OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
Listening to Market Data

Events in the Handler

Once the Handler is started, it listens to a messages from the Eurex ETI message flow, processes it and invokes client code for further processing.

The Handler processes messages asynchronously and uses concept of events and event listeners to notify client code about a particular occasion like reception of record.

Listening for a particular Event

For each event like Error Occurred Handler provides an interface (C++ class with pure virtual members) like OnixS::Eurex::Trading::ErrorListener. Client code must implement this interface (C++ class) to be able to handle events of a particular type. Handler also exposes a member like OnixS::Eurex::Trading::Handler::registerErrorListener which allows to associate an instance of the event handler with a appropriate event in bounds of a particular instance of the OnixS::Eurex::Trading::Handler class.

Note
Associating listener for a particular event with an instance of the OnixS::Eurex::Trading::Handler class must be performed while the Handler is in disconnected state. Once the Handler is started, changing listener-event associations is not allowed and may lead to unpredictable behavior as well as may cause unexpected errors.

Associating event listener with an instance of the OnixS::Eurex::Trading::Handler class is also called subscribing to an event.

Primary High-level Events

There're multiple events exposed by the Handler. All events can be logically divided onto high- and low- level event sub-set. High-level events reflect various results of message processing done by the Handler like session events LogonResponse received or Reject received. Low-level events are designed for more control over data processing as well for more flexibility and described in different section of this documentation including Advanced Programming section.

Info Events

Below table describes Info events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
TradeBroadcast received OnixS::Eurex::Trading::InfoListener::onTradeBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when TradeBroadcast message is received.
ServiceAvailabilityBroadcast received OnixS::Eurex::Trading::InfoListener::onServiceAvailabilityBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when ServiceAvailabilityBroadcast message is received.
NewsBroadcast received OnixS::Eurex::Trading::InfoListener::onNewsBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when NewsBroadcast message is received.
TradingSessionStatusBroadcast received OnixS::Eurex::Trading::InfoListener::onTradingSessionStatusBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when TradingSessionStatusBroadcast message is received.
TMTradingSessionStatusBroadcast received OnixS::Eurex::Trading::InfoListener::onTMTradingSessionStatusBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when TMTradingSessionStatusBroadcast message is received.
BroadcastErrorNotification received OnixS::Eurex::Trading::InfoListener::onBroadcastErrorNotification OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when BroadcastErrorNotification message is received.
RiskNotificationBroadcast received OnixS::Eurex::Trading::InfoListener::onRiskNotificationBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when RiskNotificationBroadcast message is received.
LegalNotificationBroadcast received OnixS::Eurex::Trading::InfoListener::onLegalNotificationBroadcast OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when LegalNotificationBroadcast message is received.
PartyActionReport received OnixS::Eurex::Trading::InfoListener::onPartyActionReport OnixS::Eurex::Trading::Handler::registerInfoListener Occurs when PartyActionReport message is received.

Administrative Events

Below table describes Administrative events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
ForcedUserLogoutNotification received OnixS::Eurex::Trading::AdminListener::onForcedUserLogoutNotification OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when ForcedUserLogoutNotification message is received.
UserLoginResponse received OnixS::Eurex::Trading::AdminListener::onUserLoginResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when UserLoginResponse message is received.
UserLogoutResponse received OnixS::Eurex::Trading::AdminListener::onUserLogoutResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when UserLogoutResponse message is received.
SubscribeResponse received OnixS::Eurex::Trading::AdminListener::onSubscribeResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when SubscribeResponse message is received.
UnsubscribeResponse received OnixS::Eurex::Trading::AdminListener::onUnsubscribeResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when UnsubscribeResponse message is received.
RetransmitResponse received OnixS::Eurex::Trading::AdminListener::onRetransmitResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when RetransmitResponse message is received.
RetransmitMEMessageResponse received OnixS::Eurex::Trading::AdminListener::onRetransmitMEMessageResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when RetransmitMEMessageResponse message is received.
Reject received OnixS::Eurex::Trading::AdminListener::onReject OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when Reject message is received.
InquireSessionListResponse received OnixS::Eurex::Trading::AdminListener::onInquireSessionListResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when InquireSessionListResponse message is received.
InquireEnrichmentRuleIdListResponse received OnixS::Eurex::Trading::AdminListener::onInquireEnrichmentRuleIdListResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when InquireEnrichmentRuleIdListResponse message is received.
InquireUserResponse received OnixS::Eurex::Trading::AdminListener::onInquireUserResponse OnixS::Eurex::Trading::Handler::registerAdminListener Occurs when InquireUserResponse message is received.

Strategy Creation Events

Below table describes Strategy Creation events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
AddComplexInstrumentResponse received OnixS::Eurex::Trading::StrategyCreationListener::onAddComplexInstrumentResponse OnixS::Eurex::Trading::Handler::registerStrategyCreationListener Occurs when AddComplexInstrumentResponse message is received.
AddFlexibleInstrumentResponse received OnixS::Eurex::Trading::StrategyCreationListener::onAddFlexibleInstrumentResponse OnixS::Eurex::Trading::Handler::registerStrategyCreationListener Occurs when AddFlexibleInstrumentResponse message is received.

