OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Public Member Functions
OrderBookListener Class Reference

Order Book listener. More...

List of all members.

Public Member Functions

virtual void onOrderBookUpdated (const OrderBook &book)=0
 Is called when the book is updated.
virtual void onOrderBookOutOfDate (const OrderBook &book)=0
 Is called when no data is coming during a reasonable period of time.

Detailed Description

Order Book listener.


Member Function Documentation

virtual void onOrderBookOutOfDate ( const OrderBook book) [pure virtual]

Is called when no data is coming during a reasonable period of time.

Since the moment of call books must be considered as outdated. Further call of 'onOrderBookUpdated' members makes a particular book as up-to-date.