OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OpenInterestListener Class Referenceabstract

#include <OnixS/Eurex/MarketData/OpenInterestListener.h>

Public Member Functions

virtual void onOpenInterest (const OpenInterest &interest, const DataSource &dataSource)=0
 
virtual void onOpenInterestReplayCycleStart (UInt32 mdCount, const DataSource &dataSource)=0
 
virtual void onOpenInterestReplayCycleEnd (const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~OpenInterestListener ()
 

Detailed Description

Definition at line 32 of file OpenInterestListener.h.

Constructor & Destructor Documentation

virtual ~OpenInterestListener ( )
inlineprotectedvirtual

Destructor.

Definition at line 46 of file OpenInterestListener.h.

Member Function Documentation

virtual void onOpenInterest ( const OpenInterest interest,
const DataSource dataSource 
)
pure virtual

Is called when open interest is received.

virtual void onOpenInterestReplayCycleEnd ( const DataSource dataSource)
pure virtual

Is called when the corresponding MDReport message is received for the Replay Service.

virtual void onOpenInterestReplayCycleStart ( UInt32  mdCount,
const DataSource dataSource 
)
pure virtual

Is called when the corresponding MDReport message is received for the Replay Service.


The documentation for this class was generated from the following file: