BookDepth Struct Reference

#include <Enumerations.h>

Public Types
enum	Enum { FOD = 0, TOP5PL = 1, TOP10PL = 2, TOB = 3 }

Static Public Member Functions
static Enum	deserialize (const char *)
static const char *	toString (Enum)

Detailed Description

Definition at line 102 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Depth of order book constants.

Enumerator
FOD	Full Order Depth.
TOP5PL	Top 5 Price Level.
TOP10PL	Top 10 Price Level.
TOB	Top Of Book (Options Only).

Definition at line 105 of file Enumerations.h.

Member Function Documentation

static Enum deserialize ( const char *  )

static

Deserializes constant from string representation.

static const char* toString ( Enum  )

static

Returns string representation.

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

• OnixS/ICE/iMpact/MarketData/Enumerations.h