OnixS C++ CME MDP Conflated TCP Handler  1.3.1
API Documentation
Public Member Functions | List of all members
MarketDataListener Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/MarketDataListener.h>

Public Member Functions

virtual void onInstrumentDefinitionFixedIncome (const InstrumentDefinitionFixedIncome57 &, Session *)
 
virtual void onInstrumentDefinitionRepo (const InstrumentDefinitionRepo58 &, Session *)
 
virtual void onSnapshotRefreshTopOrders (const SnapshotRefreshTopOrders59 &, Session *)
 
virtual void onSecurityStatusWorkup (const SecurityStatusWorkup60 &, Session *)
 
virtual void onSnapshotFullRefreshTCP (const SnapshotFullRefreshTCP61 &, Session *)
 
virtual void onCollateralMarketValue (const CollateralMarketValue62 &, Session *)
 
virtual void onInstrumentDefinitionFX (const InstrumentDefinitionFX63 &, Session *)
 
virtual void onIncrementalRefreshBookLongQty (const IncrementalRefreshBookLongQty64 &, Session *)
 
virtual void onIncrementalRefreshTradeSummaryLongQty (const IncrementalRefreshTradeSummaryLongQty65 &, Session *)
 
virtual void onIncrementalRefreshVolumeLongQty (const IncrementalRefreshVolumeLongQty66 &, Session *)
 
virtual void onIncrementalRefreshSessionStatisticsLongQty (const IncrementalRefreshSessionStatisticsLongQty67 &, Session *)
 
virtual void onSnapshotFullRefreshTCPLongQty (const SnapshotFullRefreshTCPLongQty68 &, Session *)
 
virtual void onSnapshotFullRefreshLongQty (const SnapshotFullRefreshLongQty69 &, Session *)
 
virtual void onAdminHeartbeat302 (const AdminHeartbeat302 &, Session *)
 
virtual void onIncrementalRefreshSpectrum (const IncrementalRefreshSpectrum303 &, Session *)
 
virtual void onIncrementalRefreshTicker (const IncrementalRefreshTicker304 &, Session *)
 
virtual void onSnapshotRefreshSpectrum (const SnapshotRefreshSpectrum305 &, Session *)
 
virtual void onSnapshotRefreshTicker (const SnapshotRefreshTicker306 &, Session *)
 
virtual void onGlobalDayRoll (const GlobalDayRoll307 &, Session *)
 
virtual void onChannelReset (const ChannelReset4 &, Session *)
 
virtual void onAdminHeartbeat (const AdminHeartbeat12 &, Session *)
 
virtual void onAdminLogin (const AdminLogin15 &, Session *)
 
virtual void onAdminLogout (const AdminLogout16 &, Session *)
 
virtual void onInstrumentDefinitionFuture (const InstrumentDefinitionFuture54 &, Session *)
 
virtual void onInstrumentDefinitionSpread (const InstrumentDefinitionSpread56 &, Session *)
 
virtual void onSecurityStatus (const SecurityStatus30 &, Session *)
 
virtual void onIncrementalRefreshBook (const IncrementalRefreshBook46 &, Session *)
 
virtual void onIncrementalRefreshDailyStatistics (const IncrementalRefreshDailyStatistics49 &, Session *)
 
virtual void onIncrementalRefreshLimitsBanding (const IncrementalRefreshLimitsBanding50 &, Session *)
 
virtual void onIncrementalRefreshSessionStatistics (const IncrementalRefreshSessionStatistics51 &, Session *)
 
virtual void onIncrementalRefreshVolume (const IncrementalRefreshVolume37 &, Session *)
 
virtual void onSnapshotFullRefresh (const SnapshotFullRefresh52 &, Session *)
 
virtual void onQuoteRequest (const QuoteRequest39 &, Session *)
 
virtual void onInstrumentDefinitionOption (const InstrumentDefinitionOption55 &, Session *)
 
virtual void onIncrementalRefreshTradeSummary (const IncrementalRefreshTradeSummary48 &, Session *)
 
virtual void onIncrementalRefreshOrderBook (const IncrementalRefreshOrderBook47 &, Session *)
 
virtual void onSnapshotFullRefreshOrderBook (const SnapshotFullRefreshOrderBook53 &, Session *)
 

Detailed Description

Definition at line 37 of file MarketDataListener.h.

