Data Fields
B2BITS_OnSecurityDefinitionCallback	onSecurityDefinition_

B2BITS_OnSubscribedCallback	onSubscribed_
	Faired when successfully subscribed to security description. More...

B2BITS_OnUnsubscribedCallback	onUnsubscribed_
	Faired when successfully unsubscribed from security description. More...

B2BITS_ProcessCallbackMD	process_
	Faired when information regard to instrument received. More...

B2BITS_OnIncrementCallback	onIncrement_
	Faired when user should reset book with the bnew values. More...

B2BITS_OnNaturalRefreshCallback	onNaturalRefresh_
	Faired when user should reset book with the bnew values and Natural Refresh is used. More...

B2BITS_OnSnapshotCallback	onSnapshot_
	Faired when user should reset book with the bnew values. More...

B2BITS_OnRecoveryStartedCallback	onRecoveryStarted_
	Faired when recovery is started. More...

B2BITS_OnRecoveryStoppedCallback	onRecoveryStopped_
	Faired when recovery is ended. More...

B2BITS_OnErrorCallback	onError_
	Faired on error (example: when second subscribing was attempt for the same instrument) More...

B2BITS_OnBookResetCallback	onBookReset_
	Faired on reset book (35=X and 269=J) More...

Field Documentation

B2BITS_OnBookResetCallback onBookReset_

Faired on reset book (35=X and 269=J)

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

B2BITS_OnErrorCallback onError_

Faired on error (example: when second subscribing was attempt for the same instrument)

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
error	text message which describes the error

B2BITS_OnIncrementCallback onIncrement_

Faired when user should reset book with the bnew values.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
entry	Repeating group entry inside Market Data - Incremental Refresh message assigned to instrument
msgSeqNum	message sequence number

B2BITS_OnNaturalRefreshCallback onNaturalRefresh_

Faired when user should reset book with the bnew values and Natural Refresh is used.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
NRMsgs	Increment container with group entry inside Market Data - Incremental Refresh message assigned to instrument. return true if book is recovered otherwise false

B2BITS_OnRecoveryStartedCallback onRecoveryStarted_

Faired when recovery is started.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

B2BITS_OnRecoveryStoppedCallback onRecoveryStopped_

Faired when recovery is ended.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

B2BITS_OnSnapshotCallback onSnapshot_

Faired when user should reset book with the bnew values.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
msg	Market Data - Snapshot message

B2BITS_OnSubscribedCallback onSubscribed_

Faired when successfully subscribed to security description.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

B2BITS_OnUnsubscribedCallback onUnsubscribed_

Faired when successfully unsubscribed from security description.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

B2BITS_ProcessCallbackMD process_

Faired when information regard to instrument received.

Parameters

msg	Incoming FIX Message

Note: UDS Instrument Delete message will be passed to this event handler as well

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

Data Fields