Quote Handling Events

Below table describes Quote Handling events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
MassQuoteResponse received OnixS::Eurex::Trading::QuoteHandlingListener::onMassQuoteResponse OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when MassQuoteResponse message is received.
QuoteExecutionReport received OnixS::Eurex::Trading::QuoteHandlingListener::onQuoteExecutionReport OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when QuoteExecutionReport message is received.
DeleteAllQuoteResponse received OnixS::Eurex::Trading::QuoteHandlingListener::onDeleteAllQuoteResponse OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when DeleteAllQuoteResponse message is received.
DeleteAllQuoteBroadcast received OnixS::Eurex::Trading::QuoteHandlingListener::onDeleteAllQuoteBroadcast OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when DeleteAllQuoteBroadcast message is received.
QuoteActivationResponse received OnixS::Eurex::Trading::QuoteHandlingListener::onQuoteActivationResponse OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when QuoteActivationResponse message is received.
QuoteActivationNotification received OnixS::Eurex::Trading::QuoteHandlingListener::onQuoteActivationNotification OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when QuoteActivationNotification message is received.
InquireMMParameterRequest received OnixS::Eurex::Trading::QuoteHandlingListener::onInquireMMParameterRequest OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when InquireMMParameterRequest message is received.
InquireMMParameterResponse received OnixS::Eurex::Trading::QuoteHandlingListener::onInquireMMParameterResponse OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when InquireMMParameterResponse message is received.
MMParameterDefinitionResponse received OnixS::Eurex::Trading::QuoteHandlingListener::onMMParameterDefinitionResponse OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener Occurs when MMParameterDefinitionResponse message is received.

Quote And Cross Request Events

Below table describes Quote And Cross Request events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
RFQResponse received OnixS::Eurex::Trading::QuoteAndCrossRequestListener::onRFQResponse OnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListener Occurs when RFQResponse message is received.
CrossRequestResponse received OnixS::Eurex::Trading::QuoteAndCrossRequestListener::onCrossRequestResponse OnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListener Occurs when CrossRequestResponse message is received.

TES Events

Below table describes TES events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
TESApproveBroadcast received OnixS::Eurex::Trading::TESListener::onTESApproveBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESApproveBroadcast message is received.
TESBroadcast received OnixS::Eurex::Trading::TESListener::onTESBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESBroadcast message is received.
TESDeleteBroadcast received OnixS::Eurex::Trading::TESListener::onTESDeleteBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESDeleteBroadcast message is received.
TESExecutionBroadcast received OnixS::Eurex::Trading::TESListener::onTESExecutionBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESExecutionBroadcast message is received.
TESResponse received OnixS::Eurex::Trading::TESListener::onTESResponse OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESResponse message is received.
TESTradeBroadcast received OnixS::Eurex::Trading::TESListener::onTESTradeBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESTradeBroadcast message is received.
TESTradingSessionStatusBroadcast received OnixS::Eurex::Trading::TESListener::onTESTradingSessionStatusBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESTradingSessionStatusBroadcast message is received.
TESUploadBroadcast received OnixS::Eurex::Trading::TESListener::onTESUploadBroadcast OnixS::Eurex::Trading::Handler::registerTESListener Occurs when TESUploadBroadcast message is received.

Order Handling Events

Below table describes Order Handling events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
NewOrderResponse received OnixS::Eurex::Trading::OrderHandlingListener::onNewOrderResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when NewOrderResponse message is received.
NewOrderNRResponse received OnixS::Eurex::Trading::OrderHandlingListener::onNewOrderNRResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when NewOrderNRResponse message is received.
OrderExecResponse received OnixS::Eurex::Trading::OrderHandlingListener::onOrderExecResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when OrderExecResponse message is received.
OrderExecNotification received OnixS::Eurex::Trading::OrderHandlingListener::onOrderExecNotification OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when OrderExecNotification message is received.
ModifyOrderResponse received OnixS::Eurex::Trading::OrderHandlingListener::onModifyOrderResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when ModifyOrderResponse message is received.
ModifyOrderNRResponse received OnixS::Eurex::Trading::OrderHandlingListener::onModifyOrderNRResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when ModifyOrderNRResponse message is received.
DeleteOrderResponse received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteOrderResponse message is received.
DeleteOrderNRResponse received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderNRResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteOrderNRResponse message is received.
DeleteOrderBroadcast received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderBroadcast OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteOrderBroadcast message is received.
DeleteAllOrderResponse received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteAllOrderResponse message is received.
DeleteAllOrderNRResponse received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderNRResponse OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteAllOrderNRResponse message is received.
DeleteAllOrderBroadcast received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderBroadcast OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteAllOrderBroadcast message is received.
DeleteAllOrderQuoteEventBroadcast received OnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderQuoteEventBroadcast OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when DeleteAllOrderQuoteEventBroadcast message is received.
OrderExecReportBroadcast received OnixS::Eurex::Trading::OrderHandlingListener::onOrderExecReportBroadcast OnixS::Eurex::Trading::Handler::registerOrderHandlingListener Occurs when OrderExecReportBroadcast message is received.

Basket Events

Below table describes Basket events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event Listener (C++ class) to be implemented Handler's member to register listener Description
BasketApproveBroadcast received OnixS::Eurex::Trading::BasketListener::onBasketApproveBroadcast OnixS::Eurex::Trading::Handler::registerBasketListener Occurs when BasketApproveBroadcast message is received.
BasketBroadcast received OnixS::Eurex::Trading::BasketListener::onBasketBroadcast OnixS::Eurex::Trading::Handler::registerBasketListener Occurs when BasketBroadcast message is received.
BasketDeleteBroadcast received OnixS::Eurex::Trading::BasketListener::onBasketDeleteBroadcast OnixS::Eurex::Trading::Handler::registerBasketListener Occurs when BasketDeleteBroadcast message is received.
BasketExecutionBroadcast received OnixS::Eurex::Trading::BasketListener::onBasketExecutionBroadcast OnixS::Eurex::Trading::Handler::registerBasketListener Occurs when BasketExecutionBroadcast message is received.
BasketResponse received OnixS::Eurex::Trading::BasketListener::onBasketResponse OnixS::Eurex::Trading::Handler::registerBasketListener Occurs when BasketResponse message is received.