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

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

Public Member Functions

virtual void onTrade (const TradeMsg &msg, const DataSource &dataSource)=0
 
virtual void onExecutionDone (const ExecutionDoneMsg &msg, const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~TradeListener ()
 

Detailed Description

Definition at line 28 of file TradeListener.h.

Constructor & Destructor Documentation

virtual ~TradeListener ( )
inlineprotectedvirtual

Definition at line 38 of file TradeListener.h.

Member Function Documentation

virtual void onExecutionDone ( const ExecutionDoneMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when ExecutionDoneMsg received.

virtual void onTrade ( const TradeMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when TradeMsg received.


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