TickSizeTableEntryMsg Struct Reference

This message contains information on a tick size for a price range. 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
	The order book this entry belongs to.
Price8	tickSize
	Tick Size for the give price range.
Price4	priceFrom
	Start of price range for this entry.
Price4	priceTo
	End of price range for this entry. Zero (0) means infinity.
Static Public Attributes
static const size_t	length
	message length

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Detailed Description

This message contains information on a tick size for a price range.

Together, all Tick Size messages with the same Order book ID form a complete Tick Size Table. Each Order book has a set of Tick Size Table Entries to define its tick size table. The number of decimals in prices are given by the Order book Directory message for this Order book.