OrderBookItemGrpElem Class Reference

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()

OrderBookItemGrpElem

(

)

Initialize default instance.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Friends And Related Symbol Documentation

Serializer

friend class Serializer

friend

Definition at line 67 of file SRQSCreateDealNotification.h.

Member Data Documentation

bestBidPx

SInt64 bestBidPx

On-book trading best bid price.

Definition at line 46 of file SRQSCreateDealNotification.h.

bestBidSize

SInt64 bestBidSize

On-book trading best bid quantity.

Definition at line 49 of file SRQSCreateDealNotification.h.

bestOfferPx

SInt64 bestOfferPx

On-book trading best offer price.

Definition at line 52 of file SRQSCreateDealNotification.h.

bestOfferSize

SInt64 bestOfferSize

On-book trading best ask quantity.

Definition at line 55 of file SRQSCreateDealNotification.h.

mdBookType

MDBookType::Enum mdBookType

Type of market data.

Definition at line 58 of file SRQSCreateDealNotification.h.

mdSubBookType

MDSubBookType::Enum mdSubBookType

Sub-type (qualifier) of market data.

Definition at line 61 of file SRQSCreateDealNotification.h.

securityId

SInt64 securityId

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

Definition at line 43 of file SRQSCreateDealNotification.h.