OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
ExchangeListener Class Reference

#include <ExchangeListener.h>

Public Member Functions

virtual ~ExchangeListener ()
 
User callback's
virtual void onAddModifyOrder (const AddModifyOrder &msg, const MessageInfo &msgInfo)
 
virtual void onAddPriceLevel (const AddPriceLevel &msg, const MessageInfo &msgInfo)
 
virtual void onBundleMarker (const BundleMarker &msg, const MessageInfo &msgInfo)
 
virtual void onCancelledTrade (const CancelledTrade &msg, const MessageInfo &msgInfo)
 
virtual void onChangePriceLevel (const ChangePriceLevel &msg, const MessageInfo &msgInfo)
 
virtual void onClosePrice (const ClosePrice &msg, const MessageInfo &msgInfo)
 
virtual void onDeleteOrder (const DeleteOrder &msg, const MessageInfo &msgInfo)
 
virtual void onDeletePriceLevel (const DeletePriceLevel &msg, const MessageInfo &msgInfo)
 
virtual void onEndOfDayMarketSummary (const EndOfDayMarketSummary &msg, const MessageInfo &msgInfo)
 
virtual void onFixingIndicativePrice (const FixingIndicativePrice &msg, const MessageInfo &msgInfo)
 
virtual void onFixingLockdown (const FixingLockdown &msg, const MessageInfo &msgInfo)
 
virtual void onFixingTransition (const FixingTransition &msg, const MessageInfo &msgInfo)
 
virtual void onFuturesProductDefinition (const FuturesProductDefinition &msg, bool &isInterested)
 
virtual void onFuturesStrategyDefinition (const FuturesStrategyDefinition &msg, bool &isInterested)
 
virtual void onIntervalPriceLimitNotification (const IntervalPriceLimitNotification &msg, const MessageInfo &msgInfo)
 
virtual void onInvestigatedTrade (const InvestigatedTrade &msg, const MessageInfo &msgInfo)
 
virtual void onMarkerIndexPrices (const MarkerIndexPrices &msg, const MessageInfo &msgInfo)
 
virtual void onMarketEvent (const MarketEvent &msg, const MessageInfo &msgInfo)
 
virtual void onMarketSnapshot (const MarketSnapshot &msg, const MessageInfo &msgInfo)
 
virtual void onMarketSnapshotOrder (const MarketSnapshotOrder &msg, const MessageInfo &msgInfo)
 
virtual void onMarketSnapshotPriceLevel (const MarketSnapshotPriceLevel &msg, const MessageInfo &msgInfo)
 
virtual void onMarketStateChange (const MarketStateChange &msg, const MessageInfo &msgInfo)
 
virtual void onMarketStatistics (const MarketStatistics &msg, const MessageInfo &msgInfo)
 
virtual void onNewExpiry (const NewExpiry &msg, bool &isInterested, const MessageInfo &msgInfo)
 
virtual void onNewFuturesStrategyDefinition (const NewFuturesStrategyDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
 
virtual void onNewOptionsMarketDefinition (const NewOptionsMarketDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
 
virtual void onNewOptionsStrategyDefinition (const NewOptionsStrategyDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
 
virtual void onOldStyleOptionsTradeAndMarketStats (const OldStyleOptionsTradeAndMarketStats &msg, const MessageInfo &msgInfo)
 
virtual void onOpenInterest (const OpenInterest &msg, const MessageInfo &msgInfo)
 
virtual void onOpenPrice (const OpenPrice &msg, const MessageInfo &msgInfo)
 
virtual void onOptionOpenInterest (const OptionOpenInterest &msg, const MessageInfo &msgInfo)
 
virtual void onOptionSettlementPrice (const OptionSettlementPrice &msg, const MessageInfo &msgInfo)
 
virtual void onOptionsProductDefinition (const OptionsProductDefinition &msg, bool &isInterested)
 
virtual void onOptionsStrategyDefinition (const OptionsStrategyDefinition &msg, bool &isInterested)
 
virtual void onPreOpenPriceIndicator (const PreOpenPriceIndicator &msg, const MessageInfo &msgInfo)
 
virtual void onRfq (const Rfq &msg, const MessageInfo &msgInfo)
 
virtual void onSettlementPrice (const SettlementPrice &msg, const MessageInfo &msgInfo)
 
virtual void onSpecialField (const SpecialField &msg, const MessageInfo &msgInfo)
 
virtual void onSpotMarketTrade (const SpotMarketTrade &msg, const MessageInfo &msgInfo)
 
virtual void onStripInfo (const StripInfo &msg)
 
virtual void onSystemText (const SystemText &msg, const MessageInfo &msgInfo)
 
virtual void onTrade (const Trade &msg, const MessageInfo &msgInfo)
 

Detailed Description

Definition at line 35 of file ExchangeListener.h.

Constructor & Destructor Documentation

virtual ~ExchangeListener ( )
inlinevirtual

Definition at line 38 of file ExchangeListener.h.

