OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
18.2.0
API documentation
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TradeDataListener.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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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
,
ExecutionSummary
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
QuoteRequest
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
CrossRequest
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
TradeReport
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
TESTradeReport
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
TradeReversal
);
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class
TradeDataListener
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{
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public
:
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virtual
void
onExecutionSummary
(
const
ExecutionSummary
& executionSummary) = 0;
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virtual
void
onQuoteRequest
(
const
QuoteRequest
& quoteRequest) = 0;
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virtual
void
onCrossRequest
(
const
CrossRequest
& crossRequest) = 0;
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virtual
void
onTradeReport
(
const
TradeReport
& tradeReport) = 0;
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virtual
void
onTESTradeReport
(
const
TESTradeReport
& tradeReport) = 0;
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virtual
void
onTradeReversal
(
const
TradeReversal
& tradeReversal) = 0;
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protected
:
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virtual
~TradeDataListener
() {}
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};
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}
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}
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}
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}
ABI.h
ONIXS_EUREX_EMDI_API_DECL
#define ONIXS_EUREX_EMDI_API_DECL(typeKind, typeName)
Definition
ABI.h:27
OnixS::Eurex::MarketData::EOBI::CrossRequest
Definition
CrossRequest.h:35
OnixS::Eurex::MarketData::EOBI::ExecutionSummary
Definition
ExecutionSummary.h:75
OnixS::Eurex::MarketData::EOBI::QuoteRequest
Definition
QuoteRequest.h:35
OnixS::Eurex::MarketData::EOBI::TESTradeReport
Definition
TESTradeReport.h:35
OnixS::Eurex::MarketData::EOBI::TradeDataListener
Definition
TradeDataListener.h:40
OnixS::Eurex::MarketData::EOBI::TradeDataListener::~TradeDataListener
virtual ~TradeDataListener()
Destructor.
Definition
TradeDataListener.h:56
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTradeReport
virtual void onTradeReport(const TradeReport &tradeReport)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTESTradeReport
virtual void onTESTradeReport(const TESTradeReport &tradeReport)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onCrossRequest
virtual void onCrossRequest(const CrossRequest &crossRequest)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTradeReversal
virtual void onTradeReversal(const TradeReversal &tradeReversal)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onQuoteRequest
virtual void onQuoteRequest(const QuoteRequest "eRequest)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onExecutionSummary
virtual void onExecutionSummary(const ExecutionSummary &executionSummary)=0
OnixS::Eurex::MarketData::EOBI::TradeReport
Definition
TradeReport.h:35
OnixS::Eurex::MarketData::EOBI::TradeReversal
Definition
TradeReversal.h:76
OnixS::Eurex::MarketData::EOBI
Definition
Defines.h:1022
OnixS::Eurex::MarketData
Definition
Defines.h:35
OnixS::Eurex
Definition
Defines.h:33
OnixS
Definition
Defines.h:31
OnixS
Eurex
MarketData
EOBI
TradeDataListener.h
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