Market data snapshot entry.
bool mdEntryTime(UInt64 &time) const
For bids and offers the official time of book entry, for trades official time of execution (all in na...
MDUpdateAction::Enum mdUpdateAction() const
Update action.
bool mdEntrySize(Decimal &size) const
Quantity.
bool mdEntryPx(Decimal &price) const
Price.
bool quoteCondition(UInt32 &value) const
Quote Condition.
BookType::Enum mdBookType() const
Always Top of Book.
MDEntryType::Enum mdEntryType() const
Defines the entry type.
SecurityId securityId() const
Instrument identifier.
SubBookType::Enum mdSubBookType() const
Price / Quantity pairs.