OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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SecurityListener Struct Reference

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

◆ 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 354 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 358 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 362 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 342 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 366 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 370 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 346 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 350 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 410 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 390 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 400 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 380 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 418 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 422 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 414 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 446 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 438 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 442 of file SecurityListener.h.

◆ onDefinition() [1/6]

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.

◆ onDefinition() [2/6]

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

Invoked upon instrument definition reception.

Definition at line 279 of file SecurityListener.h.

◆ onDefinition() [3/6]

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

Invoked upon instrument definition reception.

Definition at line 270 of file SecurityListener.h.

◆ onDefinition() [4/6]

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

Invoked upon instrument definition reception.

Definition at line 282 of file SecurityListener.h.

◆ onDefinition() [5/6]

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

Invoked upon instrument definition reception.

Definition at line 273 of file SecurityListener.h.

◆ onDefinition() [6/6]

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

Invoked upon instrument definition reception.

Definition at line 276 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 326 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 330 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 334 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 338 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 470 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 462 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 466 of file SecurityListener.h.

◆ onGap()

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.

◆ onGroupStatus()

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.

◆ 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 523 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 527 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 531 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 535 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 490 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 494 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 499 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 503 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 555 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 539 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 543 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 547 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 551 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 507 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 511 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 515 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 519 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 474 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 478 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 482 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 486 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 458 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 450 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 454 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 559 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 296 of file SecurityListener.h.

◆ onRecovery() [2/3]

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.

◆ 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 306 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 267 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 582 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 434 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 426 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 430 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 571 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 563 of file SecurityListener.h.

◆ onStatus() [3/3]

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.

◆ 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 310 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 314 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 318 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 322 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 291 of file SecurityListener.h.