OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OpenInterestListener.h
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19 
20 #pragma once
21 
24 
25 namespace OnixS
26 {
27  namespace Eurex
28  {
29  namespace MarketData
30  {
31  /// Open interest listener.
33  {
34  public:
35  /// Is called when open interest is received.
36  virtual void onOpenInterest (const OpenInterest& interest, const DataSource& dataSource) = 0;
37 
38  /// Is called when the corresponding MDReport message is received for the Replay Service.
39  virtual void onOpenInterestReplayCycleStart (UInt32 mdCount, const DataSource& dataSource) = 0;
40 
41  /// Is called when the corresponding MDReport message is received for the Replay Service.
42  virtual void onOpenInterestReplayCycleEnd (const DataSource& dataSource) = 0;
43 
44  protected:
45  /// Destructor.
46  virtual ~OpenInterestListener() {}
47  };
48  }
49  }
50 }
51 
virtual void onOpenInterestReplayCycleStart(UInt32 mdCount, const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
virtual void onOpenInterestReplayCycleEnd(const DataSource &dataSource)=0
Is called when the corresponding MDReport message is received for the Replay Service.
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
virtual void onOpenInterest(const OpenInterest &interest, const DataSource &dataSource)=0
Is called when open interest is received.