 |
OnixS MX HSVF Market Data Handler for C++
1.9.2.0
|
|
OnixS MX HSVF Market Data Handler for C++
1.9.2.0
|
Information about single market level as it present in messages other then Strategy kind. More...
Public Attributes | |
| UInt32 | marketLevelNumber |
| Range [1..5]. Value 10 means that this implied level. | |
| ExponentialNumber | bidPrice |
| ExponentialNumber | bidSize |
| ExponentialNumber | numberOfBidOrders |
| ExponentialNumber | askPrice |
| ExponentialNumber | askSize |
| ExponentialNumber | numberOfAskOrders |
Information about single market level as it present in messages other then Strategy kind.