Member Function Documentation

virtual void onAdminHeartbeat ( const AdminHeartbeat12 &  ,
Session *   
)
inlinevirtual

Invoked when AdminHeartbeat12 message has received.

Definition at line 222 of file MarketDataListener.h.

virtual void onAdminHeartbeat302 ( const AdminHeartbeat302 &  ,
Session *   
)
inlinevirtual

Invoked when AdminHeartbeat302 message has received.

Definition at line 159 of file MarketDataListener.h.

virtual void onAdminLogin ( const AdminLogin15 &  ,
Session *   
)
inlinevirtual

Invoked when AdminLogin15 message has received.

Definition at line 231 of file MarketDataListener.h.

virtual void onAdminLogout ( const AdminLogout16 &  ,
Session *   
)
inlinevirtual

Invoked when AdminLogout16 message has received.

Definition at line 240 of file MarketDataListener.h.

virtual void onChannelReset ( const ChannelReset4 &  ,
Session *   
)
inlinevirtual

Invoked when ChannelReset4 message has received.

Definition at line 213 of file MarketDataListener.h.

virtual void onCollateralMarketValue ( const CollateralMarketValue62 &  ,
Session *   
)
inlinevirtual

Invoked when CollateralMarketValue62 message has received.

Definition at line 87 of file MarketDataListener.h.

virtual void onGlobalDayRoll ( const GlobalDayRoll307 &  ,
Session *   
)
inlinevirtual

Invoked when GlobalDayRoll307 message has received.

Definition at line 204 of file MarketDataListener.h.

virtual void onIncrementalRefreshBook ( const IncrementalRefreshBook46 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshBook46 message has received.

Definition at line 276 of file MarketDataListener.h.

virtual void onIncrementalRefreshBookLongQty ( const IncrementalRefreshBookLongQty64 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshBookLongQty64 message has received.

Definition at line 105 of file MarketDataListener.h.

virtual void onIncrementalRefreshDailyStatistics ( const IncrementalRefreshDailyStatistics49 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshDailyStatistics49 message has received.

Definition at line 285 of file MarketDataListener.h.

virtual void onIncrementalRefreshLimitsBanding ( const IncrementalRefreshLimitsBanding50 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshLimitsBanding50 message has received.

Definition at line 294 of file MarketDataListener.h.

virtual void onIncrementalRefreshOrderBook ( const IncrementalRefreshOrderBook47 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshOrderBook47 message has received.

Definition at line 357 of file MarketDataListener.h.

virtual void onIncrementalRefreshSessionStatistics ( const IncrementalRefreshSessionStatistics51 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshSessionStatistics51 message has received.

Definition at line 303 of file MarketDataListener.h.

virtual void onIncrementalRefreshSessionStatisticsLongQty ( const IncrementalRefreshSessionStatisticsLongQty67 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshSessionStatisticsLongQty67 message has received.

Definition at line 132 of file MarketDataListener.h.

virtual void onIncrementalRefreshSpectrum ( const IncrementalRefreshSpectrum303 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshSpectrum303 message has received.

Definition at line 168 of file MarketDataListener.h.

virtual void onIncrementalRefreshTicker ( const IncrementalRefreshTicker304 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshTicker304 message has received.

Definition at line 177 of file MarketDataListener.h.

virtual void onIncrementalRefreshTradeSummary ( const IncrementalRefreshTradeSummary48 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshTradeSummary48 message has received.

Definition at line 348 of file MarketDataListener.h.

virtual void onIncrementalRefreshTradeSummaryLongQty ( const IncrementalRefreshTradeSummaryLongQty65 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshTradeSummaryLongQty65 message has received.

