Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 123]

API2
COMMON
MarketDepthWrapper	Will store Bid Ask Price at particular level
MarketDataWrapper	Will contain the Snapshot/TBT Market Data
InstrumentPosition	The InstrumentPosition struct Provides the basic information like Open Qty, OpenSide, Traded Quantity in Buy/Sell Side, Average traded Price in Buy/Sell Side, Booked and Mark-To-Market Profit and loss
Instrument	Provides all the information about Market Instrument
OhlcQuote	The OhlcQuote class
TradeTick	The TradeTick struct
MktData	The MktData class, The wrapper class for getting Market Feed for both Snapshot and Tick-By-Tick
KeyValue	The KeyValue struct
UserParamsReader	The UserParamsReader class
UnknownTypeException	The UnknownTypeException struct
DuplicateKeyException	The DuplicateKeyException struct
MarketDataSubscriptionFailedException	The MarketDataSubscriptionFailedException struct
UserParams	The API2_UserParams class
BaseType	The BaseType class
DerivedType	The DerivedType class
AbstractUserParams	The AbstractUserParams class
StrategyParameters	Basic Strategy Parameters, StrategyId and ClientId. Stratgy Parameters are provided by StrategyParameters::getInfo()
SGContext	The main class to be inherited for creating a new Strategy
DebugLog	The DebugLog class
OrderBook	The OrderBook struct
SymbolStaticData	The API_SymbolStaticData struct
AccountDetail
OrderConfirmation	Exchange Order Confirmation Message data
SingleOrder	The SingleOrder class. This wrapper is used for sending Single Leg Orders. Usage: Create an object for This using API2::SGContext::createNewOrder
SpreadOrder
SharedUtilities	The SharedUtilities class