Strategy Market Depth. More...

Public Member Functions
	StrategyMarketDepth (const StrategyMarketDepth &)
	Copy constructor.
const StrategyMarketDepth &	operator= (const StrategyMarketDepth &rhs)
	Assignment operator.
	~StrategyMarketDepth ()
	Destructor.
const HighResolutionTime &	receivingTime () const
	Returns high-resolution time when message was received.
MessageType::Enum	type () const
	Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeader &	header () const
	Access to the message header.
std::string	toString () const
	String representation.
ExchangeID::Enum	exchangeID () const
	Exchange on which the quote occurred.
const char *	symbol () const
	Identification of the strategy.
StatusMarker::Enum	instrumentStatusMarker () const
	Indicates instrument status.
UInt32	marketLevelDepth () const
	Number of level for the trading instrument.
const StrategyMarketLevelInfo &	marketLevelInfo (UInt32 index) const
	Single level of market for the trading instrument.
Protected Attributes
Implementation *	impl

Detailed Description

Strategy Market Depth.

Member Function Documentation

const HighResolutionTime& receivingTime ( ) const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

const char* symbol ( ) const

Identification of the strategy.

The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary) Alphanumeric with ".","+","-"

std::string toString ( ) const [virtual]

String representation.

Return value exposes parsing errors as long as those present in source message data.

Implements Message.

MessageType::Enum type ( ) const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::StrategyMarketDepth. The same value is accessible through header().type() call.

Implements Message.