ExchangeListener Class Reference

Defines an interface through which the Handler notifies subscribers about all received messages. More...

Public Member Functions
User callback's
virtual void	onAddModifyOrder (const AddModifyOrder &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Add/Modify Order Message. More...
virtual void	onAddPriceLevel (const AddPriceLevel &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Add Price Level Message. More...
virtual void	onBundleMarker (const BundleMarker &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Message Bundle Marker. More...
virtual void	onCancelledTrade (const CancelledTrade &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Cancelled Trade Message. More...
virtual void	onChangePriceLevel (const ChangePriceLevel &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Change Price Level Message. More...
virtual void	onClosePrice (const ClosePrice &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Close Price Message. More...
virtual void	onDeleteOrder (const DeleteOrder &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Delete Order Message. More...
virtual void	onDeletePriceLevel (const DeletePriceLevel &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Delete Price Level Message. More...
virtual void	onEndOfDayMarketSummary (const EndOfDayMarketSummary &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about End of Day Market Summary Message. More...
virtual void	onFixingIndicativePrice (const FixingIndicativePrice &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Fixing Indicative Price Message. More...
virtual void	onFixingLockdown (const FixingLockdown &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Fixing Lockdown Message. More...
virtual void	onFixingTransition (const FixingTransition &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Fixing Transition Message. More...
virtual void	onFuturesProductDefinition (const FuturesProductDefinition &msg, bool &isInterested)
	Implement this member to get notified about Futures/OTC Product Definition Response Message. More...
virtual void	onFuturesStrategyDefinition (const FuturesStrategyDefinition &msg, bool &isInterested)
	Implement this member to get notified about Futures Strategy Definition Response Message. More...
virtual void	onIntervalPriceLimitNotification (const IntervalPriceLimitNotification &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Interval Price Limit Notification Message. More...
virtual void	onInvestigatedTrade (const InvestigatedTrade &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Investigated Trade Message. More...
virtual void	onMarkerIndexPrices (const MarkerIndexPrices &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Marker/Index Prices Message. More...
virtual void	onMarketEvent (const MarketEvent &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market Event Message. More...
virtual void	onMarketSnapshot (const MarketSnapshot &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market Snapshot Message. More...
virtual void	onMarketSnapshotOrder (const MarketSnapshotOrder &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market Snapshot Order Message. More...
virtual void	onMarketSnapshotPriceLevel (const MarketSnapshotPriceLevel &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market Snapshot Price Level Message. More...
virtual void	onMarketStateChange (const MarketStateChange &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market State Change Message. More...
virtual void	onMarketStatistics (const MarketStatistics &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Market Statistics Message. More...
virtual void	onNewExpiry (const NewExpiry &msg, bool &isInterested, const MessageInfo &msgInfo)
	Implement this member to get notified about New Expiry Message. More...
virtual void	onNewFuturesStrategyDefinition (const NewFuturesStrategyDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
	Implement this member to get notified about New Futures Strategy Definition Message. More...
virtual void	onNewOptionsMarketDefinition (const NewOptionsMarketDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
	Implement this member to get notified about New Options Market Definition Message. More...
virtual void	onNewOptionsStrategyDefinition (const NewOptionsStrategyDefinition &msg, bool &isInterested, const MessageInfo &msgInfo)
	Implement this member to get notified about New Options Strategy Definition Message. More...
virtual void	onOldStyleOptionsTradeAndMarketStats (const OldStyleOptionsTradeAndMarketStats &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Old Style Options Trade and Market Stats Message. More...
virtual void	onOpenInterest (const OpenInterest &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Open Interest Message. More...
virtual void	onOpenPrice (const OpenPrice &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Open Price Message. More...
virtual void	onOptionOpenInterest (const OptionOpenInterest &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Option Open Interest Message. More...
virtual void	onOptionSettlementPrice (const OptionSettlementPrice &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Option Settlement Price Message. More...
virtual void	onOptionsProductDefinition (const OptionsProductDefinition &msg, bool &isInterested)
	Implement this member to get notified about Options Product Definition Message. More...
virtual void	onOptionsStrategyDefinition (const OptionsStrategyDefinition &msg, bool &isInterested)
	Implement this member to get notified about Options Strategy Definition Message. More...
virtual void	onPreOpenPriceIndicator (const PreOpenPriceIndicator &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Pre-Open Price Indicator Message. More...
virtual void	onRfq (const Rfq &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about RFQ Message. More...
virtual void	onSettlementPrice (const SettlementPrice &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Settlement Price Message. More...
virtual void	onSpecialField (const SpecialField &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Special Field Message. More...
virtual void	onSpotMarketTrade (const SpotMarketTrade &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Spot Market Trade Message. More...
virtual void	onStripInfo (const StripInfo &msg)
	Implement this member to get notified about Strip Info Message. More...
virtual void	onSystemText (const SystemText &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about System Text Message. More...
virtual void	onTrade (const Trade &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Trade Message. More...
virtual void	onTransactionEndMarkerForEmptyLastBundle (const TransactionEndMarkerForEmptyLastBundle &msg, const MessageInfo &msgInfo)
	Implement this member to get notified about Transaction End Marker For Empty Last Bundle Message. More...

