Applications implement this interface in order to process marketdata messages from a MFMarketDataSession More...

#include <MFMarketDataHandler.h>

Public Member Functions
virtual void	onStart (MFMarketDataSession &session)=0
	Called right before the handler becomes active in the MFClient::run() event loop. More...

virtual void	onStop (MFMarketDataSession &session)=0
	Called when the session is being removed from processing in the event loop. More...

virtual void	onConnect (MFMarketDataSession &session)=0
	Called when the session establishes a socket connection. More...

virtual void	onDisconnect (const std::string &msg, MFMarketDataSession &session)=0
	Called when the session socket disconnects. More...

virtual void	on (const mfmarketdata::LogonResponse &logonResponse, MFMarketDataSession &session)=0
	Called when a logon is successful. More...

virtual void	on (const mfmarketdata::Logout &logout, MFMarketDataSession &session)=0
	Called when a logout is request to the client. The client should respond with a logout response. More...

virtual void	on (const mfmarketdata::LogoutResponse &logoutResponse, MFMarketDataSession &session)=0
	A response to a successful logout request. More...

virtual void	on (const mfmarketdata::Heartbeat &heartbeat, MFMarketDataSession &session)=0
	Called when a heartbeat is received. More...

virtual void	on (const mfmarketdata::SecurityDefinition &securityDefinition, MFMarketDataSession &session)=0
	Called on each security definition in response to a security definition request. See MFMarketDataSession::securityDefinitionRequest() More...

virtual void	on (const mfmarketdata::SecurityStatus &securitySession, MFMarketDataSession &session)=0
	Called on a response to a marketdata request to notify the subscription status of a particular security. See MFMarketDataSession::marketDataRequest() More...

virtual void	on (const mfmarketdata::MarketDataRequestReject &marketDataRequestReject, MFMarketDataSession &session)=0
	Called on a response to a marketdata request to notify the request could not be processed. See MFMarketDataSession::marketDataRequest() More...

virtual void	on (mfmarketdata::MarketDataIncrementalRefresh &marketDataIncrementalRefresh, MFMarketDataSession &session)=0
	Called on the beginning of a group of marketdata updates. More...

virtual void	on (mfmarketdata::MDEntry &mdEntry, MFMarketDataSession &session)=0
	Called after a MarketDataIncrementalRefresh for each additional update in the group. More...

virtual void	on (mfmarketdata::BatchesCompleted &batchesComplete, MFMarketDataSession &session)=0
	Called to notify that an EBS batch is complete. More...

Detailed Description

Applications implement this interface in order to process marketdata messages from a MFMarketDataSession

Member Function Documentation

virtual void MFMarketDataHandler::on	(	const mfmarketdata::LogonResponse &	logonResponse,
		MFMarketDataSession &	session
	)

pure virtual

Called when a logon is successful.

virtual void MFMarketDataHandler::on	(	const mfmarketdata::Logout &	logout,
		MFMarketDataSession &	session
	)

pure virtual

Called when a logout is request to the client. The client should respond with a logout response.

virtual void MFMarketDataHandler::on	(	const mfmarketdata::LogoutResponse &	logoutResponse,
		MFMarketDataSession &	session
	)

pure virtual

A response to a successful logout request.

virtual void MFMarketDataHandler::on	(	const mfmarketdata::Heartbeat &	heartbeat,
		MFMarketDataSession &	session
	)

pure virtual

Called when a heartbeat is received.

virtual void MFMarketDataHandler::on	(	const mfmarketdata::SecurityDefinition &	securityDefinition,
		MFMarketDataSession &	session
	)

pure virtual

Called on each security definition in response to a security definition request. See MFMarketDataSession::securityDefinitionRequest()

virtual void MFMarketDataHandler::on	(	const mfmarketdata::SecurityStatus &	securitySession,
		MFMarketDataSession &	session
	)

pure virtual

Called on a response to a marketdata request to notify the subscription status of a particular security. See MFMarketDataSession::marketDataRequest()

virtual void MFMarketDataHandler::on	(	const mfmarketdata::MarketDataRequestReject &	marketDataRequestReject,
		MFMarketDataSession &	session
	)

pure virtual

Called on a response to a marketdata request to notify the request could not be processed. See MFMarketDataSession::marketDataRequest()

virtual void MFMarketDataHandler::on	(	mfmarketdata::MarketDataIncrementalRefresh &	marketDataIncrementalRefresh,
		MFMarketDataSession &	session
	)

pure virtual

Called on the beginning of a group of marketdata updates.

virtual void MFMarketDataHandler::on	(	mfmarketdata::MDEntry &	mdEntry,
		MFMarketDataSession &	session
	)

pure virtual

Called after a MarketDataIncrementalRefresh for each additional update in the group.

virtual void MFMarketDataHandler::on	(	mfmarketdata::BatchesCompleted &	batchesComplete,
		MFMarketDataSession &	session
	)

pure virtual

Called to notify that an EBS batch is complete.

virtual void MFMarketDataHandler::onConnect ( MFMarketDataSession & session )

pure virtual

Called when the session establishes a socket connection.

virtual void MFMarketDataHandler::onDisconnect	(	const std::string &	msg,
		MFMarketDataSession &	session
	)

pure virtual

Called when the session socket disconnects.

virtual void MFMarketDataHandler::onStart ( MFMarketDataSession & session )

pure virtual

Called right before the handler becomes active in the MFClient::run() event loop.

virtual void MFMarketDataHandler::onStop ( MFMarketDataSession & session )

pure virtual

Called when the session is being removed from processing in the event loop.

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

src/main/cpp/mfclient/MFMarketDataHandler.h

Public Member Functions

Detailed Description

Member Function Documentation