OnixS C++ CME MDP Premium Market Data Handler  5.8.10
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 FIX::MultiContainerArgs &)
 
virtual void onUndefined (Handler &, Security &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefresh52Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onTrade (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary48Args &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Volume37Args &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboRecovery53EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
 
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 DailyStatistics49Args &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const SessionStatistics51Args &)
 
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 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 245 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 300 of file SecurityListener.h.

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

Invoked when atomic book update for.

Definition at line 304 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 308 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 312 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 316 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 326 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 336 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 346 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 356 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 360 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 364 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 368 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 380 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 384 of file SecurityListener.h.

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

Invoked upon instrument definition reception.

Definition at line 252 of file SecurityListener.h.

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

Invoked upon instrument definition reception.

Definition at line 255 of file SecurityListener.h.

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

Invoked upon instrument definition reception.

Definition at line 258 of file SecurityListener.h.

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

Invoked upon instrument definition reception.

Definition at line 261 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 265 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 292 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 296 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 396 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 400 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 464 of file SecurityListener.h.

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

Invoked when security status is received for group of securities.

Definition at line 460 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 428 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 432 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 412 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 416 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 444 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 436 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 440 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 420 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 424 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 404 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 408 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 388 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 392 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 448 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 275 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 280 of file SecurityListener.h.

virtual void onReset ( Handler &  )
inlinevirtual

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

Definition at line 249 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 467 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 372 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 376 of file SecurityListener.h.

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

Invoked when security status is recovered from snapshot.

Definition at line 452 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 456 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 284 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 288 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 270 of file SecurityListener.h.

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