CombinedBidAskInvolved Struct Reference

Public Types
enum

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

Detailed Description

Definition at line 34 of file CombinedBidAskInvolved.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message code.

Enumerator
code	15

Definition at line 37 of file CombinedBidAskInvolved.h.

Constructor & Destructor Documentation

CombinedBidAskInvolved()

CombinedBidAskInvolved

(

)

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 130 of file CombinedBidAskInvolved.h.

Member Data Documentation

askLevel

unsigned char askLevel

Ask Level.

Definition at line 88 of file CombinedBidAskInvolved.h.

askPosition

unsigned char askPosition

Ask Position.

Definition at line 94 of file CombinedBidAskInvolved.h.

askPositionNumber

unsigned int askPositionNumber

Ask Position Number.

Definition at line 109 of file CombinedBidAskInvolved.h.

askPrice

int askPrice

Ask Price.

Definition at line 100 of file CombinedBidAskInvolved.h.

askSide

Side::Enum askSide

Ask Side.

Definition at line 91 of file CombinedBidAskInvolved.h.

askVolume

unsigned int askVolume

Ask Volume.

Definition at line 97 of file CombinedBidAskInvolved.h.

askYield

int askYield

Ask Yield/Rate.

Definition at line 103 of file CombinedBidAskInvolved.h.

bidLevel

unsigned char bidLevel

Bid Level.

Definition at line 70 of file CombinedBidAskInvolved.h.

bidPosition

unsigned char bidPosition

Bid Position.

Definition at line 76 of file CombinedBidAskInvolved.h.

bidPositionNumber

unsigned int bidPositionNumber

Bid Position Number.

Definition at line 106 of file CombinedBidAskInvolved.h.

bidPrice

int bidPrice

Bid Price.

Definition at line 82 of file CombinedBidAskInvolved.h.

bidSide

Side::Enum bidSide

Bid Side.

Definition at line 73 of file CombinedBidAskInvolved.h.

bidVolume

unsigned int bidVolume

Bid Volume.

Definition at line 79 of file CombinedBidAskInvolved.h.

bidYield

int bidYield

Bid Yield/Rate.

Definition at line 85 of file CombinedBidAskInvolved.h.

broker

unsigned char broker

Broker.

Definition at line 115 of file CombinedBidAskInvolved.h.

execution

unsigned int execution

Execution.

Definition at line 58 of file CombinedBidAskInvolved.h.

instrumentType

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 64 of file CombinedBidAskInvolved.h.

investmentDecision

unsigned int investmentDecision

Investment Decision.

Definition at line 55 of file CombinedBidAskInvolved.h.

label

unsigned int label

Label.

Definition at line 121 of file CombinedBidAskInvolved.h.

liquidityProvisionActivity

unsigned char liquidityProvisionActivity

Liquidity Provision Activity.

Definition at line 61 of file CombinedBidAskInvolved.h.

market

unsigned char market

Market.

Definition at line 49 of file CombinedBidAskInvolved.h.

member

unsigned char member

Member.

Definition at line 112 of file CombinedBidAskInvolved.h.

messageNumber

unsigned int messageNumber

Message Number.

Definition at line 46 of file CombinedBidAskInvolved.h.

originalRequestNumber

unsigned int originalRequestNumber

Original Request Number.

Definition at line 124 of file CombinedBidAskInvolved.h.

publicationTime

TimeSpan publicationTime

Publication Time.

Definition at line 52 of file CombinedBidAskInvolved.h.

reference

unsigned short reference

Reference.

Definition at line 67 of file CombinedBidAskInvolved.h.

user

unsigned char user

User.

Definition at line 118 of file CombinedBidAskInvolved.h.