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 MultiContainerArgs &)
virtual void	onUndefined (Handler &, Security &)
virtual void	onRecovery (Handler &, const Security &, const SnapshotFullRefresh52Args &)
virtual void	onRecovery (Handler &, const Security &, const SnapshotFullRefreshLongQty69Args &)
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 SnapshotFullRefreshLongQty69Args &)
virtual void	onStatus (Handler &, const Security &, const SecurityStatus30Args &)
virtual void	onGroupStatus (Handler &, const SecurityStatus30Args &)
virtual void	onGap (Handler &, const Security &, Messaging::UInt32)
virtual Security::UserData	onSecurityCreated (Handler &, const Security &)

Detailed Description

Definition at line 270 of file SecurityListener.h.

Member Function Documentation

onBookAtomicUpdate() [1/8]

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

inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 361 of file SecurityListener.h.

onBookAtomicUpdate() [2/8]

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

inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 365 of file SecurityListener.h.

onBookAtomicUpdate() [3/8]

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

inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 369 of file SecurityListener.h.

onBookAtomicUpdate() [4/8]

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

inlinevirtual

Invoked when atomic book update for.

Definition at line 349 of file SecurityListener.h.

onBookAtomicUpdate() [5/8]

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

inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 373 of file SecurityListener.h.

onBookAtomicUpdate() [6/8]

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

inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 377 of file SecurityListener.h.

onBookAtomicUpdate() [7/8]

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

inlinevirtual

Invoked when atomic book update for.

Definition at line 353 of file SecurityListener.h.

onBookAtomicUpdate() [8/8]

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

inlinevirtual

Invoked when atomic book update for.

Definition at line 357 of file SecurityListener.h.

onBookUpdate() [1/4]

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 417 of file SecurityListener.h.

onBookUpdate() [2/4]

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 397 of file SecurityListener.h.

onBookUpdate() [3/4]

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 407 of file SecurityListener.h.

onBookUpdate() [4/4]

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 387 of file SecurityListener.h.

onBookUpdateError() [1/3]

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

inlinevirtual

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

Definition at line 425 of file SecurityListener.h.

onBookUpdateError() [2/3]

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

inlinevirtual

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

Definition at line 429 of file SecurityListener.h.

onBookUpdateError() [3/3]

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

inlinevirtual

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

Definition at line 421 of file SecurityListener.h.

onClearedVolume() [1/3]

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

inlinevirtual

Invoked when cleared volume for the security is received.

Definition at line 453 of file SecurityListener.h.

onClearedVolume() [2/3]

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

inlinevirtual

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

Definition at line 445 of file SecurityListener.h.

onClearedVolume() [3/3]

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

inlinevirtual

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

Definition at line 449 of file SecurityListener.h.

onDefinition() [1/6]

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

inlinevirtual

Invoked upon instrument definition reception.

Definition at line 286 of file SecurityListener.h.

onDefinition() [2/6]

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

inlinevirtual

Invoked upon instrument definition reception.

Definition at line 277 of file SecurityListener.h.

onDefinition() [3/6]

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

inlinevirtual

Invoked upon instrument definition reception.

Definition at line 289 of file SecurityListener.h.

onDefinition() [4/6]

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

inlinevirtual

Invoked upon instrument definition reception.

Definition at line 280 of file SecurityListener.h.

onDefinition() [5/6]

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

inlinevirtual

Invoked upon instrument definition reception.

Definition at line 283 of file SecurityListener.h.

onDefinition() [6/6]

virtual void onDefinition ( Handler & , const Security & , const MultiContainerArgs &  )

inlinevirtual

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

Definition at line 293 of file SecurityListener.h.

onElectronicVolume() [1/4]

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

inlinevirtual

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

Definition at line 333 of file SecurityListener.h.

onElectronicVolume() [2/4]

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

inlinevirtual

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

Definition at line 337 of file SecurityListener.h.

onElectronicVolume() [3/4]

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

inlinevirtual

Invoked when electronic volume is received for the security.

Definition at line 341 of file SecurityListener.h.

onElectronicVolume() [4/4]

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

inlinevirtual

Invoked when electronic volume is received for the security.

Definition at line 345 of file SecurityListener.h.

onFixingPrice() [1/3]

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

inlinevirtual

Invoked when fixing price is received for the security.

Definition at line 477 of file SecurityListener.h.

onFixingPrice() [2/3]

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

inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 469 of file SecurityListener.h.

onFixingPrice() [3/3]

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

inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 473 of file SecurityListener.h.

onGap()

virtual void onGap ( Handler & , const Security & , Messaging::UInt32  )

inlinevirtual

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

Definition at line 586 of file SecurityListener.h.

onGroupStatus()

virtual void onGroupStatus ( Handler & , const SecurityStatus30Args &  )

inlinevirtual

Invoked when security status is received for group of securities.

