OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
MarketDataListener.h
Go to the documentation of this file.
1 // Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2 //
3 // This software owned by Onix Solutions Limited [OnixS] and is
4 // protected by copyright law and international copyright treaties.
5 //
6 // Access to and use of the software is governed by the terms of the applicable
7 // OnixS Software Services Agreement (the Agreement) and Customer end user license
8 // agreements granting a non-assignable, non-transferable and non-exclusive license
9 // to use the software for it's own data processing purposes under the terms defined
10 // in the Agreement.
11 //
12 // Except as otherwise granted within the terms of the Agreement, copying or
13 // reproduction of any part of this source code or associated reference material
14 // to any other location for further reproduction or redistribution, and any
15 // amendments to this copyright notice, are expressly prohibited.
16 //
17 // Any reproduction or redistribution for sale or hiring of the Software not in
18 // accordance with the terms of the Agreement is a violation of copyright law.
19 //
20 
21 #pragma once
22 
23 #include <OnixS/CME/MDH/Packet.h>
24 #include <OnixS/CME/MDH/Messages.h>
25 
27 
29 
31 
32 /// Collection of market data supplied
33 /// via message processing callbacks.
34 template <class MessageType>
36 {
37 public:
38  /// Type of message whose instance
39  /// is referenced by given arguments.
40  typedef MessageType Message;
41 
42  /// Initializes instance with given message
43  /// instance and packet containing that message.
44  MessageArgs(const NetPacket& packet, const Message& message)
45  : packet_(packet)
46  , message_(message)
47  {
48  }
49 
50  /// Instance of packet containing the message.
51  const NetPacket& packet() const
52  {
53  return packet_;
54  }
55 
56  /// Instance of message being processed.
57  const Message& message() const
58  {
59  return message_;
60  }
61 
62 private:
63  const NetPacket& packet_;
64  const Message& message_;
65 
66  // Coping/cloning is not supposed.
67 
68  MessageArgs(const MessageArgs&);
69 
70  MessageArgs& operator=(const MessageArgs&);
71 };
72 
73 /// MessageArgs template instantiation
74 /// for InstrumentDefinitionFixedIncome57 message type.
76 
77 /// MessageArgs template instantiation
78 /// for ChannelReset4 message type.
80 
81 /// MessageArgs template instantiation
82 /// for AdminHeartbeat12 message type.
84 
85 /// MessageArgs template instantiation
86 /// for AdminLogin15 message type.
88 
89 /// MessageArgs template instantiation
90 /// for AdminLogout16 message type.
92 
93 /// MessageArgs template instantiation
94 /// for AdminLogin408 message type.
96 
97 /// MessageArgs template instantiation
98 /// for AdminLogout409 message type.
100 
101 /// MessageArgs template instantiation
102 /// for AdminHeartbeat410 message type.
104 
105 /// MessageArgs template instantiation
106 /// for InstrumentDefinitionFuture54 message type.
108 
109 /// MessageArgs template instantiation
110 /// for InstrumentDefinitionSpread56 message type.
112 
113 /// MessageArgs template instantiation
114 /// for SecurityStatus30 message type.
116 
117 /// MessageArgs template instantiation
118 /// for IncrementalRefreshBook46 message type.
120 
121 /// MessageArgs template instantiation
122 /// for IncrementalRefreshDailyStatistics49 message type.
124 
125 /// MessageArgs template instantiation
126 /// for IncrementalRefreshLimitsBanding50 message type.
128 
129 /// MessageArgs template instantiation
130 /// for IncrementalRefreshSessionStatistics51 message type.
132 
133 /// MessageArgs template instantiation
134 /// for IncrementalRefreshVolume37 message type.
136 
137 /// MessageArgs template instantiation
138 /// for SnapshotFullRefresh52 message type.
140 
141 /// MessageArgs template instantiation
142 /// for SnapshotFullRefresh52 message type.
144 
145 /// MessageArgs template instantiation
146 /// for QuoteRequest39 message type.
148 
149 /// MessageArgs template instantiation
150 /// for InstrumentDefinitionOption55 message type.
152 
153 /// MessageArgs template instantiation
154 /// for IncrementalRefreshTradeSummary48 message type.
156 
157 /// MessageArgs template instantiation
158 /// for IncrementalRefreshOrderBook47 message type.
160 
161 /// MessageArgs template instantiation
162 /// for SnapshotFullRefreshOrderBook53 message type.
