OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Public Member Functions | Protected Member Functions | List of all members
ReferenceDataListener Class Referenceabstract

#include <OnixS/SgxTitan/MarketData/Itch/ReferenceDataListener.h>

Public Member Functions

virtual void onOrderBookDirectory (const OrderBookDirectoryMsg &msg, const DataSource &dataSource)=0
 
virtual void onCombinationOrderBookLeg (const CombinationOrderBookLegMsg &msg, const DataSource &dataSource)=0
 
virtual void onTickSizeTableEntry (const TickSizeTableEntryMsg &msg, const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~ReferenceDataListener ()
 

Detailed Description

Definition at line 28 of file ReferenceDataListener.h.

Constructor & Destructor Documentation

virtual ~ReferenceDataListener ( )
inlineprotectedvirtual

Definition at line 41 of file ReferenceDataListener.h.

Member Function Documentation

virtual void onCombinationOrderBookLeg ( const CombinationOrderBookLegMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when CombinationOrderBookLegMsg received.

virtual void onOrderBookDirectory ( const OrderBookDirectoryMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when OrderBookDirectoryMsg received.

virtual void onTickSizeTableEntry ( const TickSizeTableEntryMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when TickSizeTableEntryMsg received.

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