OnixS C++ CME MDP Premium Market Data Handler 5.9.0
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SecurityListener.h
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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
27
29
32
34
37
41template <class Container, class Data = typename Container::Entry>
43{
44public:
47 typedef Container Message;
48
51 typedef Data Entry;
52
56 : entry_(entry)
57 , message_(message)
58 , packet_(packet)
59 {
60 }
61
63 explicit SecurityDataArgs(const SecurityDataArgs& other)
64 : entry_(other.entry_)
65 , message_(other.message_)
66 , packet_(other.packet_)
67 {
68 }
69
72 const NetPacket& packet() const
73 {
74 return packet_;
75 }
76
78 const Message& message() const
79 {
80 return message_;
81 }
82
84 const Entry& entry() const
85 {
86 return entry_;
87 }
88
89private:
90 Data entry_;
91 Container message_;
92 const NetPacket& packet_;
93
95 SecurityDataArgs& operator=(const SecurityDataArgs&);
96};
97
98namespace {
100inline const TradeOrderIds& nullOrders()
101{
102 static const TradeOrderIds theNull;
103
104 return theNull;
105}
106} // namespace
107
109template <class Summary, class Data = typename Summary::Entry>
110class TradeSummaryArgs : public SecurityDataArgs<Summary, Data>
111{
112public:
114
117 typedef typename Base::Message Message;
118
120 typedef typename Base::Entry Entry;
121
124
127 const NetPacket& packet,
128 const Message& message,
129 const Entry& entry,
130 const OrderIds& ids = nullOrders()
131 )
133 , orderIds_(ids)
134 {
135 }
136
139 : Base(static_cast<const Base&>(other))
140 , orderIds_(other.orderIds_)
141 {
142 }
143
150 const OrderIds& orderIds() const
151 {
152 return orderIds_;
153 }
154
155private:
156 const TradeOrderIds& orderIds_;
157
158 TradeSummaryArgs& operator=(const TradeSummaryArgs&);
159};
160
162
164
167
170
173
177
181
184
187
190
193
196
199
202
203//
204
207
210
213
214//
215
217template <class Book>
219{
220public:
223 BookUpdateErrorArgs(const Book& book, const std::string& description)
224 : book_(book)
225 , description_(description)
226 {
227 }
228
230 const Book& book() const
231 {
232 return book_;
233 }
234
236 const std::string& description() const
237 {
238 return description_;
239 }
240
241private:
242 const Book& book_;
243 const std::string& description_;
244
246
247 BookUpdateErrorArgs& operator=(const BookUpdateErrorArgs&);
248};
249
253
257
261
264{
267 virtual void onReset(Handler&) {}
268
271
274
277
280
283
286 virtual void onDefinition(Handler&, const Security&, const FIX::MultiContainerArgs&) {}
287
291 virtual void onUndefined(Handler&, Security&) {}
292
296 virtual void onRecovery(Handler&, const Security&, const SnapshotFullRefresh52Args&) {}
297
301 virtual void onRecovery(Handler&, const Security&, const SnapshotFullRefresh69Args&) {}
302
307
310 virtual void onTrade(Handler&, const Security&, const Recovery52EntryArgs&) {}
311
314 virtual void onTrade(Handler&, const Security&, const Recovery69EntryArgs&) {}
315
318 virtual void onTrade(Handler&, const Security&, const TradeSummary48Args&) {}
319
322 virtual void onTrade(Handler&, const Security&, const TradeSummary65Args&) {}
323
326 virtual void onElectronicVolume(Handler&, const Security&, const Recovery52EntryArgs&) {}
327
330 virtual void onElectronicVolume(Handler&, const Security&, const Recovery69EntryArgs&) {}
331
334 virtual void onElectronicVolume(Handler&, const Security&, const Volume37Args&) {}
335
338 virtual void onElectronicVolume(Handler&, const Security&, const Volume66Args&) {}
339
341 // the security is recovered from snapshot.
343
345 // the security is recovered from snapshot.
346 virtual void onBookAtomicUpdate(Handler&, const Security&, const Recovery52EntryArgs&) {}
347
349 // the security is recovered from snapshot.
