OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
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OnixS
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MarketData
EOBI
SnapshotListener.h
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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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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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namespace
EOBI
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{
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ONIXS_EUREX_EMDI_API_DECL
(
class
, ProductSummary);
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ONIXS_EUREX_EMDI_API_DECL
(
class
, InstrumentSummary);
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ONIXS_EUREX_EMDI_API_DECL
(
class
, SnapshotOrder);
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class
SnapshotListener
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{
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public
:
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virtual
void
onProductSummary
(
const
ProductSummary
& productSummary) = 0;
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virtual
void
onInstrumentSummary
(
const
InstrumentSummary
& instrumentSummary) = 0;
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virtual
void
onSnapshotOrder
(
const
SnapshotOrder
& snapshotOrder) = 0;
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virtual
void
onSnapshotCycleBegin
() = 0;
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virtual
void
onSnapshotCycleEnd
() = 0;
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protected
:
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/// Destructor.
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virtual
~SnapshotListener
() {}
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};
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}
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}
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}
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}
OnixS::Eurex::MarketData::EOBI::SnapshotListener::~SnapshotListener
virtual ~SnapshotListener()
Destructor.
Definition:
SnapshotListener.h:51
OnixS::Eurex::MarketData::EOBI::InstrumentSummary
Definition:
InstrumentSummary.h:93
OnixS::Eurex::MarketData::EOBI::SnapshotListener
Definition:
SnapshotListener.h:36
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL
ONIXS_EUREX_EMDI_API_DECL(class, ExecutionSummary)
ABI.h
OnixS
Definition:
Defines.h:30
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onSnapshotCycleBegin
virtual void onSnapshotCycleBegin()=0
OnixS::Eurex::MarketData::EOBI::ProductSummary
Definition:
ProductSummary.h:34
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onSnapshotOrder
virtual void onSnapshotOrder(const SnapshotOrder &snapshotOrder)=0
OnixS::Eurex::MarketData::EOBI::SnapshotOrder
Definition:
SnapshotOrder.h:35
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onInstrumentSummary
virtual void onInstrumentSummary(const InstrumentSummary &instrumentSummary)=0
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onSnapshotCycleEnd
virtual void onSnapshotCycleEnd()=0
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onProductSummary
virtual void onProductSummary(const ProductSummary &productSummary)=0