OnixS C++ Tradeweb Approved Publication Arrangement (APA) Handler  1.2.2.18
API documentation
MessageListener.h
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19 
20 #pragma once
21 
25 
26 
27 namespace OnixS {
28 namespace Tradeweb {
29 namespace MarketData {
30 namespace Apa {
31 
32  struct QuoteReportMsg;
33  struct ExecutionReportWithIsinMsg;
34  struct ExecutionReportForPortfolioCompressionMsg;
35 
36  /// Apa pre-trade message listener
38  {
39  public:
40  /// Fires when QuoteReport is received.
41  virtual void onQuoteReport(const QuoteReportMsg&, const DataSource&) {}
42 
43  protected:
45  };
46 
47  /// Apa post-tarde message listener
49  {
50  public:
51  /// Fires when ExecutionReportWithIsin is received.
53 
54  /// Fires when ExecutionReportForPortfolioCompression is received.
56 
57  protected:
59  };
60 }
61 }
62 }
63 }
An execution report with ISIN is sent when an execution is made public and the execution was reported...
virtual void onExecutionReportForPortfolioCompression(const ExecutionReportForPortfolioCompressionMsg &, const DataSource &)
Fires when ExecutionReportForPortfolioCompression is received.
virtual void onExecutionReportWithIsin(const ExecutionReportWithIsinMsg &, const DataSource &)
Fires when ExecutionReportWithIsin is received.
virtual void onQuoteReport(const QuoteReportMsg &, const DataSource &)
Fires when QuoteReport is received.
An execution report for portfolio compression is sent when an execution is made public and the execut...