OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
18.2.0
API documentation
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OpenInterestListener.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/Eurex/MarketData/ABI.h
>
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#include <
OnixS/Eurex/MarketData/OpenInterest.h
>
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namespace
OnixS
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{
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namespace
Eurex
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{
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namespace
MarketData
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{
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class
OpenInterestListener
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{
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public
:
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virtual
void
onOpenInterest
(
const
OpenInterest
& interest,
const
DataSource
& dataSource) = 0;
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virtual
void
onOpenInterestReplayCycleStart
(
UInt32
mdCount,
const
DataSource
& dataSource) = 0;
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virtual
void
onOpenInterestReplayCycleEnd
(
const
DataSource
& dataSource) = 0;
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protected
:
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virtual
~OpenInterestListener
() {}
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};
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}
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}
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}
ABI.h
OpenInterest.h
OnixS::Eurex::MarketData::OpenInterestListener
Open interest listener.
Definition
OpenInterestListener.h:33
OnixS::Eurex::MarketData::OpenInterestListener::~OpenInterestListener
virtual ~OpenInterestListener()
Destructor.
Definition
OpenInterestListener.h:46
OnixS::Eurex::MarketData::OpenInterestListener::onOpenInterestReplayCycleEnd
virtual void onOpenInterestReplayCycleEnd(const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
OnixS::Eurex::MarketData::OpenInterestListener::onOpenInterestReplayCycleStart
virtual void onOpenInterestReplayCycleStart(UInt32 mdCount, const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
OnixS::Eurex::MarketData::OpenInterestListener::onOpenInterest
virtual void onOpenInterest(const OpenInterest &interest, const DataSource &dataSource)=0
Is called when open interest is received.
OnixS::Eurex::MarketData::OpenInterest
Adjusted open interest.
Definition
OpenInterest.h:36
OnixS::Eurex::MarketData
Definition
Defines.h:35
OnixS::Eurex::MarketData::UInt32
unsigned int UInt32
Definition
Numeric.h:41
OnixS::Eurex
Definition
Defines.h:33
OnixS
Definition
Defines.h:31
OnixS::Eurex::MarketData::DataSource
Definition
Defines.h:94
OnixS
Eurex
MarketData
OpenInterestListener.h
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