OnixS EBS BrokerTec Market Data and Trading Handler for C++  2.14.1.0
Public Member Functions | Public Attributes | List of all members
OrderDepthBase Struct Reference

Order Depth Base structure fields. More...

Public Member Functions

 OrderDepthBase ()
 Default constructor.
 
 OrderDepthBase (int32 premium, int64 mpQuantity, uint32 blockSize, const OrderId &orderId, uint32 sequenceNumber, uint32 obPosition, Side::Enum side, ChangeType::Enum obChangeType, int64 quantityDifference)
 Constructor.
 
std::string toString () const
 String representation.
 

Public Attributes

int32 premium
 Indicates the premium of the order.
 
int64 mpQuantity
 Number of units (options, futures, forwards and so on) in an order related transaction. More...
 
uint32 blockSize
 Block size.
 
OrderId orderId
 Identifier of the order.
 
uint32 sequenceNumber
 Sequence Number.
 
uint32 obPosition
 Order Book Position.
 
Side::Enum side
 Side.
 
ChangeType::Enum obChangeType
 Order Book change type.
 
int64 quantityDifference
 Quantity Difference. More...
 

Detailed Description

Order Depth Base structure fields.

Member Data Documentation

int64 mpQuantity

Number of units (options, futures, forwards and so on) in an order related transaction.

int64 quantityDifference

Quantity Difference.

When an existing order (in the OB) is changed regarding the mp_quantity, the difference is stored here (negative if the order volume became lower or positive if higher).Used as a reference.