41template <
class Container,
class Data =
typename Container::Entry>
64 : entry_(other.entry_)
65 , message_(other.message_)
66 , packet_(other.packet_)
100inline const TradeOrderIds& nullOrders()
102 static const TradeOrderIds theNull;
109template <
class Summary,
class Data =
typename Summary::Entry>
139 :
Base(static_cast<const
Base&>(other))
140 , orderIds_(other.orderIds_)
239 const std::string& description_;
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
#define ONIXS_CMEMDH_NAMESPACE_END
#define ONIXS_CMEMDH_EXPORTED
Exposes details of book maintenance failure.
BookUpdateErrorArgs(const Book &book, const std::string &description)
const std::string & description() const
const MboBook & book() const
SecurityDataArgs(const SecurityDataArgs &other)
Initializes instance as copy of other one.
const NetPacket & packet() const
SecurityDataArgs(const NetPacket &packet, const Message &message, const Entry &entry)
const Entry & entry() const
const Message & message() const
Attributes associated with security.
UInt64 UserData
User-defined data to be attached.
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.
TradeOrderIds OrderIds
Aliases collection of order ids.
const OrderIds & orderIds() const
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
BookUpdateErrorArgs< DirectBook > DirectBookUpdateErrorArgs
SecurityDataArgs< IncrementalRefreshBookLongQty64 > MbpBook64AtomicUpdateArgs
Instantiation of security data attributes for MBP book atomic updates.
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefresh69Args
TradeSummaryArgs< IncrementalRefreshTradeSummaryLongQty65 > TradeSummary65Args
SecurityDataArgs< IncrementalRefreshBookLongQty64, IncrementalRefreshBook64CombinedEntry > MboBookCombined64AtomicUpdateArgs
Instantiation of security data attributes for MBO book atomic updates.
MbpBook< ImpliedPriceLevel, MbpBookDepth > ImpliedBook
Defines implied book.
MessageArgs< InstrumentDefinitionFixedIncome57 > InstrumentDefinitionFixedIncome57Args
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
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
MessageArgs< SecurityStatus30 > SecurityStatus30Args
BookUpdateErrorArgs< ImpliedBook > ImpliedBookUpdateErrorArgs
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
TradeSummaryArgs< IncrementalRefreshTradeSummary48 > TradeSummary48Args
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< InstrumentDefinitionSpread56 > InstrumentDefinitionSpread56Args
SecurityDataArgs< SnapshotFullRefresh52 > Recovery52EntryArgs
Instantiation of security data attributes for recovery data.
MessageArgs< SnapshotFullRefreshOrderBook53 > SnapshotFullRefreshOrderBook53Args
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
MbpBook< DirectPriceLevel, MbpBookDepth > DirectBook
Multi-depth (direct) order book.
BookUpdateErrorArgs< MboBook > MboBookUpdateErrorArgs
Callbacks invoked by Handler to expose market data entities.
virtual void onOpeningPrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onTrade(Handler &, const Security &, const TradeSummary65Args &)
virtual void onDefinition(Handler &, const Security &, const FIX::MultiContainerArgs &)
virtual void onSettlementPrice(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onStatus(Handler &, const Security &, const SecurityStatus30Args &)
virtual void onGap(Handler &, const Security &, UInt32)
virtual void onHighestBid(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onHighTradePrice(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onLimitsAndBanding(Handler &, const Security &, const LimitsAndBanding50Args &)
virtual void onHighTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onClearedVolume(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onHighTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onLowTradePrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MbpBook64AtomicUpdateArgs &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
virtual void onLowestOffer(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onOpeningPrice(Handler &, const Security &, const SessionStatistics67Args &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
virtual void onSettlementPrice(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onBookUpdate(Handler &, const Security &, const ImpliedBook &)
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 &)
virtual void onHighestBid(Handler &, const Security &, const SessionStatistics67Args &)
virtual void onLowTradePrice(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onFixingPrice(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onClearedVolume(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const Recovery52EntryArgs &)
Invoked when atomic book update for.
virtual void onHighestBid(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onOpenInterest(Handler &, const Security &, const DailyStatistics49Args &)
virtual void onOpeningPrice(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFX63Args &)
Invoked upon instrument definition reception.
virtual void onLowestOffer(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const Recovery69EntryArgs &)
Invoked when atomic book update for.
virtual void onElectronicVolume(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onFixingPrice(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onClearedVolume(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onLowestOffer(Handler &, const Security &, const SessionStatistics67Args &)
virtual void onStatus(Handler &, const Security &, const SnapshotFullRefresh69Args &)
virtual void onLowestOffer(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onBookUpdate(Handler &, const Security &, const MboBook &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
virtual void onHighTradePrice(Handler &, const Security &, const SessionStatistics67Args &)
virtual void onQuoteRequest(Handler &, const Security &, const QuoteRequest39RelatedSymArgs &)
virtual void onElectronicVolume(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onOpeningPrice(Handler &, const Security &, const SessionStatistics51Args &)
virtual void onBookAtomicUpdate(Handler &, const Security &, const MboRecovery53EntryArgs &)
Invoked when atomic book update for.
virtual void onLowTradePrice(Handler &, const Security &, const SessionStatistics67Args &)
virtual void onOpenInterest(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onGroupStatus(Handler &, const SecurityStatus30Args &)
virtual void onOpenInterest(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
virtual void onBookUpdate(Handler &, const Security &, const DirectBook &)
virtual void onElectronicVolume(Handler &, const Security &, const Volume37Args &)
virtual void onElectronicVolume(Handler &, const Security &, const Volume66Args &)
virtual void onSettlementPrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onUndefined(Handler &, Security &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionSpread56Args &)
Invoked upon instrument definition reception.
virtual void onHighestBid(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onBookUpdateError(Handler &, const Security &, const ImpliedBookUpdateErrorArgs &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFixedIncome57Args &)
Invoked upon instrument definition reception.
virtual void onBookUpdateError(Handler &, const Security &, const DirectBookUpdateErrorArgs &)
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefresh52Args &)
virtual void onBookUpdateError(Handler &, const Security &, const MboBookUpdateErrorArgs &)
virtual void onTrade(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onReset(Handler &)
virtual void onLowTradePrice(Handler &, const Security &, const Recovery69EntryArgs &)
virtual void onFixingPrice(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onStatus(Handler &, const Security &, const SnapshotFullRefresh52Args &)
virtual void onBookUpdate(Handler &, const Security &, const ConsolidatedBook &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionFuture54Args &)
Invoked upon instrument definition reception.
virtual void onTrade(Handler &, const Security &, const Recovery52EntryArgs &)
virtual void onTrade(Handler &, const Security &, const TradeSummary48Args &)
virtual void onRecovery(Handler &, const Security &, const SnapshotFullRefresh69Args &)
virtual void onDefinition(Handler &, const Security &, const InstrumentDefinitionOption55Args &)
Invoked upon instrument definition reception.