110 virtual size_t serialize(
void* buf)
const;
virtual ClassId::Enum id() const
Class id.
Double midYield
Mid yield.
UInt64 updateTime
Time at which the data was last updated.
virtual size_t serializationBufSize() const
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
UInt64 fixingEndValidityTime
End Validity Time in case of Fixing.
virtual CMF_MID_PRICE * clone() const
TI_FLAG::Enum fixingFg
Flag indicating whether the mid-price is a fxing value.
TI_FLAG::Enum midPriceValidityFg
Flag indicating whether the mid-price is valid or not.
virtual CMF_MID_PRICE * clone(void *) const
Double midPrice
Mid price.
UInt32 sectionId
Unique ID of the section.
CMF_MID_PRICE_SOURCE::Enum midPriceSource
Specifies the source of MidPrice value: Order Book (CAT)
Double bPV
Basis Point Value.
TI_FLAG::Enum midPriceFASOrdersFg
Flag indicating the existence of Mid Price FAS orders for this tradable instrument.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64