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Contents

Introduction
- Overview
- Gateways
- Roadmap
- Contact
Tutorials
- Conda
- Gateways
- Deployment
- Data
  - ClickHouse
- Development
  - C++
    - Basic
    - Advanced
  - CLion
  - VSCode
- PCAP
Reference
- Gateways
- Clients
- Deployment
- Development
  - C++
    - roq-api
      - Client
      - Exceptions
      - Metrics
      - Tools
      - Utilities
      - Connected
      - Disconnected
      - Start
      - Stop
      - Timer
      - AddRoutes
      - BatchBegin
      - BatchEnd
      - CancelAllOrders
      - CancelAllOrdersAck
      - CancelOrder
      - CancelQuotes
      - CreateOrder
      - CustomMatrix
      - CustomMatrixUpdate
      - CustomMetrics
      - CustomMetricsUpdate
      - DownloadBegin
      - DownloadEnd
      - ExternalLatency
      - FundsUpdate
      - GatewaySettings
      - GatewayStatus
      - MarketByOrderUpdate
      - MarketByPriceUpdate
      - MarketStatus
      - MassQuote
      - ModifyOrder
      - OrderAck
      - OrderUpdate
      - ParametersUpdate
      - Portfolio
      - PortfolioUpdate
      - PositionUpdate
      - RateLimitsUpdate
      - RateLimitTrigger
      - Ready
      - ReferenceData
      - RemoveRoutes
      - RiskLimits
      - RiskLimitsUpdate
      - RouteAck
      - StatisticsUpdate
      - StreamStatus
      - Subscribe
      - TimeSeriesUpdate
      - TopOfBook
      - TradeSummary
      - TradeUpdate
      - Bar
      - Fill
      - Layer
      - MBOUpdate
      - MBPUpdate
      - Measurement
      - Parameter
      - Position
      - RiskLimit
      - RateLimit
      - Route
      - Statistics
      - Trade
      - Event
      - MessageInfo
      - Trace
      - TraceInfo
      - Mask
      - String
      - BufferCapacity
      - Category
      - ConnectionStatus
      - Encoding
      - Error
      - ExecutionInstruction
      - Filter
      - Liquidity
      - MarginMode
      - OptionType
      - OrderCancelPolicy
      - OrderManagement
      - OrderStatus
      - OrderType
      - Origin
      - PositionEffect
      - Precision
      - Priority
      - Protocol
      - RateLimitType
      - RequestIdType
      - RequestStatus
      - RequestType
      - RouteRequestStatus
      - SecurityType
      - Side
      - StatisticsType
      - SupportType
      - TimeInForce
      - TradingStatus
      - Transport
      - UpdateAction
      - UpdateReason
      - UpdateType
    - roq-algo
      - strategy
        
        Config
      - Matcher
        
        Config
        
        Factory
        
        Type
      - Reporter
        
        Factory
        
        Type
        
        OutputType
      - Factory
      - simulator
        
        Config
        
        Source
      - OrderCache
      - MarketData
      - PositionTracker
      - TimeChecker
      - Arbitrage
    - roq-client
    - roq-logging
    - roq-utils
      - checksum
        
        CRC32
      - codec
        
        Base64
        
        Hex
      - hash
        
        SHA1
        
        SHA256
        
        SHA512
      - mac
        
        HMAC
      - metrics
        
        Counter
        
        Gauge
        
        Histogram
        
        Writer
      - regex
        
        Pattern
      - text
        
        Writer
    - roq-fix
    - roq-codec
      - sbe
        
        Decoder
        
        Encoder
      - udp
        
        Decoder
        
        Encoder
        
        Header
      - fbs
        
        Decoder
        
        Encoder
    - roq-market
      - mbp
        
        Factory
        
        Sequencer
      - mbo
        
        Factory
        
        Sequencer
    - roq-io
      - engine
        
        ContextFactory
      - fs
        
        Directory
        
        File
        
        SharedMemory
        
        FileType
        
        Flags
        
        Mode
      - ipc
        
        Connection
        
        Listener
      - memory
        
        Buffer
        
        Mapping
        
        Flags
        
        Protections
      - net
        
        tcp
        
        Connection
        
        Listener
        
        udp
        
        Receiver
        
        Sender
        
        ConnectionFactory
        
        Connection
        
        ConnectionManager
        
        ReorderBuffer
      - sys
        
        Signal
        
        Timer
      - web
        
        URI
      - Context
      - Receiver
      - Sender
      - FileDescriptor
      - NetworkAddress
      - Buffer
    - roq-web
      - http
        
        Accept
        
        Category
        
        Connection
        
        ContentType
        
        Header
        
        Method
        
        Status
      - rest
        
        Client
        
        Headers
        
        Request
        
        Response
        
        Server
      - socket
        
        Client
        
        Server
    - roq-cache
  - Python
- Design
  - Statistics
  - Order Book
  - Order Management
  - Request Management
  - Position Management
  - Risk Management
  - Auto Cancel
  - Rate Limiter
  - Simulation
  - ClOrdID
  - Reference Data
  - Profit & Loss
  - Funds
  - Time-Series
  - Journal
  - Latency
  - Drop-Copy
  - Metrics
  - Query Interface
  - Parameters
  - Service Management
  - Control
  - FIX
  - FlatBuffers
  - JSON
  - Native
  - UDP
  - SBE
  - Download
  - License Management
  - Distribution
  - Subscription
- Third-party
  - Abseil C++
  - base64
  - Benchmark
  - brotli
  - c-ares
  - Catch2
  - ctre
  - expat
  - fast_float
  - FlatBuffers
  - {fmt}
  - FTXUI
  - http-parser
  - libevent
  - liburing
  - libsodium
  - magic_enum
  - OpenSSL
  - range-v3
  - re2
  - spdlog
  - toml++
  - unordered_dense
  - zlib-ng
  - Conda
  - conda-forge
  - ClickHouse
  - Prometheus
  - Grafana
Blogs
Releases
Benchmarks

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MarketDataSnapshotFullRefresh¶

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Last updated on 2025-03-08