OnixS C++ CME Market Data Handler  2.56.0.0
Public Member Functions | List of all members
SecurityDefinitionListener Class Referenceabstract

Security Definition listener. More...

Public Member Functions

virtual void onSecurityDefinition (const SecurityDefinition &definition, const ChannelId &channelId)=0
 Is called when a new Security Definition (35=d) FIX message is received. More...
 
virtual void onSecurityDefinitionDeleted (SecurityId securityId, const ChannelId &channelId)=0
 Is called when Dynamic User Defined Spread (UDS) instrument is deleted. More...
 
virtual void onSecurityDefinitionsRecoveryStarted (const ChannelId &channelId)=0
 Is called when Security Definition (35=d) FIX messages are expected for reception. More...
 
virtual void onSecurityDefinitionsRecoveryFinished (const ChannelId &channelId)=0
 Is called when all Security Definition (35=d) FIX message are received or re-played. More...
 

Detailed Description

Security Definition listener.

Member Function Documentation

virtual void onSecurityDefinition ( const SecurityDefinition definition,
const ChannelId channelId 
)
pure virtual

Is called when a new Security Definition (35=d) FIX message is received.

virtual void onSecurityDefinitionDeleted ( SecurityId  securityId,
const ChannelId channelId 
)
pure virtual

Is called when Dynamic User Defined Spread (UDS) instrument is deleted.

virtual void onSecurityDefinitionsRecoveryFinished ( const ChannelId channelId)
pure virtual

Is called when all Security Definition (35=d) FIX message are received or re-played.

virtual void onSecurityDefinitionsRecoveryStarted ( const ChannelId channelId)
pure virtual

Is called when Security Definition (35=d) FIX messages are expected for reception.