OnixS Eurex ETI Handler C++ library 9.25.0
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Events in the Handler

Messages and Events

Once the Handler is started, it listens to 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.

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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
HeartbeatNotification receivedOnixS::Eurex::Trading::AdminListener::onHeartbeatNotificationOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when HeartbeatNotification message is received.
LogonResponse receivedOnixS::Eurex::Trading::AdminListener::onLogonResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when LogonResponse message is received.
ForcedUserLogoutNotification receivedOnixS::Eurex::Trading::AdminListener::onForcedUserLogoutNotificationOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when ForcedUserLogoutNotification message is received.
UserLoginResponse receivedOnixS::Eurex::Trading::AdminListener::onUserLoginResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when UserLoginResponse message is received.
UserLogoutResponse receivedOnixS::Eurex::Trading::AdminListener::onUserLogoutResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when UserLogoutResponse message is received.
SubscribeResponse receivedOnixS::Eurex::Trading::AdminListener::onSubscribeResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when SubscribeResponse message is received.
UnsubscribeResponse receivedOnixS::Eurex::Trading::AdminListener::onUnsubscribeResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when UnsubscribeResponse message is received.
RetransmitResponse receivedOnixS::Eurex::Trading::AdminListener::onRetransmitResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when RetransmitResponse message is received.
RetransmitMEMessageResponse receivedOnixS::Eurex::Trading::AdminListener::onRetransmitMEMessageResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when RetransmitMEMessageResponse message is received.
Reject receivedOnixS::Eurex::Trading::AdminListener::onRejectOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when Reject message is received.
InquireSessionListResponse receivedOnixS::Eurex::Trading::AdminListener::onInquireSessionListResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when InquireSessionListResponse message is received.
InquireEnrichmentRuleIdListResponse receivedOnixS::Eurex::Trading::AdminListener::onInquireEnrichmentRuleIdListResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when InquireEnrichmentRuleIdListResponse message is received.
InquireUserResponse receivedOnixS::Eurex::Trading::AdminListener::onInquireUserResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when InquireUserResponse message is received.
PingResponse receivedOnixS::Eurex::Trading::AdminListener::onPingResponseOnixS::Eurex::Trading::Handler::registerAdminListenerOccurs when PingResponse 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
AddComplexInstrumentResponse receivedOnixS::Eurex::Trading::StrategyCreationListener::onAddComplexInstrumentResponseOnixS::Eurex::Trading::Handler::registerStrategyCreationListenerOccurs when AddComplexInstrumentResponse message is received.
AddFlexibleInstrumentResponse receivedOnixS::Eurex::Trading::StrategyCreationListener::onAddFlexibleInstrumentResponseOnixS::Eurex::Trading::Handler::registerStrategyCreationListenerOccurs when AddFlexibleInstrumentResponse message is received.
AddScaledSimpleInstrumentResponse receivedOnixS::Eurex::Trading::StrategyCreationListener::onAddScaledSimpleInstrumentResponseOnixS::Eurex::Trading::Handler::registerStrategyCreationListenerOccurs when AddScaledSimpleInstrumentResponse 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
NewOrderResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onNewOrderResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when NewOrderResponse message is received.
NewOrderNRResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onNewOrderNRResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when NewOrderNRResponse message is received.
OrderExecResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onOrderExecResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when OrderExecResponse message is received.
OrderExecNotification receivedOnixS::Eurex::Trading::OrderHandlingListener::onOrderExecNotificationOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when OrderExecNotification message is received.
ModifyOrderResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onModifyOrderResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when ModifyOrderResponse message is received.
ModifyOrderNRResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onModifyOrderNRResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when ModifyOrderNRResponse message is received.
DeleteOrderResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteOrderResponse message is received.
DeleteOrderNRResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderNRResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteOrderNRResponse message is received.
DeleteOrderBroadcast receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteOrderBroadcastOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteOrderBroadcast message is received.
DeleteAllOrderResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteAllOrderResponse message is received.
DeleteAllOrderNRResponse receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderNRResponseOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteAllOrderNRResponse message is received.
DeleteAllOrderBroadcast receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderBroadcastOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteAllOrderBroadcast message is received.
DeleteAllOrderQuoteEventBroadcast receivedOnixS::Eurex::Trading::OrderHandlingListener::onDeleteAllOrderQuoteEventBroadcastOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when DeleteAllOrderQuoteEventBroadcast message is received.
OrderExecReportBroadcast receivedOnixS::Eurex::Trading::OrderHandlingListener::onOrderExecReportBroadcastOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when OrderExecReportBroadcast message is received.
MassOrderAck receivedOnixS::Eurex::Trading::OrderHandlingListener::onMassOrderAckOnixS::Eurex::Trading::Handler::registerOrderHandlingListenerOccurs when MassOrderAck 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
RFQResponse receivedOnixS::Eurex::Trading::QuoteAndCrossRequestListener::onRFQResponseOnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListenerOccurs when RFQResponse message is received.
CrossRequestResponse receivedOnixS::Eurex::Trading::QuoteAndCrossRequestListener::onCrossRequestResponseOnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListenerOccurs when CrossRequestResponse 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
MassQuoteResponse receivedOnixS::Eurex::Trading::QuoteHandlingListener::onMassQuoteResponseOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when MassQuoteResponse message is received.
QuoteExecutionReport receivedOnixS::Eurex::Trading::QuoteHandlingListener::onQuoteExecutionReportOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when QuoteExecutionReport message is received.
DeleteAllQuoteResponse receivedOnixS::Eurex::Trading::QuoteHandlingListener::onDeleteAllQuoteResponseOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when DeleteAllQuoteResponse message is received.
DeleteAllQuoteBroadcast receivedOnixS::Eurex::Trading::QuoteHandlingListener::onDeleteAllQuoteBroadcastOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when DeleteAllQuoteBroadcast message is received.
QuoteActivationResponse receivedOnixS::Eurex::Trading::QuoteHandlingListener::onQuoteActivationResponseOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when QuoteActivationResponse message is received.
QuoteActivationNotification receivedOnixS::Eurex::Trading::QuoteHandlingListener::onQuoteActivationNotificationOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when QuoteActivationNotification message is received.
InquireMMParameterResponse receivedOnixS::Eurex::Trading::QuoteHandlingListener::onInquireMMParameterResponseOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when InquireMMParameterResponse message is received.
MMParameterDefinitionResponse receivedOnixS::Eurex::Trading::QuoteHandlingListener::onMMParameterDefinitionResponseOnixS::Eurex::Trading::Handler::registerQuoteHandlingListenerOccurs when MMParameterDefinitionResponse message is received.

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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
BroadcastErrorNotification receivedOnixS::Eurex::Trading::InfoListener::onBroadcastErrorNotificationOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when BroadcastErrorNotification message is received.
LegalNotificationBroadcast receivedOnixS::Eurex::Trading::InfoListener::onLegalNotificationBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when LegalNotificationBroadcast message is received.
NewsBroadcast receivedOnixS::Eurex::Trading::InfoListener::onNewsBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when NewsBroadcast message is received.
PartyActionReport receivedOnixS::Eurex::Trading::InfoListener::onPartyActionReportOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when PartyActionReport message is received.
PreTradeRiskLimitResponse receivedOnixS::Eurex::Trading::InfoListener::onPreTradeRiskLimitResponseOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when PreTradeRiskLimitResponse message is received.
RiskNotificationBroadcast receivedOnixS::Eurex::Trading::InfoListener::onRiskNotificationBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when RiskNotificationBroadcast message is received.
ServiceAvailabilityBroadcast receivedOnixS::Eurex::Trading::InfoListener::onServiceAvailabilityBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when ServiceAvailabilityBroadcast message is received.
ServiceAvailabilityMarketBroadcast receivedOnixS::Eurex::Trading::InfoListener::onServiceAvailabilityMarketBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when ServiceAvailabilityMarketBroadcast message is received.
StatusBroadcast receivedOnixS::Eurex::Trading::InfoListener::onStatusBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when StatusBroadcast message is received.
TMTradingSessionStatusBroadcast receivedOnixS::Eurex::Trading::InfoListener::onTMTradingSessionStatusBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when TMTradingSessionStatusBroadcast message is received.
TradeBroadcast receivedOnixS::Eurex::Trading::InfoListener::onTradeBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when TradeBroadcast message is received.
TradingSessionStatusBroadcast receivedOnixS::Eurex::Trading::InfoListener::onTradingSessionStatusBroadcastOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when TradingSessionStatusBroadcast message is received.
InquireMarginBasedRiskLimitResponse receivedOnixS::Eurex::Trading::InfoListener::onInquireMarginBasedRiskLimitResponseOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when InquireMarginBasedRiskLimitResponse message is received.
UpdateRemainingRiskAllowanceBaseResponse receivedOnixS::Eurex::Trading::InfoListener::onUpdateRemainingRiskAllowanceBaseResponseOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when UpdateRemainingRiskAllowanceBaseResponse message is received.
PartyEntitlementsUpdateReport receivedOnixS::Eurex::Trading::InfoListener::onPartyEntitlementsUpdateReportOnixS::Eurex::Trading::Handler::registerInfoListenerOccurs when PartyEntitlementsUpdateReport 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
TESApproveBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESApproveBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESApproveBroadcast message is received.
TESBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESBroadcast message is received.
TESDeleteBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESDeleteBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESDeleteBroadcast message is received.
TESExecutionBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESExecutionBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESExecutionBroadcast message is received.
TESResponse receivedOnixS::Eurex::Trading::TESListener::onTESResponseOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESResponse message is received.
TESTradeBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESTradeBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESTradeBroadcast message is received.
TESTradingSessionStatusBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESTradingSessionStatusBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESTradingSessionStatusBroadcast message is received.
TESUploadBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESUploadBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESUploadBroadcast message is received.
TESReversalBroadcast receivedOnixS::Eurex::Trading::TESListener::onTESReversalBroadcastOnixS::Eurex::Trading::Handler::registerTESListenerOccurs when TESReversalBroadcast message is received.