350 virtual void onBookAtomicUpdate(Handler&, const Security&, const Recovery69EntryArgs&) {}
351
355
359
363
367
371
380 virtual void onBookUpdate(Handler&, const Security&, const MboBook&) {}
381
390 virtual void onBookUpdate(Handler&, const Security&, const DirectBook&) {}
391
400 virtual void onBookUpdate(Handler&, const Security&, const ImpliedBook&) {}
401
410 virtual void onBookUpdate(Handler&, const Security&, const ConsolidatedBook&) {}
411
415
419
423
426 virtual void onSettlementPrice(Handler&, const Security&, const Recovery52EntryArgs&) {}
427
430 virtual void onSettlementPrice(Handler&, const Security&, const Recovery69EntryArgs&) {}
431
434 virtual void onSettlementPrice(Handler&, const Security&, const DailyStatistics49Args&) {}
435
438 virtual void onClearedVolume(Handler&, const Security&, const Recovery52EntryArgs&) {}
439
442 virtual void onClearedVolume(Handler&, const Security&, const Recovery69EntryArgs&) {}
443
446 virtual void onClearedVolume(Handler&, const Security&, const DailyStatistics49Args&) {}
447
450 virtual void onOpenInterest(Handler&, const Security&, const Recovery52EntryArgs&) {}
451
454 virtual void onOpenInterest(Handler&, const Security&, const Recovery69EntryArgs&) {}
455
458 virtual void onOpenInterest(Handler&, const Security&, const DailyStatistics49Args&) {}
459
462 virtual void onFixingPrice(Handler&, const Security&, const Recovery52EntryArgs&) {}
463
466 virtual void onFixingPrice(Handler&, const Security&, const Recovery69EntryArgs&) {}
467
470 virtual void onFixingPrice(Handler&, const Security&, const DailyStatistics49Args&) {}
471
474 virtual void onOpeningPrice(Handler&, const Security&, const Recovery52EntryArgs&) {}
475
478 virtual void onOpeningPrice(Handler&, const Security&, const Recovery69EntryArgs&) {}
479
482 virtual void onOpeningPrice(Handler&, const Security&, const SessionStatistics51Args&) {}
483
486 virtual void onOpeningPrice(Handler&, const Security&, const SessionStatistics67Args&) {}
487
490 virtual void onHighTradePrice(Handler&, const Security&, const Recovery52EntryArgs&) {}
491
494 virtual void onHighTradePrice(Handler&, const Security&, const Recovery69EntryArgs&) {}
495
496
500
504
507 virtual void onLowTradePrice(Handler&, const Security&, const Recovery52EntryArgs&) {}
508
511 virtual void onLowTradePrice(Handler&, const Security&, const Recovery69EntryArgs&) {}
512
515 virtual void onLowTradePrice(Handler&, const Security&, const SessionStatistics51Args&) {}
516
519 virtual void onLowTradePrice(Handler&, const Security&, const SessionStatistics67Args&) {}
520
523 virtual void onHighestBid(Handler&, const Security&, const Recovery52EntryArgs&) {}
524
527 virtual void onHighestBid(Handler&, const Security&, const Recovery69EntryArgs&) {}
528
531 virtual void onHighestBid(Handler&, const Security&, const SessionStatistics51Args&) {}
532
535 virtual void onHighestBid(Handler&, const Security&, const SessionStatistics67Args&) {}
536
539 virtual void onLowestOffer(Handler&, const Security&, const Recovery52EntryArgs&) {}
540
543 virtual void onLowestOffer(Handler&, const Security&, const Recovery69EntryArgs&) {}
544
547 virtual void onLowestOffer(Handler&, const Security&, const SessionStatistics51Args&) {}
548
551 virtual void onLowestOffer(Handler&, const Security&, const SessionStatistics67Args&) {}
552
556
560
563 virtual void onStatus(Handler&, const Security&, const SnapshotFullRefresh52Args&) {}
564
567 virtual void onStatus(Handler&, const Security&, const SnapshotFullRefresh69Args&) {}
568
571 virtual void onStatus(Handler&, const Security&, const SecurityStatus30Args&) {}
572
576
579 virtual void onGap(Handler&, const Security&, UInt32) {}
580
583 {
584 return Security::UserData(0);
585 }
586};
587
588template <class Book>
589std::ostream& operator<<(std::ostream& stream, const BookUpdateErrorArgs<Book>& args)
590{
591 return stream << args.description();
592}
593
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:67
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:35
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:68
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
Exposes details of book maintenance failure.
BookUpdateErrorArgs(const Book &book, const std::string &description)
Initializes instance with reference to a book and failure reason.
Encapsulates all the machinery related with market data processing from CME Market Data Platform.
Definition Handler.h:56
Market By Order book.
