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OnixS EBS BrokerTec Market Data and Trading Handler for C++
2.14.1.0
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OnixS EBS BrokerTec Market Data and Trading Handler for C++
2.14.1.0
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The subscription to Order Book Levels (BO14) provides information on changes in the order book, but the data has been further processed by the central system before it is broadcasted. More...
Public Member Functions | |
| virtual void | onBeginOrderBookLevelsProcessing ()=0 |
| Implement this member to get notified about begin of BO14 broadcast processing. More... | |
| virtual void | onObLevelsSequenceNumber (const ObLevelsSequenceNumber &obLevelsSequenceNumber)=0 |
| This structure is always present as the first variable structure in a BO14 broadcast. More... | |
| virtual void | onObLevelsId (const Series &series, const ObLevelsId &obLevelsId)=0 |
| This structure defines the instrument series that succeeding variable structures relates to (up until the occurrence of a new Order Book Levels, ID variable structure). More... | |
| virtual void | onObLevelsPriceVolumes (const Series &series, const ObLevelsPriceVolumes &obLevelsPriceVolumes)=0 |
| This structure defines the premium levels. More... | |
| virtual void | onObLevelsPrice (const Series &series, const ObLevelsPrice &obLevelsPrice)=0 |
| Will be used in the same way as, but instead of, as Order Book Levels, Price and Volumes when volume dissemination is not enabled. More... | |
| virtual void | onObLevelsOrderNumber (const Series &series, const ObLevelsOrderNumber &obLevelsOrderNumber)=0 |
| Order number variable structure is only distributed if the exchange has enabled this distribution. More... | |
| virtual void | onObLevelsTotalQuantity (const Series &series, const ObLevelsTotalQuantity &obLevelsTotalQuantity)=0 |
| The Total Quantity variable structure is only distributed if the exchange has enabled this distribution. More... | |
| virtual void | onEndOrderBookLevelsProcessing ()=0 |
| Implement this member to get notified about end of BO14 broadcast processing. More... | |
The subscription to Order Book Levels (BO14) provides information on changes in the order book, but the data has been further processed by the central system before it is broadcasted.
|
pure virtual |
Implement this member to get notified about begin of BO14 broadcast processing.
|
pure virtual |
Implement this member to get notified about end of BO14 broadcast processing.
|
pure virtual |
This structure defines the instrument series that succeeding variable structures relates to (up until the occurrence of a new Order Book Levels, ID variable structure).
| series | Series. |
| obLevelsId | Underlying ob_levels_id_t representation. |
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pure virtual |
Order number variable structure is only distributed if the exchange has enabled this distribution.
If enabled, it applies to all instruments and is never changed intra day.
| series | Series. |
| obLevelsOrderNumber | Underlying ob_levels_order_number_t representation. |
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pure virtual |
Will be used in the same way as, but instead of, as Order Book Levels, Price and Volumes when volume dissemination is not enabled.
| series | Series. |
| obLevelsPrice | Underlying ob_levels_price_t representation. |
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pure virtual |
This structure defines the premium levels.
| series | Series. |
| obLevelsPriceVolumes | Underlying ob_levels_price_volumes_t representation. |
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pure virtual |
This structure is always present as the first variable structure in a BO14 broadcast.
It occurs exactly once in a BO14 broadcast. It should not be processed by the application.
| series | Series. |
| obLevelsSequenceNumber | Underlying ob_levels_sequence_number_t representation. |
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pure virtual |
The Total Quantity variable structure is only distributed if the exchange has enabled this distribution.
If enabled, it applies to all instruments and is never changed intra day.
| series | Series. |
| obLevelsTotalQuantity | Underlying ob_levels_total_quantity_t representation. |