164 
165 /// MessageArgs template instantiation
166 /// for InstrumentDefinitionFX63 message type.
168 
169 /// MessageArgs template instantiation
170 /// for IncrementalRefreshBookLongQty64 message type.
172 
173 /// MessageArgs template instantiation
174 /// for IncrementalRefreshTradeSummaryLongQty65 message type.
176 
177 /// MessageArgs template instantiation
178 /// for IncrementalRefreshVolumeLongQty66 message type.
180 
181 /// MessageArgs template instantiation
182 /// for IncrementalRefreshSessionStatisticsLongQty67 message type.
184 
185 /// MessageArgs template instantiation
186 /// for SnapshotFullRefreshLongQty69 message type.
188 
191 
192 /// MessageArgs template instantiation for a FIX multi-container.
194 
197 
198 /// Callbacks invoked by Handler during market data
199 /// processing to reflect various stages of processing.
201 {
202  /// Invoked when processing of packet has begun.
203  virtual void onPacket(Handler&, const PacketArgs&) {}
204 
205  /// Invoked when processing of packet has ended.
206  virtual void onEndOfPacket(Handler&, const PacketArgs&) {}
207 
208  /// Invoked when processing of
209  /// InstrumentDefinitionFixedIncome57 message has begun.
211 
212  /// Invoked when processing of message of
213  /// InstrumentDefinitionFixedIncome57 message has ended.
215 
216  /// Invoked when processing of
217  /// ChannelReset4 message has begun.
218  virtual void onMessage(Handler&, const ChannelReset4Args&) {}
219 
220  /// Invoked when processing of message of
221  /// ChannelReset4 message has ended.
222  virtual void onEndOfMessage(Handler&, const ChannelReset4Args&) {}
223 
224  /// Invoked when processing of
225  /// AdminHeartbeat12 message has begun.
226  virtual void onMessage(Handler&, const AdminHeartbeat12Args&) {}
227 
228  /// Invoked when processing of message of
229  /// AdminHeartbeat12 message has ended.
230  virtual void onEndOfMessage(Handler&, const AdminHeartbeat12Args&) {}
231 
232  /// Invoked when processing of
233  /// AdminLogin15 message has begun.
234  virtual void onMessage(Handler&, const AdminLogin15Args&) {}
235 
236  /// Invoked when processing of message of
237  /// AdminLogin15 message has ended.
238  virtual void onEndOfMessage(Handler&, const AdminLogin15Args&) {}
239 
240  /// Invoked when processing of
241  /// AdminLogout16 message has begun.
242  virtual void onMessage(Handler&, const AdminLogout16Args&) {}
243 
244  /// Invoked when processing of message of
245  /// AdminLogout16 message has ended.
246  virtual void onEndOfMessage(Handler&, const AdminLogout16Args&) {}
247 
248  /// Invoked when processing of
249  /// AdminLogin408 message has begun.
250  virtual void onMessage(Handler&, const AdminLogin408Args&) {}
251 
252  /// Invoked when processing of message of
253  /// AdminLogin408 message has ended.
254  virtual void onEndOfMessage(Handler&, const AdminLogin408Args&) {}
255 
256  /// Invoked when processing of
257  /// AdminLogout409 message has begun.
258  virtual void onMessage(Handler&, const AdminLogout409Args&) {}
259 
260  /// Invoked when processing of message of
261  /// AdminLogout409 message has ended.
262  virtual void onEndOfMessage(Handler&, const AdminLogout409Args&) {}
263 
264  /// Invoked when processing of
265  /// AdminHeartbeat410 message has begun.
266  virtual void onMessage(Handler&, const AdminHeartbeat410Args&) {}
267 
268  /// Invoked when processing of message of
269  /// AdminHeartbeat410 message has ended.
270  virtual void onEndOfMessage(Handler&, const AdminHeartbeat410Args&) {}
271 
272  /// Invoked when processing of
273  /// InstrumentDefinitionFuture54 message has begun.
275 
276  /// Invoked when processing of message of
277  /// InstrumentDefinitionFuture54 message has ended.
279 
280  /// Invoked when processing of
281  /// InstrumentDefinitionSpread56 message has begun.
283 
284  /// Invoked when processing of message of
285  /// InstrumentDefinitionSpread56 message has ended.
287 
288  /// Invoked when processing of
289  /// SecurityStatus30 message has begun.
290  virtual void onMessage(Handler&, const SecurityStatus30Args&) {}
291 
292  /// Invoked when processing of message of
293  /// SecurityStatus30 message has ended.
