Callbacks_Book

Book life-cycle events : Init, Cache Update, etc. More...

Functions
void	DMA::OnInitialize (Context cxt, int sid)
	Called when a registered Security is created off tape. More...
void	DMA::OnQuote (Context cxt, int sid)
	Called when a real-time update has been processed. More...
void	DMA::OnTrade (Context cxt, int sid)
	Called when a registered Security trades. More...

Detailed Description

Book life-cycle events : Init, Cache Update, etc.

Function Documentation

void DMA::OnInitialize	(	Context	cxt,
		int	sid
	)

Called when a registered Security is created off tape.

Useful to initialize Python-specific stuff for the record, for example create an associated Book class instance in Python.

Parameters

cxt	- Context
sid	- Unique Security ID

void DMA::OnQuote	(	Context	cxt,
		int	sid
	)

Called when a real-time update has been processed.

Parameters

cxt	- Context
sid	- Unique Security ID

void DMA::OnTrade	(	Context	cxt,
		int	sid
	)

Called when a registered Security trades.

Parameters

cxt	- Context
sid	- Unique Security ID