OnixS BME SENAF Handler C++ library  2.2.0
API documentation
BidAskExistingLevelInvolved Struct Reference

#include <OnixS/Senaf/MarketData/Messages/BidAskExistingLevelInvolved.h>

Public Types

enum  { code = 8 }
 

Public Member Functions

 BidAskExistingLevelInvolved ()
 
std::string toString () const
 

Public Attributes

unsigned int messageNumber
 
unsigned char market
 
TimeSpan publicationTime
 
unsigned int investmentDecision
 
unsigned int execution
 
unsigned char liquidityProvisionActivity
 
InstrumentType::Enum instrumentType
 
unsigned short reference
 
unsigned char level
 
Side::Enum side
 
unsigned char position
 
unsigned int volume
 
unsigned int positionNumber
 
unsigned char member
 
unsigned char broker
 
unsigned char user
 
unsigned int label
 
unsigned int originalRequestNumber
 

Friends

class MessageDeserializer
 

Detailed Description

Definition at line 33 of file BidAskExistingLevelInvolved.h.

Member Enumeration Documentation

anonymous enum

Message code.

Enumerator
code 

Definition at line 36 of file BidAskExistingLevelInvolved.h.

Constructor & Destructor Documentation

Default constructor.

Member Function Documentation

std::string toString ( ) const

Returns string representation.

Friends And Related Function Documentation

friend class MessageDeserializer
friend

Definition at line 99 of file BidAskExistingLevelInvolved.h.

Member Data Documentation

unsigned char broker

Broker.

Definition at line 84 of file BidAskExistingLevelInvolved.h.

unsigned int execution

Execution.

Definition at line 54 of file BidAskExistingLevelInvolved.h.

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 60 of file BidAskExistingLevelInvolved.h.

unsigned int investmentDecision

Investment Decision.

Definition at line 51 of file BidAskExistingLevelInvolved.h.

unsigned int label

Label.

Definition at line 90 of file BidAskExistingLevelInvolved.h.

unsigned char level

Level.

Definition at line 66 of file BidAskExistingLevelInvolved.h.

unsigned char liquidityProvisionActivity

Liquidity Provision Activity.

Definition at line 57 of file BidAskExistingLevelInvolved.h.

unsigned char market

Market.

Definition at line 45 of file BidAskExistingLevelInvolved.h.

unsigned char member

Member.

Definition at line 81 of file BidAskExistingLevelInvolved.h.

unsigned int messageNumber

Message Number.

Definition at line 42 of file BidAskExistingLevelInvolved.h.

unsigned int originalRequestNumber

Original Request Number.

Definition at line 93 of file BidAskExistingLevelInvolved.h.

unsigned char position

Position.

Definition at line 72 of file BidAskExistingLevelInvolved.h.

unsigned int positionNumber

Position Number.

Definition at line 78 of file BidAskExistingLevelInvolved.h.

TimeSpan publicationTime

Publication Time.

Definition at line 48 of file BidAskExistingLevelInvolved.h.

unsigned short reference

Reference.

Definition at line 63 of file BidAskExistingLevelInvolved.h.

Side::Enum side

Side.

Definition at line 69 of file BidAskExistingLevelInvolved.h.

unsigned char user

User.

Definition at line 87 of file BidAskExistingLevelInvolved.h.

unsigned int volume

Volume.

Definition at line 75 of file BidAskExistingLevelInvolved.h.


The documentation for this struct was generated from the following file: