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OnixS C++ CME Market Data Handler
2.56.0.0
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OnixS C++ CME Market Data Handler
2.56.0.0
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Notifies about the processing of the market data FIX messages. More...
Public Member Functions | |
| virtual void | onProcessingBegin (const Message &message, const ChannelId &channelId)=0 |
| Is called before the processing of the source FIX message. | |
| virtual void | onProcessingEnd (const Message &message, const ChannelId &channelId)=0 |
| Is called after the processing of the source FIX message. | |
| virtual void | onProcessingSuspended (const ChannelId &channelId)=0 |
| Is called when no data is coming during a reasonable period of time. More... | |
Notifies about the processing of the market data FIX messages.
For example, it could be used to to know when all the book changes within a “Market Data Incremental Refresh” (X) message have been received before actions on them are taken.
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pure virtual |
Is called when no data is coming during a reasonable period of time.
Since the moment of call previously obtained data and thus all books built from that data must be considered as outdated. Further call of any of book-related events (change, update, reset) makes a particular book as up-to-date.