MarketSnapshotPriceLevel Struct Reference

#include <MarketSnapshotPriceLevel.h>

Public Types
enum	{ messageType = 'm' }

Public Member Functions
	MarketSnapshotPriceLevel ()
	MarketSnapshotPriceLevel (const char *data, size_t dataSize)
void	deserialize (const char *data, size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
Side::Enum	side
char	priceLevelPosition
Price	price
int	quantity
short	orderCount
int	impliedQuantity
short	impliedOrderCount

Detailed Description

Definition at line 36 of file MarketSnapshotPriceLevel.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 39 of file MarketSnapshotPriceLevel.h.

Constructor & Destructor Documentation

MarketSnapshotPriceLevel

(

)

Default constructor.

MarketSnapshotPriceLevel	(	const char *	data,
		size_t	dataSize
	)

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		size_t	dataSize
	)

Deserialize from raw data.

void reset

(

)

Reset all fields to default values.

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

short impliedOrderCount

Number of implied orders at the price level.

Definition at line 64 of file MarketSnapshotPriceLevel.h.

int impliedQuantity

Quantity that were implied.

Definition at line 61 of file MarketSnapshotPriceLevel.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file MarketSnapshotPriceLevel.h.

short orderCount

Number of all orders at the price level.

Definition at line 58 of file MarketSnapshotPriceLevel.h.

Price price

Value of price for the level. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 52 of file MarketSnapshotPriceLevel.h.

char priceLevelPosition

Position of the price level.

Definition at line 48 of file MarketSnapshotPriceLevel.h.

int quantity

Total quantity at the price level.

Definition at line 55 of file MarketSnapshotPriceLevel.h.

Side::Enum side

Indicate whether it's bid or offer.

Definition at line 45 of file MarketSnapshotPriceLevel.h.

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

• OnixS/ICE/iMpact/MarketData/Messages/MarketSnapshotPriceLevel.h