The subscription to Edited Price Information (BD2) provides processed price information from the Central System. More...

Public Member Functions
virtual void	onTotalVolumesAndPrices (const Series &series, const TotalVolumesAndPrices &totalVolumesAndPrices)=0
	Implement this member to get notifications about the baseline of information (snapshot). More...

virtual void	onMarketInfoBase (const Series &series, const MarketInfo &marketInfo, bool allOrNone)=0
	Implement this member to get notifications about Market Info, Base structure received. More...

virtual void	onOrderBookLevelsClosing (const Series &series, const Price &closingPrice, const int64 &openBalance, bool allOrNone)=0
	Implement this member to get notifications about Order Book Levels, Closing structure received. More...

Detailed Description

The subscription to Edited Price Information (BD2) provides processed price information from the Central System.

The data populated is based on trades executed during the trading day and could be subject to a holdback before distributed.

Note: Some products could be marked by the Exchange to have restricted information dissemination. Broadcasts will not be sent out for such products.

Member Function Documentation

virtual void onMarketInfoBase	(	const Series &	series,
		const MarketInfo &	marketInfo,
		bool	allOrNone
	)

pure virtual

Implement this member to get notifications about Market Info, Base structure received.

Note: This structure is provided in the broadcast only if any of the included fields has a new value set.

Parameters

series	security ID.
marketInfo	Market Info, Base structure.
allOrNone	Indicates if the given information relates to the 'All or None' deal history.

Note: Deals from the 'All or None' order book are calculated separately from other deals for the instrument. It could thus exist one set of high, low, last etc. that relates to the 'All or None' executed orders and one set that relates to ordinary orders executed. It should be noted that trading with 'All or None' orders are not available to all exchanges.

virtual void onOrderBookLevelsClosing	(	const Series &	series,
		const Price &	closingPrice,
		const int64 &	openBalance,
		bool	allOrNone
	)

pure virtual

Implement this member to get notifications about Order Book Levels, Closing structure received.

Note: This structure is provided in the broadcast only if any of the included fields has a new value set.

Parameters

series	security ID.
closingPrice	defines the last traded price for the previous day.
openBalance	the number of outstanding contracts (not updated during the day).
allOrNone	Indicates if the given information relates to the 'All or None' deal history.

virtual void onTotalVolumesAndPrices	(	const Series &	series,
		const TotalVolumesAndPrices &	totalVolumesAndPrices
	)

pure virtual

Implement this member to get notifications about the baseline of information (snapshot).

Parameters

series	security ID.
totalVolumesAndPrices	provides the baseline of information for BD2 (Edited Price Information VIB) broadcast.