Member Function Documentation

virtual void onAddModifyOrder ( const AddModifyOrder msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Add/Modify Order Message.

Default implementation do nothing.

Parameters
msgis a AddModifyOrder message structure.
msgInfoinformation about this particular message.
virtual void onAddPriceLevel ( const AddPriceLevel msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Add Price Level Message.

Default implementation do nothing.

Parameters
msgis a AddPriceLevel message structure.
msgInfoinformation about this particular message.
virtual void onBundleMarker ( const BundleMarker msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Message Bundle Marker.

Default implementation do nothing.

Parameters
msgis a BundleMarker message structure.
msgInfoinformation about this particular message.
virtual void onCancelledTrade ( const CancelledTrade msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Cancelled Trade Message.

Default implementation do nothing.

Parameters
msgis a CancelledTrade message structure.
msgInfoinformation about this particular message.
virtual void onChangePriceLevel ( const ChangePriceLevel msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Change Price Level Message.

Default implementation do nothing.

Parameters
msgis a ChangePriceLevel message structure.
msgInfoinformation about this particular message.
virtual void onClosePrice ( const ClosePrice msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Close Price Message.

Default implementation do nothing.

Parameters
msgis a ClosePrice message structure.
msgInfoinformation about this particular message.
virtual void onDeleteOrder ( const DeleteOrder msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Delete Order Message.

Default implementation do nothing.

Parameters
msgis a DeleteOrder message structure.
msgInfoinformation about this particular message.
virtual void onDeletePriceLevel ( const DeletePriceLevel msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Delete Price Level Message.

Default implementation do nothing.

Parameters
msgis a DeletePriceLevel message structure.
msgInfoinformation about this particular message.
virtual void onEndOfDayMarketSummary ( const EndOfDayMarketSummary msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about End of Day Market Summary Message.

Default implementation do nothing.

Parameters
msgis a EndOfDayMarketSummary message structure.
msgInfoinformation about this particular message.
virtual void onFixingIndicativePrice ( const FixingIndicativePrice msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Fixing Indicative Price Message.

Default implementation do nothing.

Parameters
msgis a FixingIndicativePrice message structure.
msgInfoinformation about this particular message.
virtual void onFixingLockdown ( const FixingLockdown msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Fixing Lockdown Message.

Default implementation do nothing.

Parameters
msgis a FixingLockdown message structure.
msgInfoinformation about this particular message.
virtual void onFixingTransition ( const FixingTransition msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Fixing Transition Message.

Default implementation do nothing.

Parameters
msgis a FixingTransition message structure.
msgInfoinformation about this particular message.
virtual void onFuturesProductDefinition ( const FuturesProductDefinition msg,
bool &  isInterested 
)
virtual

Implement this member to get notified about Futures/OTC Product Definition Response Message.

Default implementation do nothing.

Parameters
msgis a FuturesProductDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
virtual void onFuturesStrategyDefinition ( const FuturesStrategyDefinition msg,
bool &  isInterested 
)
virtual

Implement this member to get notified about Futures Strategy Definition Response Message.

Default implementation do nothing.

Parameters
msgis a FuturesStrategyDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
virtual void onIntervalPriceLimitNotification ( const IntervalPriceLimitNotification msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Interval Price Limit Notification Message.

Default implementation do nothing.

Parameters
msgis a IntervalPriceLimitNotification message structure.
msgInfoinformation about this particular message.
virtual void onInvestigatedTrade ( const InvestigatedTrade msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Investigated Trade Message.

Default implementation do nothing.

Parameters
msgis a InvestigatedTrade message structure.
msgInfoinformation about this particular message.
virtual void onMarkerIndexPrices ( const MarkerIndexPrices msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Marker/Index Prices Message.

Default implementation do nothing.

Parameters
msgis a MarkerIndexPrices message structure.
msgInfoinformation about this particular message.
virtual void onMarketEvent ( const MarketEvent msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market Event Message.

Default implementation do nothing.

Parameters
msgis a MarketEvent message structure.
msgInfoinformation about this particular message.
virtual void onMarketSnapshot ( const MarketSnapshot msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market Snapshot Message.

Default implementation do nothing.

Parameters
msgis a MarketSnapshot message structure.
msgInfoinformation about this particular message.
virtual void onMarketSnapshotOrder ( const MarketSnapshotOrder msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market Snapshot Order Message.

Default implementation do nothing.

Parameters
msgis a MarketSnapshotOrder message structure.
msgInfoinformation about this particular message.
virtual void onMarketSnapshotPriceLevel ( const MarketSnapshotPriceLevel msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market Snapshot Price Level Message.

Default implementation do nothing.

Parameters
msgis a MarketSnapshotPriceLevel message structure.
msgInfoinformation about this particular message.
virtual void onMarketStateChange ( const MarketStateChange msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market State Change Message.

Default implementation do nothing.

