OnixS BME SENAF Handler C++ library 2.3.0
API documentation
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SwitchingBidAskInvolved.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by
5 * copyright law and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable
8 * ONIXS Software Services Agreement (the Agreement) and Customer end user
9 * license agreements granting a non-assignable, non-transferable and
10 * non-exclusive license to use the software for it's own data processing
11 * purposes under the terms defined in the Agreement.
12 *
13 * Except as otherwise granted within the terms of the Agreement, copying or
14 * reproduction of any part of this source code or associated reference material
15 * to any other location for further reproduction or redistribution, and any
16 * amendments to this copyright notice, are expressly prohibited.
17 *
18 * Any reproduction or redistribution for sale or hiring of the Software not in
19 * accordance with the terms of the Agreement is a violation of copyright law.
20 */
21
22#pragma once
23
25#include <OnixS/Senaf/MarketData/Export.h>
27
28#include <iosfwd>
29#include <string>
30
31namespace OnixS { namespace Senaf { namespace MarketData {
32
34struct ONIXS_BME_SENAF_EXPORT SwitchingBidAskInvolved
35{
37 enum
38 {
39 code = 23
40 };
41
44
46 unsigned int messageNumber;
47
49 unsigned char market;
50
53
56
58 unsigned short reference;
59
61 unsigned char oldBidLevel;
62
65
67 unsigned char oldBidPosition;
68
70 unsigned char newBidLevel;
71
74
76 unsigned char newBidPosition;
77
79 unsigned char oldAskLevel;
80
83
85 unsigned char oldAskPosition;
86
88 unsigned char newAskLevel;
89
92
94 unsigned char newAskPosition;
95
98
101
103 unsigned int label;
104
107
109 std::string toString() const;
110
111private:
113 SwitchingBidAskInvolved(const char* data, size_t dataSize);
114 void deserialize(const char* data, size_t dataSize);
115 void reset();
116};
117
119ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const SwitchingBidAskInvolved&);
120
121}}} // namespace OnixS::Senaf::MarketData
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
Switching Bid / Ask Publication Message. Involved.
std::string toString() const
Returns string representation.
unsigned int originalRequestNumber
Original Request Number.
unsigned int newAskPositionNumber
New Ask Position Number.
unsigned int newBidPositionNumber
New Bid Position Number.
InstrumentType::Enum instrumentType
Instrument Type.