Definition at line 582 of file SecurityListener.h.

onHighestBid() [1/4]

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

inlinevirtual

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

Definition at line 530 of file SecurityListener.h.

onHighestBid() [2/4]

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

inlinevirtual

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

Definition at line 534 of file SecurityListener.h.

onHighestBid() [3/4]

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

inlinevirtual

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

Definition at line 538 of file SecurityListener.h.

onHighestBid() [4/4]

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

inlinevirtual

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

Definition at line 542 of file SecurityListener.h.

onHighTradePrice() [1/4]

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

inlinevirtual

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

Definition at line 497 of file SecurityListener.h.

onHighTradePrice() [2/4]

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

inlinevirtual

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

Definition at line 501 of file SecurityListener.h.

onHighTradePrice() [3/4]

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

inlinevirtual

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

Definition at line 506 of file SecurityListener.h.

onHighTradePrice() [4/4]

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

inlinevirtual

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

Definition at line 510 of file SecurityListener.h.

onLimitsAndBanding()

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 562 of file SecurityListener.h.

onLowestOffer() [1/4]

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

inlinevirtual

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

Definition at line 546 of file SecurityListener.h.

onLowestOffer() [2/4]

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

inlinevirtual

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

Definition at line 550 of file SecurityListener.h.

onLowestOffer() [3/4]

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

inlinevirtual

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

Definition at line 554 of file SecurityListener.h.

onLowestOffer() [4/4]

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

inlinevirtual

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

Definition at line 558 of file SecurityListener.h.

onLowTradePrice() [1/4]

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

inlinevirtual

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

Definition at line 514 of file SecurityListener.h.

onLowTradePrice() [2/4]

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

inlinevirtual

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

Definition at line 518 of file SecurityListener.h.

onLowTradePrice() [3/4]

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

inlinevirtual

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

Definition at line 522 of file SecurityListener.h.

onLowTradePrice() [4/4]

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

inlinevirtual

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

Definition at line 526 of file SecurityListener.h.

onOpeningPrice() [1/4]

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

inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 481 of file SecurityListener.h.

onOpeningPrice() [2/4]

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

inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 485 of file SecurityListener.h.

onOpeningPrice() [3/4]

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

inlinevirtual

Invoked when opening price is received for the security.

Definition at line 489 of file SecurityListener.h.

onOpeningPrice() [4/4]

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

inlinevirtual

Invoked when opening price is received for the security.

Definition at line 493 of file SecurityListener.h.

onOpenInterest() [1/3]

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

inlinevirtual

Invoked when open interest for the security is received.

Definition at line 465 of file SecurityListener.h.

onOpenInterest() [2/3]

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

inlinevirtual

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

Definition at line 457 of file SecurityListener.h.

onOpenInterest() [3/3]

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

inlinevirtual

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

Definition at line 461 of file SecurityListener.h.

onQuoteRequest()

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

inlinevirtual

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

Definition at line 566 of file SecurityListener.h.

onRecovery() [1/3]

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 303 of file SecurityListener.h.

onRecovery() [2/3]

virtual void onRecovery ( Handler & , const Security & , const SnapshotFullRefreshLongQty69Args &  )

inlinevirtual

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

Definition at line 308 of file SecurityListener.h.

onRecovery() [3/3]

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 313 of file SecurityListener.h.

onReset()

virtual void onReset ( Handler & )

inlinevirtual

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

Definition at line 274 of file SecurityListener.h.

onSecurityCreated()

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 589 of file SecurityListener.h.

onSettlementPrice() [1/3]

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

inlinevirtual

Invoked when settlement price for the security is received.

Definition at line 441 of file SecurityListener.h.

onSettlementPrice() [2/3]

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

inlinevirtual

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

Definition at line 433 of file SecurityListener.h.

onSettlementPrice() [3/3]

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

inlinevirtual

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

Definition at line 437 of file SecurityListener.h.

onStatus() [1/3]

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

inlinevirtual

Invoked when security status is received for given security.

Definition at line 578 of file SecurityListener.h.

onStatus() [2/3]

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

inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 570 of file SecurityListener.h.

onStatus() [3/3]

virtual void onStatus ( Handler & , const Security & , const SnapshotFullRefreshLongQty69Args &  )

inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 574 of file SecurityListener.h.

onTrade() [1/4]

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 317 of file SecurityListener.h.

onTrade() [2/4]

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 321 of file SecurityListener.h.

onTrade() [3/4]

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

inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 325 of file SecurityListener.h.

onTrade() [4/4]

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

inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 329 of file SecurityListener.h.

onUndefined()

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 298 of file SecurityListener.h.