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

Order Depth Refresh structure fields. More...

Public Member Functions

 OrderDepthRefresh ()
 Default constructor.
 
 OrderDepthRefresh (int32 premium, int64 mpQuantity, uint32 blockSize, const OrderId &orderId, uint32 sequenceNumber, uint32 obPosition, Side::Enum side, ChangeType::Enum obChangeType, uint32 refreshSequenceNumber)
 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.
 
uint32 refreshSequenceNumber
 Sequence number used for full order-depth broadcast items.
 

Detailed Description

Order Depth Refresh structure fields.

Member Data Documentation

int64 mpQuantity

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