Futures Market Depth. More...
Public Types | |
typedef std::vector< MarketLevelInfo > | MarketLevelInfoArray |
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 |
Futures Market Depth.