44 class Data =
typename Container::Entry
70 const Message& message,
81 : entry_(other.entry_)
82 , message_(other.message_)
83 , packet_(other.packet_)
128 class Data =
typename Summary::Entry
176 :
Base(packet, message, entry)
184 :
Base(static_cast<const
Base&>(other))
185 , orderIds_(other.orderIds_)
239 IncrementalRefreshBook46
309 const std::string& description)
311 , description_(description)
329 const std::string& description_;
SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry > QuoteRequest39RelatedSymArgs
Instantiation of security data attributes for quote request related symbols.
MDIncrementalRefreshSessionStatistics.
virtual void onLowTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
TradeSummaryArgs(const TradeSummaryArgs &other)
Initializes the instance as ref-copy of the other one.
virtual void onHighestBid(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboRecovery53EntryArgs &)
Invoked when atomic book update for.
virtual void onOpeningPrice(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onStatus(Handler &, const Security &, const SnapshotFullRefresh52Args &)
SnapshotFullRefreshOrderBook.
MDIncrementalRefreshBook.
virtual void onOpenInterest(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onOpeningPrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onOpenInterest(Handler &, const Security &, const DailyStatistics49Args &)
const NetPacket & packet() const
BookUpdateErrorArgs< MboBook > MboBookUpdateErrorArgs
virtual void onUndefined(Handler &, Security &)
Attributes of trade summary.
SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry > MboBookCombined46AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
Base::Entry Entry
Aliases trade summary data entry.
SecurityDataArgs< IncrementalRefreshSessionStatistics51 > SessionStatistics51Args
Instantiation of security data attributes for session statistics.
virtual void onElectronicVolume(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFuture54Args &)
Invoked upon instrument definition reception.
virtual void onBookUpdate(Handler &, const Security &, const ImpliedBook &)
const Message & message() const
Instance of message containing market data entry.
virtual void onElectronicVolume(Handler &, const Security &, const Volume37Args &)
SecurityDataArgs(const SecurityDataArgs &other)
Initializes instance as copy of other one.
MDIncrementalRefreshDailyStatistics.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
virtual void onHighestBid(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onBookUpdate(Handler &, const Security &, const ConsolidatedBook &)
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Exposes details of book maintenance failure.
virtual void onBookUpdate(Handler &, const Security &, const MboBook &)
virtual void onClearedVolume(Handler &, const Security &, const Recovery52EntryArgs &)
const Entry & entry() const
Instance of market data being referenced.
virtual void onReset(Handler &)
virtual void onTrade(Handler &, const Security &, const TradeSummary48Args &)
SecurityDataArgs< IncrementalRefreshOrderBook47 > MboBook47AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
const Book & book() const
Book which wasn't updated successfully.
MDIncrementalRefreshOrderBook.
Callbacks invoked by Handler to expose market data entities.
virtual void onQuoteRequest(Handler &, const Security &, const QuoteRequest39RelatedSymArgs &)
virtual void onClearedVolume(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onSettlementPrice(Handler &, const Security &, const DailyStatistics49Args &)
SecurityDataArgs(const NetPacket &packet, const Message &message, const Entry &entry)
virtual void onGroupStatus(Handler &, const SecurityStatus30Args &)
TradeSummaryArgs(const NetPacket &packet, const Message &message, const Entry &entry, const OrderIds &ids=nullOrders())
Initializes instance with data to be referenced.
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
virtual void onFixingPrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onSettlementPrice(Handler &, const Security &, const Recovery52EntryArgs &)
MDIncrementalRefreshTradeSummary.
TradeOrderIds OrderIds
Aliases collection of order ids.
const std::string & description() const
Details on book update failure.
virtual void onTrade(Handler &, const Security &, const Recovery52EntryArgs &)
Attributes associated with security.
SecurityDataArgs< SnapshotFullRefreshOrderBook53 > MboRecovery53EntryArgs
Instantiation of security data attributes for MBO recovery data.
virtual void onHighTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
BookUpdateErrorArgs(const Book &book, const std::string &description)
virtual void onBookUpdateError(Handler &, const Security &, const MboBookUpdateErrorArgs &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionOption55Args &)
Invoked upon instrument definition reception.
virtual void onBookAtomicUpdate(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when atomic book update for.
virtual void onBookUpdate(Handler &, const Security &, const DirectBook &)
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefresh52Args &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFixedIncome57Args &)
Invoked upon instrument definition reception.
const OrderIds & orderIds() const
MDIncrementalRefreshVolume.
BookUpdateErrorArgs< ImpliedBook > ImpliedBookUpdateErrorArgs
virtual void onHighTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
BookUpdateErrorArgs< DirectBook > DirectBookUpdateErrorArgs
virtual void onBookAtomicUpdate(Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
SecurityDataArgs< IncrementalRefreshVolume37 > Volume37Args
Instantiation of security data attributes for volumes.
virtual void onFixingPrice(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
SecurityDataArgs< SnapshotFullRefresh52 > Recovery52EntryArgs
Instantiation of security data attributes for recovery data.
virtual void onLimitsAndBanding(Handler &, const Security &, const LimitsAndBanding50Args &)
TradeSummaryArgs< IncrementalRefreshTradeSummary48 > TradeSummary48Args
virtual void onStatus(Handler &, const Security &, const SecurityStatus30Args &)
virtual void onBookUpdateError(Handler &, const Security &, const ImpliedBookUpdateErrorArgs &)
SecurityDataArgs< Summary, Data > Base
virtual void onDefinition(Handler &, const Security &, const FIX::MultiContainerArgs &)
virtual void onGap(Handler &, const Security &, UInt32)
virtual void onBookUpdateError(Handler &, const Security &, const DirectBookUpdateErrorArgs &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionSpread56Args &)
Invoked upon instrument definition reception.
virtual void onLowestOffer(Handler &, const Security &, const SessionStatistics51Args &)
#define ONIXS_CMEMDH_EXPORTED_STRUCT
virtual void onLowTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
SecurityDataArgs< IncrementalRefreshLimitsBanding50 > LimitsAndBanding50Args
Instantiation of security data attributes for limits and banding.
SecurityDataArgs< IncrementalRefreshBook46 > MbpBook46AtomicUpdateArgs
Instantiation of security data attributes for MBP book atomic updates.
SecurityDataArgs< IncrementalRefreshDailyStatistics49 > DailyStatistics49Args
Instantiation of security data attributes for daily statistics.
virtual void onLowestOffer(Handler &, const Security &, const Recovery52EntryArgs &)
MDIncrementalRefreshLimitsBanding.
#define ONIXS_CMEMDH_NAMESPACE_END