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

#include <SecurityListener.h>

Public Member Functions

virtual void onReset (Handler &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFuture54Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFuture27Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionSpread56Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionSpread29Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionOption55Args &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionOption41Args &)
 
virtual void onUndefined (Handler &, Security &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefresh52Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefresh38Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshOrderBook53Args &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshOrderBook44Args &)
 
virtual void onTrade (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary48Args &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary42Args &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Volume37Args &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboRecovery53EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboRecovery44EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBook47AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBook43AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBookCombined46AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MboBookCombined32AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook46AtomicUpdateArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook32AtomicUpdateArgs &)
 
virtual void onBookUpdate (Handler &, const Security &, const MboBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const DirectBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const ImpliedBook &)
 
virtual void onBookUpdate (Handler &, const Security &, const ConsolidatedBook &)
 
virtual void onBookUpdateError (Handler &, const Security &, const MboBookUpdateErrorArgs &)
 
virtual void onBookUpdateError (Handler &, const Security &, const DirectBookUpdateErrorArgs &)
 
virtual void onBookUpdateError (Handler &, const Security &, const ImpliedBookUpdateErrorArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onSettlementPrice (Handler &, const Security &, const DailyStatistics33Args &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onClearedVolume (Handler &, const Security &, const DailyStatistics33Args &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onOpenInterest (Handler &, const Security &, const DailyStatistics33Args &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const DailyStatistics49Args &)
 
virtual void onFixingPrice (Handler &, const Security &, const DailyStatistics33Args &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onOpeningPrice (Handler &, const Security &, const SessionStatistics35Args &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighTradePrice (Handler &, const Security &, const SessionStatistics35Args &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowTradePrice (Handler &, const Security &, const SessionStatistics35Args &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onHighestBid (Handler &, const Security &, const SessionStatistics35Args &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery52EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery38EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const SessionStatistics51Args &)
 
virtual void onLowestOffer (Handler &, const Security &, const SessionStatistics35Args &)
 
virtual void onLimitsAndBanding (Handler &, const Security &, const LimitsAndBanding50Args &)
 
virtual void onLimitsAndBanding (Handler &, const Security &, const LimitsAndBanding34Args &)
 
virtual void onQuoteRequest (Handler &, const Security &, const QuoteRequest39RelatedSymArgs &)
 
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefresh52Args &)
 
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefresh38Args &)
 
virtual void onStatus (Handler &, const Security &, const SecurityStatus30Args &)
 
virtual void onGroupStatus (Handler &, const SecurityStatus30Args &)
 
virtual void onGap (Handler &, const Security &, UInt32)
 

Detailed Description

Definition at line 431 of file SecurityListener.h.

Member Function Documentation

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboRecovery53EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 642 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboRecovery44EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 653 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 664 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 675 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBook47AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 686 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBook43AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 697 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBookCombined46AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 708 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MboBookCombined32AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 719 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MbpBook46AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 730 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler &  ,
const Security &  ,
const MbpBook32AtomicUpdateArgs &   
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 741 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const MboBook &   
)
inlinevirtual

Invoked when MBO book is updated for the security.

Note
Callback is invoked if MBO book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 758 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const DirectBook &   
)
inlinevirtual

Invoked when direct book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 775 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const ImpliedBook &   
)
inlinevirtual

Invoked when implied book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 792 of file SecurityListener.h.

virtual void onBookUpdate ( Handler &  ,
const Security &  ,
const ConsolidatedBook &   
)
inlinevirtual

Invoked when consolidated book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 809 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const MboBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update MBO book for given security.

Definition at line 820 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const DirectBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update direct book for given security.

Definition at line 831 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler &  ,
const Security &  ,
const ImpliedBookUpdateErrorArgs &   
)
inlinevirtual

Invoked when Handler fails to update implied book for given security.

Definition at line 842 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 897 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 908 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when cleared volume for the security is received.

Definition at line 919 of file SecurityListener.h.

virtual void onClearedVolume ( Handler &  ,
const Security &  ,
const DailyStatistics33Args &   
)
inlinevirtual

Invoked when cleared volume for the security is received.

Definition at line 930 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionFuture54Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 445 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionFuture27Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 455 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionSpread56Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 465 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionSpread29Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 475 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionOption55Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 485 of file SecurityListener.h.

virtual void onDefinition ( Handler &  ,
const Security &  ,
const InstrumentDefinitionOption41Args &   
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 495 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when electronic volume is Invoked when electronic volume is recovered from snapshot for the security.

Definition at line 610 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

recovered from snapshot for the security.

Definition at line 620 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler &  ,
const Security &  ,
const Volume37Args &   
)
inlinevirtual

Invoked when electronic volume is received for the security.

