#include <OnixS/Senaf/MarketData/Messages/CombinedBidAskInvolved.h>
Public Types | |
enum | { code = 15 } |
Public Member Functions | |
CombinedBidAskInvolved () | |
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 | bidLevel |
Side::Enum | bidSide |
unsigned char | bidPosition |
unsigned int | bidVolume |
int | bidPrice |
int | bidYield |
unsigned char | askLevel |
Side::Enum | askSide |
unsigned char | askPosition |
unsigned int | askVolume |
int | askPrice |
int | askYield |
unsigned int | bidPositionNumber |
unsigned int | askPositionNumber |
unsigned char | member |
unsigned char | broker |
unsigned char | user |
unsigned int | label |
unsigned int | originalRequestNumber |
Friends | |
class | MessageDeserializer |
Definition at line 32 of file CombinedBidAskInvolved.h.
anonymous enum |
Default constructor.
std::string toString | ( | ) | const |
Returns string representation.
|
friend |
Definition at line 125 of file CombinedBidAskInvolved.h.
unsigned char askLevel |
Ask Level.
Definition at line 83 of file CombinedBidAskInvolved.h.
unsigned char askPosition |
Ask Position.
Definition at line 89 of file CombinedBidAskInvolved.h.
unsigned int askPositionNumber |
Ask Position Number.
Definition at line 104 of file CombinedBidAskInvolved.h.
int askPrice |
Ask Price.
Definition at line 95 of file CombinedBidAskInvolved.h.
Side::Enum askSide |
Ask Side.
Definition at line 86 of file CombinedBidAskInvolved.h.
unsigned int askVolume |
Ask Volume.
Definition at line 92 of file CombinedBidAskInvolved.h.
int askYield |
Ask Yield/Rate.
Definition at line 98 of file CombinedBidAskInvolved.h.
unsigned char bidLevel |
Bid Level.
Definition at line 65 of file CombinedBidAskInvolved.h.
unsigned char bidPosition |
Bid Position.
Definition at line 71 of file CombinedBidAskInvolved.h.
unsigned int bidPositionNumber |
Bid Position Number.
Definition at line 101 of file CombinedBidAskInvolved.h.
int bidPrice |
Bid Price.
Definition at line 77 of file CombinedBidAskInvolved.h.
Side::Enum bidSide |
Bid Side.
Definition at line 68 of file CombinedBidAskInvolved.h.
unsigned int bidVolume |
Bid Volume.
Definition at line 74 of file CombinedBidAskInvolved.h.
int bidYield |
Bid Yield/Rate.
Definition at line 80 of file CombinedBidAskInvolved.h.
unsigned char broker |
Broker.
Definition at line 110 of file CombinedBidAskInvolved.h.
unsigned int execution |
Execution.
Definition at line 53 of file CombinedBidAskInvolved.h.
InstrumentType::Enum instrumentType |
Instrument Type.
Definition at line 59 of file CombinedBidAskInvolved.h.
unsigned int investmentDecision |
Investment Decision.
Definition at line 50 of file CombinedBidAskInvolved.h.
unsigned int label |
Label.
Definition at line 116 of file CombinedBidAskInvolved.h.
unsigned char liquidityProvisionActivity |
Liquidity Provision Activity.
Definition at line 56 of file CombinedBidAskInvolved.h.
unsigned char market |
Market.
Definition at line 44 of file CombinedBidAskInvolved.h.
unsigned char member |
Member.
Definition at line 107 of file CombinedBidAskInvolved.h.
unsigned int messageNumber |
Message Number.
Definition at line 41 of file CombinedBidAskInvolved.h.
unsigned int originalRequestNumber |
Original Request Number.
Definition at line 119 of file CombinedBidAskInvolved.h.
TimeSpan publicationTime |
Publication Time.
Definition at line 47 of file CombinedBidAskInvolved.h.
unsigned short reference |
Definition at line 62 of file CombinedBidAskInvolved.h.
unsigned char user |
User.
Definition at line 113 of file CombinedBidAskInvolved.h.