StrategyMarketDepth Class Reference

Strategy Market Depth. More...

Public Types
typedef std::vector< MarketLevelInfo >	MarketLevelInfoArray
	Alias for collection.

Public Member Functions
	StrategyMarketDepth ()
	Initialize default instance.
std::string	toString () const
	Returns string representation.

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the quote occurred.
std::string	symbol
	Identification of the strategy. The legs (underlying) are defined in message type NS Alphanumeric with ".","+","-".
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

Strategy Market Depth.