OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
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ReferenceDataListener.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
29
30namespace OnixS
31{
32 namespace Eurex
33 {
34 namespace MarketData
35 {
38 {
39 public:
41 virtual void onSnapshotCycleStart() = 0;
42
44 virtual void onProduct (const ProductSnapshot& snapshot, const DataSource& dataSource) = 0;
45
47 virtual void onInstrument (const InstrumentSnapshot& snapshot, const DataSource& dataSource) = 0;
48
50 virtual void onInstrumentIncremental (const InstrumentIncremental& incremental, const DataSource& dataSource) = 0;
51
53 virtual void onVarianceFuturesStatus (const VarianceFuturesStatus& status, const DataSource& dataSource) = 0;
54
56 virtual void onTotalReturnFuturesStatus (const TotalReturnFuturesStatus& status, const DataSource& dataSource) = 0;
57
59 virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus& status, const DataSource& dataSource) = 0;
60
62 virtual void onSnapshotCycleEnd() = 0;
63
64 protected:
67 };
68 }
69 }
70}
virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus &status, const DataSource &dataSource)=0
Is called when TradeAtReferencePriceStatus message is received.
virtual void onSnapshotCycleStart()=0
Is called when reference data snapshot cycle is started.
virtual void onVarianceFuturesStatus(const VarianceFuturesStatus &status, const DataSource &dataSource)=0
Is called when variance futures status is received.
virtual void onSnapshotCycleEnd()=0
Is called when reference data snapshot cycle is ended.
virtual void onInstrumentIncremental(const InstrumentIncremental &incremental, const DataSource &dataSource)=0
Is called when instrument incremental update is received.
virtual void onProduct(const ProductSnapshot &snapshot, const DataSource &dataSource)=0
Is called when product snapshot is received.
virtual void onTotalReturnFuturesStatus(const TotalReturnFuturesStatus &status, const DataSource &dataSource)=0
Is called when total return futures status message is received.
virtual void onInstrument(const InstrumentSnapshot &snapshot, const DataSource &dataSource)=0
Is called when instrument snapshot is received.