Definition MboBook.h:72
Collection of attributes associated with security-related data in security listener callbacks.
Container Message
Type of message whose instance is referenced by given arguments.
Data Entry
Type of repeating group entry whose instance referenced by given arguments.
SecurityDataArgs(const SecurityDataArgs &other)
Initializes instance as copy of other one.
SecurityDataArgs(const NetPacket &packet, const Message &message, const Entry &entry)
Initializes instance with given market data entry.
Attributes associated with security.
Definition Security.h:30
UInt64 UserData
User-defined data to be attached.
Definition Security.h:90
Collection of order details referring to a single trade.
Attributes of trade summary.
Base::Entry Entry
Aliases trade summary data entry.
TradeSummaryArgs(const NetPacket &packet, const Message &message, const Entry &entry, const OrderIds &ids=nullOrders())
Initializes instance with data to be referenced.
TradeSummaryArgs(const TradeSummaryArgs &other)
Initializes the instance as ref-copy of the other one.
Base::Message Message
Aliases type of message holding trade summary repeating group entries.
TradeOrderIds OrderIds
Aliases collection of order ids.
const OrderIds & orderIds() const
Order details referring to given trade.
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
BookUpdateErrorArgs< DirectBook > DirectBookUpdateErrorArgs
Instantiation of book update error arguments for books of direct type.
SecurityDataArgs< IncrementalRefreshBookLongQty64 > MbpBook64AtomicUpdateArgs
Instantiation of security data attributes for MBP book atomic updates.
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefresh69Args
MessageArgs template instantiation for SnapshotFullRefresh52 message type.
TradeSummaryArgs< IncrementalRefreshTradeSummaryLongQty65 > TradeSummary65Args
SecurityDataArgs< IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry > MboBookCombined64AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
MbpBook< ImpliedPriceLevel, MbpBookDepth > ImpliedBook
Defines implied book.
Definition ImpliedBook.h:30
MessageArgs< InstrumentDefinitionFixedIncome57 > InstrumentDefinitionFixedIncome57Args
MessageArgs template instantiation for InstrumentDefinitionFixedIncome57 message type.
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
MessageArgs template instantiation for InstrumentDefinitionFX63 message type.
SecurityDataArgs< IncrementalRefreshSessionStatistics51 > SessionStatistics51Args
Instantiation of security data attributes for session statistics.
SecurityDataArgs< IncrementalRefreshVolumeLongQty66 > Volume66Args
Instantiation of security data attributes for volumes.
SecurityDataArgs< IncrementalRefreshBook46 > MbpBook46AtomicUpdateArgs
Instantiation of security data attributes for MBP book atomic updates.
MbpBook< ConsolidatedPriceLevel, MbpBookDepth > ConsolidatedBook
Consolidated Order Book.
MessageArgs< SecurityStatus30 > SecurityStatus30Args
MessageArgs template instantiation for SecurityStatus30 message type.
BookUpdateErrorArgs< ImpliedBook > ImpliedBookUpdateErrorArgs
Instantiation of book update error arguments for books of implied type.
SecurityDataArgs< IncrementalRefreshDailyStatistics49 > DailyStatistics49Args
Instantiation of security data attributes for daily statistics.
SecurityDataArgs< IncrementalRefreshLimitsBanding50 > LimitsAndBanding50Args
Instantiation of security data attributes for limits and banding.
SecurityDataArgs< IncrementalRefreshBook46, IncrementalRefreshBook46CombinedEntry > MboBookCombined46AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
SecurityDataArgs< IncrementalRefreshOrderBook47 > MboBook47AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
MessageArgs< SnapshotFullRefresh52 > SnapshotFullRefresh52Args
MessageArgs template instantiation for SnapshotFullRefresh52 message type.
TradeSummaryArgs< IncrementalRefreshTradeSummary48 > TradeSummary48Args
UInt32 UInt32
uInt32.
Definition Fields.h:202
SecurityDataArgs< SnapshotFullRefreshOrderBook53 > MboRecovery53EntryArgs
Instantiation of security data attributes for MBO recovery data.
SecurityDataArgs< SnapshotFullRefreshLongQty69 > Recovery69EntryArgs
Instantiation of security data attributes for recovery data.
SecurityDataArgs< IncrementalRefreshVolume37 > Volume37Args
Instantiation of security data attributes for volumes.
SecurityDataArgs< IncrementalRefreshSessionStatisticsLongQty67 > SessionStatistics67Args
Instantiation of security data attributes for session statistics.
