#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	onLoginResponse (const LoginResponse &msg)

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

msg	is a `AddModifyOrder` message structure.
msgInfo	information 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

msg	is a `AddPriceLevel` message structure.
msgInfo	information 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

msg	is a `BundleMarker` message structure.
msgInfo	information 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

msg	is a `CancelledTrade` message structure.
msgInfo	information 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

msg	is a `ChangePriceLevel` message structure.
msgInfo	information 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

msg	is a `ClosePrice` message structure.
msgInfo	information 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

msg	is a `DeleteOrder` message structure.
msgInfo	information 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

msg	is a `DeletePriceLevel` message structure.
msgInfo	information 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

msg	is a `EndOfDayMarketSummary` message structure.
msgInfo	information 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

msg	is a `FixingIndicativePrice` message structure.
msgInfo	information 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

msg	is a `FixingLockdown` message structure.
msgInfo	information 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

msg	is a `FixingTransition` message structure.
msgInfo	information 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

msg	is a `FuturesProductDefinition` message structure.
isInterested	is 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

msg	is a `FuturesStrategyDefinition` message structure.
isInterested	is 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

msg	is a `IntervalPriceLimitNotification` message structure.
msgInfo	information 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

msg	is a `InvestigatedTrade` message structure.
msgInfo	information about this particular message.

virtual void onLoginResponse ( const LoginResponse & msg )

virtual

Implement this member to get notified about Login Response Message.

Default implementation do nothing.

Parameters

msg	is a `LoginResponse` message structure.

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

msg	is a `MarkerIndexPrices` message structure.
msgInfo	information 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

msg	is a `MarketEvent` message structure.
msgInfo	information 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

msg	is a `MarketSnapshot` message structure.
msgInfo	information 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

msg	is a `MarketSnapshotOrder` message structure.
msgInfo	information 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

msg	is a `MarketSnapshotPriceLevel` message structure.
msgInfo	information 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

msg	is a `MarketStateChange` message structure.
msgInfo	information 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

msg	is a `MarketStatistics` message structure.
msgInfo	information 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

msg	is a `NewExpiry` message structure.
isInterested	is 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

msgInfo information 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

msg	is a `NewFuturesStrategyDefinition` message structure.
isInterested	is 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

msgInfo information 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

msg	is a `NewOptionsMarketDefinition` message structure.
isInterested	is 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

msgInfo information 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

msg	is a `NewOptionsStrategyDefinition` message structure.
isInterested	is 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

msgInfo information 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

msg	is a `OldStyleOptionsTradeAndMarketStats` message structure.
msgInfo	information 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

msg	is a `OpenInterest` message structure.
msgInfo	information 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

msg	is a `OpenPrice` message structure.
msgInfo	information 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

msg	is a `OptionOpenInterest` message structure.
msgInfo	information 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

msg	is a `OptionSettlementPrice` message structure.
msgInfo	information 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

msg	is a `OptionsProductDefinition` message structure.
isInterested	is 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

msg	is a `OptionsStrategyDefinition` message structure.
isInterested	is 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

msg	is a `PreOpenPriceIndicator` message structure.
msgInfo	information 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

msg	is a `Rfq` message structure.
msgInfo	information 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

msg	is a `SettlementPrice` message structure.
msgInfo	information 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

msg	is a `SpecialField` message structure.
msgInfo	information 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

msg	is a `SpotMarketTrade` message structure.
msgInfo	information 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

msg	is 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

msg	is a `SystemText` message structure.
msgInfo	information 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

msg	is a `Trade` message structure.
msgInfo	information about this particular message.

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

OnixS/ICE/iMpact/MarketData/ExchangeListener.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation