OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
ReferenceDataListener Class Referenceabstract

#include <OnixS/eSpeed/MarketData/Itch/ReferenceDataListener.h>

Public Member Functions

virtual void onOrderBookDirectory (const OrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
 
virtual void onCombinationOrderBookDirectory (const CombinationOrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~ReferenceDataListener ()
 

Detailed Description

Definition at line 28 of file ReferenceDataListener.h.

Constructor & Destructor Documentation

virtual ~ReferenceDataListener ( )
inlineprotectedvirtual

Definition at line 38 of file ReferenceDataListener.h.

Member Function Documentation

virtual void onCombinationOrderBookDirectory ( const CombinationOrderBookDirectoryMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when CombinationOrderBookDirectoryMsg received.

virtual void onOrderBookDirectory ( const OrderBookDirectoryMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when OrderBookDirectoryMsg received.


The documentation for this class was generated from the following file: