DirectPriceLevel Class Reference

Public Member Functions
	DirectPriceLevel ()
	DirectPriceLevel (const DirectPriceLevel &other)
	DirectPriceLevel (const Decimal &price, Int32 qty, Int32 ordersQty)
	~DirectPriceLevel ()
bool	exist () const
bool &	exist ()
const Decimal &	price () const
Decimal &	price ()
Int64	quantity () const
Int64 &	quantity ()
Int32 &	numberOfOrders ()
Int32	numberOfOrders () const
DirectPriceLevel &	operator= (const DirectPriceLevel &other)

Detailed Description

Definition at line 28 of file DirectPriceLevel.h.

Constructor & Destructor Documentation

DirectPriceLevel() [1/3]

DirectPriceLevel ( )

inline

Initializes undefined level.

Definition at line 45 of file DirectPriceLevel.h.

DirectPriceLevel() [2/3]

DirectPriceLevel ( const DirectPriceLevel & other )

inline

Initializes as copy of other level.

Definition at line 54 of file DirectPriceLevel.h.

DirectPriceLevel() [3/3]

DirectPriceLevel ( const Decimal & price, Int32 qty, Int32 ordersQty )

inline

Initializes defined level according to specified attributes.

Definition at line 65 of file DirectPriceLevel.h.

~DirectPriceLevel()

~DirectPriceLevel ( )

inline

Definition at line 77 of file DirectPriceLevel.h.

Member Function Documentation

exist() [1/2]

bool & exist ( )

inline

Updates existence status.

Definition at line 88 of file DirectPriceLevel.h.

exist() [2/2]

bool exist ( ) const

inline

Identifies whether price level exist.

Definition at line 82 of file DirectPriceLevel.h.

numberOfOrders() [1/2]

Int32 & numberOfOrders ( )

inline

Updates total number of orders.

Definition at line 125 of file DirectPriceLevel.h.

numberOfOrders() [2/2]

Int32 numberOfOrders ( ) const

inline

Total number of orders of given price.

Definition at line 131 of file DirectPriceLevel.h.

operator=()

DirectPriceLevel & operator= ( const DirectPriceLevel & other )

inline

Re-initializes as copy of other instance.

Definition at line 138 of file DirectPriceLevel.h.

price() [1/2]

Decimal & price ( )

inline

Price value.

Definition at line 107 of file DirectPriceLevel.h.

price() [2/2]

const Decimal & price ( ) const

inline

Price value.

Note

For CME Globex channels (market data groups) value presents if price level exists. However, for CME Partner Exchanges channels like BVMF price value may be NULL in a valid (existent) price level.

See also

NullPRICE.

Definition at line 101 of file DirectPriceLevel.h.

quantity() [1/2]

Int64 & quantity ( )

inline

Quantify for the given price.

Definition at line 119 of file DirectPriceLevel.h.

quantity() [2/2]

Int64 quantity ( ) const

inline

Quantify for the given price.

Definition at line 113 of file DirectPriceLevel.h.