BookChange Struct Reference

Description of Book change event. More...

List of all members.

Public Member Functions
std::string ONIXS_API	toString () const
Public Attributes
PriceLevel	priceLevel
	Price level.
const TradeSide::Enum	side
	Trading side.
const size_t	priceLevelIndex
	Price level index.
const BookChangeOperator::Enum	op
	Operation on given price position.

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Detailed Description

Description of Book change event.