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:

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.
PingResponse received	OnixS::Eurex::Trading::AdminListener::onPingResponse	OnixS::Eurex::Trading::Handler::registerAdminListener	Occurs 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:

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.
AddScaledSimpleInstrumentResponse received	OnixS::Eurex::Trading::StrategyCreationListener::onAddScaledSimpleInstrumentResponse	OnixS::Eurex::Trading::Handler::registerStrategyCreationListener	Occurs 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:

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.
MassOrderAck received	OnixS::Eurex::Trading::OrderHandlingListener::onMassOrderAck	OnixS::Eurex::Trading::Handler::registerOrderHandlingListener	Occurs 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:

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.

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.

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
BroadcastErrorNotification received	OnixS::Eurex::Trading::InfoListener::onBroadcastErrorNotification	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when BroadcastErrorNotification message is received.
LegalNotificationBroadcast received	OnixS::Eurex::Trading::InfoListener::onLegalNotificationBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when LegalNotificationBroadcast message is received.
NewsBroadcast received	OnixS::Eurex::Trading::InfoListener::onNewsBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when NewsBroadcast message is received.
PartyActionReport received	OnixS::Eurex::Trading::InfoListener::onPartyActionReport	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when PartyActionReport message is received.
PreTradeRiskLimitResponse received	OnixS::Eurex::Trading::InfoListener::onPreTradeRiskLimitResponse	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when PreTradeRiskLimitResponse message is received.
RiskNotificationBroadcast received	OnixS::Eurex::Trading::InfoListener::onRiskNotificationBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when RiskNotificationBroadcast message is received.
ServiceAvailabilityBroadcast received	OnixS::Eurex::Trading::InfoListener::onServiceAvailabilityBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when ServiceAvailabilityBroadcast message is received.
ServiceAvailabilityMarketBroadcast received	OnixS::Eurex::Trading::InfoListener::onServiceAvailabilityMarketBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when ServiceAvailabilityMarketBroadcast message is received.
StatusBroadcast received	OnixS::Eurex::Trading::InfoListener::onStatusBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when StatusBroadcast message is received.
TMTradingSessionStatusBroadcast received	OnixS::Eurex::Trading::InfoListener::onTMTradingSessionStatusBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when TMTradingSessionStatusBroadcast message is received.
TradeBroadcast received	OnixS::Eurex::Trading::InfoListener::onTradeBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when TradeBroadcast message is received.
TradingSessionStatusBroadcast received	OnixS::Eurex::Trading::InfoListener::onTradingSessionStatusBroadcast	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when TradingSessionStatusBroadcast message is received.
InquireMarginBasedRiskLimitResponse received	OnixS::Eurex::Trading::InfoListener::onInquireMarginBasedRiskLimitResponse	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when InquireMarginBasedRiskLimitResponse message is received.
UpdateRemainingRiskAllowanceBaseResponse received	OnixS::Eurex::Trading::InfoListener::onUpdateRemainingRiskAllowanceBaseResponse	OnixS::Eurex::Trading::Handler::registerInfoListener	Occurs when UpdateRemainingRiskAllowanceBaseResponse 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.
TESCompressionRunStatusBroadcast received	OnixS::Eurex::Trading::TESListener::onTESCompressionRunStatusBroadcast	OnixS::Eurex::Trading::Handler::registerTESListener	Occurs when TESCompressionRunStatusBroadcast message is received.
TESCompressionRunStatusResponse received	OnixS::Eurex::Trading::TESListener::onTESCompressionRunStatusResponse	OnixS::Eurex::Trading::Handler::registerTESListener	Occurs when TESCompressionRunStatusResponse message is received.
TESReversalBroadcast received	OnixS::Eurex::Trading::TESListener::onTESReversalBroadcast	OnixS::Eurex::Trading::Handler::registerTESListener	Occurs 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:

Event	Listener (C++ class) to be implemented	Handler's member to register listener	Description
SRQSCreateDealNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSCreateDealNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSCreateDealNotification message is received.
SRQSDealNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSDealNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSDealNotification message is received.
SRQSDealResponse received	OnixS::Eurex::Trading::SRQSListener::onSRQSDealResponse	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSDealResponse message is received.
SRQSInquireSmartRespondentResponse received	OnixS::Eurex::Trading::SRQSListener::onSRQSInquireSmartRespondentResponse	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSInquireSmartRespondentResponse message is received.
SRQSNegotiationNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSNegotiationNotification message is received.
SRQSNegotiationRequesterNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationRequesterNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSNegotiationRequesterNotification message is received.
SRQSNegotiationStatusNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSNegotiationStatusNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSNegotiationStatusNotification message is received.
SRQSOpenNegotiationNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSOpenNegotiationNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSOpenNegotiationNotification message is received.
SRQSOpenNegotiationRequesterNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSOpenNegotiationRequesterNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSOpenNegotiationRequesterNotification message is received.
SRQSQuoteNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSQuoteNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSQuoteNotification message is received.
SRQSQuoteResponse received	OnixS::Eurex::Trading::SRQSListener::onSRQSQuoteResponse	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSQuoteResponse message is received.
SRQSQuoteSnapshotNotification received	OnixS::Eurex::Trading::SRQSListener::onSRQSQuoteSnapshotNotification	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSQuoteSnapshotNotification message is received.
SRQSResponse received	OnixS::Eurex::Trading::SRQSListener::onSRQSResponse	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs when SRQSResponse message is received.
SRQSStatusBroadcast received	OnixS::Eurex::Trading::SRQSListener::onSRQSStatusBroadcast	OnixS::Eurex::Trading::Handler::registerSRQSListener	Occurs 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:

Event	Listener (C++ class) to be implemented	Handler's member to register listener	Description
CLIPDeletionNotification received	OnixS::Eurex::Trading::CLIPListener::onCLIPDeletionNotification	OnixS::Eurex::Trading::Handler::registerCLIPListener	Occurs when CLIPDeletionNotification message is received.
CLIPExecutionNotification received	OnixS::Eurex::Trading::CLIPListener::onCLIPExecutionNotification	OnixS::Eurex::Trading::Handler::registerCLIPListener	Occurs when CLIPExecutionNotification message is received.
CLIPResponse received	OnixS::Eurex::Trading::CLIPListener::onCLIPResponse	OnixS::Eurex::Trading::Handler::registerCLIPListener	Occurs 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:

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.