Parameters
msgis a MarketStateChange message structure.
msgInfoinformation about this particular message.
virtual void onMarketStatistics ( const MarketStatistics msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Market Statistics Message.

Default implementation do nothing.

Parameters
msgis a MarketStatistics message structure.
msgInfoinformation about this particular message.
virtual void onNewExpiry ( const NewExpiry msg,
bool &  isInterested,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about New Expiry Message.

Default implementation do nothing.

Parameters
msgis a NewExpiry message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
Parameters
msgInfoinformation about this particular message.
virtual void onNewFuturesStrategyDefinition ( const NewFuturesStrategyDefinition msg,
bool &  isInterested,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about New Futures Strategy Definition Message.

Default implementation do nothing.

Parameters
msgis a NewFuturesStrategyDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
Parameters
msgInfoinformation about this particular message.
virtual void onNewOptionsMarketDefinition ( const NewOptionsMarketDefinition msg,
bool &  isInterested,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about New Options Market Definition Message.

Default implementation do nothing.

Parameters
msgis a NewOptionsMarketDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
Parameters
msgInfoinformation about this particular message.
virtual void onNewOptionsStrategyDefinition ( const NewOptionsStrategyDefinition msg,
bool &  isInterested,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about New Options Strategy Definition Message.

Default implementation do nothing.

Parameters
msgis a NewOptionsStrategyDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
Parameters
msgInfoinformation about this particular message.
virtual void onOldStyleOptionsTradeAndMarketStats ( const OldStyleOptionsTradeAndMarketStats msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Old Style Options Trade and Market Stats Message.

Default implementation do nothing.

Parameters
msgis a OldStyleOptionsTradeAndMarketStats message structure.
msgInfoinformation about this particular message.
virtual void onOpenInterest ( const OpenInterest msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Open Interest Message.

Default implementation do nothing.

Parameters
msgis a OpenInterest message structure.
msgInfoinformation about this particular message.
virtual void onOpenPrice ( const OpenPrice msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Open Price Message.

Default implementation do nothing.

Parameters
msgis a OpenPrice message structure.
msgInfoinformation about this particular message.
virtual void onOptionOpenInterest ( const OptionOpenInterest msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Option Open Interest Message.

Default implementation do nothing.

Parameters
msgis a OptionOpenInterest message structure.
msgInfoinformation about this particular message.
virtual void onOptionSettlementPrice ( const OptionSettlementPrice msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Option Settlement Price Message.

Default implementation do nothing.

Parameters
msgis a OptionSettlementPrice message structure.
msgInfoinformation about this particular message.
virtual void onOptionsProductDefinition ( const OptionsProductDefinition msg,
bool &  isInterested 
)
virtual

Implement this member to get notified about Options Product Definition Message.

Default implementation do nothing.

Parameters
msgis a OptionsProductDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
virtual void onOptionsStrategyDefinition ( const OptionsStrategyDefinition msg,
bool &  isInterested 
)
virtual

Implement this member to get notified about Options Strategy Definition Message.

Default implementation do nothing.

Parameters
msgis a OptionsStrategyDefinition message structure.
isInterestedis a flag allows the caller to specify that the product is interested to user.
Note
By default all products marked as interested to user.
virtual void onPreOpenPriceIndicator ( const PreOpenPriceIndicator msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Pre-Open Price Indicator Message.

Default implementation do nothing.

Parameters
msgis a PreOpenPriceIndicator message structure.
msgInfoinformation about this particular message.
virtual void onRfq ( const Rfq msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about RFQ Message.

Default implementation do nothing.

Parameters
msgis a Rfq message structure.
msgInfoinformation about this particular message.
virtual void onSettlementPrice ( const SettlementPrice msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Settlement Price Message.

Default implementation do nothing.

Parameters
msgis a SettlementPrice message structure.
msgInfoinformation about this particular message.
virtual void onSpecialField ( const SpecialField msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Special Field Message.

Default implementation do nothing.

Parameters
msgis a SpecialField message structure.
msgInfoinformation about this particular message.
virtual void onSpotMarketTrade ( const SpotMarketTrade msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Spot Market Trade Message.

Default implementation do nothing.

Parameters
msgis a SpotMarketTrade message structure.
msgInfoinformation about this particular message.
virtual void onStripInfo ( const StripInfo msg)
virtual

Implement this member to get notified about Strip Info Message.

Default implementation do nothing.

Parameters
msgis a StripInfo message structure.
virtual void onSystemText ( const SystemText msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about System Text Message.

Default implementation do nothing.

Parameters
msgis a SystemText message structure.
msgInfoinformation about this particular message.
virtual void onTrade ( const Trade msg,
const MessageInfo msgInfo 
)
virtual

Implement this member to get notified about Trade Message.

Default implementation do nothing.

Parameters
msgis a Trade message structure.
msgInfoinformation about this particular message.

The documentation for this class was generated from the following file: