MarketDataListener Struct Reference

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

onAdminHeartbeat()

virtual void onAdminHeartbeat ( const AdminHeartbeat12 & , Session *  )

inlinevirtual

Invoked when AdminHeartbeat12 message has received.

Definition at line 222 of file MarketDataListener.h.

onAdminHeartbeat302()

virtual void onAdminHeartbeat302 ( const AdminHeartbeat302 & , Session *  )

inlinevirtual

Invoked when AdminHeartbeat302 message has received.

Definition at line 159 of file MarketDataListener.h.

onAdminLogin()

virtual void onAdminLogin ( const AdminLogin15 & , Session *  )

inlinevirtual

Invoked when AdminLogin15 message has received.

Definition at line 231 of file MarketDataListener.h.

onAdminLogout()

virtual void onAdminLogout ( const AdminLogout16 & , Session *  )

inlinevirtual

Invoked when AdminLogout16 message has received.

Definition at line 240 of file MarketDataListener.h.

onChannelReset()

virtual void onChannelReset ( const ChannelReset4 & , Session *  )

inlinevirtual

Invoked when ChannelReset4 message has received.

Definition at line 213 of file MarketDataListener.h.

onCollateralMarketValue()

virtual void onCollateralMarketValue ( const CollateralMarketValue62 & , Session *  )

inlinevirtual

Invoked when CollateralMarketValue62 message has received.

Definition at line 87 of file MarketDataListener.h.

onGlobalDayRoll()

virtual void onGlobalDayRoll ( const GlobalDayRoll307 & , Session *  )

inlinevirtual

Invoked when GlobalDayRoll307 message has received.

Definition at line 204 of file MarketDataListener.h.

onIncrementalRefreshBook()

virtual void onIncrementalRefreshBook ( const IncrementalRefreshBook46 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshBook46 message has received.

Definition at line 276 of file MarketDataListener.h.

onIncrementalRefreshBookLongQty()

virtual void onIncrementalRefreshBookLongQty ( const IncrementalRefreshBookLongQty64 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshBookLongQty64 message has received.

Definition at line 105 of file MarketDataListener.h.

onIncrementalRefreshDailyStatistics()

virtual void onIncrementalRefreshDailyStatistics ( const IncrementalRefreshDailyStatistics49 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshDailyStatistics49 message has received.

Definition at line 285 of file MarketDataListener.h.

onIncrementalRefreshLimitsBanding()

virtual void onIncrementalRefreshLimitsBanding ( const IncrementalRefreshLimitsBanding50 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshLimitsBanding50 message has received.

Definition at line 294 of file MarketDataListener.h.

onIncrementalRefreshOrderBook()

virtual void onIncrementalRefreshOrderBook ( const IncrementalRefreshOrderBook47 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshOrderBook47 message has received.

Definition at line 357 of file MarketDataListener.h.

onIncrementalRefreshSessionStatistics()

virtual void onIncrementalRefreshSessionStatistics ( const IncrementalRefreshSessionStatistics51 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshSessionStatistics51 message has received.

Definition at line 303 of file MarketDataListener.h.

onIncrementalRefreshSessionStatisticsLongQty()

virtual void onIncrementalRefreshSessionStatisticsLongQty ( const IncrementalRefreshSessionStatisticsLongQty67 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshSessionStatisticsLongQty67 message has received.

Definition at line 132 of file MarketDataListener.h.

onIncrementalRefreshSpectrum()

virtual void onIncrementalRefreshSpectrum ( const IncrementalRefreshSpectrum303 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshSpectrum303 message has received.

Definition at line 168 of file MarketDataListener.h.

onIncrementalRefreshTicker()

virtual void onIncrementalRefreshTicker ( const IncrementalRefreshTicker304 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshTicker304 message has received.

Definition at line 177 of file MarketDataListener.h.

onIncrementalRefreshTradeSummary()

virtual void onIncrementalRefreshTradeSummary ( const IncrementalRefreshTradeSummary48 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshTradeSummary48 message has received.

Definition at line 348 of file MarketDataListener.h.

onIncrementalRefreshTradeSummaryLongQty()

virtual void onIncrementalRefreshTradeSummaryLongQty ( const IncrementalRefreshTradeSummaryLongQty65 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshTradeSummaryLongQty65 message has received.

Definition at line 114 of file MarketDataListener.h.

onIncrementalRefreshVolume()

virtual void onIncrementalRefreshVolume ( const IncrementalRefreshVolume37 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshVolume37 message has received.

Definition at line 312 of file MarketDataListener.h.

onIncrementalRefreshVolumeLongQty()

virtual void onIncrementalRefreshVolumeLongQty ( const IncrementalRefreshVolumeLongQty66 & , Session *  )

inlinevirtual

Invoked when IncrementalRefreshVolumeLongQty66 message has received.

