117 virtual size_t serialize(
void* buf)
const;
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
static const size_t depthLegSize
Data identifying the RFCQ legs (in case of Multileg RFCQ or Double Sided RFCQ only the first leg is s...
std::string memberCode
Code of the Buy Side Member.
UInt32 tradingListId
Unique ID of the trading list.
std::string memberShortDesc
Short description of the Buy Side Member.
virtual ~BV_HIST_RFCQ_DEPTH()
std::vector< BV_HIST_RFCQ_DEPTH_LEG > depthLeg
UInt16 legId
Unique ID of the trading leg.
std::vector< BV_HIST_RFCQ_TRADING_LEVEL > tradingLevel
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
static const size_t tradingLevelSize
RFCQ Quote Book.
virtual BV_HIST_RFCQ_DEPTH * clone() const
UInt32 rfcqReqId
Unique ID of the RFCQ request.
std::string traderName
Name of the Buy Side Trader.
size_t deserialize(const void *buf, size_t inLen)
UInt64 bookTimestamp
Time at which the quote was hit/lifted.
UInt32 date
Date of the Rfcq.
virtual std::string toString() const
Provides string presentation.
virtual BV_HIST_RFCQ_DEPTH * clone(void *) const
unsigned long long UInt64