294  virtual void onEndOfMessage(Handler&, const SecurityStatus30Args&) {}
295 
296  /// Invoked when processing of
297  /// IncrementalRefreshBook46 message has begun.
299 
300  /// Invoked when processing of message of
301  /// IncrementalRefreshBook46 message has ended.
303 
304  /// Invoked when processing of
305  /// IncrementalRefreshDailyStatistics49 message has begun.
307 
308  /// Invoked when processing of message of
309  /// IncrementalRefreshDailyStatistics49 message has ended.
311 
312  /// Invoked when processing of
313  /// IncrementalRefreshLimitsBanding50 message has begun.
315 
316  /// Invoked when processing of message of
317  /// IncrementalRefreshLimitsBanding50 message has ended.
319 
320  /// Invoked when processing of
321  /// IncrementalRefreshSessionStatistics51 message has begun.
323 
324  /// Invoked when processing of message of
325  /// IncrementalRefreshSessionStatistics51 message has ended.
327 
328  /// Invoked when processing of
329  /// IncrementalRefreshVolume37 message has begun.
331 
332  /// Invoked when processing of message of
333  /// IncrementalRefreshVolume37 message has ended.
335 
336  /// Invoked when processing of
337  /// SnapshotFullRefresh52 message has begun.
338  virtual void onMessage(Handler&, const SnapshotFullRefresh52Args&) {}
339 
340  /// Invoked when processing of message of
341  /// SnapshotFullRefresh52 message has ended.
343 
344  /// Invoked when processing of
345  /// QuoteRequest39 message has begun.
346  virtual void onMessage(Handler&, const QuoteRequest39Args&) {}
347 
348  /// Invoked when processing of message of
349  /// QuoteRequest39 message has ended.
350  virtual void onEndOfMessage(Handler&, const QuoteRequest39Args&) {}
351 
352  /// Invoked when processing of
353  /// InstrumentDefinitionOption55 message has begun.
355 
356  /// Invoked when processing of message of
357  /// InstrumentDefinitionOption55 message has ended.
359 
360  /// Invoked when processing of
361  /// IncrementalRefreshTradeSummary48 message has begun.
363 
364  /// Invoked when processing of message of
365  /// IncrementalRefreshTradeSummary48 message has ended.
367 
368  /// Invoked when processing of
369  /// IncrementalRefreshOrderBook47 message has begun.
371 
372  /// Invoked when processing of message of
373  /// IncrementalRefreshOrderBook47 message has ended.
375 
376  /// Invoked when processing of
377  /// SnapshotFullRefreshOrderBook53 message has begun.
379 
380  /// Invoked when processing of message of
381  /// SnapshotFullRefreshOrderBook53 message has ended.
383 
384  /// Invoked when processing of
385  /// InstrumentDefinitionFX63 message has begun.
387 
388  /// Invoked when processing of message of
389  /// InstrumentDefinitionFX63 message has ended.
391 
392  /// Invoked when processing of
393  /// IncrementalRefreshBookLongQty64 message has begun.
395 
396  /// Invoked when processing of message of
397  /// IncrementalRefreshBookLongQty64 message has ended.
399 
400  /// Invoked when processing of
401  /// IncrementalRefreshTradeSummaryLongQty65 message has begun.
403 
404  /// Invoked when processing of message of
405  /// IncrementalRefreshTradeSummaryLongQty65 message has ended.
407 
408  /// Invoked when processing of
409  /// IncrementalRefreshVolumeLongQty66 message has begun.
411 
412  /// Invoked when processing of message of
413  /// IncrementalRefreshVolumeLongQty66 message has ended.
415 
416  /// Invoked when processing of
417  /// IncrementalRefreshSessionStatisticsLongQty67 message has begun.
419 
420  /// Invoked when processing of message of
421  /// IncrementalRefreshSessionStatisticsLongQty67 message has ended.
423 
424  /// Invoked when processing of
425  /// SnapshotFullRefreshLongQty69 message has begun.
427 
428  /// Invoked when processing of message of
429  /// SnapshotFullRefreshLongQty69 message has ended.
431 
432  /// Invoked when processing of the FIX message has begun.
433  ///
434  /// \warning FIX messages processed by the Handler in bounds
435  /// of instrument cache replay. These messages do not belong
436  /// to any packet and thus invocation of the given callback
437  /// is not surrounded by callbacks identifying beginning and
438  /// end of packet processing. Also, as there's no packet
439  /// containing the FIX message, the packet component of
440  /// the 'args' argument refers to no data.
