OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
Public Member Functions | List of all members
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 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 AdminHeartbeat410Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat410Args &)
 
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 InstrumentDefinitionFX63Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFX63Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshBookLongQty64Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshBookLongQty64Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshVolumeLongQty66Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshVolumeLongQty66Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onMessage (Handler &, const FIX::MultiContainerArgs &)
 
virtual void onEndOfMessage (Handler &, const FIX::MultiContainerArgs &)
 

Detailed Description

Definition at line 200 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 214 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of message of ChannelReset4 message has ended.

Definition at line 222 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat12 message has ended.

Definition at line 230 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogin15 message has ended.

Definition at line 238 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogout16 message has ended.

Definition at line 246 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogin408Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogin408 message has ended.

Definition at line 254 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogout409Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogout409 message has ended.

Definition at line 262 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminHeartbeat410Args &   
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat410 message has ended.

Definition at line 270 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFuture54 message has ended.

Definition at line 278 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionSpread56 message has ended.

Definition at line 286 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of message of SecurityStatus30 message has ended.

Definition at line 294 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshBook46Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBook46 message has ended.

Definition at line 302 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics49Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshDailyStatistics49 message has ended.

Definition at line 310 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshLimitsBanding50 message has ended.

Definition at line 318 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics51Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshSessionStatistics51 message has ended.

Definition at line 326 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshVolume37Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshVolume37 message has ended.

Definition at line 334 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefresh52 message has ended.

Definition at line 342 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const QuoteRequest39Args &   
)
inlinevirtual

Invoked when processing of message of QuoteRequest39 message has ended.

Definition at line 350 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionOption55 message has ended.

Definition at line 358 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshTradeSummary48Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummary48 message has ended.

Definition at line 366 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshOrderBook47Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOrderBook47 message has ended.

Definition at line 374 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshOrderBook53 message has ended.

Definition at line 382 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionFX63Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFX63 message has ended.

Definition at line 390 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshBookLongQty64Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBookLongQty64 message has ended.

Definition at line 398 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshTradeSummaryLongQty65Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummaryLongQty65 message has ended.

Definition at line 406 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshVolumeLongQty66Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshVolumeLongQty66 message has ended.

Definition at line 414 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshSessionStatisticsLongQty67Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshSessionStatisticsLongQty67 message has ended.

Definition at line 422 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefreshLongQty69Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshLongQty69 message has ended.

Definition at line 430 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 identifying 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 452 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 206 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFixedIncome57Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFixedIncome57 message has begun.

Definition at line 210 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of ChannelReset4 message has begun.

Definition at line 218 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of AdminHeartbeat12 message has begun.

Definition at line 226 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of AdminLogin15 message has begun.

Definition at line 234 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of AdminLogout16 message has begun.

Definition at line 242 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogin408Args &   
)
inlinevirtual

Invoked when processing of AdminLogin408 message has begun.

Definition at line 250 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogout409Args &   
)
inlinevirtual

Invoked when processing of AdminLogout409 message has begun.

Definition at line 258 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminHeartbeat410Args &   
)
inlinevirtual

Invoked when processing of.

AdminHeartbeat410 message has begun.

Definition at line 266 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFuture54 message has begun.

Definition at line 274 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionSpread56 message has begun.

Definition at line 282 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of SecurityStatus30 message has begun.

Definition at line 290 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshBook46Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshBook46 message has begun.

Definition at line 298 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics49Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshDailyStatistics49 message has begun.

Definition at line 306 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshLimitsBanding50 message has begun.

Definition at line 314 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics51Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshSessionStatistics51 message has begun.

Definition at line 322 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshVolume37Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshVolume37 message has begun.

Definition at line 330 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefresh52 message has begun.

Definition at line 338 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const QuoteRequest39Args &   
)
inlinevirtual

Invoked when processing of QuoteRequest39 message has begun.

Definition at line 346 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionOption55 message has begun.

Definition at line 354 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshTradeSummary48Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummary48 message has begun.

Definition at line 362 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshOrderBook47Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshOrderBook47 message has begun.

Definition at line 370 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshOrderBook53 message has begun.

Definition at line 378 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFX63Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFX63 message has begun.

Definition at line 386 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshBookLongQty64Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshBookLongQty64 message has begun.

Definition at line 394 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshTradeSummaryLongQty65Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummaryLongQty65 message has begun.

Definition at line 402 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshVolumeLongQty66Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshVolumeLongQty66 message has begun.

Definition at line 410 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshSessionStatisticsLongQty67Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshSessionStatisticsLongQty67 message has begun.

Definition at line 418 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefreshLongQty69Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshLongQty69 message has begun.

Definition at line 426 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 identifying 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 441 of file MarketDataListener.h.

virtual void onPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 203 of file MarketDataListener.h.

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