OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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OpenInterestListener.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
25namespace OnixS
26{
27 namespace Eurex
28 {
29 namespace MarketData
30 {
33 {
34 public:
36 virtual void onOpenInterest (const OpenInterest& interest, const DataSource& dataSource) = 0;
37
39 virtual void onOpenInterestReplayCycleStart (UInt32 mdCount, const DataSource& dataSource) = 0;
40
42 virtual void onOpenInterestReplayCycleEnd (const DataSource& dataSource) = 0;
43
44 protected:
47 };
48 }
49 }
50}
virtual void onOpenInterestReplayCycleEnd(const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
virtual void onOpenInterestReplayCycleStart(UInt32 mdCount, const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
virtual void onOpenInterest(const OpenInterest &interest, const DataSource &dataSource)=0
Is called when open interest is received.
unsigned int UInt32
Definition Numeric.h:41