441  virtual void onMessage(Handler&, const FIX::MultiContainerArgs&) {}
442 
443  /// Invoked when processing of the FIX message has ended.
444  ///
445  /// \warning FIX messages processed by the Handler in bounds
446  /// of instrument cache replay. These messages do not belong
447  /// to any packet and thus invocation of the given callback
448  /// is not surrounded by callbacks identifying beginning and
449  /// end of packet processing. Also, as there's no packet
450  /// containing the FIX message, the packet component of
451  /// the 'args' argument refers to no data.
453 };
454 
virtual void onMessage(Handler &, const SnapshotFullRefresh52Args &)
Invoked when processing of SnapshotFullRefresh52 message has begun.
virtual void onMessage(Handler &, const InstrumentDefinitionFuture54Args &)
Invoked when processing of InstrumentDefinitionFuture54 message has begun.
Exposes the FIX message being processed by the Handler and the packet containing it.
MessageType Message
Type of message whose instance is referenced by given arguments.
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefreshLongQty69Args
MessageArgs template instantiation for SnapshotFullRefreshLongQty69 message type. ...
virtual void onMessage(Handler &, const AdminLogin408Args &)
Invoked when processing of AdminLogin408 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
Invoked when processing of message of IncrementalRefreshSessionStatisticsLongQty67 message has ended...
virtual void onEndOfMessage(Handler &, const IncrementalRefreshSessionStatistics51Args &)
Invoked when processing of message of IncrementalRefreshSessionStatistics51 message has ended...
virtual void onMessage(Handler &, const InstrumentDefinitionSpread56Args &)
Invoked when processing of InstrumentDefinitionSpread56 message has begun.
virtual void onMessage(Handler &, const InstrumentDefinitionFX63Args &)
Invoked when processing of InstrumentDefinitionFX63 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
Invoked when processing of IncrementalRefreshLimitsBanding50 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshVolume37Args &)
Invoked when processing of IncrementalRefreshVolume37 message has begun.
MessageArgs(const NetPacket &packet, const Message &message)
Initializes instance with given message instance and packet containing that message.
MessageArgs< IncrementalRefreshTradeSummary48 > IncrementalRefreshTradeSummary48Args
MessageArgs template instantiation for IncrementalRefreshTradeSummary48 message type.
Encapsulates all the machinery related with market data processing from CME Market Data Platform...
Definition: Handler.h:55
MessageArgs< SnapshotFullRefresh52 > SnapshotFullRefresh52Args
MessageArgs template instantiation for SnapshotFullRefresh52 message type.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFuture54Args &)
Invoked when processing of message of InstrumentDefinitionFuture54 message has ended.
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:70
virtual void onEndOfMessage(Handler &, const AdminLogout409Args &)
Invoked when processing of message of AdminLogout409 message has ended.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
Invoked when processing of message of IncrementalRefreshLimitsBanding50 message has ended...
MessageArgs< AdminLogout16 > AdminLogout16Args
MessageArgs template instantiation for AdminLogout16 message type.
MessageArgs< IncrementalRefreshTradeSummaryLongQty65 > IncrementalRefreshTradeSummaryLongQty65Args
MessageArgs template instantiation for IncrementalRefreshTradeSummaryLongQty65 message type...
const Message & message() const
Instance of message being processed.
virtual void onMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
Invoked when processing of IncrementalRefreshTradeSummaryLongQty65 message has begun.
MessageArgs< IncrementalRefreshDailyStatistics49 > IncrementalRefreshDailyStatistics49Args
MessageArgs template instantiation for IncrementalRefreshDailyStatistics49 message type...
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
MessageArgs template instantiation for InstrumentDefinitionFX63 message type.
Callbacks invoked by Handler during market data processing to reflect various stages of processing...
const NetPacket & packet() const
Instance of packet containing the message.
virtual void onEndOfMessage(Handler &, const SnapshotFullRefresh52Args &)
Invoked when processing of message of SnapshotFullRefresh52 message has ended.
virtual void onMessage(Handler &, const AdminLogout409Args &)
Invoked when processing of AdminLogout409 message has begun.
virtual void onEndOfMessage(Handler &, const AdminHeartbeat12Args &)
Invoked when processing of message of AdminHeartbeat12 message has ended.
MessageArgs< IncrementalRefreshLimitsBanding50 > IncrementalRefreshLimitsBanding50Args
MessageArgs template instantiation for IncrementalRefreshLimitsBanding50 message type.
