74 std::vector<CMF_TRADING_INFO>
bid;
78 std::vector<CMF_TRADING_INFO>
ask;
98 virtual size_t serialize(
void* buf)
const;
virtual CMF_DEPTH * clone() const
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
virtual size_t serializationBufSize() const
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::vector< CMF_TRADING_INFO > ask
UInt32 sectionId
Unique ID of the section.
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 CMF_DEPTH * clone(void *) const
virtual std::string toString() const
Provides string presentation.
std::vector< CMF_TRADING_INFO > bid
unsigned long long UInt64