MessageArgs< InstrumentDefinitionOption55 > InstrumentDefinitionOption55Args
MessageArgs template instantiation for InstrumentDefinitionOption55 message type.
MessageArgs< InstrumentDefinitionSpread56 > InstrumentDefinitionSpread56Args
MessageArgs template instantiation for InstrumentDefinitionSpread56 message type.
SecurityDataArgs< SnapshotFullRefresh52 > Recovery52EntryArgs
Instantiation of security data attributes for recovery data.
MessageArgs< SnapshotFullRefreshOrderBook53 > SnapshotFullRefreshOrderBook53Args
MessageArgs template instantiation for SnapshotFullRefreshOrderBook53 message type.
SecurityDataArgs< QuoteRequest39, QuoteRequest39::RelatedSymEntry > QuoteRequest39RelatedSymArgs
Instantiation of security data attributes for quote request related symbols.
std::ostream & operator<<(std::ostream &stream, const IssueArgs &args)
MessageArgs< InstrumentDefinitionFuture54 > InstrumentDefinitionFuture54Args
MessageArgs template instantiation for InstrumentDefinitionFuture54 message type.
MbpBook< DirectPriceLevel, MbpBookDepth > DirectBook
Multi-depth (direct) order book.
Definition DirectBook.h:30
BookUpdateErrorArgs< MboBook > MboBookUpdateErrorArgs
Instantiation of book update error arguments for books of MBO type.
Callbacks invoked by Handler to expose market data entities.
virtual void onOpeningPrice(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when opening price recovered from snapshot for given security.
virtual void onTrade(Handler &, const Security &, const TradeSummary65Args &)
Invoked when trade summary is received for the security.
virtual void onDefinition(Handler &, const Security &, const FIX::MultiContainerArgs &)
Invoked upon processing of an instrument definition extracted from instrument cache.
virtual void onSettlementPrice(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when settlement price for the security is recovered from snapshot.
virtual void onStatus(Handler &, const Security &, const SecurityStatus30Args &)
Invoked when security status is received for given security.
virtual void onGap(Handler &, const Security &, UInt32)
Invoked when gap on is detected in market data referring to the given security.
virtual void onHighestBid(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when session highest bid price recovered from snapshot for given security.
virtual void onHighTradePrice(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when session high trade price recovered from snapshot for given security.
virtual void onLimitsAndBanding(Handler &, const Security &, const LimitsAndBanding50Args &)
Invoked when threshold limits and price band variation is received for the security.
virtual void onHighTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
Invoked when session high trade price is received for the security.
virtual void onClearedVolume(Handler &, const Security &, const DailyStatistics49Args &)
Invoked when cleared volume for the security is received.
virtual void onHighTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when session high trade price recovered from snapshot for given security.
virtual void onLowTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when session low trade price recovered from snapshot for given security.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MbpBook64AtomicUpdateArgs &)
Invoked when atomic book update for the security is received.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
Invoked when atomic book update for the security is received.
virtual void onLowestOffer(Handler &, const Security &, const SessionStatistics51Args &)
Invoked when session lowest offer price is received for the security.
virtual void onOpeningPrice(Handler &, const Security &, const SessionStatistics67Args &)
Invoked when opening price is received for the security.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
Invoked when atomic book update for the security is received.
virtual void onSettlementPrice(Handler &, const Security &, const DailyStatistics49Args &)
Invoked when settlement price for the security is received.
virtual void onBookUpdate(Handler &, const Security &, const ImpliedBook &)
Invoked when implied book is updated for the security.
virtual Security::UserData onSecurityCreated(Handler &, const Security &)
Invoked when the Security object is created. The returned value is attached to Security::userData.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBookCombined64AtomicUpdateArgs &)
Invoked when atomic book update for the security is received.
virtual void onHighestBid(Handler &, const Security &, const SessionStatistics67Args &)
Invoked when session highest bid price is received for the security.
virtual void onLowTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
Invoked when session low trade price is received for the security.
virtual void onFixingPrice(Handler &, const Security &, const DailyStatistics49Args &)
Invoked when fixing price is received for the security.
virtual void onClearedVolume(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when cleared volume for the security is recovered from snapshot.
virtual void onBookAtomicUpdate(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when atomic book update for.
virtual void onHighestBid(Handler &, const Security &, const SessionStatistics51Args &)
Invoked when session highest bid price is received for the security.
virtual void onOpenInterest(Handler &, const Security &, const DailyStatistics49Args &)
Invoked when open interest for the security is received.
virtual void onOpeningPrice(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when opening price recovered from snapshot for given security.
