IExchangeListener Class Reference

Listener for Exchange events. More...

List of all members.

Public Member Functions
virtual void	onContractAvailability (Handler &handler, const ContractAvailability &response)=0
	The Contract Availability message is used to notify users of which contracts are currently available for trading.
virtual void	onCancelNotificationList (Handler &handler, const CancelNotificationList &response)=0
	The Cancel Notification List message is used to notify users when orders have been cancelled.
virtual void	onExecuteReport (Handler &handler, const ExecutionReport &response)=0
	Called when order executed.
virtual void	onOrderAck (Handler &handler, const OrderAck &response)=0
	Called on order confirmation event.
virtual void	onOrderMassCancelReport (Handler &handler, const OrderMassCancelReport &response)=0
	The Order Mass Cancel Report message is used to respond to a Client's Order Mass Cancel Request.
virtual void	onOrderCancelReject (Handler &handler, const OrderCancelReject &response)=0
	Called when Exchange reject order cancellation.
virtual void	onSecurityDefinition (Handler &handler, const SecurityDefinition &response)=0
	The Security Definition message is used to respond to the Client's Security Definition Request.
virtual void	onQuoteRequestReject (Handler &handler, const QuoteRequestReject &response)=0
	The Quote Request Reject message is used to respond to the Client's Quote Request that has not succeeded.
virtual void	onUserNotification (Handler &handler, const UserNotification &response)=0
	The User Notification message is used by the Exchange to send a message to an ITM. It is also used to change a user's connectivity.
virtual void	onStockOrderRoutingResponse (Handler &handler, const StockOrderRoutingResponse &response)=0
	The Stock Order Response message is used to indicate whether a Client's Stock Order Request message has been passed on to the recipient.
virtual void	onListStatus (Handler &handler, const ListStatus &response)=0
	List Status is used to respond to New Order List (E), Order Revision List (UA) and Order Cancel List (UB) messages to indicate that the entire messages have been rejected.
virtual	~IExchangeListener ()
	Destructor.

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Detailed Description

Listener for Exchange events.