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Definition: Bootstrap.h:35
MessageArgs< ChannelReset4 > ChannelReset4Args
MessageArgs template instantiation for ChannelReset4 message type.
virtual void onMessage(Handler &, const IncrementalRefreshOrderBook47Args &)
Invoked when processing of IncrementalRefreshOrderBook47 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshBook46Args &)
Invoked when processing of IncrementalRefreshBook46 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshVolume37Args &)
Invoked when processing of message of IncrementalRefreshVolume37 message has ended.
MessageArgs< SecurityStatus30 > SecurityStatus30Args
MessageArgs template instantiation for SecurityStatus30 message type.
MessageArgs< IncrementalRefreshBookLongQty64 > IncrementalRefreshBookLongQty64Args
MessageArgs template instantiation for IncrementalRefreshBookLongQty64 message type.
virtual void onMessage(Handler &, const SnapshotFullRefreshOrderBook53Args &)
Invoked when processing of SnapshotFullRefreshOrderBook53 message has begun.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionOption55Args &)
Invoked when processing of message of InstrumentDefinitionOption55 message has ended.
MessageArgs< AdminLogin15 > AdminLogin15Args
MessageArgs template instantiation for AdminLogin15 message type.
MessageArgs< InstrumentDefinitionOption55 > InstrumentDefinitionOption55Args
MessageArgs template instantiation for InstrumentDefinitionOption55 message type. ...
virtual void onEndOfMessage(Handler &, const IncrementalRefreshDailyStatistics49Args &)
Invoked when processing of message of IncrementalRefreshDailyStatistics49 message has ended...
MessageArgs< InstrumentDefinitionFixedIncome57 > InstrumentDefinitionFixedIncome57Args
MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.
virtual void onEndOfMessage(Handler &, const SecurityStatus30Args &)
Invoked when processing of message of SecurityStatus30 message has ended.
virtual void onMessage(Handler &, const QuoteRequest39Args &)
Invoked when processing of QuoteRequest39 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshDailyStatistics49Args &)
Invoked when processing of IncrementalRefreshDailyStatistics49 message has begun. ...
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionSpread56Args &)
Invoked when processing of message of InstrumentDefinitionSpread56 message has ended.
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition: Bootstrap.h:71
MessageArgs< AdminHeartbeat12 > AdminHeartbeat12Args
MessageArgs template instantiation for AdminHeartbeat12 message type.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshOrderBook47Args &)
Invoked when processing of message of IncrementalRefreshOrderBook47 message has ended.
virtual void onPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has begun.
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefresh69Args
MessageArgs template instantiation for SnapshotFullRefresh52 message type.
virtual void onEndOfMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
Invoked when processing of message of SnapshotFullRefreshLongQty69 message has ended.
virtual void onEndOfMessage(Handler &, const SnapshotFullRefreshOrderBook53Args &)
Invoked when processing of message of SnapshotFullRefreshOrderBook53 message has ended.
virtual void onMessage(Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
Invoked when processing of IncrementalRefreshSessionStatisticsLongQty67 message has begun...
Collection of market data supplied via message processing callbacks.
virtual void onMessage(Handler &, const FIX::MultiContainerArgs &)
Invoked when processing of the FIX message has begun.
MessageArgs< InstrumentDefinitionSpread56 > InstrumentDefinitionSpread56Args
MessageArgs template instantiation for InstrumentDefinitionSpread56 message type. ...
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:67
MessageArgs< IncrementalRefreshSessionStatistics51 > IncrementalRefreshSessionStatistics51Args
MessageArgs template instantiation for IncrementalRefreshSessionStatistics51 message type...
MessageArgs< IncrementalRefreshVolumeLongQty66 > IncrementalRefreshVolumeLongQty66Args
MessageArgs template instantiation for IncrementalRefreshVolumeLongQty66 message type.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFX63Args &)
Invoked when processing of message of InstrumentDefinitionFX63 message has ended. ...
virtual void onMessage(Handler &, const IncrementalRefreshTradeSummary48Args &)
Invoked when processing of IncrementalRefreshTradeSummary48 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshVolumeLongQty66Args &)
Invoked when processing of message of IncrementalRefreshVolumeLongQty66 message has ended...
virtual void onMessage(Handler &, const AdminHeartbeat12Args &)
Invoked when processing of AdminHeartbeat12 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshBook46Args &)
Invoked when processing of message of IncrementalRefreshBook46 message has ended. ...
