OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
Public Member Functions | Protected Member Functions | List of all members
ReferenceDataListener Class Referenceabstract

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

Public Member Functions

virtual void onSnapshotCycleStart ()=0
 
virtual void onProduct (const ProductSnapshot &snapshot, const DataSource &dataSource)=0
 
virtual void onInstrument (const InstrumentSnapshot &snapshot, const DataSource &dataSource)=0
 
virtual void onInstrumentIncremental (const InstrumentIncremental &incremental, const DataSource &dataSource)=0
 
virtual void onVarianceFuturesStatus (const VarianceFuturesStatus &status, const DataSource &dataSource)=0
 
virtual void onTotalReturnFuturesStatus (const TotalReturnFuturesStatus &status, const DataSource &dataSource)=0
 
virtual void onTradeAtReferencePriceStatus (const TradeAtReferencePriceStatus &status, const DataSource &dataSource)=0
 
virtual void onSnapshotCycleEnd ()=0
 

Protected Member Functions

virtual ~ReferenceDataListener ()
 

Detailed Description

Definition at line 37 of file ReferenceDataListener.h.

Constructor & Destructor Documentation

virtual ~ReferenceDataListener ( )
inlineprotectedvirtual

Destructor.

Definition at line 66 of file ReferenceDataListener.h.

Member Function Documentation

virtual void onInstrument ( const InstrumentSnapshot &  snapshot,
const DataSource &  dataSource 
)
pure virtual

Is called when instrument snapshot is received.

virtual void onInstrumentIncremental ( const InstrumentIncremental &  incremental,
const DataSource &  dataSource 
)
pure virtual

Is called when instrument incremental update is received.

virtual void onProduct ( const ProductSnapshot &  snapshot,
const DataSource &  dataSource 
)
pure virtual

Is called when product snapshot is received.

virtual void onSnapshotCycleEnd ( )
pure virtual

Is called when reference data snapshot cycle is ended.

virtual void onSnapshotCycleStart ( )
pure virtual

Is called when reference data snapshot cycle is started.

virtual void onTotalReturnFuturesStatus ( const TotalReturnFuturesStatus &  status,
const DataSource &  dataSource 
)
pure virtual

Is called when total return futures status message is received.

virtual void onTradeAtReferencePriceStatus ( const TradeAtReferencePriceStatus &  status,
const DataSource &  dataSource 
)
pure virtual

Is called when TradeAtReferencePriceStatus message is received.

virtual void onVarianceFuturesStatus ( const VarianceFuturesStatus &  status,
const DataSource &  dataSource 
)
pure virtual

Is called when variance futures status is received.

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