EquilibriumPriceUpdateMsg Struct Reference

This message is used if/when auctions occur. More...

List of all members.

Public Member Functions
std::string	toString () const
	Returns string representation.
Static Public Member Functions
static const char *	name ()
	string name of the message
Public Attributes
UInt32	nanoseconds
	Nanoseconds portion of the timestamp.
OrderBookId	orderBookId
	Order book identifier.
Quantity	availableBidQuantityAtEquilibriumPrice
	Quantity at equilibrium price on the bid side.
Quantity	availableAskQuantityAtEquilibriumPrice
	Quantity at equilibrium price on the ask side.
Price4	equilibriumPrice
	Equilibrium Price.
Int32	reserved1
	Not currently in use.
Int32	reserved2
Int64	reserved3
Int64	reserved4
Static Public Attributes
static const size_t	length
	message length

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Detailed Description

This message is used if/when auctions occur.

The message provides the changes in equilibrium price.