MessageArgs< AdminLogout409 > AdminLogout409Args
MessageArgs template instantiation for AdminLogout409 message type.
#define ONIXS_CMEMDH_EXPORTED
Definition: Compiler.h:171
MessageArgs< QuoteRequest39 > QuoteRequest39Args
MessageArgs template instantiation for QuoteRequest39 message type.
MessageArgs< SnapshotFullRefreshOrderBook53 > SnapshotFullRefreshOrderBook53Args
MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.
virtual void onMessage(Handler &, const InstrumentDefinitionOption55Args &)
Invoked when processing of InstrumentDefinitionOption55 message has begun.
virtual void onMessage(Handler &, const AdminHeartbeat410Args &)
Invoked when processing of.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
Invoked when processing of message of InstrumentDefinitionFixedIncome57 message has ended...
MessageArgs< AdminHeartbeat410 > AdminHeartbeat410Args
MessageArgs template instantiation for AdminHeartbeat410 message type.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
Invoked when processing of message of IncrementalRefreshBookLongQty64 message has ended...
virtual void onEndOfMessage(Handler &, const FIX::MultiContainerArgs &)
Invoked when processing of the FIX message has ended.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
Invoked when processing of message of IncrementalRefreshTradeSummaryLongQty65 message has ended...
MessageArgs< IncrementalRefreshVolume37 > IncrementalRefreshVolume37Args
MessageArgs template instantiation for IncrementalRefreshVolume37 message type.
MessageArgs< IncrementalRefreshOrderBook47 > IncrementalRefreshOrderBook47Args
MessageArgs template instantiation for IncrementalRefreshOrderBook47 message type.
MessageArgs< IncrementalRefreshSessionStatisticsLongQty67 > IncrementalRefreshSessionStatisticsLongQty67Args
MessageArgs template instantiation for IncrementalRefreshSessionStatisticsLongQty67 message type...
virtual void onEndOfPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has ended.
virtual void onMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
Invoked when processing of SnapshotFullRefreshLongQty69 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeSummary48Args &)
Invoked when processing of message of IncrementalRefreshTradeSummary48 message has ended...
virtual void onMessage(Handler &, const AdminLogout16Args &)
Invoked when processing of AdminLogout16 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
Invoked when processing of IncrementalRefreshBookLongQty64 message has begun.
virtual void onEndOfMessage(Handler &, const AdminLogout16Args &)
Invoked when processing of message of AdminLogout16 message has ended.
MessageArgs< InstrumentDefinitionFuture54 > InstrumentDefinitionFuture54Args
MessageArgs template instantiation for InstrumentDefinitionFuture54 message type. ...
MessageArgs< IncrementalRefreshBook46 > IncrementalRefreshBook46Args
MessageArgs template instantiation for IncrementalRefreshBook46 message type.
MessageArgs< AdminLogin408 > AdminLogin408Args
MessageArgs template instantiation for AdminLogin408 message type.
virtual void onEndOfMessage(Handler &, const QuoteRequest39Args &)
Invoked when processing of message of QuoteRequest39 message has ended.
virtual void onMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
Invoked when processing of InstrumentDefinitionFixedIncome57 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshVolumeLongQty66Args &)
Invoked when processing of IncrementalRefreshVolumeLongQty66 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshSessionStatistics51Args &)
Invoked when processing of IncrementalRefreshSessionStatistics51 message has begun.
virtual void onEndOfMessage(Handler &, const AdminLogin15Args &)
Invoked when processing of message of AdminLogin15 message has ended.
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
virtual void onMessage(Handler &, const AdminLogin15Args &)
Invoked when processing of AdminLogin15 message has begun.
virtual void onMessage(Handler &, const ChannelReset4Args &)
Invoked when processing of ChannelReset4 message has begun.
virtual void onMessage(Handler &, const SecurityStatus30Args &)
Invoked when processing of SecurityStatus30 message has begun.
virtual void onEndOfMessage(Handler &, const AdminHeartbeat410Args &)
Invoked when processing of message of AdminHeartbeat410 message has ended.
virtual void onEndOfMessage(Handler &, const ChannelReset4Args &)
Invoked when processing of message of ChannelReset4 message has ended.
virtual void onEndOfMessage(Handler &, const AdminLogin408Args &)
Invoked when processing of message of AdminLogin408 message has ended.
#define ONIXS_CMEMDH_NAMESPACE_END
Definition: Bootstrap.h:68