WorkupInformationMsg Struct Reference

The Workup Information message relays information on workups. 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.
Price4	price
	Price.
UInt8	state
	WorkupState.
OrderId	passiveOrderId
	The unique identifier assigned to the new order.
Byte	passiveSide
	Side of the passive order.
OrderId	aggressiveOrderId
	The unique identifier assigned to the new order.
Byte	aggressiveSide
	Side of the Aggressive order.
Static Public Attributes
static const size_t	length
	message length

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Detailed Description

The Workup Information message relays information on workups.

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Member Data Documentation

OrderId aggressiveOrderId

The unique identifier assigned to the new order.

Note that the number is only unique per Order book and side.

OrderId passiveOrderId

The unique identifier assigned to the new order.

Note that the number is only unique per Order book and side.