Definition at line 631 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 985 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 996 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when fixing price is received for the security.

Definition at line 1007 of file SecurityListener.h.

virtual void onFixingPrice ( Handler &  ,
const Security &  ,
const DailyStatistics33Args &   
)
inlinevirtual

Invoked when fixing price is received for the security.

Definition at line 1018 of file SecurityListener.h.

virtual void onGap ( Handler &  ,
const Security &  ,
UInt32   
)
inlinevirtual

Invoked when gap on is detected in market data referring to the given security.

Definition at line 1325 of file SecurityListener.h.

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

Invoked when security status is received for group of securities.

Definition at line 1315 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 1161 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 1172 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session highest bid price is received for the security.

Definition at line 1183 of file SecurityListener.h.

virtual void onHighestBid ( Handler &  ,
const Security &  ,
const SessionStatistics35Args &   
)
inlinevirtual

Invoked when session highest bid price is received for the security.

Definition at line 1194 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 1073 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 1084 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session high trade price is received for the security.

Definition at line 1095 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics35Args &   
)
inlinevirtual

Invoked when session high trade price is received for the security.

Definition at line 1106 of file SecurityListener.h.

virtual void onLimitsAndBanding ( Handler &  ,
const Security &  ,
const LimitsAndBanding50Args &   
)
inlinevirtual

Invoked when threshold limits and price band variation is received for the security.

Definition at line 1249 of file SecurityListener.h.

virtual void onLimitsAndBanding ( Handler &  ,
const Security &  ,
const LimitsAndBanding34Args &   
)
inlinevirtual

Invoked when threshold limits and price band variation is received for the security.

Definition at line 1260 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 1205 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 1216 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session lowest offer price is received for the security.

Definition at line 1227 of file SecurityListener.h.

virtual void onLowestOffer ( Handler &  ,
const Security &  ,
const SessionStatistics35Args &   
)
inlinevirtual

Invoked when session lowest offer price is received for the security.

Definition at line 1238 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 1117 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 1128 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when session low trade price is received for the security.

Definition at line 1139 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler &  ,
const Security &  ,
const SessionStatistics35Args &   
)
inlinevirtual

Invoked when session low trade price is received for the security.

Definition at line 1150 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 1029 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 1040 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const SessionStatistics51Args &   
)
inlinevirtual

Invoked when opening price is received for the security.

Definition at line 1051 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler &  ,
const Security &  ,
const SessionStatistics35Args &   
)
inlinevirtual

Invoked when opening price is received for the security.

Definition at line 1062 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 941 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 952 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when open interest for the security is received.

Definition at line 963 of file SecurityListener.h.

virtual void onOpenInterest ( Handler &  ,
const Security &  ,
const DailyStatistics33Args &   
)
inlinevirtual

Invoked when open interest for the security is received.

Definition at line 974 of file SecurityListener.h.

virtual void onQuoteRequest ( Handler &  ,
const Security &  ,
const QuoteRequest39RelatedSymArgs &   
)
inlinevirtual

Invoked when request for quote data is received for the security.

Definition at line 1271 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 518 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh38Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 530 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefreshOrderBook53Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 542 of file SecurityListener.h.

virtual void onRecovery ( Handler &  ,
const Security &  ,
const SnapshotFullRefreshOrderBook44Args &   
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 554 of file SecurityListener.h.

virtual void onReset ( Handler &  )
inlinevirtual

Invoked when book reset procedure is spawned by MDP on a channel.

Definition at line 437 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 853 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 864 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const DailyStatistics49Args &   
)
inlinevirtual

Invoked when settlement price for the security is received.

Definition at line 875 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler &  ,
const Security &  ,
const DailyStatistics33Args &   
)
inlinevirtual

Invoked when settlement price for the security is received.

Definition at line 886 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh52Args &   
)
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 1282 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SnapshotFullRefresh38Args &   
)
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 1293 of file SecurityListener.h.

virtual void onStatus ( Handler &  ,
const Security &  ,
const SecurityStatus30Args &   
)
inlinevirtual

Invoked when security status is received for given security.

Definition at line 1304 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const Recovery52EntryArgs &   
)
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 565 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const Recovery38EntryArgs &   
)
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 576 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const TradeSummary48Args &   
)
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 587 of file SecurityListener.h.

virtual void onTrade ( Handler &  ,
const Security &  ,
const TradeSummary42Args &   
)
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 598 of file SecurityListener.h.

virtual void onUndefined ( Handler &  ,
Security &   
)
inlinevirtual

Invoked for the instrument whose instrument data wasn't received but other data like trades or book updates is about to be processed.

Definition at line 507 of file SecurityListener.h.

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