Current Market listener. More...
Public Member Functions | |
virtual void | onAddedSecurityDefinition (const SecurityDefinition &definition, const DataSource &dataSource)=0 |
Is called when security definition message is received. | |
virtual void | onMarketDataRefresh (const MarketDataRefresh &refresh, const DataSource &dataSource)=0 |
Is called when current market refresh message is received. | |
virtual void | onCurrentMarketUpdate (const CurrentMarketUpdate &update, const DataSource &dataSource)=0 |
Is called when current market update message is received. | |
virtual void | onTicker (const Ticker &ticker, const DataSource &dataSource)=0 |
Is called when ticker message is received. | |
virtual void | onEop (const Eop &eop, const DataSource &dataSource)=0 |
Is called when EOP message is received. | |
virtual void | onCurrentMarketInvalidated (UInt32 securityId)=0 |
Is called when the market data invalid because of the message gap. | |
virtual void | onRecapUpdate (const RecapUpdate &recapUpdate, const DataSource &dataSource)=0 |
Is called when RecapUpdate message is received. | |
virtual void | onIndexValue (const IndexValue &indexValue, const DataSource &dataSource)=0 |
Is called when IndexValue message is received. | |
Protected Member Functions | |
virtual | ~CurrentMarketListener () |
Destructor. |
Current Market listener.