22 #ifndef MamdaOptionChainHandlerH 23 #define MamdaOptionChainHandlerH 31 class MamdaSubscription;
56 virtual void onOptionChainRecap (
82 virtual void onOptionContractCreate (
104 virtual void onOptionSeriesUpdate (
119 virtual void onOptionChainGap (
132 #endif // MamdaOptionChainHandlerH Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive ...
Definition: MamdaOptionChainHandler.h:39
MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series updat...
Definition: MamdaOptionSeriesUpdate.h:38
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOptionChainListener is a class that specializes in handling and managing option chain updates...
Definition: MamdaOptionChainListener.h:42
MamdaOptionChain is a specialized class to represent market data option chains.
Definition: MamdaOptionChain.h:47
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
A class that represents a single option contract.
Definition: MamdaOptionContract.h:60
virtual ~MamdaOptionChainHandler()
Definition: MamdaOptionChainHandler.h:126