108 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
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::vector< BV_RFCQ_DEPTH_LEG > depthLeg
std::vector< BV_RFCQ_TRADING_LEVEL > tradingLevel
UInt32 tradingListId
Unique ID of the trading list.
UInt32 memberId
Unique ID of the Buy Side Member.
virtual BV_RFCQ_DEPTH * clone() const
virtual BV_RFCQ_DEPTH * clone(void *) const
UInt16 legId
Unique ID of the trading leg.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
static const size_t tradingLevelSize
RFCQ Quote Book.
UInt32 rfcqReqId
Unique ID of the RFCQ request.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
UInt32 traderId
Unique ID of the Buy Side Trader.
unsigned long long UInt64