| CAuthToken | Authorization token and encapsulates information about the authorization scheme and its associated value |
| CCandleSymbol | Symbol that should be used with DXFeedSubscription class to subscribe for Candle events |
| ▼CCandleSymbolAttribute | Attribute of the CandleSymbol |
| CCandleAlignment | Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time |
| CCandleExchange | Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the candles |
| CCandlePeriod | Period attribute of CandleSymbol defines aggregation period of the candles |
| CCandlePrice | Price type attribute of CandleSymbol defines price that is used to build the candles |
| CCandlePriceLevel | Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to price interval |
| CCandleSession | Session attribute of CandleSymbol defines trading that is used to build the candles |
| CCandleType | Type of the candle aggregation period constitutes CandlePeriod type together its actual value |
| CCommonPromiseMixin< P > | Mixin for wrapping calls to common promise methods |
| ▼CCommonPromiseMixin< Promise< std::shared_ptr< E > > > | |
| CPromise< std::shared_ptr< E > > | Result of an event receiving that will be completed normally or exceptionally in the future |
| ▼CCommonPromiseMixin< Promise< std::vector< std::shared_ptr< E > > > > | |
| CPromise< std::vector< std::shared_ptr< E > > > | Result of an collection of events receiving that will be completed normally or exceptionally in the future |
| ▼CCommonPromiseMixin< Promise< void > > | |
| CPromise< void > | Result of an void receiving that will be completed normally or exceptionally in the future |
| CDay | Day represents a continuous period of time approximately 24 hours long |
| CDayFilter | A filter for days used by various search methods |
| CDirection | Direction of the price movement |
| Cdxfc_dxendpoint_property_t | The simple key-value structure that represents an endpoint's property |
| ▼CEntity | Base abstract class for all dxFeed C++ API entities |
| ►CSharedEntity | Base abstract "shared entity" class. Has some helpers for dynamic polymorphism |
| ►CRequireMakeShared< DXEndpoint > | |
| CDXEndpoint | Manages network connections to feed or publisher |
| ►CRequireMakeShared< Builder > | |
| CDXEndpoint::Builder | Builder class for DXEndpoint that supports additional configuration properties |
| CIndexedTxModel< E >::Builder | A builder class for creating an instance of IndexedTxModel |
| CTimeSeriesTxModel< E >::Builder | A builder class for creating an instance of TimeSeriesTxModel |
| ►CRequireMakeShared< DXFeedSubscription > | |
| CDXFeedSubscription | Subscription for a set of symbols and event types |
| CRequireMakeShared< DXPublisherObservableSubscription > | |
| CRequireMakeShared< InPlaceExecutor > | |
| ►CRequireMakeShared< IndexedTxModel< E > > | |
| CIndexedTxModel< O > | |
| CIndexedTxModel< E > | An incremental model for indexed events |
| ►CRequireMakeShared< IndexedTxModelListener< E > > | |
| CIndexedTxModelListener< E > | The listener for receiving indexed events with the specified type from the IndexedTxModel |
| ►CRequireMakeShared< InstrumentProfile > | |
| CInstrumentProfile | Represents basic profile information about market instrument |
| ►CRequireMakeShared< MarketDepthModel< O > > | |
| CMarketDepthModel< O > | Represents a model for market depth, tracking buy and sell orders and notifies listener of changes in the order book |
| ►CRequireMakeShared< MarketDepthModelListener< O > > | |
| CMarketDepthModelListener< O > | Invoked when the order book is changed |
| CRequireMakeShared< ObservableSubscriptionChangeListener > | |
| ►CRequireMakeShared< TimeSeriesTxModel< E > > | |
| CTimeSeriesTxModel< E > | An incremental model for time-series events |
| ►CRequireMakeShared< TimeSeriesTxModelListener< E > > | |
| CTimeSeriesTxModelListener< E > | The listener for receiving time series events with the specified type from the TimeSeriesTxModel |
| CDXFeed | Main entry class for dxFeed API (read it first) |
| CDXPublisher | Provides API for publishing of events to local or remote DXFeed |
| ►CEventType | Marks all event types that can be received via dxFeed API |
| ►CEventTypeWithSymbol< CandleSymbol > | |
| CCandle | Candle event with open, high, low, close prices and other information for a specific period |
| ►CEventTypeWithSymbol< std::string > | |
| ►CMarketEvent | Base class for all market events |
| CGreeks | Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks |
| COptionSale | Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying |
| ►COrderBase | Base class for common fields of Order, AnalyticOrder and SpreadOrder events |
| ►COrder | Order event is a snapshot for a full available market depth for a symbol |
