Strategy Market Depth. More...
Public Member Functions | |
StrategyMarketDepth (const StrategyMarketDepth &) | |
Copy constructor. | |
const StrategyMarketDepth & | operator= (const StrategyMarketDepth &rhs) |
Assignment operator. | |
~StrategyMarketDepth () | |
Destructor. | |
const HighResolutionTime & | receivingTime () const |
Returns high-resolution time when message was received. | |
MessageType::Enum | type () const |
Message type in therm of MessageType enumeration (see Enums.h). | |
const MessageHeader & | header () const |
Access to the message header. | |
std::string | toString () const |
String representation. | |
ExchangeID::Enum | exchangeID () const |
Exchange on which the quote occurred. | |
const char * | symbol () const |
Identification of the strategy. | |
StatusMarker::Enum | instrumentStatusMarker () const |
Indicates instrument status. | |
UInt32 | marketLevelDepth () const |
Number of level for the trading instrument. | |
const StrategyMarketLevelInfo & | marketLevelInfo (UInt32 index) const |
Single level of market for the trading instrument. | |
Protected Attributes | |
Implementation * | impl |
Strategy Market Depth.
const HighResolutionTime& receivingTime | ( | ) | const [virtual] |
const char* symbol | ( | ) | const |
Identification of the strategy.
The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary) Alphanumeric with ".","+","-"
std::string toString | ( | ) | const [virtual] |
String representation.
Return value exposes parsing errors as long as those present in source message data.
Implements Message.
MessageType::Enum type | ( | ) | const [virtual] |
Message type in therm of MessageType enumeration (see Enums.h).
Always has the same value: MessageType::StrategyMarketDepth. The same value is accessible through header().type() call.
Implements Message.