OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Public Member Functions | Protected Member Functions
MessageListener Class Reference

Message listener. More...

List of all members.

Public Member Functions

virtual void onTime (const TimeMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderBookDirectory (const OrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onCombinationOrderBookDirectory (const CombinationOrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onTickSizeTableEntry (const TickSizeTableEntryMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onSystemEvent (const SystemEventMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderBookState (const OrderBookStateMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onWorkupInformation (const WorkupInformationMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onAddOrder (const AddOrderMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onAddAtributedOrder (const AddAtributedOrderMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderExecuted (const OrderExecutedMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderExecutedWithPrice (const OrderExecutedWithPriceMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderReplace (const OrderReplaceMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onOrderDelete (const OrderDeleteMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onTrade (const TradeMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onTradeSummary (const TradeSummaryMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.
virtual void onEquilibriumPriceUpdate (const EquilibriumPriceUpdateMsg &msg, const DataSource &dataSource)=0
 Callback is invoked when a corresponded message is received.

Protected Member Functions

virtual ~MessageListener ()
 Destructor.

Detailed Description

Message listener.