| CAnalyticOrder | Represents an extension of Order introducing analytic information, e.g |
| COtcMarketsOrder | Represents an extension of Order for the symbols traded on the OTC Markets |
| CSpreadOrder | Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol |
| CProfile | Profile information snapshot that contains security instrument description |
| CQuote | Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote |
| CSeries | Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market |
| CSummary | Summary information snapshot about the trading session including session highs, lows, etc |
| CTheoPrice | Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation |
| CTimeAndSale | Time and Sale represents a trade or other market event with price, like market open/close price, etc |
| ►CTradeBase | Base class for common fields of Trade} and TradeETH events |
| CTrade | Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume and day turnover |
| CTradeETH | TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended trading hours day volume and day turnover |
| CUnderlying | Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market |
| CMessage | Message event with application-specific attachment |
| CEventTypeWithSymbol< Symbol > | Event type parametrized by a symbol |
| CInstrumentProfileCollector | Collects instrument profile updates and provides the live list of instrument profiles |
| CInstrumentProfileConnection | Connects to an instrument profile URL and reads instrument profiles with support of streaming live updates |
| COnDemandService | Provides on-demand historical tick data replay controls |
| CRequireMakeShared< T > | A helper class needed to construct smart pointers to objects, and does not allow explicit construction of objects |
| CEventFlag | |
| CEventFlagsMask | The event flags' mask (a set of bit flags) |
| CEventPromiseMixin< E, P > | Mixin for wrapping Promise method calls for a single event |
| ▼CEventPromiseMixin< E, Promise< std::shared_ptr< E > > > | |
| CPromise< std::shared_ptr< E > > | Result of an event receiving that will be completed normally or exceptionally in the future |
| CEventSourceWrapper | A helper wrapper class needed to pass heterogeneous event sources using a container and convert them to internal Graal representation |
| CEventTypeEnum | The enumeration type that provides additional information about the dxFeed Graal C++-API event type |
| ▼Cstd::exception | STL class |
| ►Cstd::runtime_error | STL class |
| ►CRuntimeException | A runtime axception with stacktrace |
| CGraalException | The wrapper over CEntryPointErrorsEnum, the error code returned by GraalVM |
| CInvalidArgumentException | Thrown to indicate that a method has been passed an illegal or inappropriate argument |
| CJavaException | A wrapper over the interceptable Java exceptions thrown by the dxFeed Native Graal SDK |
| ▼CFilteredSubscriptionSymbol | This marker interface marks subscription symbol classes (like TimeSeriesSubscriptionSymbol) that attach "filters" to the actual symbols |
| CTimeSeriesSubscriptionSymbol | Represents subscription to time-series of events |
| CHandler< Signature > | A thread-safe class that allows to asynchronously notify listeners with a given signature |
| CHandler< void(ArgTypes...)> | A thread-safe class that allows to asynchronously notify listeners with a given signature |
| CIcebergType | Type of an iceberg order |
| ▼CIndexedEvent | Represents an indexed collection of up-to-date information about some condition or state of an external entity that updates in real-time |
| COptionSale | Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying |
| COrderBase | Base class for common fields of Order, AnalyticOrder and SpreadOrder events |
| CSeries | Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market |
| ►CTimeSeriesEvent | Represents time-series snapshots of some process that is evolving in time or actual events in some external system that have an associated time stamp and can be uniquely identified |
| CCandle | Candle event with open, high, low, close prices and other information for a specific period |
| CGreeks | Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks |
| CTheoPrice | Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation |
| CTimeAndSale | Time and Sale represents a trade or other market event with price, like market open/close price, etc |
| CUnderlying | Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market |
| ▼CIndexedEventSource | Source identifier for IndexedEvent |
| COrderSource | Identifies source of Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder events |
| ▼CIndexedEventSubscriptionSymbol | Represents subscription to a specific source of indexed events |
| CTimeSeriesSubscriptionSymbol | Represents subscription to time-series of events |