Detailed Description

Defines an interface through which the Handler notifies subscribers about all received messages.

Member Function Documentation

virtual void onAddModifyOrder ( const AddModifyOrder &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Add/Modify Order Message.

Default implementation do nothing.

Parameters

msg	is a AddModifyOrder message structure.
msgInfo	information about this particular message.

virtual void onAddPriceLevel ( const AddPriceLevel &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Add Price Level Message.

Default implementation do nothing.

Parameters

msg	is a AddPriceLevel message structure.
msgInfo	information about this particular message.

virtual void onBundleMarker ( const BundleMarker &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Message Bundle Marker.

Default implementation do nothing.

Parameters

msg	is a BundleMarker message structure.
msgInfo	information about this particular message.

virtual void onCancelledTrade ( const CancelledTrade &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Cancelled Trade Message.

Default implementation do nothing.

Parameters

msg	is a CancelledTrade message structure.
msgInfo	information about this particular message.

virtual void onChangePriceLevel ( const ChangePriceLevel &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Change Price Level Message.

Default implementation do nothing.

Parameters

msg	is a ChangePriceLevel message structure.
msgInfo	information about this particular message.

virtual void onClosePrice ( const ClosePrice &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Close Price Message.

Default implementation do nothing.

Parameters

msg	is a ClosePrice message structure.
msgInfo	information about this particular message.

virtual void onDeleteOrder ( const DeleteOrder &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Delete Order Message.

Default implementation do nothing.

Parameters

msg	is a DeleteOrder message structure.
msgInfo	information about this particular message.

virtual void onDeletePriceLevel ( const DeletePriceLevel &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Delete Price Level Message.

Default implementation do nothing.

Parameters

msg	is a DeletePriceLevel message structure.
msgInfo	information about this particular message.

virtual void onEndOfDayMarketSummary ( const EndOfDayMarketSummary &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about End of Day Market Summary Message.

Default implementation do nothing.

Parameters

msg	is a EndOfDayMarketSummary message structure.
msgInfo	information about this particular message.

virtual void onFixingIndicativePrice ( const FixingIndicativePrice &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Fixing Indicative Price Message.

Default implementation do nothing.

Parameters

msg	is a FixingIndicativePrice message structure.
msgInfo	information about this particular message.

virtual void onFixingLockdown ( const FixingLockdown &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Fixing Lockdown Message.

Default implementation do nothing.

Parameters

msg	is a FixingLockdown message structure.
msgInfo	information about this particular message.

virtual void onFixingTransition ( const FixingTransition &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Fixing Transition Message.

Default implementation do nothing.

Parameters

msg	is a FixingTransition message structure.
msgInfo	information about this particular message.

virtual void onFuturesProductDefinition ( const FuturesProductDefinition &  msg, bool &  isInterested  )

virtual

Implement this member to get notified about Futures/OTC Product Definition Response Message.

Default implementation do nothing.

Parameters

msg	is a FuturesProductDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

virtual void onFuturesStrategyDefinition ( const FuturesStrategyDefinition &  msg, bool &  isInterested  )

virtual

Implement this member to get notified about Futures Strategy Definition Response Message.

Default implementation do nothing.

Parameters

msg	is a FuturesStrategyDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

virtual void onIntervalPriceLimitNotification ( const IntervalPriceLimitNotification &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Interval Price Limit Notification Message.

Default implementation do nothing.

Parameters

msg	is a IntervalPriceLimitNotification message structure.
msgInfo	information about this particular message.

virtual void onInvestigatedTrade ( const InvestigatedTrade &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Investigated Trade Message.

Default implementation do nothing.

Parameters

msg	is a InvestigatedTrade message structure.
msgInfo	information about this particular message.

virtual void onMarkerIndexPrices ( const MarkerIndexPrices &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Marker/Index Prices Message.

Default implementation do nothing.

Parameters

msg	is a MarkerIndexPrices message structure.
msgInfo	information about this particular message.

virtual void onMarketEvent ( const MarketEvent &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market Event Message.

Default implementation do nothing.

Parameters

msg	is a MarketEvent message structure.
msgInfo	information about this particular message.

virtual void onMarketSnapshot ( const MarketSnapshot &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market Snapshot Message.

Default implementation do nothing.

Parameters

msg	is a MarketSnapshot message structure.
msgInfo	information about this particular message.

virtual void onMarketSnapshotOrder ( const MarketSnapshotOrder &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market Snapshot Order Message.

Default implementation do nothing.

Parameters

msg	is a MarketSnapshotOrder message structure.
msgInfo	information about this particular message.

virtual void onMarketSnapshotPriceLevel ( const MarketSnapshotPriceLevel &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market Snapshot Price Level Message.

Default implementation do nothing.

Parameters

msg	is a MarketSnapshotPriceLevel message structure.
msgInfo	information about this particular message.

virtual void onMarketStateChange ( const MarketStateChange &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market State Change Message.

Default implementation do nothing.

Parameters

msg	is a MarketStateChange message structure.
msgInfo	information about this particular message.

virtual void onMarketStatistics ( const MarketStatistics &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Market Statistics Message.

