roq::StatisticsType::type_t::OPEN_INTEREST (C++ enumerator) roq::StatisticsType::type_t::OPEN_PRICE (C++ enumerator) roq::StatisticsType::type_t::PRE_CLOSE_PRICE (C++ enumerator) roq::StatisticsType::type_t::PRE_OPEN_INTEREST (C++ enumerator) roq::StatisticsType::type_t::PRE_SETTLEMENT_PRICE (C++ enumerator) roq::StatisticsType::type_t::SETTLEMENT_PRICE (C++ enumerator) roq::StatisticsType::type_t::UNDEFINED (C++ enumerator) roq::StatisticsType::type_t::UPPER_LIMIT_PRICE (C++ enumerator) roq::StatisticsUpdate (C++ struct) roq::StatisticsUpdate::exchange (C++ member) roq::StatisticsUpdate::exchange_time_utc (C++ member) roq::StatisticsUpdate::snapshot (C++ member) roq::StatisticsUpdate::statistics (C++ member) roq::StatisticsUpdate::stream_id (C++ member) roq::StatisticsUpdate::symbol (C++ member) roq::Stop (C++ struct) roq::TimedOut (C++ class) roq::TimeInForce (C++ struct) roq::TimeInForce::type_t (C++ enum) roq::TimeInForce::type_t::FOK (C++ enumerator) roq::TimeInForce::type_t::GFD (C++ enumerator) roq::TimeInForce::type_t::GTC (C++ enumerator) roq::TimeInForce::type_t::IOC (C++ enumerator) roq::TimeInForce::type_t::UNDEFINED (C++ enumerator) roq::Timer (C++ struct) roq::Timer::now (C++ member) roq::Tool (C++ class) roq::Tool::run (C++ function) roq::TopOfBook (C++ struct) roq::TopOfBook::exchange (C++ member) roq::TopOfBook::exchange_time_utc (C++ member) roq::TopOfBook::layer (C++ member) roq::TopOfBook::snapshot (C++ member) roq::TopOfBook::stream_id (C++ member) roq::TopOfBook::symbol (C++ member) roq::Trade (C++ struct) roq::Trade::price (C++ member) roq::Trade::quantity (C++ member) roq::Trade::side (C++ member) roq::Trade::trade_id (C++ member) roq::TradeSummary (C++ struct) roq::TradeSummary::exchange (C++ member) roq::TradeSummary::exchange_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::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::gateway_order_id (C++ member) roq::TradeUpdate::order_id (C++ member) roq::TradeUpdate::order_template (C++ member) roq::TradeUpdate::position_effect (C++ member) roq::TradeUpdate::side (C++ member) roq::TradeUpdate::stream_id (C++ member) roq::TradeUpdate::symbol (C++ member) roq::TradeUpdate::update_time_utc (C++ member) roq::TradingStatus (C++ struct) roq::TradingStatus::type_t (C++ enum) roq::TradingStatus::type_t::CLOSED (C++ enumerator) roq::TradingStatus::type_t::OPEN (C++ enumerator) roq::TradingStatus::type_t::UNDEFINED (C++ enumerator) roq::TransportError (C++ class) roq::utils::invert (C++ function) roq::utils::is_order_complete (C++ function) roq::utils::is_request_complete (C++ function) roq::utils::price_from_side (C++ function) roq::utils::sign (C++ function)