OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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ConsolidatedBook.h File Reference

Go to the source code of this file.

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::MDH

Typedefs

typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepthConsolidatedBook
typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepthConsolidatedBookFactory

Functions

void brief (std::string &, const ConsolidatedBook &)
std::string brief (const ConsolidatedBook &book)
void toStr (std::string &, const ConsolidatedBook &)
std::string toStr (const ConsolidatedBook &book)
void toFormattedStr (std::string &, const ConsolidatedBook &)
std::string toFormattedStr (const ConsolidatedBook &book)
void consolidate (ConsolidatedBook &, const DirectBook &, const ImpliedBook &)