103 std::vector<CMF_TRADING_INFO>
bid;
107 std::vector<CMF_TRADING_INFO>
ask;
124 virtual size_t serialize(
void* buf)
const;
virtual CMF_HIST_TPA_BEST_EXECUTION * clone() const
virtual ~CMF_HIST_TPA_BEST_EXECUTION()
std::string clientMemberShortDesc
Short description of the Third Party Client.
std::string memberDesc
Description of the member.
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
CMF_HIST_TPA_BEST_EXECUTION()
std::string memberCode
Unique ID of the member.
TI_MSG_INFO dealMsgInfo
Data identifying the deal.
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
virtual CMF_HIST_TPA_BEST_EXECUTION * clone(void *) const
std::vector< CMF_TRADING_INFO > ask
std::string memberShortDesc
Short description of the member.
std::string clientMemberCode
Unique ID of the Third Party Client.
std::string sectionCode
Section Code.
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.
std::string clientMemberDesc
Description of the Third Party Client.
virtual std::string toString() const
Provides string presentation.
std::vector< CMF_TRADING_INFO > bid
@ CMF_HIST_TPA_BEST_EXECUTION