Default implementation do nothing.

Parameters

msg	is a MarketStatistics message structure.
msgInfo	information about this particular message.

virtual void onNewExpiry ( const NewExpiry &  msg, bool &  isInterested, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about New Expiry Message.

Default implementation do nothing.

Parameters

msg	is a NewExpiry message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

Parameters

msgInfo

information about this particular message.

virtual void onNewFuturesStrategyDefinition ( const NewFuturesStrategyDefinition &  msg, bool &  isInterested, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about New Futures Strategy Definition Message.

Default implementation do nothing.

Parameters

msg	is a NewFuturesStrategyDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

Parameters

msgInfo

information about this particular message.

virtual void onNewOptionsMarketDefinition ( const NewOptionsMarketDefinition &  msg, bool &  isInterested, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about New Options Market Definition Message.

Default implementation do nothing.

Parameters

msg	is a NewOptionsMarketDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

Parameters

msgInfo

information about this particular message.

virtual void onNewOptionsStrategyDefinition ( const NewOptionsStrategyDefinition &  msg, bool &  isInterested, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about New Options Strategy Definition Message.

Default implementation do nothing.

Parameters

msg	is a NewOptionsStrategyDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

Parameters

msgInfo

information about this particular message.

virtual void onOldStyleOptionsTradeAndMarketStats ( const OldStyleOptionsTradeAndMarketStats &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Old Style Options Trade and Market Stats Message.

Default implementation do nothing.

Parameters

msg	is a OldStyleOptionsTradeAndMarketStats message structure.
msgInfo	information about this particular message.

virtual void onOpenInterest ( const OpenInterest &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Open Interest Message.

Default implementation do nothing.

Parameters

msg	is a OpenInterest message structure.
msgInfo	information about this particular message.

virtual void onOpenPrice ( const OpenPrice &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Open Price Message.

Default implementation do nothing.

Parameters

msg	is a OpenPrice message structure.
msgInfo	information about this particular message.

virtual void onOptionOpenInterest ( const OptionOpenInterest &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Option Open Interest Message.

Default implementation do nothing.

Parameters

msg	is a OptionOpenInterest message structure.
msgInfo	information about this particular message.

virtual void onOptionSettlementPrice ( const OptionSettlementPrice &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Option Settlement Price Message.

Default implementation do nothing.

Parameters

msg	is a OptionSettlementPrice message structure.
msgInfo	information about this particular message.

virtual void onOptionsProductDefinition ( const OptionsProductDefinition &  msg, bool &  isInterested  )

virtual

Implement this member to get notified about Options Product Definition Message.

Default implementation do nothing.

Parameters

msg	is a OptionsProductDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

virtual void onOptionsStrategyDefinition ( const OptionsStrategyDefinition &  msg, bool &  isInterested  )

virtual

Implement this member to get notified about Options Strategy Definition Message.

Default implementation do nothing.

Parameters

msg	is a OptionsStrategyDefinition message structure.
isInterested	is a flag allows the caller to specify that the product is interested to user.

Note

By default all products marked as interested to user.

virtual void onPreOpenPriceIndicator ( const PreOpenPriceIndicator &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Pre-Open Price Indicator Message.

Default implementation do nothing.

Parameters

msg	is a PreOpenPriceIndicator message structure.
msgInfo	information about this particular message.

virtual void onRfq ( const Rfq &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about RFQ Message.

Default implementation do nothing.

Parameters

msg	is a Rfq message structure.
msgInfo	information about this particular message.

virtual void onSettlementPrice ( const SettlementPrice &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Settlement Price Message.

Default implementation do nothing.

Parameters

msg	is a SettlementPrice message structure.
msgInfo	information about this particular message.

virtual void onSpecialField ( const SpecialField &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Special Field Message.

Default implementation do nothing.

Parameters

msg	is a SpecialField message structure.
msgInfo	information about this particular message.

virtual void onSpotMarketTrade ( const SpotMarketTrade &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Spot Market Trade Message.

Default implementation do nothing.

Parameters

msg	is a SpotMarketTrade message structure.
msgInfo	information about this particular message.

virtual void onStripInfo ( const StripInfo &  msg )

virtual

Implement this member to get notified about Strip Info Message.

Default implementation do nothing.

Parameters

msg	is a StripInfo message structure.

virtual void onSystemText ( const SystemText &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about System Text Message.

Default implementation do nothing.

Parameters

msg	is a SystemText message structure.
msgInfo	information about this particular message.

virtual void onTrade ( const Trade &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Trade Message.

Default implementation do nothing.

Parameters

msg	is a Trade message structure.
msgInfo	information about this particular message.

virtual void onTransactionEndMarkerForEmptyLastBundle ( const TransactionEndMarkerForEmptyLastBundle &  msg, const MessageInfo &  msgInfo  )

virtual

Implement this member to get notified about Transaction End Marker For Empty Last Bundle Message.

Default implementation do nothing.

Parameters

msg	is a TransactionEndMarkerForEmptyLastBundle message structure.
msgInfo	information about this particular message.