OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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ReferenceDataListener Class Referenceabstract

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

◆ ~ReferenceDataListener()

virtual ~ReferenceDataListener ( )
inlineprotectedvirtual

Destructor.

Definition at line 66 of file ReferenceDataListener.h.

Member Function Documentation

◆ onInstrument()

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

Is called when instrument snapshot is received.

◆ onInstrumentIncremental()

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

Is called when instrument incremental update is received.

◆ onProduct()

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

Is called when product snapshot is received.

◆ onSnapshotCycleEnd()

virtual void onSnapshotCycleEnd ( )
pure virtual

Is called when reference data snapshot cycle is ended.

◆ onSnapshotCycleStart()

virtual void onSnapshotCycleStart ( )
pure virtual

Is called when reference data snapshot cycle is started.

◆ onTotalReturnFuturesStatus()

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

Is called when total return futures status message is received.

◆ onTradeAtReferencePriceStatus()

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

Is called when TradeAtReferencePriceStatus message is received.

◆ onVarianceFuturesStatus()

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

Is called when variance futures status is received.