OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
Public Member Functions | List of all members
SecurityListener Struct Reference

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

Public Member Functions

virtual void onReset (Handler &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFuture54Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionOption55Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionSpread56Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFixedIncome57Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFX63Args &)
 
virtual void onDefinition (Handler &, const Security &, const FIX::MultiContainerArgs &)
 
virtual void onUndefined (Handler &, Security &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefresh52Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefresh69Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onTrade (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary48Args &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary65Args &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Volume37Args &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Volume66Args &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboRecovery53EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBookCombined64AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook64AtomicUpdateArgs &)
 
virtual void onBookUpdate (Handler &, const Security &, const MboBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const DirectBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const ImpliedBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const ConsolidatedBook &)
 
virtual void onBookUpdateError (Handler &, const Security &, const MboBookUpdateErrorArgs &)
 
virtual void onBookUpdateError (Handler &, const Security &, const DirectBookUpdateErrorArgs &)
 
virtual void onBookUpdateError (Handler &, const Security &, const ImpliedBookUpdateErrorArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onOpeningPrice (Handler &, const Security &, const SessionStatistics67Args &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighTradePrice (Handler &, const Security &, const SessionStatistics67Args &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowTradePrice (Handler &, const Security &, const SessionStatistics67Args &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighestBid (Handler &, const Security &, const SessionStatistics67Args &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowestOffer (Handler &, const Security &, const SessionStatistics67Args &)
 
virtual void onLimitsAndBanding (Handler &, const Security &, const LimitsAndBanding50Args &)
 
virtual void onQuoteRequest (Handler &, const Security &, const QuoteRequest39RelatedSymArgs &)
 
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefresh52Args &)
 
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefresh69Args &)
 
virtual void onStatus (Handler &, const Security &, const SecurityStatus30Args &)
 
virtual void onGroupStatus (Handler &, const SecurityStatus30Args &)
 
virtual void onGap (Handler &, const Security &, UInt32)
 
virtual Security::UserData onSecurityCreated (Handler &, const Security &)
 

Detailed Description

Definition at line 263 of file SecurityListener.h.

Member Function Documentation

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboRecovery53EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 342 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 346 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 350 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBook47AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 354 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBookCombined46AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 358 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBookCombined64AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 362 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MbpBook46AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 366 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MbpBook64AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 370 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const MboBook &   
)
inlinevirtual

Invoked when MBO book is updated for the security.

Note
Callback is invoked if MBO book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 380 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const DirectBook &   
)
inlinevirtual

Invoked when direct book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 390 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const ImpliedBook &   
)
inlinevirtual

Invoked when implied book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 400 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const ConsolidatedBook &   
)
inlinevirtual

Invoked when consolidated book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 410 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const MboBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update MBO book for given security.

Definition at line 414 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const DirectBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update direct book for given security.

Definition at line 418 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const ImpliedBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update implied book for given security.

Definition at line 422 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 438 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 442 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when cleared volume for the security is received.

Definition at line 446 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 270 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 273 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 276 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionFixedIncome57Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 279 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionFX63Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 282 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const FIX::MultiContainerArgs &   
)
inlinevirtual

Invoked upon processing of an instrument definition extracted from instrument cache.

Definition at line 286 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when electronic volume is recovered from snapshot for the security.

Definition at line 326 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when electronic volume is recovered from snapshot for the security.

Definition at line 330 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Volume37Args &   
)
inlinevirtual

Invoked when electronic volume is received for the security.

Definition at line 334 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Volume66Args &   
)
inlinevirtual

Invoked when electronic volume is received for the security.

Definition at line 338 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 462 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 466 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when fixing price is received for the security.

Definition at line 470 of file SecurityListener.h.

virtual void onGap ( Handler &  ,
const Security &  ,
UInt32   
)
inlinevirtual

Invoked when gap on is detected in market data referring to the given security.

Definition at line 579 of file SecurityListener.h.

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

Invoked when security status is received for group of securities.

Definition at line 575 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 523 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 527 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session highest bid price is received for the security.

Definition at line 531 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const SessionStatistics67Args &   
)
inlinevirtual

Invoked when session highest bid price is received for the security.

Definition at line 535 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 490 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 494 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session high trade price is received for the security.

Definition at line 499 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics67Args &   
)
inlinevirtual

Invoked when session high trade price is received for the security.

Definition at line 503 of file SecurityListener.h.

virtual void onLimitsAndBanding ( Handler &  ,
const Security &  ,
const LimitsAndBanding50Args &   
)
inlinevirtual

Invoked when threshold limits and price band variation is received for the security.

Definition at line 555 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 539 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 543 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session lowest offer price is received for the security.

Definition at line 547 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const SessionStatistics67Args &   
)
inlinevirtual

Invoked when session lowest offer price is received for the security.

Definition at line 551 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 507 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 511 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session low trade price is received for the security.

Definition at line 515 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics67Args &   
)
inlinevirtual

Invoked when session low trade price is received for the security.

Definition at line 519 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 474 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 478 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when opening price is received for the security.

Definition at line 482 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const SessionStatistics67Args &   
)
inlinevirtual

Invoked when opening price is received for the security.

Definition at line 486 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 450 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 454 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when open interest for the security is received.

Definition at line 458 of file SecurityListener.h.

virtual void onQuoteRequest ( Handler &  ,
const Security &  ,
const QuoteRequest39RelatedSymArgs &   
)
inlinevirtual

Invoked when request for quote data is received for the security.

Definition at line 559 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 296 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh69Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 301 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 306 of file SecurityListener.h.

virtual void onReset ( Handler &  )
inlinevirtual

Invoked when book reset procedure is spawned by MDP on a channel.

Definition at line 267 of file SecurityListener.h.

virtual Security::UserData onSecurityCreated ( Handler &  ,
const Security &   
)
inlinevirtual

Invoked when the Security object is created. The returned value is attached to Security::userData.

Definition at line 582 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 426 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 430 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when settlement price for the security is received.

Definition at line 434 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 563 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh69Args &   
)
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 567 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when security status is received for given security.

Definition at line 571 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 310 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const Recovery69EntryArgs &   
)
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 314 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const TradeSummary48Args &   
)
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 318 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const TradeSummary65Args &   
)
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 322 of file SecurityListener.h.

virtual void onUndefined ( Handler &  ,
Security &   
)
inlinevirtual

Invoked for the instrument whose instrument data wasn't received but other data like trades or book updates is about to be processed.

Definition at line 291 of file SecurityListener.h.

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