OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++  1.1.2.0
Public Types | Public Member Functions | Public Attributes | List of all members
FuturesMarketDepth Class Reference

Futures Market Depth. More...

Public Types

typedef std::vector< MarketLevelInfoMarketLevelInfoArray
 Alias for collection.
 

Public Member Functions

 FuturesMarketDepth ()
 Initialize default instance.
 
std::string toString () const
 Returns string representation.
 

Public Attributes

ExchangeId::Enum exchangeId
 Exchange on which the quote occurred.
 
std::string symbolRoot
 Symbol for the Future series.
 
Date expiryDate
 expiry date of the future.
 
CorporateAction::Enum corporateAction
 Corporate Action.
 
StatusMarker::Enum instrumentStatusMarker
 Indicates instrument status.
 
MarketLevelInfoArray marketLevelInfo
 Single level of market for the trading instrument.
 

Additional Inherited Members

- Protected Member Functions inherited from Message
virtual ~Message ()
 Finalize instance.
 

Detailed Description

Futures Market Depth.