37 MessageArgs(
const MessageArgs&);
39 MessageArgs& operator=(
const MessageArgs&);
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
#define ONIXS_CMEMDH_LTWT
#define ONIXS_CMEMDHFIX_NAMESPACE_END
#define ONIXS_CMEMDH_EXPORTED
#define ONIXS_CMEMDH_OVERRIDE
Exposes the FIX message being processed by the Handler and the packet containing it.
const NetPacket & packet() const
MessageArgs(const NetPacket &packet, const Message &message)
Initializes instance with given message instance and packet containing that message.
const Message & message() const
Callbacks invoked by Handler during market data processing to reflect various stages of processing.
virtual void onEndOfMessage(Handler &, const MessageArgs &)
Invoked when processing of the message is ended.
virtual void onMessage(Handler &, const MessageArgs &)
Invoked when processing of the given message has begun.
Implements FIX-like interface over the SBE-encoded message.
Encapsulates all the machinery related with market data processing from CME Market Data Platform.
const NetPacket & packet() const
Instance of packet containing the message.
const Message & message() const
Instance of message being processed.
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
MessageArgs< IncrementalRefreshSessionStatistics51 > IncrementalRefreshSessionStatistics51Args
MessageArgs template instantiation for IncrementalRefreshSessionStatistics51 message type.
MessageArgs< IncrementalRefreshLimitsBanding50 > IncrementalRefreshLimitsBanding50Args
MessageArgs template instantiation for IncrementalRefreshLimitsBanding50 message type.
MessageArgs< IncrementalRefreshVolume37 > IncrementalRefreshVolume37Args
MessageArgs template instantiation for IncrementalRefreshVolume37 message type.
MessageArgs< IncrementalRefreshTradeSummaryLongQty65 > IncrementalRefreshTradeSummaryLongQty65Args
MessageArgs template instantiation for IncrementalRefreshTradeSummaryLongQty65 message type.
MessageArgs< QuoteRequest39 > QuoteRequest39Args
MessageArgs template instantiation for QuoteRequest39 message type.
MessageArgs< InstrumentDefinitionFixedIncome57 > InstrumentDefinitionFixedIncome57Args
MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
MessageArgs template instantiation for InstrumentDefinitionFX63 message type.
MessageArgs< AdminHeartbeat410 > AdminHeartbeat410Args
MessageArgs template instantiation for AdminHeartbeat410 message type.
MessageArgs< AdminLogout16 > AdminLogout16Args
MessageArgs template instantiation for AdminLogout16 message type.
MessageArgs< ChannelReset4 > ChannelReset4Args
MessageArgs template instantiation for ChannelReset4 message type.
MessageArgs< SecurityStatus30 > SecurityStatus30Args
MessageArgs template instantiation for SecurityStatus30 message type.
MessageArgs< AdminLogin408 > AdminLogin408Args
MessageArgs template instantiation for AdminLogin408 message type.
MessageArgs< AdminLogin15 > AdminLogin15Args
MessageArgs template instantiation for AdminLogin15 message type.
MessageArgs< IncrementalRefreshBook46 > IncrementalRefreshBook46Args
MessageArgs template instantiation for IncrementalRefreshBook46 message type.
MessageArgs< AdminHeartbeat12 > AdminHeartbeat12Args
MessageArgs template instantiation for AdminHeartbeat12 message type.
MessageArgs< AdminLogout409 > AdminLogout409Args
MessageArgs template instantiation for AdminLogout409 message type.
MessageArgs< SnapshotFullRefresh52 > SnapshotFullRefresh52Args
MessageArgs template instantiation for SnapshotFullRefresh52 message type.
MessageArgs< IncrementalRefreshBookLongQty64 > IncrementalRefreshBookLongQty64Args
MessageArgs template instantiation for IncrementalRefreshBookLongQty64 message type.
MessageArgs< IncrementalRefreshTradeSummary48 > IncrementalRefreshTradeSummary48Args
MessageArgs template instantiation for IncrementalRefreshTradeSummary48 message type.
MessageArgs< InstrumentDefinitionOption55 > InstrumentDefinitionOption55Args
MessageArgs template instantiation for InstrumentDefinitionOption55 message type.
MessageArgs< IncrementalRefreshOrderBook47 > IncrementalRefreshOrderBook47Args
MessageArgs template instantiation for IncrementalRefreshOrderBook47 message type.
NetPacket PacketArgs
Alias for a type keeping collection of packet-related attributes.
MessageArgs< InstrumentDefinitionSpread56 > InstrumentDefinitionSpread56Args
MessageArgs template instantiation for InstrumentDefinitionSpread56 message type.
MessageArgs< IncrementalRefreshVolumeLongQty66 > IncrementalRefreshVolumeLongQty66Args
MessageArgs template instantiation for IncrementalRefreshVolumeLongQty66 message type.
MessageArgs< IncrementalRefreshSessionStatisticsLongQty67 > IncrementalRefreshSessionStatisticsLongQty67Args
MessageArgs template instantiation for IncrementalRefreshSessionStatisticsLongQty67 message type.
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefreshLongQty69Args
MessageArgs template instantiation for SnapshotFullRefreshLongQty69 message type.
MessageArgs< SnapshotFullRefreshOrderBook53 > SnapshotFullRefreshOrderBook53Args
MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.
MessageArgs< InstrumentDefinitionFuture54 > InstrumentDefinitionFuture54Args
MessageArgs template instantiation for InstrumentDefinitionFuture54 message type.
MessageArgs< IncrementalRefreshDailyStatistics49 > IncrementalRefreshDailyStatistics49Args
MessageArgs template instantiation for IncrementalRefreshDailyStatistics49 message type.
Callbacks invoked by Handler during market data processing to reflect various stages of processing.
virtual void onPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has begun.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
Invoked when processing of message of InstrumentDefinitionFixedIncome57 message has ended.
virtual void onMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
Invoked when processing of InstrumentDefinitionFixedIncome57 message has begun.