OrderBookItemGrpElem Class Reference

#include <OnixS/Eurex/Trading/Messages/SRQSCreateDealNotification.h>

Public Member Functions
	OrderBookItemGrpElem ()
std::string	toString () const

Public Attributes
SInt64	securityId
SInt64	bestBidPx
SInt64	bestBidSize
SInt64	bestOfferPx
SInt64	bestOfferSize
MDBookType::Enum	mdBookType
MDSubBookType::Enum	mdSubBookType

Friends
class	Serializer

Detailed Description

Definition at line 36 of file SRQSCreateDealNotification.h.

Constructor & Destructor Documentation

OrderBookItemGrpElem

(

)

Initialize default instance.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 67 of file SRQSCreateDealNotification.h.

Member Data Documentation

SInt64 bestBidPx

On-book trading best bid price.

Definition at line 46 of file SRQSCreateDealNotification.h.

SInt64 bestBidSize

On-book trading best bid quantity.

Definition at line 49 of file SRQSCreateDealNotification.h.

SInt64 bestOfferPx

On-book trading best offer price.

Definition at line 52 of file SRQSCreateDealNotification.h.

SInt64 bestOfferSize

On-book trading best ask quantity.

Definition at line 55 of file SRQSCreateDealNotification.h.

MDBookType::Enum mdBookType

Type of market data.

Definition at line 58 of file SRQSCreateDealNotification.h.

MDSubBookType::Enum mdSubBookType

Sub-type (qualifier) of market data.

Definition at line 61 of file SRQSCreateDealNotification.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 43 of file SRQSCreateDealNotification.h.

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

• include/OnixS/Eurex/Trading/Messages/SRQSCreateDealNotification.h