StrategyMarketLevelInfo Struct Reference

Information about single market level as it present in 'strategy' kind of messages. More...

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

Public Attributes
MarketDepthLevel::Enum	marketDepthLevel
	Level of market depth.
Rational	bidPrice
	Bid Price.
UInt64	bidSize
	Bid Size.
UInt64	numberOfBidOrders
	Number Of Bid Orders.
Rational	askPrice
	Ask Price.
UInt64	askSize
	Ask Size.
UInt64	numberOfAskOrders
	Number Of Ask Orders.

Detailed Description

Information about single market level as it present in 'strategy' kind of messages.

Note that in the case as bidPrice and askPrice member could be positive or negative.