OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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ReferenceDataListener.h
Go to the documentation of this file.
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/eSpeed/MarketData/Itch/ABI.h
>
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#include <
OnixS/eSpeed/MarketData/Itch/Messages.h
>
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ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
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class
ONIXS_ESPEED_ITCH_API
ReferenceDataListener
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{
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public
:
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virtual
void
onOrderBookDirectory
(
const
OrderBookDirectoryMsg
& msg,
const
DataSource
& dataSource) = 0;
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virtual
void
onCombinationOrderBookDirectory
(
const
CombinationOrderBookDirectoryMsg
& msg,
const
DataSource
& dataSource) = 0;
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protected
:
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virtual
~ReferenceDataListener
() {};
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};
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ONIXS_ESPEED_ITCH_NAMESPACE_END
ABI.h
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition
Bootstrap.h:27
ONIXS_ESPEED_ITCH_NAMESPACE_END
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition
Bootstrap.h:31
Messages.h
ReferenceDataListener
Reference Data Message Listener.
Definition
ReferenceDataListener.h:29
ReferenceDataListener::onOrderBookDirectory
virtual void onOrderBookDirectory(const OrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
Is invoked when OrderBookDirectoryMsg received.
ReferenceDataListener::onCombinationOrderBookDirectory
virtual void onCombinationOrderBookDirectory(const CombinationOrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
Is invoked when CombinationOrderBookDirectoryMsg received.
ReferenceDataListener::~ReferenceDataListener
virtual ~ReferenceDataListener()
Definition
ReferenceDataListener.h:38
CombinationOrderBookDirectoryMsg
Definition
CombinationOrderBookDirectoryMsg.h:31
DataSource
Data source.
Definition
Defines.h:57
OrderBookDirectoryMsg
Definition
OrderBookDirectoryMsg.h:31
OnixS
eSpeed
MarketData
Itch
ReferenceDataListener.h
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