Exposes the FIX message being processed by the Handler and the packet containing it.
Callbacks invoked by Handler during market data processing to reflect various stages of processing...
#define ONIXS_CMEMDH_OVERRIDE
Encapsulates all the machinery related with market data processing from CME Market Data Platform...
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
const Message & message() const
Instance of message being processed.
const NetPacket & packet() const
Instance of packet containing the message.
Callbacks invoked by Handler during market data processing to reflect various stages of processing...
const NetPacket & packet() const
Instance of packet containing the message.
#define ONIXS_CMEMDH_LTWT
MessageArgs(const NetPacket &packet, const Message &message)
Initializes instance with given message instance and packet containing that message.
#define ONIXS_CMEMDHFIX_NAMESPACE_END
virtual void onEndOfMessage(Handler &, const MessageArgs &)
Invoked when processing of the message is ended.
Collection of market data supplied via message processing callbacks.
#define ONIXS_CMEMDH_EXPORTED
Implements FIX-like interface over the SBE-encoded message.
const Message & message() const
Instance of message being processed.
virtual void onMessage(Handler &, const MessageArgs &)
Invoked when processing of the given message has begun.