OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
Public Member Functions | List of all members
MarketDataListener Struct Reference

#include <MarketDataListener.h>

Public Member Functions

virtual void onPacket (Handler &, const PacketArgs &)
 
virtual void onEndOfPacket (Handler &, const PacketArgs &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionFuture27Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFuture27Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionSpread29Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionSpread29Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshBook32Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshBook32Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshDailyStatistics33Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshDailyStatistics33Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshLimitsBanding34Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshLimitsBanding34Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshSessionStatistics35Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshSessionStatistics35Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefresh38Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefresh38Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionOption41Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionOption41Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeSummary42Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeSummary42Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOrderBook43Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOrderBook43Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefreshOrderBook44Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefreshOrderBook44Args &)
 
virtual void onMessage (Handler &, const ChannelReset4Args &)
 
virtual void onEndOfMessage (Handler &, const ChannelReset4Args &)
 
virtual void onMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat12Args &)
 
virtual void onMessage (Handler &, const AdminLogin15Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin15Args &)
 
virtual void onMessage (Handler &, const AdminLogout16Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout16Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionFuture54Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionFuture54Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionSpread56Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionSpread56Args &)
 
virtual void onMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onEndOfMessage (Handler &, const SecurityStatus30Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshBook46Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshBook46Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshDailyStatistics49Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshDailyStatistics49Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshLimitsBanding50Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshSessionStatistics51Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshSessionStatistics51Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshVolume37Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshVolume37Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefresh52Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefresh52Args &)
 
virtual void onMessage (Handler &, const QuoteRequest39Args &)
 
virtual void onEndOfMessage (Handler &, const QuoteRequest39Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionOption55Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionOption55Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeSummary48Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeSummary48Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOrderBook47Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOrderBook47Args &)
 
virtual void onMessage (Handler &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onEndOfMessage (Handler &, const SnapshotFullRefreshOrderBook53Args &)
 

Detailed Description

Callbacks invoked by Handler during market data processing to reflect various stages of processing.

Definition at line 255 of file MarketDataListener.h.

Member Function Documentation

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionFuture27Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFuture27 message has ended.

Definition at line 290 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionSpread29Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionSpread29 message has ended.

Definition at line 310 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshBook32Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBook32 message has ended.

Definition at line 330 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics33Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshDailyStatistics33 message has ended.

Definition at line 350 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding34Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshLimitsBanding34 message has ended.

Definition at line 370 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics35Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshSessionStatistics35 message has ended.

Definition at line 390 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefresh38Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefresh38 message has ended.

Definition at line 410 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionOption41Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionOption41 message has ended.

Definition at line 430 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshTradeSummary42Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummary42 message has ended.

Definition at line 450 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshOrderBook43Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOrderBook43 message has ended.

Definition at line 470 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook44Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshOrderBook44 message has ended.

Definition at line 490 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of message of ChannelReset4 message has ended.

Definition at line 510 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat12 message has ended.

Definition at line 530 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogin15 message has ended.

Definition at line 550 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of message of AdminLogout16 message has ended.

Definition at line 570 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionFuture54 message has ended.

Definition at line 590 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionSpread56 message has ended.

Definition at line 610 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of message of SecurityStatus30 message has ended.

Definition at line 630 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshBook46Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshBook46 message has ended.

Definition at line 650 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics49Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshDailyStatistics49 message has ended.

Definition at line 670 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshLimitsBanding50 message has ended.

Definition at line 690 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics51Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshSessionStatistics51 message has ended.

Definition at line 710 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshVolume37Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshVolume37 message has ended.

Definition at line 730 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefresh52 message has ended.

Definition at line 750 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const QuoteRequest39Args &   
)
inlinevirtual

Invoked when processing of message of QuoteRequest39 message has ended.

Definition at line 770 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionOption55 message has ended.

Definition at line 790 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshTradeSummary48Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeSummary48 message has ended.

Definition at line 810 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const IncrementalRefreshOrderBook47Args &   
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOrderBook47 message has ended.

Definition at line 830 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when processing of message of SnapshotFullRefreshOrderBook53 message has ended.

Definition at line 850 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 270 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFuture27Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFuture27 message has begun.

Definition at line 280 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionSpread29Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionSpread29 message has begun.

Definition at line 300 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshBook32Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshBook32 message has begun.

Definition at line 320 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics33Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshDailyStatistics33 message has begun.

Definition at line 340 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding34Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshLimitsBanding34 message has begun.

Definition at line 360 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics35Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshSessionStatistics35 message has begun.

Definition at line 380 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefresh38Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefresh38 message has begun.

Definition at line 400 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionOption41Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionOption41 message has begun.

Definition at line 420 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshTradeSummary42Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummary42 message has begun.

Definition at line 440 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshOrderBook43Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshOrderBook43 message has begun.

Definition at line 460 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook44Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshOrderBook44 message has begun.

Definition at line 480 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const ChannelReset4Args &   
)
inlinevirtual

Invoked when processing of ChannelReset4 message has begun.

Definition at line 500 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminHeartbeat12Args &   
)
inlinevirtual

Invoked when processing of AdminHeartbeat12 message has begun.

Definition at line 520 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogin15Args &   
)
inlinevirtual

Invoked when processing of AdminLogin15 message has begun.

Definition at line 540 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const AdminLogout16Args &   
)
inlinevirtual

Invoked when processing of AdminLogout16 message has begun.

Definition at line 560 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionFuture54 message has begun.

Definition at line 580 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionSpread56 message has begun.

Definition at line 600 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when processing of SecurityStatus30 message has begun.

Definition at line 620 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshBook46Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshBook46 message has begun.

Definition at line 640 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshDailyStatistics49Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshDailyStatistics49 message has begun.

Definition at line 660 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshLimitsBanding50Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshLimitsBanding50 message has begun.

Definition at line 680 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshSessionStatistics51Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshSessionStatistics51 message has begun.

Definition at line 700 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshVolume37Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshVolume37 message has begun.

Definition at line 720 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefresh52 message has begun.

Definition at line 740 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const QuoteRequest39Args &   
)
inlinevirtual

Invoked when processing of QuoteRequest39 message has begun.

Definition at line 760 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked when processing of InstrumentDefinitionOption55 message has begun.

Definition at line 780 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshTradeSummary48Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeSummary48 message has begun.

Definition at line 800 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const IncrementalRefreshOrderBook47Args &   
)
inlinevirtual

Invoked when processing of IncrementalRefreshOrderBook47 message has begun.

Definition at line 820 of file MarketDataListener.h.

virtual void onMessage ( Handler &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when processing of SnapshotFullRefreshOrderBook53 message has begun.

Definition at line 840 of file MarketDataListener.h.

virtual void onPacket ( Handler &  ,
const PacketArgs &   
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 261 of file MarketDataListener.h.

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