OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
PriceLevelCollections Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/OrderBook.h>

Public Types

typedef std::vector< PriceLevelArray
typedef Array::iterator ArrayEntry
typedef Array::const_iterator ArrayConstEntry

Detailed Description

Definition at line 121 of file OrderBook.h.

Member Typedef Documentation

typedef std::vector<PriceLevel> Array

Sequential collection of price levels.

Definition at line 124 of file OrderBook.h.

typedef Array::const_iterator ArrayConstEntry

Iterator for read-only access.

Definition at line 130 of file OrderBook.h.

typedef Array::iterator ArrayEntry

Mutable entry iterator.

Definition at line 127 of file OrderBook.h.

The documentation for this struct was generated from the following file: