81 std::vector<CMF_TRADING_INFO>
bid;
85 std::vector<CMF_TRADING_INFO>
ask;
102 virtual size_t serialize(
void* buf)
const;
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
TI_MSG_INFO dealMsgInfo
Data identifying the deal.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::vector< CMF_TRADING_INFO > ask
UInt32 memberId
Unique ID of the member.
virtual ~CMF_TPA_BEST_EXECUTION()
virtual CMF_TPA_BEST_EXECUTION * clone() const
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 std::string toString() const
Provides string presentation.
virtual CMF_TPA_BEST_EXECUTION * clone(void *) const
UInt32 clientMemberId
Unique ID of the Third Party Client.
std::vector< CMF_TRADING_INFO > bid