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 onInstrumentLeg(const InstrumentLegMsg &, const DataSource &)
Fires when InstrumentLeg 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 void onTradeCancelAndAmend(const TradeCancelAndAmendMsg &, const DataSource &)
Fires when TradeCancelAndAmend 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 FMX order bo...
For multi-leg instruments that are made up of more than two legs, the Instrument Leg message carries ...
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 Cancel and Amend message notifies that a trade has been cancelled (busted) or modified....
The trade message is designed to provide execution details for match events involving non-displayable...