#include <OnixS/Senaf/MarketData/Messages/BidAskNewLevelInvolved.h>
Public Types | |
enum | { code = 6 } |
Public Member Functions | |
BidAskNewLevelInvolved () | |
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 |
int | price |
int | yield |
unsigned int | volume |
unsigned int | positionNumber |
unsigned char | member |
unsigned char | broker |
unsigned char | user |
unsigned int | label |
unsigned int | originalRequestNumber |
Friends | |
class | MessageDeserializer |
Definition at line 35 of file BidAskNewLevelInvolved.h.
anonymous enum |
Default constructor.
std::string toString | ( | ) | const |
Returns string representation.
|
friend |
Definition at line 107 of file BidAskNewLevelInvolved.h.
unsigned char broker |
Broker.
Definition at line 92 of file BidAskNewLevelInvolved.h.
unsigned int execution |
Execution.
Definition at line 59 of file BidAskNewLevelInvolved.h.
InstrumentType::Enum instrumentType |
Instrument Type.
Definition at line 65 of file BidAskNewLevelInvolved.h.
unsigned int investmentDecision |
Investment Decision.
Definition at line 56 of file BidAskNewLevelInvolved.h.
unsigned int label |
Label.
Definition at line 98 of file BidAskNewLevelInvolved.h.
unsigned char level |
Level.
Definition at line 71 of file BidAskNewLevelInvolved.h.
unsigned char liquidityProvisionActivity |
Liquidity Provision Activity.
Definition at line 62 of file BidAskNewLevelInvolved.h.
unsigned char market |
Market.
Definition at line 50 of file BidAskNewLevelInvolved.h.
unsigned char member |
Member.
Definition at line 89 of file BidAskNewLevelInvolved.h.
unsigned int messageNumber |
Message Number.
Definition at line 47 of file BidAskNewLevelInvolved.h.
unsigned int originalRequestNumber |
Original Request Number.
Definition at line 101 of file BidAskNewLevelInvolved.h.
unsigned int positionNumber |
Position Number.
Definition at line 86 of file BidAskNewLevelInvolved.h.
int price |
Price.
Definition at line 77 of file BidAskNewLevelInvolved.h.
TimeSpan publicationTime |
Publication Time.
Definition at line 53 of file BidAskNewLevelInvolved.h.
unsigned short reference |
Definition at line 68 of file BidAskNewLevelInvolved.h.
Side::Enum side |
Side.
Definition at line 74 of file BidAskNewLevelInvolved.h.
unsigned char user |
User.
Definition at line 95 of file BidAskNewLevelInvolved.h.
unsigned int volume |
Volume.
Definition at line 83 of file BidAskNewLevelInvolved.h.
int yield |
Yield / Rate.
Definition at line 80 of file BidAskNewLevelInvolved.h.