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Handler Events
Future Product Definition Received Event

The FuturesProductDefinitionReceived event is fired by the Handler when subscription is started. The Handler calls an associated event handler for each Future Product definition it receives. The invocation of the event handler is performed in the same thread in which the Start(ICollection<MarketSubscription>) member was called. Once subscription is started, the event of this type will not be fired for subscribed markets (until the next start).

Options Product Definition Received Event

The OptionsProductDefinitionReceived event is fired by the Handler when subscription is started. The Handler calls an associated event handler for each Future Product definition it receives. The invocation of the event handler is performed in the same thread in which the Start(ICollection<MarketSubscription>) member was called. Once subscription is started, the event of this type will not be fired for subscribed markets (until the next start).

Options Strategy Definition Received Event

The OptionsStrategyDefinitionReceived event is fired by the Handler when subscription is started. The Handler calls an associated event handler for each Future Product definition it receives. The invocation of the event handler is performed in the same thread in which the Start(ICollection<MarketSubscription>) member was called. Once subscription is started, the event of this type will not be fired for subscribed markets (until the next start).

Add Modify Order Received Event

The AddModifyOrderReceived event occurs when the Handler receives Add Modify Order message for a certain market from multicast feed.

Add Price Level Received Event

The AddPriceLevelReceived event occurs when the Handler receives Add Price Level message for a certain market from multicast feed.

Bundle Marker Received Event

The BundleMarkerReceived event occurs when the Handler receives Bundle Marker message for a certain market from multicast feed.

Cancelled Trade Received Event

The CancelledTradeReceived event occurs when the Handler receives Cancelled Trade message for a certain market from multicast feed.

Change Price Level Received Event

The ChangePriceLevelReceived event occurs when the Handler receives Change Price Level message for a certain market from multicast feed.

Delete Order Received Event

The DeleteOrderReceived event occurs when the Handler receives Delete Order message for a certain market from multicast feed.

Delete Price Level Received Event

The DeletePriceLevelReceived event occurs when the Handler receives Delete Price Level message for a certain market from multicast feed.

End of Day Market Summary Received Event

The EndOfDayMarketSummaryReceived event occurs when the Handler receives End of Day Market Summary message for a certain market from multicast feed. It has no direct impact either onto the market book or onto the market state. The Handler delivers it directly to the subscribers if they want to know market attributes when the market is closed (like a settlement price). This event has sense only when subscription is active.

Interval Price Limit Notification Received Event

The IntervalPriceLimitNotificationReceived event occurs when the Handler receives Interval Price Limit Notification message for a certain market from multicast feed.

Investigated Trade Received Event

The InvestigatedTradeReceived event occurs when the Handler receives Investigated Trade message for a certain market from multicast feed.

Marker Index Prices Received Event

The MarkerIndexPricesReceived event occurs when the Handler receives Marker Index Prices message for a certain market from multicast feed.

Market Event Received Event

The MarketEventReceived event occurs when the Handler receives Market Event message for a certain market from multicast feed.

Market Snapshot Received Event

The MarketSnapshotReceived event occurs when the Handler receives Market Snapshot message for a certain market from multicast feed.

Market Snapshot Order Received Event

The MarketSnapshotOrderReceived event occurs when the Handler receives Market Snapshot Order message for a certain market from multicast feed.

Market Snapshot Price Level Received Event

The MarketSnapshotPriceLevelReceived event occurs when the Handler receives Market Snapshot Price Level message for a certain market from multicast feed.

Market State Change Received Event

The MarketStateChangeReceived event occurs when the Handler receives Market State Change message for a certain market from multicast feed.

Market Statistics Received Event

The MarketStatisticsReceived event occurs when the Handler receives Market Statistics message for a certain market from multicast feed.

New Options Market Definition Received Event

The NewOptionsMarketDefinitionReceived event occurs when the Handler receives New Options Market Definition message for a certain market from the multicast feed.

New Options Strategy Definition Received Event

The NewOptionsStrategyDefinitionReceived event occurs when the Handler receives New Options Strategy Definition message for a certain market from the multicast feed.