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFX63Args &)
Invoked upon instrument definition reception.
virtual void onLowestOffer(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when session lowest offer price recovered from snapshot for given security.
virtual void onBookAtomicUpdate(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when atomic book update for.
virtual void onElectronicVolume(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when electronic volume is recovered from snapshot for the security.
virtual void onFixingPrice(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when fixing price recovered from snapshot for given security.
virtual void onClearedVolume(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when cleared volume for the security is recovered from snapshot.
virtual void onLowestOffer(Handler &, const Security &, const SessionStatistics67Args &)
Invoked when session lowest offer price is received for the security.
virtual void onStatus(Handler &, const Security &, const SnapshotFullRefresh69Args &)
Invoked when security status is recovered from snapshot.
virtual void onLowestOffer(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when session lowest offer price recovered from snapshot for given security.
virtual void onBookUpdate(Handler &, const Security &, const MboBook &)
Invoked when MBO book is updated for the security.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
Invoked when atomic book update for the security is received.
virtual void onHighTradePrice(Handler &, const Security &, const SessionStatistics67Args &)
Invoked when session high trade price is received for the security.
virtual void onQuoteRequest(Handler &, const Security &, const QuoteRequest39RelatedSymArgs &)
Invoked when request for quote data is received for the security.
virtual void onElectronicVolume(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when electronic volume is recovered from snapshot for the security.
virtual void onOpeningPrice(Handler &, const Security &, const SessionStatistics51Args &)
Invoked when opening price is received for the security.
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboRecovery53EntryArgs &)
Invoked when atomic book update for.
virtual void onLowTradePrice(Handler &, const Security &, const SessionStatistics67Args &)
Invoked when session low trade price is received for the security.
virtual void onOpenInterest(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when open interest for the security is recovered from snapshot.
virtual void onGroupStatus(Handler &, const SecurityStatus30Args &)
Invoked when security status is received for group of securities.
virtual void onOpenInterest(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when open interest for the security is recovered from snapshot.
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
Invoked when snapshot is received for the security while Handler recovers market state from snapshots...
virtual void onBookUpdate(Handler &, const Security &, const DirectBook &)
Invoked when direct book is updated for the security.
virtual void onElectronicVolume(Handler &, const Security &, const Volume37Args &)
Invoked when electronic volume is received for the security.
virtual void onElectronicVolume(Handler &, const Security &, const Volume66Args &)
Invoked when electronic volume is received for the security.
virtual void onSettlementPrice(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when settlement price for the security is recovered from snapshot.
virtual void onUndefined(Handler &, Security &)
Invoked for the instrument whose instrument data wasn't received but other data like trades or book u...
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionSpread56Args &)
Invoked upon instrument definition reception.
virtual void onHighestBid(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when session highest bid price recovered from snapshot for given security.
virtual void onBookUpdateError(Handler &, const Security &, const ImpliedBookUpdateErrorArgs &)
Invoked when Handler fails to update implied book for given security.
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFixedIncome57Args &)
Invoked upon instrument definition reception.
virtual void onBookUpdateError(Handler &, const Security &, const DirectBookUpdateErrorArgs &)
Invoked when Handler fails to update direct book for given security.
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefresh52Args &)
Invoked when snapshot is received for the security while Handler recovers market state from snapshots...
virtual void onBookUpdateError(Handler &, const Security &, const MboBookUpdateErrorArgs &)
Invoked when Handler fails to update MBO book for given security.
virtual void onTrade(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.
virtual void onReset(Handler &)
Invoked when book reset procedure is spawned by MDP on a channel.
virtual void onLowTradePrice(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when session low trade price recovered from snapshot for given security.
virtual void onFixingPrice(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when fixing price recovered from snapshot for given security.
virtual void onStatus(Handler &, const Security &, const SnapshotFullRefresh52Args &)
Invoked when security status is recovered from snapshot.
virtual void onBookUpdate(Handler &, const Security &, const ConsolidatedBook &)
Invoked when consolidated book is updated for the security.
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFuture54Args &)
Invoked upon instrument definition reception.
virtual void onTrade(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.
virtual void onTrade(Handler &, const Security &, const TradeSummary48Args &)
Invoked when trade summary is received for the security.
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefresh69Args &)
Invoked when snapshot is received for the security while Handler recovers market state from snapshots...
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionOption55Args &)
Invoked upon instrument definition reception.