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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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Information about single market level as it present in 'strategy' kind of messages. More...
Public Attributes | |
| UInt32 | marketLevelNumber |
| Original, 1-based index of the level. | |
| ExponentialNumber | bidPrice |
| ExponentialNumber | bidSize |
| ExponentialNumber | numberOfBidOrders |
| ExponentialNumber | askPrice |
| ExponentialNumber | askSize |
| ExponentialNumber | numberOfAskOrders |
Information about single market level as it present in 'strategy' kind of messages.
Note that in the case as bidPrice & askPrice member could be positive or negative.