OnixS C++ CME MDP Conflated UDP Handler 1.1.2
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SecurityListener Struct Reference

Public Member Functions

virtual void onReset (Handler &)
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFX63Args &)
virtual void onDefinition (Handler &, const Security &, const FIX::MultiContainerArgs &)
virtual void onUndefined (Handler &, Security &)
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshLongQty69Args &)
virtual void onTrade (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onTrade (Handler &, const Security &, const TradeSummary65Args &)
virtual void onElectronicVolume (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook64AtomicUpdateArgs &)
virtual void onBookUpdate (Handler &, const Security &, const DirectBook &)
virtual void onBookUpdateError (Handler &, const Security &, const DirectBookUpdateErrorArgs &)
virtual void onSettlementPrice (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onClearedVolume (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onOpenInterest (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onFixingPrice (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onOpeningPrice (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onHighTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onLowTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onHighestBid (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onLowestOffer (Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onLimitsAndBanding (Handler &, const Security &, const LimitsAndBanding50Args &)
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefreshLongQty69Args &)
virtual void onStatus (Handler &, const Security &, const SecurityStatus30Args &)
virtual void onGroupStatus (Handler &, const SecurityStatus30Args &)
virtual void onGap (Handler &, const Security &, UInt32)

Detailed Description

Definition at line 285 of file SecurityListener.h.

Member Function Documentation

◆ onBookAtomicUpdate() [1/2]

virtual void onBookAtomicUpdate ( Handler & ,
const Security & ,
const MbpBook64AtomicUpdateArgs &  )
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 388 of file SecurityListener.h.

◆ onBookAtomicUpdate() [2/2]

virtual void onBookAtomicUpdate ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when atomic book update for.

Definition at line 377 of file SecurityListener.h.

◆ onBookUpdate()

virtual void onBookUpdate ( Handler & ,
const Security & ,
const DirectBook &  )
inlinevirtual

Invoked when direct book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 405 of file SecurityListener.h.

◆ onBookUpdateError()

virtual void onBookUpdateError ( Handler & ,
const Security & ,
const DirectBookUpdateErrorArgs &  )
inlinevirtual

Invoked when Handler fails to update direct book for given security.

Definition at line 416 of file SecurityListener.h.

◆ onClearedVolume()

virtual void onClearedVolume ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 438 of file SecurityListener.h.

◆ onDefinition() [1/2]

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

Invoked upon processing of an instrument definition extracted from instrument cache.

Definition at line 310 of file SecurityListener.h.

◆ onDefinition() [2/2]

virtual void onDefinition ( Handler & ,
const Security & ,
const InstrumentDefinitionFX63Args &  )
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 299 of file SecurityListener.h.

◆ onElectronicVolume()

virtual void onElectronicVolume ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when electronic volume is recovered from snapshot for the security.

Definition at line 366 of file SecurityListener.h.

◆ onFixingPrice()

virtual void onFixingPrice ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 460 of file SecurityListener.h.

◆ onGap()

virtual void onGap ( Handler & ,
const Security & ,
UInt32  )
inlinevirtual

Invoked when gap on is detected in market data referring to the given security.

Definition at line 569 of file SecurityListener.h.

◆ onGroupStatus()

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

Invoked when security status is received for group of securities.

Definition at line 559 of file SecurityListener.h.

◆ onHighestBid()

virtual void onHighestBid ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 504 of file SecurityListener.h.

◆ onHighTradePrice()

virtual void onHighTradePrice ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 482 of file SecurityListener.h.

◆ onLimitsAndBanding()

virtual void onLimitsAndBanding ( Handler & ,
const Security & ,
const LimitsAndBanding50Args &  )
inlinevirtual

Invoked when threshold limits and price band variation is received for the security.

Definition at line 526 of file SecurityListener.h.

◆ onLowestOffer()

virtual void onLowestOffer ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 515 of file SecurityListener.h.

◆ onLowTradePrice()

virtual void onLowTradePrice ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 493 of file SecurityListener.h.

◆ onOpeningPrice()

virtual void onOpeningPrice ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 471 of file SecurityListener.h.

◆ onOpenInterest()

virtual void onOpenInterest ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 449 of file SecurityListener.h.

◆ onRecovery()

virtual void onRecovery ( Handler & ,
const Security & ,
const SnapshotFullRefreshLongQty69Args &  )
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 333 of file SecurityListener.h.

◆ onReset()

virtual void onReset ( Handler & )
inlinevirtual

Invoked when book reset procedure is spawned by MDP on a channel.

Definition at line 291 of file SecurityListener.h.

◆ onSettlementPrice()

virtual void onSettlementPrice ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 427 of file SecurityListener.h.

◆ onStatus() [1/2]

virtual void onStatus ( Handler & ,
const Security & ,
const SecurityStatus30Args &  )
inlinevirtual

Invoked when security status is received for given security.

Definition at line 548 of file SecurityListener.h.

◆ onStatus() [2/2]

virtual void onStatus ( Handler & ,
const Security & ,
const SnapshotFullRefreshLongQty69Args &  )
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 537 of file SecurityListener.h.

◆ onTrade() [1/2]

virtual void onTrade ( Handler & ,
const Security & ,
const Recovery69EntryArgs &  )
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 344 of file SecurityListener.h.

◆ onTrade() [2/2]

virtual void onTrade ( Handler & ,
const Security & ,
const TradeSummary65Args &  )
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 355 of file SecurityListener.h.

◆ onUndefined()

virtual void onUndefined ( Handler & ,
Security &  )
inlinevirtual

Invoked for the instrument whose instrument data wasn't received but other data like trades or book updates is about to be processed.

Definition at line 322 of file SecurityListener.h.