OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
TopOfBookT Struct Reference

#include </work/src/EOBI/MessageDataStructures.h>

Collaboration diagram for TopOfBookT:

Public Attributes

MessageHeaderCompT MessageHeader
 
uint64_t TransactTime
 
int64_t SecurityID
 
int64_t BidPx
 
int64_t OfferPx
 
int64_t BidSize
 
int64_t OfferSize
 

Detailed Description

Definition at line 753 of file MessageDataStructures.h.

Member Data Documentation

int64_t BidPx

Definition at line 758 of file MessageDataStructures.h.

int64_t BidSize

Definition at line 760 of file MessageDataStructures.h.

int64_t OfferPx

Definition at line 759 of file MessageDataStructures.h.

int64_t OfferSize

Definition at line 761 of file MessageDataStructures.h.

int64_t SecurityID

Definition at line 757 of file MessageDataStructures.h.

uint64_t TransactTime

Definition at line 756 of file MessageDataStructures.h.


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