OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Public Member Functions | List of all members
MarketDataListener Struct Reference

#include <OnixS/CME/ConflatedUDP/MarketDataListener.h>

Public Member Functions

virtual void onPacket (Handler &, const PacketArgs &)
 
virtual void onEndOfPacket (Handler &, const PacketArgs &)
 
virtual void onMessage (Handler &, const AdminLogin408Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin408Args &)
 
virtual void onMessage (Handler &, const AdminLogout409Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout409Args &)
 
virtual void onMessage (Handler &, const AdminHeartbeat410Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat410Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionFX63Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFX63Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshBookLongQty64Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshBookLongQty64Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onMessage (Handler &, const ChannelReset4Args &)
 
virtual void onEndOfMessage (Handler &, const ChannelReset4Args &)
 
virtual void onMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onMessage (Handler &, const AdminLogin15Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin15Args &)
 
virtual void onMessage (Handler &, const AdminLogout16Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout16Args &)
 
virtual void onMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onEndOfMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onMessage (Handler &, const FIX::MultiContainerArgs &)
 
virtual void onEndOfMessage (Handler &, const FIX::MultiContainerArgs &)
 

Detailed Description

Callbacks invoked by Handler during market data processing to reflect various stages of processing.

Definition at line 172 of file MarketDataListener.h.

Member Function Documentation

virtual void onEndOfMessage ( Handler &  ,
const AdminLogin408Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogin408 message has ended.

Definition at line 207 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogout409Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogout409 message has ended.

Definition at line 227 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminHeartbeat410Args &   
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat410 message has ended.

Definition at line 247 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionFX63Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFX63 message has ended.

Definition at line 267 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshBookLongQty64Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBookLongQty64 message has ended.

Definition at line 287 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshTradeSummaryLongQty65Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummaryLongQty65 message has ended.

Definition at line 307 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefreshLongQty69Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshLongQty69 message has ended.

Definition at line 327 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of message of ChannelReset4 message has ended.

Definition at line 347 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat12 message has ended.

Definition at line 367 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogin15 message has ended.

Definition at line 387 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogout16 message has ended.

Definition at line 407 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of message of SecurityStatus30 message has ended.

Definition at line 427 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshLimitsBanding50 message has ended.

Definition at line 447 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const FIX::MultiContainerArgs &   
)
inlinevirtual

Invoked when processing of the FIX message has ended.

Warning
FIX messages processed by the Handler in bounds of instrument cache replay. These messages do not belong to any packet and thus invocation of the given callback is not surrounded by callbacks identifing beginning and end of packet processing. Also, as there's no packet containing the FIX message, the packet component of the 'args' argument refers to no data.

Definition at line 481 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 187 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogin408Args &   
)
inlinevirtual

Invoked when processing of AdminLogin408 message has begun.

Definition at line 197 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogout409Args &   
)
inlinevirtual

Invoked when processing of AdminLogout409 message has begun.

Definition at line 217 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminHeartbeat410Args &   
)
inlinevirtual

Invoked when processing of AdminHeartbeat410 message has begun.

Definition at line 237 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFX63Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFX63 message has begun.

Definition at line 257 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshBookLongQty64Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshBookLongQty64 message has begun.

Definition at line 277 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshTradeSummaryLongQty65Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummaryLongQty65 message has begun.

Definition at line 297 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefreshLongQty69Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshLongQty69 message has begun.

Definition at line 317 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of ChannelReset4 message has begun.

Definition at line 337 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of AdminHeartbeat12 message has begun.

Definition at line 357 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of AdminLogin15 message has begun.

Definition at line 377 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of AdminLogout16 message has begun.

Definition at line 397 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of SecurityStatus30 message has begun.

Definition at line 417 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshLimitsBanding50 message has begun.

Definition at line 437 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const FIX::MultiContainerArgs &   
)
inlinevirtual

Invoked when processing of the FIX message has begun.

Warning
FIX messages processed by the Handler in bounds of instrument cache replay. These messages do not belong to any packet and thus invocation of the given callback is not surrounded by callbacks identifing beginning and end of packet processing. Also, as there's no packet containing the FIX message, the packet component of the 'args' argument refers to no data.

Definition at line 464 of file MarketDataListener.h.

virtual void onPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 178 of file MarketDataListener.h.

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