OnixS C++ CME Market Data Handler  5.4.0
API documentation
MarketDataListener Struct Reference

#include <OnixS/CME/MDH/MarketDataListener.h>

Public Member Functions

virtual void onPacket (Handler &, const PacketArgs &)
 
virtual void onEndOfPacket (Handler &, const PacketArgs &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionFixedIncome57Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFixedIncome57Args &)
 
virtual void onMessage (Handler &, const ChannelReset4Args &)
 
virtual void onEndOfMessage (Handler &, const ChannelReset4Args &)
 
virtual void onMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onMessage (Handler &, const AdminHeartbeat410Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat410Args &)
 
virtual void onMessage (Handler &, const AdminLogin15Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin15Args &)
 
virtual void onMessage (Handler &, const AdminLogout16Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout16Args &)
 
virtual void onMessage (Handler &, const AdminLogin408Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin408Args &)
 
virtual void onMessage (Handler &, const AdminLogout409Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout409Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionFuture54Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFuture54Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionSpread56Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionSpread56Args &)
 
virtual void onMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onEndOfMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshBook46Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshBook46Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshDailyStatistics49Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshDailyStatistics49Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshSessionStatistics51Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshSessionStatistics51Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshVolume37Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshVolume37Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefresh52Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefresh52Args &)
 
virtual void onMessage (Handler &, const QuoteRequest39Args &)
 
virtual void onEndOfMessage (Handler &, const QuoteRequest39Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionOption55Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionOption55Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeSummary48Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeSummary48Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOrderBook47Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOrderBook47Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onMessage (Handler &, const FIX::MultiContainerArgs &)
 
virtual void onEndOfMessage (Handler &, const FIX::MultiContainerArgs &)
 

Detailed Description

Callbacks invoked by Handler during market data processing to reflect various stages of processing.

Definition at line 226 of file MarketDataListener.h.

Member Function Documentation

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionFixedIncome57Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFixedIncome57 message has ended.

Definition at line 261 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const ChannelReset4Args  
)
inlinevirtual

Invoked when processing of message of ChannelReset4 message has ended.

Definition at line 281 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminHeartbeat12Args  
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat12 message has ended.

Definition at line 301 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminHeartbeat410Args  
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat410 message has ended.

Definition at line 321 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogin15Args  
)
inlinevirtual

Invoked when processing of message of AdminLogin15 message has ended.

Definition at line 341 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogout16Args  
)
inlinevirtual

Invoked when processing of message of AdminLogout16 message has ended.

Definition at line 361 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogin408Args  
)
inlinevirtual

Invoked when processing of message of AdminLogin408 message has ended.

Definition at line 381 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogout409Args  
)
inlinevirtual

Invoked when processing of message of AdminLogout409 message has ended.

Definition at line 401 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionFuture54Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFuture54 message has ended.

Definition at line 421 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionSpread56Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionSpread56 message has ended.

Definition at line 441 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const SecurityStatus30Args  
)
inlinevirtual

Invoked when processing of message of SecurityStatus30 message has ended.

Definition at line 461 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshBook46Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBook46 message has ended.

Definition at line 481 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshDailyStatistics49Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshDailyStatistics49 message has ended.

Definition at line 501 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshLimitsBanding50Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshLimitsBanding50 message has ended.

Definition at line 521 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshSessionStatistics51Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshSessionStatistics51 message has ended.

Definition at line 541 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshVolume37Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshVolume37 message has ended.

Definition at line 561 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const SnapshotFullRefresh52Args  
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefresh52 message has ended.

Definition at line 581 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const QuoteRequest39Args  
)
inlinevirtual

Invoked when processing of message of QuoteRequest39 message has ended.

Definition at line 601 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionOption55Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionOption55 message has ended.

Definition at line 621 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeSummary48Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummary48 message has ended.

Definition at line 641 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshOrderBook47Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOrderBook47 message has ended.

Definition at line 661 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const SnapshotFullRefreshOrderBook53Args  
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshOrderBook53 message has ended.

Definition at line 681 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const FIX::MultiContainerArgs  
)
inlinevirtual

Invoked when processing of the FIX message has ended.

Warning
FIX messages processed by the Handler in bounds of instrument cache replay. These messages do not belong to any packet and thus invocation of the given callback is not surrounded by callbacks identifing beginning and end of packet processing. Also, as there's no packet containing the FIX message, the packet component of the 'args' argument refers to no data.

Definition at line 715 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 241 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionFixedIncome57Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFixedIncome57 message has begun.

Definition at line 251 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const ChannelReset4Args  
)
inlinevirtual

Invoked when processing of ChannelReset4 message has begun.

Definition at line 271 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminHeartbeat12Args  
)
inlinevirtual

Invoked when processing of AdminHeartbeat12 message has begun.

Definition at line 291 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminHeartbeat410Args  
)
inlinevirtual

Invoked when processing of AdminHeartbeat410 message has begun.

Definition at line 311 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogin15Args  
)
inlinevirtual

Invoked when processing of AdminLogin15 message has begun.

Definition at line 331 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogout16Args  
)
inlinevirtual

Invoked when processing of AdminLogout16 message has begun.

Definition at line 351 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogin408Args  
)
inlinevirtual

Invoked when processing of AdminLogin408 message has begun.

Definition at line 371 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogout409Args  
)
inlinevirtual

Invoked when processing of AdminLogout409 message has begun.

Definition at line 391 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionFuture54Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFuture54 message has begun.

Definition at line 411 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionSpread56Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionSpread56 message has begun.

Definition at line 431 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const SecurityStatus30Args  
)
inlinevirtual

Invoked when processing of SecurityStatus30 message has begun.

Definition at line 451 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshBook46Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshBook46 message has begun.

Definition at line 471 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshDailyStatistics49Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshDailyStatistics49 message has begun.

Definition at line 491 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshLimitsBanding50Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshLimitsBanding50 message has begun.

Definition at line 511 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshSessionStatistics51Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshSessionStatistics51 message has begun.

Definition at line 531 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshVolume37Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshVolume37 message has begun.

Definition at line 551 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const SnapshotFullRefresh52Args  
)
inlinevirtual

Invoked when processing of SnapshotFullRefresh52 message has begun.

Definition at line 571 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const QuoteRequest39Args  
)
inlinevirtual

Invoked when processing of QuoteRequest39 message has begun.

Definition at line 591 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionOption55Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionOption55 message has begun.

Definition at line 611 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeSummary48Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummary48 message has begun.

Definition at line 631 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshOrderBook47Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshOrderBook47 message has begun.

Definition at line 651 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const SnapshotFullRefreshOrderBook53Args  
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshOrderBook53 message has begun.

Definition at line 671 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const FIX::MultiContainerArgs  
)
inlinevirtual

Invoked when processing of the FIX message has begun.

Warning
FIX messages processed by the Handler in bounds of instrument cache replay. These messages do not belong to any packet and thus invocation of the given callback is not surrounded by callbacks identifing beginning and end of packet processing. Also, as there's no packet containing the FIX message, the packet component of the 'args' argument refers to no data.

Definition at line 698 of file MarketDataListener.h.

virtual void onPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 232 of file MarketDataListener.h.


The documentation for this struct was generated from the following file: