OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
ReferenceDataListener.h
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19 
20 #pragma once
21 
29 
30 namespace OnixS
31 {
32  namespace Eurex
33  {
34  namespace MarketData
35  {
36  /// Reference data listener.
38  {
39  public:
40  /// Is called when reference data snapshot cycle is started.
41  virtual void onSnapshotCycleStart() = 0;
42 
43  /// Is called when product snapshot is received.
44  virtual void onProduct (const ProductSnapshot& snapshot, const DataSource& dataSource) = 0;
45 
46  /// Is called when instrument snapshot is received.
47  virtual void onInstrument (const InstrumentSnapshot& snapshot, const DataSource& dataSource) = 0;
48 
49  /// Is called when instrument incremental update is received.
50  virtual void onInstrumentIncremental (const InstrumentIncremental& incremental, const DataSource& dataSource) = 0;
51 
52  /// Is called when variance futures status is received.
53  virtual void onVarianceFuturesStatus (const VarianceFuturesStatus& status, const DataSource& dataSource) = 0;
54 
55  /// Is called when total return futures status message is received.
56  virtual void onTotalReturnFuturesStatus (const TotalReturnFuturesStatus& status, const DataSource& dataSource) = 0;
57 
58  /// Is called when TradeAtReferencePriceStatus message is received.
59  virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus& status, const DataSource& dataSource) = 0;
60 
61  /// Is called when reference data snapshot cycle is ended.
62  virtual void onSnapshotCycleEnd() = 0;
63 
64  protected:
65  /// Destructor.
67  };
68  }
69  }
70 }
71 
virtual void onProduct(const ProductSnapshot &snapshot, const DataSource &dataSource)=0
Is called when product snapshot is received.
Definition: Defines.h:30
virtual void onInstrumentIncremental(const InstrumentIncremental &incremental, const DataSource &dataSource)=0
Is called when instrument incremental update is received.
virtual void onTotalReturnFuturesStatus(const TotalReturnFuturesStatus &status, const DataSource &dataSource)=0
Is called when total return futures status message is received.
virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus &status, const DataSource &dataSource)=0
Is called when TradeAtReferencePriceStatus message is received.
virtual void onSnapshotCycleEnd()=0
Is called when reference data snapshot cycle is ended.
virtual void onVarianceFuturesStatus(const VarianceFuturesStatus &status, const DataSource &dataSource)=0
Is called when variance futures status is received.
virtual void onInstrument(const InstrumentSnapshot &snapshot, const DataSource &dataSource)=0
Is called when instrument snapshot is received.
virtual void onSnapshotCycleStart()=0
Is called when reference data snapshot cycle is started.