BidAskExistingLevelInvolved Struct Reference

Public Types
enum

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 35 of file BidAskExistingLevelInvolved.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message code.

Enumerator
code	8

Definition at line 38 of file BidAskExistingLevelInvolved.h.

Constructor & Destructor Documentation

BidAskExistingLevelInvolved()

BidAskExistingLevelInvolved

(

)

Default constructor.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Friends And Related Symbol Documentation

MessageDeserializer

friend class MessageDeserializer

friend

Definition at line 104 of file BidAskExistingLevelInvolved.h.

Member Data Documentation

broker

unsigned char broker

Broker.

Definition at line 89 of file BidAskExistingLevelInvolved.h.

execution

unsigned int execution

Execution.

Definition at line 59 of file BidAskExistingLevelInvolved.h.

instrumentType

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 65 of file BidAskExistingLevelInvolved.h.

investmentDecision

unsigned int investmentDecision

Investment Decision.

Definition at line 56 of file BidAskExistingLevelInvolved.h.

label

unsigned int label

Label.

Definition at line 95 of file BidAskExistingLevelInvolved.h.

level

unsigned char level

Level.

Definition at line 71 of file BidAskExistingLevelInvolved.h.

liquidityProvisionActivity

unsigned char liquidityProvisionActivity

Liquidity Provision Activity.

Definition at line 62 of file BidAskExistingLevelInvolved.h.

market

unsigned char market

Market.

Definition at line 50 of file BidAskExistingLevelInvolved.h.

member

unsigned char member

Member.

Definition at line 86 of file BidAskExistingLevelInvolved.h.

messageNumber

unsigned int messageNumber

Message Number.

Definition at line 47 of file BidAskExistingLevelInvolved.h.

originalRequestNumber

unsigned int originalRequestNumber

Original Request Number.

Definition at line 98 of file BidAskExistingLevelInvolved.h.

position

unsigned char position

Position.

Definition at line 77 of file BidAskExistingLevelInvolved.h.

positionNumber

unsigned int positionNumber

Position Number.

Definition at line 83 of file BidAskExistingLevelInvolved.h.

publicationTime

TimeSpan publicationTime

Publication Time.

Definition at line 53 of file BidAskExistingLevelInvolved.h.

reference

unsigned short reference

Reference.

Definition at line 68 of file BidAskExistingLevelInvolved.h.

side

Side::Enum side

Side.

Definition at line 74 of file BidAskExistingLevelInvolved.h.

user

unsigned char user

User.

Definition at line 92 of file BidAskExistingLevelInvolved.h.

volume

unsigned int volume

Volume.

Definition at line 80 of file BidAskExistingLevelInvolved.h.