BV_CMF_DEPTH_2 Class Reference

Public Member Functions
	BV_CMF_DEPTH_2 ()
virtual	~BV_CMF_DEPTH_2 ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_CMF_DEPTH_2 *	clone () const
virtual BV_CMF_DEPTH_2 *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
BV_INSTRUMENT_INFO	instrument
UInt32	sectionId
std::string	cMFSectionCode
std::string	cMFSectionDesc
std::vector< BV_TRADING_INFO >	bid
std::vector< BV_TRADING_INFO >	ask
UInt64	updateTime

Static Public Attributes
static const size_t	bidSize = 20
static const size_t	askSize = 20

Detailed Description

Definition at line 46 of file SMP.Classes.BV_CMF_DEPTH_2.h.

Constructor & Destructor Documentation

BV_CMF_DEPTH_2()

BV_CMF_DEPTH_2 ( )

inline

Definition at line 49 of file SMP.Classes.BV_CMF_DEPTH_2.h.

~BV_CMF_DEPTH_2()

virtual ~BV_CMF_DEPTH_2 ( )

inlinevirtual

Definition at line 58 of file SMP.Classes.BV_CMF_DEPTH_2.h.

Member Function Documentation

clone() [1/2]

virtual BV_CMF_DEPTH_2 * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_CMF_DEPTH_2 * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 61 of file SMP.Classes.BV_CMF_DEPTH_2.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 97 of file SMP.Classes.BV_CMF_DEPTH_2.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

ask

std::vector<BV_TRADING_INFO> ask

Definition at line 84 of file SMP.Classes.BV_CMF_DEPTH_2.h.

askSize

const size_t askSize = 20

static

Data regarding an Ask price level (price, yield, quantity)

Definition at line 83 of file SMP.Classes.BV_CMF_DEPTH_2.h.

bid

std::vector<BV_TRADING_INFO> bid

Definition at line 80 of file SMP.Classes.BV_CMF_DEPTH_2.h.

bidSize

const size_t bidSize = 20

static

Data regarding a Bid price level (price, yield, quantity)

Definition at line 79 of file SMP.Classes.BV_CMF_DEPTH_2.h.

cMFSectionCode

std::string cMFSectionCode

CMF section code.

Definition at line 73 of file SMP.Classes.BV_CMF_DEPTH_2.h.

cMFSectionDesc

std::string cMFSectionDesc

CMF section description.

Definition at line 76 of file SMP.Classes.BV_CMF_DEPTH_2.h.

instrument

BV_INSTRUMENT_INFO instrument

Instrument unique identifier and type.

Definition at line 67 of file SMP.Classes.BV_CMF_DEPTH_2.h.

sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 70 of file SMP.Classes.BV_CMF_DEPTH_2.h.

updateTime

UInt64 updateTime

Time at which the data was last updated.

Definition at line 87 of file SMP.Classes.BV_CMF_DEPTH_2.h.