SRQS Events

Below table describes SRQS 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
SRQSCreateDealNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSCreateDealNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSCreateDealNotification message is received.
SRQSDealNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSDealNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSDealNotification message is received.
SRQSDealResponse receivedOnixS::Eurex::Trading::SRQSListener::onSRQSDealResponseOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSDealResponse message is received.
SRQSInquireSmartRespondentResponse receivedOnixS::Eurex::Trading::SRQSListener::onSRQSInquireSmartRespondentResponseOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSInquireSmartRespondentResponse message is received.
SRQSNegotiationNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSNegotiationNotification message is received.
SRQSNegotiationRequesterNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationRequesterNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSNegotiationRequesterNotification message is received.
SRQSNegotiationStatusNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationStatusNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSNegotiationStatusNotification message is received.
SRQSOpenNegotiationNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSOpenNegotiationNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSOpenNegotiationNotification message is received.
SRQSOpenNegotiationRequesterNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSOpenNegotiationRequesterNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSOpenNegotiationRequesterNotification message is received.
SRQSQuoteNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSQuoteNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSQuoteNotification message is received.
SRQSQuoteResponse receivedOnixS::Eurex::Trading::SRQSListener::onSRQSQuoteResponseOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSQuoteResponse message is received.
SRQSQuoteSnapshotNotification receivedOnixS::Eurex::Trading::SRQSListener::onSRQSQuoteSnapshotNotificationOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSQuoteSnapshotNotification message is received.
SRQSResponse receivedOnixS::Eurex::Trading::SRQSListener::onSRQSResponseOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSResponse message is received.
SRQSStatusBroadcast receivedOnixS::Eurex::Trading::SRQSListener::onSRQSStatusBroadcastOnixS::Eurex::Trading::Handler::registerSRQSListenerOccurs when SRQSStatusBroadcast message is received.

CLIP Events

Below table describes CLIP 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
CLIPDeletionNotification receivedOnixS::Eurex::Trading::CLIPListener::onCLIPDeletionNotificationOnixS::Eurex::Trading::Handler::registerCLIPListenerOccurs when CLIPDeletionNotification message is received.
CLIPExecutionNotification receivedOnixS::Eurex::Trading::CLIPListener::onCLIPExecutionNotificationOnixS::Eurex::Trading::Handler::registerCLIPListenerOccurs when CLIPExecutionNotification message is received.
CLIPResponse receivedOnixS::Eurex::Trading::CLIPListener::onCLIPResponseOnixS::Eurex::Trading::Handler::registerCLIPListenerOccurs when CLIPResponse 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:

EventListener (C++ class) to be implementedHandler's member to register listenerDescription
BasketApproveBroadcast receivedOnixS::Eurex::Trading::BasketListener::onBasketApproveBroadcastOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketApproveBroadcast message is received.
BasketBroadcast receivedOnixS::Eurex::Trading::BasketListener::onBasketBroadcastOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketBroadcast message is received.
BasketDeleteBroadcast receivedOnixS::Eurex::Trading::BasketListener::onBasketDeleteBroadcastOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketDeleteBroadcast message is received.
BasketExecutionBroadcast receivedOnixS::Eurex::Trading::BasketListener::onBasketExecutionBroadcastOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketExecutionBroadcast message is received.
BasketResponse receivedOnixS::Eurex::Trading::BasketListener::onBasketResponseOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketResponse message is received.
BasketRollBroadcast receivedOnixS::Eurex::Trading::BasketListener::onBasketRollBroadcastOnixS::Eurex::Trading::Handler::registerBasketListenerOccurs when BasketRollBroadcast message is received.