MarketDataFeedListener Class Reference

Market Data Feed listener. More...

Public Member Functions
virtual void	onSnapshot (const Snapshot &msg, const DataSource &dataSource)=0
	Is called when Snapshot/Full message is received.
virtual void	onIncremental (const Incremental &msg, const DataSource &dataSource)=0
	Is called when Incremental/Delta message is received.
virtual void	onMarketDataFeedMessageGap ()=0
	Is called on a message gap.

Protected Member Functions
virtual	~MarketDataFeedListener ()
	Destructor.

Detailed Description

Market Data Feed listener.