80 std::vector<BV_TRADING_INFO>
bid;
84 std::vector<BV_TRADING_INFO>
ask;
105 virtual size_t serialize(
void* buf)
const;
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
virtual size_t serializationBufSize() const
std::vector< BV_TRADING_INFO > bid
virtual ~BV_CMF_DEPTH_2()
virtual BV_CMF_DEPTH_2 * clone() const
virtual BV_CMF_DEPTH_2 * clone(void *) const
std::string cMFSectionDesc
CMF section description.
UInt32 sectionId
Unique ID of the section.
BV_INSTRUMENT_INFO instrument
Instrument unique identifier and type.
std::string cMFSectionCode
CMF section code.
std::vector< BV_TRADING_INFO > ask
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
Data regarding a Bid price level (price, yield, quantity)
static const size_t askSize
Data regarding an Ask price level (price, yield, quantity)
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64