75 std::vector<BV_INVENTORY_TRADING_INFO>
bid;
79 std::vector<BV_INVENTORY_TRADING_INFO>
ask;
100 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_INVENTORY_TRADING_INFO > bid
virtual ~BV_INVENTORY_DEPTH()
UInt32 memberId
Unique ID of the member.
virtual BV_INVENTORY_DEPTH * clone(void *) const
UInt32 sectionId
Unique ID of the section.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::vector< BV_INVENTORY_TRADING_INFO > ask
virtual BV_INVENTORY_DEPTH * clone() const
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
Market depth on the Bid side.
static const size_t askSize
Market depth on the Ask side.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64