Old Style Options Trade And Market Stats Received Event

The OldStyleOptionsTradeAndMarketStatsReceived event occurs when the Handler receives Old Style Options Trade And Market Stats message for a certain market from multicast feed.

Open Interest Received Event

The OpenInterestReceived event occurs when the Handler receives Open Interest message for a certain market from multicast feed.

Open Price Received Event

The OpenPriceReceived event occurs when the Handler receives Open Price message for a certain market from multicast feed. This message has no direct impact either onto the market book or onto the market state. The Handler delivers it directly to the subscribers if they want to know market attributes whenthe market is closed (like a settlement price). This event has sense only when subscription is active.

Option Open Price Received Event

The OptionOpenInterestReceived event occurs when the Handler receives Option Open Price message for a certain market from multicast feed.

Option Settlement Price Received Event

The OptionSettlementPriceReceived event occurs when the Handler receives Option Settlement Price message for a certain market from multicast feed. This message has no direct impact either onto the market book or onto the market state. The Handler delivers it directly to the subscribers if they want to know market attributes when the market is closed (like a settlement price). This event has sense only when subscription is active.

Pre-Open Price Indicator Received Event

The PreOpenPriceIndicatorReceived event occurs when the Handler receives Pre-Open Price Indicator message for a certain market from multicast feed.

RFQ Received Event

The RfqReceived event occurs when the Handler receives RFQ message for a certain market from multicast feed.

Settlement Price Received Event

The SettlementPriceReceived event occurs when the Handler receives Settlement Price message for a certain market from multicast feed.

Strip Info Received Event

The StripInfoReceived event occurs when the Handler receives Strip Info message for a certain market from multicast feed.

System Text Received Event

The SystemTextReceived event occurs when the Handler receives System Text message for a certain market from multicast feed.

Trade Received Event

The TradeReceived event occurs when the Handler receives Trade message for a certain market from multicast feed.

Multicast Message Block Begin Event

The MulticastMessageBlockBegin event occurs when the Handler start processing of the multicast message block.

Multicast Message Block End Event

The MulticastMessageBlockEnd event occurs when the Handler finish processing of the multicast message block.

Handler State Changed Event

The HandlerStateChanged event occurs when the Handler changes its state.

Log Replay Finished Event

The LogReplayFinished event occurs when the Handler finished the replay log.

Market Book Changed Event

The BookChanged event is raised by the Handler in response to the received notifications from multicast feed about added or modified orders, performed trades, the changes in price levels, etc. The events of this type occur only when subscription is active. Associated handlers will never be called before the Start(ICollection<MarketSubscription>) succeed and after subscription will be stopped using the Stop() member.

Error Occurred Event

The ErrorOccurred event is fired by the Handler if any error condition is met. This could be a generic error like inability to write to the log file as well as some kind of failure scenario like the message reception from multicast feed with an invalid sequence number. This event is raised by the Handler only when subscription is active.

Example

The following sample demonstrates how to receive notifications about Futures Product definitions received by the Handler.

C#
class FuturesProductDefinitionsCollector
{
    Dictionary<int, FuturesProductDefinitionEventArgs> productDefinitions_ = 
        new Dictionary<int,FuturesProductDefinitionEventArgs>();

    public FuturesProductDefinitionsCollector()
    {
    }

    public Dictionary<int, FuturesProductDefinition> Definitions
    {
        get { return productDefinitions_; }
    }

    public void AttachTo(Handler handler)
    {
        handler.FuturesProductDefinitionReceived += OnFuturesProductDefinitionReceived;
    }

    public void DetachFrom(Handler handler)
    {
        handler.FuturesProductDefinitionReceived -= OnFuturesProductDefinitionReceived;
    }

    private void OnFuturesProductDefinitionReceived(
        object sender, FuturesProductDefinitionEventArgs args)
    {
        if (!productDefinitions_.ContainsKey(args.MarketId))
            productDefinitions_.Add(args.MarketId, args);
    }
}
See Also