virtual void onInstrumentTradingAction(const InstrumentTradingActionMsg &, const DataSource &)
Fires when InstrumentTradingAction is received.
virtual void onOrderExecuted(const OrderExecutedMsg &, const DataSource &)
Fires when OrderExecuted is received.
virtual void onPrivilegeNotification(const PrivilegeNotificationMsg &, const DataSource &)
Fires when PrivilegeNotification is received.
virtual void onWorkupNotification(const WorkupNotificationMsg &, const DataSource &)
Fires when WorkupNotification is received.
virtual void onSystemEvent(const SystemEventMsg &, const DataSource &)
Fires when SystemEvent is received.
virtual void onOrderPartiallyCancelled(const OrderPartiallyCancelledMsg &, const DataSource &)
Fires when OrderPartiallyCancelled is received.
virtual void onTrade(const TradeMsg &, const DataSource &)
Fires when Trade is received.
virtual ~MessageListener()
virtual void onInstrumentDirectory(const InstrumentDirectoryMsg &, const DataSource &)
Fires when InstrumentDirectory is received.
virtual void onAddOrder(const AddOrderMsg &, const DataSource &)
Fires when AddOrder is received.
virtual void onOrderDeleted(const OrderDeletedMsg &, const DataSource &)
Fires when OrderDeleted is received.
virtual void onInstrumentStats(const InstrumentStatsMsg &, const DataSource &)
Fires when InstrumentStats is received.
virtual void onOrderReplaced(const OrderReplacedMsg &, const DataSource &)
Fires when OrderReplaced is received.
virtual void onGap(SequenceNumber, SequenceNumber)
Is invoked when Gap happens.
Integer8 SequenceNumber
Alias for Sequence Number type.
The Add Order message is used to communicate that a new order has been accepted into the Fenics USTre...
Instrument Trading Action.
This message is sent when an order is completed removed from the order-book. Field Name.
This message is sent when an order is partially or completely executed.
This message is sent when an order is partially cancelled.
This message is sent when the quantity of an order is increased or if the price of an order is adjust...
The trade message is designed to provide execution details for match events involving non-displayable...