CMF_DEPTH Class Reference

Public Member Functions
	CMF_DEPTH ()
virtual	~CMF_DEPTH ()
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 CMF_DEPTH *	clone () const
virtual CMF_DEPTH *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
CMF_INSTRUMENT_INFO	instrument
UInt32	sectionId
std::vector< CMF_TRADING_INFO >	bid
std::vector< CMF_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 48 of file SMP.Classes.CMF_DEPTH.h.

Constructor & Destructor Documentation

CMF_DEPTH()

CMF_DEPTH ( )

inline

Definition at line 51 of file SMP.Classes.CMF_DEPTH.h.

~CMF_DEPTH()

virtual ~CMF_DEPTH ( )

inlinevirtual

Definition at line 57 of file SMP.Classes.CMF_DEPTH.h.

Member Function Documentation

clone() [1/2]

virtual CMF_DEPTH * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_DEPTH * 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 60 of file SMP.Classes.CMF_DEPTH.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 90 of file SMP.Classes.CMF_DEPTH.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

ask

std::vector<CMF_TRADING_INFO> ask

Definition at line 78 of file SMP.Classes.CMF_DEPTH.h.

askSize

const size_t askSize = 20

static

Market depth on the Ask side.

Definition at line 77 of file SMP.Classes.CMF_DEPTH.h.

bid

std::vector<CMF_TRADING_INFO> bid

Definition at line 74 of file SMP.Classes.CMF_DEPTH.h.

bidSize

const size_t bidSize = 20

static

Market depth on the Bid side.

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

instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

sectionId

UInt32 sectionId

Unique ID of the section.

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

updateTime

UInt64 updateTime

Time at which the data was last updated.

Definition at line 81 of file SMP.Classes.CMF_DEPTH.h.