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