Definition at line 123 of file MarketDataListener.h.

onInstrumentDefinitionFixedIncome()

virtual void onInstrumentDefinitionFixedIncome ( const InstrumentDefinitionFixedIncome57 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionFixedIncome57 message has received.

Definition at line 42 of file MarketDataListener.h.

onInstrumentDefinitionFuture()

virtual void onInstrumentDefinitionFuture ( const InstrumentDefinitionFuture54 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionFuture54 message has received.

Definition at line 249 of file MarketDataListener.h.

onInstrumentDefinitionFX()

virtual void onInstrumentDefinitionFX ( const InstrumentDefinitionFX63 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionFX63 message has received.

Definition at line 96 of file MarketDataListener.h.

onInstrumentDefinitionOption()

virtual void onInstrumentDefinitionOption ( const InstrumentDefinitionOption55 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionOption55 message has received.

Definition at line 339 of file MarketDataListener.h.

onInstrumentDefinitionRepo()

virtual void onInstrumentDefinitionRepo ( const InstrumentDefinitionRepo58 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionRepo58 message has received.

Definition at line 51 of file MarketDataListener.h.

onInstrumentDefinitionSpread()

virtual void onInstrumentDefinitionSpread ( const InstrumentDefinitionSpread56 & , Session *  )

inlinevirtual

Invoked when InstrumentDefinitionSpread56 message has received.

Definition at line 258 of file MarketDataListener.h.

onQuoteRequest()

virtual void onQuoteRequest ( const QuoteRequest39 & , Session *  )

inlinevirtual

Invoked when QuoteRequest39 message has received.

Definition at line 330 of file MarketDataListener.h.

onSecurityStatus()

virtual void onSecurityStatus ( const SecurityStatus30 & , Session *  )

inlinevirtual

Invoked when SecurityStatus30 message has received.

Definition at line 267 of file MarketDataListener.h.

onSecurityStatusWorkup()

virtual void onSecurityStatusWorkup ( const SecurityStatusWorkup60 & , Session *  )

inlinevirtual

Invoked when SecurityStatusWorkup60 message has received.

Definition at line 69 of file MarketDataListener.h.

onSnapshotFullRefresh()

virtual void onSnapshotFullRefresh ( const SnapshotFullRefresh52 & , Session *  )

inlinevirtual

Invoked when SnapshotFullRefresh52 message has received.

Definition at line 321 of file MarketDataListener.h.

onSnapshotFullRefreshLongQty()

virtual void onSnapshotFullRefreshLongQty ( const SnapshotFullRefreshLongQty69 & , Session *  )

inlinevirtual

Invoked when SnapshotFullRefreshLongQty69 message has received.

Definition at line 150 of file MarketDataListener.h.

onSnapshotFullRefreshOrderBook()

virtual void onSnapshotFullRefreshOrderBook ( const SnapshotFullRefreshOrderBook53 & , Session *  )

inlinevirtual

Invoked when SnapshotFullRefreshOrderBook53 message has received.

Definition at line 366 of file MarketDataListener.h.

onSnapshotFullRefreshTCP()

virtual void onSnapshotFullRefreshTCP ( const SnapshotFullRefreshTCP61 & , Session *  )

inlinevirtual

Invoked when SnapshotFullRefreshTCP61 message has received.

Definition at line 78 of file MarketDataListener.h.

onSnapshotFullRefreshTCPLongQty()

virtual void onSnapshotFullRefreshTCPLongQty ( const SnapshotFullRefreshTCPLongQty68 & , Session *  )

inlinevirtual

Invoked when SnapshotFullRefreshTCPLongQty68 message has received.

Definition at line 141 of file MarketDataListener.h.

onSnapshotRefreshSpectrum()

virtual void onSnapshotRefreshSpectrum ( const SnapshotRefreshSpectrum305 & , Session *  )

inlinevirtual

Invoked when SnapshotRefreshSpectrum305 message has received.

Definition at line 186 of file MarketDataListener.h.

onSnapshotRefreshTicker()

virtual void onSnapshotRefreshTicker ( const SnapshotRefreshTicker306 & , Session *  )

inlinevirtual

Invoked when SnapshotRefreshTicker306 message has received.

Definition at line 195 of file MarketDataListener.h.

onSnapshotRefreshTopOrders()

virtual void onSnapshotRefreshTopOrders ( const SnapshotRefreshTopOrders59 & , Session *  )

inlinevirtual

Invoked when SnapshotRefreshTopOrders59 message has received.

Definition at line 60 of file MarketDataListener.h.