Definition at line 114 of file MarketDataListener.h.

virtual void onIncrementalRefreshVolume ( const IncrementalRefreshVolume37 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshVolume37 message has received.

Definition at line 312 of file MarketDataListener.h.

virtual void onIncrementalRefreshVolumeLongQty ( const IncrementalRefreshVolumeLongQty66 &  ,
Session *   
)
inlinevirtual

Invoked when IncrementalRefreshVolumeLongQty66 message has received.

Definition at line 123 of file MarketDataListener.h.

virtual void onInstrumentDefinitionFixedIncome ( const InstrumentDefinitionFixedIncome57 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionFixedIncome57 message has received.

Definition at line 42 of file MarketDataListener.h.

virtual void onInstrumentDefinitionFuture ( const InstrumentDefinitionFuture54 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionFuture54 message has received.

Definition at line 249 of file MarketDataListener.h.

virtual void onInstrumentDefinitionFX ( const InstrumentDefinitionFX63 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionFX63 message has received.

Definition at line 96 of file MarketDataListener.h.

virtual void onInstrumentDefinitionOption ( const InstrumentDefinitionOption55 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionOption55 message has received.

Definition at line 339 of file MarketDataListener.h.

virtual void onInstrumentDefinitionRepo ( const InstrumentDefinitionRepo58 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionRepo58 message has received.

Definition at line 51 of file MarketDataListener.h.

virtual void onInstrumentDefinitionSpread ( const InstrumentDefinitionSpread56 &  ,
Session *   
)
inlinevirtual

Invoked when InstrumentDefinitionSpread56 message has received.

Definition at line 258 of file MarketDataListener.h.

virtual void onQuoteRequest ( const QuoteRequest39 &  ,
Session *   
)
inlinevirtual

Invoked when QuoteRequest39 message has received.

Definition at line 330 of file MarketDataListener.h.

virtual void onSecurityStatus ( const SecurityStatus30 &  ,
Session *   
)
inlinevirtual

Invoked when SecurityStatus30 message has received.

Definition at line 267 of file MarketDataListener.h.

virtual void onSecurityStatusWorkup ( const SecurityStatusWorkup60 &  ,
Session *   
)
inlinevirtual

Invoked when SecurityStatusWorkup60 message has received.

Definition at line 69 of file MarketDataListener.h.

virtual void onSnapshotFullRefresh ( const SnapshotFullRefresh52 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotFullRefresh52 message has received.

Definition at line 321 of file MarketDataListener.h.

virtual void onSnapshotFullRefreshLongQty ( const SnapshotFullRefreshLongQty69 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotFullRefreshLongQty69 message has received.

Definition at line 150 of file MarketDataListener.h.

virtual void onSnapshotFullRefreshOrderBook ( const SnapshotFullRefreshOrderBook53 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotFullRefreshOrderBook53 message has received.

Definition at line 366 of file MarketDataListener.h.

virtual void onSnapshotFullRefreshTCP ( const SnapshotFullRefreshTCP61 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotFullRefreshTCP61 message has received.

Definition at line 78 of file MarketDataListener.h.

virtual void onSnapshotFullRefreshTCPLongQty ( const SnapshotFullRefreshTCPLongQty68 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotFullRefreshTCPLongQty68 message has received.

Definition at line 141 of file MarketDataListener.h.

virtual void onSnapshotRefreshSpectrum ( const SnapshotRefreshSpectrum305 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotRefreshSpectrum305 message has received.

Definition at line 186 of file MarketDataListener.h.

virtual void onSnapshotRefreshTicker ( const SnapshotRefreshTicker306 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotRefreshTicker306 message has received.

Definition at line 195 of file MarketDataListener.h.

virtual void onSnapshotRefreshTopOrders ( const SnapshotRefreshTopOrders59 &  ,
Session *   
)
inlinevirtual

Invoked when SnapshotRefreshTopOrders59 message has received.

Definition at line 60 of file MarketDataListener.h.

The documentation for this struct was generated from the following file: