22 #include <OnixS/Senaf/MarketData/Export.h> 30 namespace OnixS {
namespace Senaf {
namespace MarketData {
96 std::string toString ()
const;
99 friend class MessageDeserializer;
101 void deserialize(
const char* data,
size_t dataSize);
unsigned char level
Level.
Bid / Ask Existing Level. Involved.
unsigned char market
Market.
unsigned char member
Member.
unsigned char broker
Broker.
unsigned int investmentDecision
Investment Decision.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
unsigned char liquidityProvisionActivity
Liquidity Provision Activity.
unsigned int execution
Execution.
unsigned int messageNumber
Message Number.
unsigned int originalRequestNumber
Original Request Number.
unsigned short reference
Reference.
unsigned int positionNumber
Position Number.
unsigned char position
Position.
InstrumentType::Enum instrumentType
Instrument Type.
unsigned int volume
Volume.
TimeSpan publicationTime
Publication Time.