OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
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ReferenceDataListener.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
24
26
28class ONIXS_ESPEED_ITCH_API ReferenceDataListener
29{
30 public:
32 virtual void onOrderBookDirectory (const OrderBookDirectoryMsg& msg, const DataSource& dataSource) = 0;
33
35 virtual void onCombinationOrderBookDirectory (const CombinationOrderBookDirectoryMsg& msg, const DataSource& dataSource) = 0;
36
37 protected:
39};
40
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
Reference Data Message Listener.
virtual void onOrderBookDirectory(const OrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
Is invoked when OrderBookDirectoryMsg received.
virtual void onCombinationOrderBookDirectory(const CombinationOrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
Is invoked when CombinationOrderBookDirectoryMsg received.
Data source.
Definition Defines.h:57