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OnixS C++ CME MDP Premium Market Data Handler
5.8.9
API Documentation
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OnixS C++ CME MDP Premium Market Data Handler
5.8.9
API Documentation
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#include <OnixS/CME/MDH/HandlerListener.h>
Public Member Functions | |
| virtual void | onStarted (Handler &) |
| virtual void | onStopped (Handler &) |
| virtual void | onInstrumentRecovery (Handler &) |
| virtual void | onEndOfInstrumentRecovery (Handler &, const RecoveryCompletionArgs &) |
| virtual void | onMarketRecovery (Handler &) |
| virtual void | onEndOfMarketRecovery (Handler &, const RecoveryCompletionArgs &) |
| virtual void | onTcpRecovery (Handler &) |
| virtual void | onEndOfTcpRecovery (Handler &, const RecoveryCompletionArgs &) |
| virtual void | onRealtimeProcessing (Handler &) |
| virtual void | onEndOfRealtimeProcessing (Handler &) |
| virtual void | onWarning (Handler &, const WarningArgs &) |
| virtual void | onError (Handler &, const ErrorArgs &) |
Definition at line 182 of file HandlerListener.h.
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inlinevirtual |
Download or replay of Security Definition(d) messages is finished.
Definition at line 194 of file HandlerListener.h.
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inlinevirtual |
Handler accomplished recovering order books from snapshots.
Handler switches to this state when the latest books state is restored from MarketDataSnapshotFullRefresh (MsgType=W) messages (all snapshot data is retrieved).
It should be assumed at this point that all books maintained in the Handler have the correct, latest state maintained by CME.
Definition at line 218 of file HandlerListener.h.
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Handler suspended real-time processing of market data received over incremental feeds.
Definition at line 232 of file HandlerListener.h.
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Handler accomplished recovery of lost packets over TCP feed.
Definition at line 224 of file HandlerListener.h.
Error occurred while Handler is processing market data.
In contrast to warnings, given issue indicates the fact Handler fell into a conditions which are not supposed to take place (for example, book update failed due to corrupted data). Handler will handle an issue by itself, thus no special handling is required for the case.
Definition at line 247 of file HandlerListener.h.
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Download or replay of Security Definition(d) messages is started.
Definition at line 191 of file HandlerListener.h.
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Handler started recovering order books from snapshots.
Handler switches to this state when it joins the market and the initial books state is built from MarketDataSnapshotFullRefresh (MsgType=W) messages or when the TCP Recovery is not used and the message sequence number gap is detected, so the book state should be re-built from MarketDataSnapshotFullRefresh (MsgType=W) messages again.
It should be assumed at this point that all books maintained in the Handler may no longer have the correct, latest state maintained by CME, so they are cleared.
Definition at line 208 of file HandlerListener.h.
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Handler resumed real-time processing of market data received over incremental feeds.
Definition at line 228 of file HandlerListener.h.
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Handler is has started to process market data.
Definition at line 185 of file HandlerListener.h.
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Invoked when Handler has stopped market data processing.
Definition at line 188 of file HandlerListener.h.
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Handler spawned recovery of lost packets over TCP feed.
Definition at line 221 of file HandlerListener.h.
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Non-critical issue occurred while Handler is processing market data.
Handler will handle an issue by itself, thus no special handling is required for the case. Supplied parameters exposes details information on the issue.
Definition at line 239 of file HandlerListener.h.