| CInstrumentProfileType | Defines standard types of InstrumentProfile |
| CIterableInstrumentProfile | A wrapper around Java Iterator for InstrumentProfile |
| ▼CLastingEvent | Represents up-to-date information about some condition or state of an external entity that updates in real-time |
| CCandle | Candle event with open, high, low, close prices and other information for a specific period |
| CGreeks | Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks |
| CProfile | Profile information snapshot that contains security instrument description |
| CQuote | Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote |
| CSummary | Summary information snapshot about the trading session including session highs, lows, etc |
| CTheoPrice | Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation |
| CTradeBase | Base class for common fields of Trade} and TradeETH events |
| CUnderlying | Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market |
| CLogging | A class of utility methods for managing the logging mechanism |
| CMarketEventSymbols | Helper class to compose and parse symbols for market events |
| ▼CObservableSubscription | Observable set of subscription symbols |
| CDXFeedSubscription | Subscription for a set of symbols and event types |
| COrderAction | Action enum for the Full Order Book (FOB) Orders |
| COtcMarketsPriceType | Type of prices on the OTC Markets |
| CPriceType | Type of the price value |
| CPromise< T > | Result of a computation that will be completed normally or exceptionally in the future |
| CPromiseList< E > | A list of event receiving results that will be completed normally or exceptionally in the future |
| CPromises | Utility methods to manipulate promises |
| CSchedule | Schedule class provides API to retrieve and explore trading schedules of different exchanges and different classes of financial instruments |
| CScope | Scope of an order |
| CSession | Session represents a continuous period of time during which apply same rules regarding trading activity |
| CSessionFilter | A filter for sessions used by various search methods |
| CSessionType | Defines type of session - what kind of trading activity is allowed (if any), what rules are used, what impact on daily trading statistics it has, etc |
| CShortSaleRestriction | Short sale restriction on an instrument |
| CSide | Side of an order or a trade |
| CSimpleHandler< Signature > | A thread-safe class that allows to asynchronously notify listeners with a given signature |
| CSimpleHandler< void()> | |
| CSimpleHandler< void(ArgTypes...)> | A thread-safe class that allows to asynchronously notify listeners with a given signature |
| CSimpleHandler< void(const IndexedEventSource &, const std::vector< std::shared_ptr< EventType > > &, bool)> | |
| CSimpleHandler< void(const std::unordered_set< SymbolWrapper > &symbols)> | |
| CSimpleHandler< void(const std::vector< std::shared_ptr< EventType > > &)> | |
| CSimpleHandler< void(const std::vector< std::shared_ptr< InstrumentProfile > > &)> | |
| CSimpleHandler< void(Level, std::int64_t, const std::string &, std::int64_t, const std::string &, const std::string &)> | |
| CSimpleHandler< void(State, State)> | |
| CMarketDepthModel< O >::SortedOrderSet< Less > | Represents a set of orders, sorted by a comparator |
| CMarketDepthModel< O >::SortedOrderSet< BuyLess > | |
| CMarketDepthModel< O >::SortedOrderSet< SellLess > | |
| CStringHash | Universal functional object that allows searching std::unordered_map for string-like keys |
| CStringLikeWrapper | A simple wrapper around strings or something similar to strings to reduce the amount of code for methods that take strings as input |
| CStringSymbol | A helper wrapper class needed to pass heterogeneous string symbols using a container and convert them to internal Graal representation |
| CSymbolWrapper | A helper wrapper class needed to pass heterogeneous symbols using a container and convert them to internal Graal representation |
| CSystem | A class that allows to set JVM system properties and get the values of JVM system properties |
| CTimeAndSaleType | Type of a time and sale event |
| CTimeFormat | Utility class for parsing and formatting dates and times in ISO-compatible format |
| CTimePeriod | Value class for period of time with support for ISO8601 duration format |
| CTradingStatus | Trading status of an instrument |
| CVoidPromiseMixin< P > | Mixin for wrapping Promise method calls for a void |
| ▼CVoidPromiseMixin< Promise< void > > | |
| CPromise< void > | Result of an void receiving that will be completed normally or exceptionally in the future |
| CWildcardSymbol | Represents [wildcard] subscription to all events of the specific event type |
1.12.0