TopOfBookImpliedEntry Class Reference

Public Member Functions
MDUpdateAction::Enum	mdUpdateAction () const
MDEntryType::Enum	mdEntryType () const
BookType::Enum	mdBookType () const
SubBookType::Enum	mdSubBookType () const
SecurityId	securityId () const
bool	mdEntryPx (Decimal &price) const
bool	mdEntrySize (Decimal &size) const
bool	mdEntryTime (UInt64 &time) const
bool	quoteCondition (UInt32 &value) const

Friends
class	TypedGroup< TopOfBookImpliedEntry >

Detailed Description

Definition at line 35 of file TopOfBookImplied.h.

Member Function Documentation

mdBookType()

BookType::Enum mdBookType ( ) const

inline

Always Top of Book.

Definition at line 51 of file TopOfBookImplied.h.

mdEntryPx()

bool mdEntryPx ( Decimal & price ) const

inline

Price.

Definition at line 69 of file TopOfBookImplied.h.

mdEntrySize()

bool mdEntrySize ( Decimal & size ) const

inline

Quantity.

Definition at line 75 of file TopOfBookImplied.h.

mdEntryTime()

bool mdEntryTime ( UInt64 & time ) const

inline

For bids and offers the official time of book entry, for trades official time of execution (all in nanoseconds).

Definition at line 81 of file TopOfBookImplied.h.

mdEntryType()

MDEntryType::Enum mdEntryType ( ) const

inline

Defines the entry type.

Definition at line 45 of file TopOfBookImplied.h.

mdSubBookType()

SubBookType::Enum mdSubBookType ( ) const

inline

Price / Quantity pairs.

Definition at line 57 of file TopOfBookImplied.h.

mdUpdateAction()

MDUpdateAction::Enum mdUpdateAction ( ) const

inline

Update action.

Definition at line 39 of file TopOfBookImplied.h.

quoteCondition()

bool quoteCondition ( UInt32 & value ) const

inline

Quote Condition.

Definition at line 87 of file TopOfBookImplied.h.

securityId()

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 63 of file TopOfBookImplied.h.

Friends And Related Symbol Documentation

TypedGroup< TopOfBookImpliedEntry >

friend class TypedGroup< TopOfBookImpliedEntry >

friend

Definition at line 87 of file TopOfBookImplied.h.