SwitchingBidAskInvolved Struct Reference

Public Types
enum

Public Member Functions
	SwitchingBidAskInvolved ()
std::string	toString () const

Public Attributes
unsigned int	messageNumber
unsigned char	market
TimeSpan	publicationTime
InstrumentType::Enum	instrumentType
unsigned short	reference
unsigned char	oldBidLevel
Side::Enum	oldBidSide
unsigned char	oldBidPosition
unsigned char	newBidLevel
Side::Enum	newBidSide
unsigned char	newBidPosition
unsigned char	oldAskLevel
Side::Enum	oldAskSide
unsigned char	oldAskPosition
unsigned char	newAskLevel
Side::Enum	newAskSide
unsigned char	newAskPosition
unsigned int	newBidPositionNumber
unsigned int	newAskPositionNumber
unsigned int	label
unsigned int	originalRequestNumber

Friends
class	MessageDeserializer

Detailed Description

Definition at line 34 of file SwitchingBidAskInvolved.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message code.

Enumerator
code	23

Definition at line 37 of file SwitchingBidAskInvolved.h.

Constructor & Destructor Documentation

SwitchingBidAskInvolved()

SwitchingBidAskInvolved

(

)

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 112 of file SwitchingBidAskInvolved.h.

Member Data Documentation

instrumentType

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 55 of file SwitchingBidAskInvolved.h.

label

unsigned int label

Label.

Definition at line 103 of file SwitchingBidAskInvolved.h.

market

unsigned char market

Market.

Definition at line 49 of file SwitchingBidAskInvolved.h.

messageNumber

unsigned int messageNumber

Message Number.

Definition at line 46 of file SwitchingBidAskInvolved.h.

newAskLevel

unsigned char newAskLevel

New Ask Level.

Definition at line 88 of file SwitchingBidAskInvolved.h.

newAskPosition

unsigned char newAskPosition

New Ask Position.

Definition at line 94 of file SwitchingBidAskInvolved.h.

newAskPositionNumber

unsigned int newAskPositionNumber

New Ask Position Number.

Definition at line 100 of file SwitchingBidAskInvolved.h.

newAskSide

Side::Enum newAskSide

New Ask Side.

Definition at line 91 of file SwitchingBidAskInvolved.h.

newBidLevel

unsigned char newBidLevel

New Bid Level.

Definition at line 70 of file SwitchingBidAskInvolved.h.

newBidPosition

unsigned char newBidPosition

New Bid Position.

Definition at line 76 of file SwitchingBidAskInvolved.h.

newBidPositionNumber

unsigned int newBidPositionNumber

New Bid Position Number.

Definition at line 97 of file SwitchingBidAskInvolved.h.

newBidSide

Side::Enum newBidSide

New Bid Side.

Definition at line 73 of file SwitchingBidAskInvolved.h.

oldAskLevel

unsigned char oldAskLevel

Old Ask Level.

Definition at line 79 of file SwitchingBidAskInvolved.h.

oldAskPosition

unsigned char oldAskPosition

Old Ask Position.

Definition at line 85 of file SwitchingBidAskInvolved.h.

oldAskSide

Side::Enum oldAskSide

Old Ask Side.

Definition at line 82 of file SwitchingBidAskInvolved.h.

oldBidLevel

unsigned char oldBidLevel

Old Bid Level.

Definition at line 61 of file SwitchingBidAskInvolved.h.

oldBidPosition

unsigned char oldBidPosition

Old Bid Position.

Definition at line 67 of file SwitchingBidAskInvolved.h.

oldBidSide

Side::Enum oldBidSide

Old Bid Side.

Definition at line 64 of file SwitchingBidAskInvolved.h.

originalRequestNumber

unsigned int originalRequestNumber

Original Request Number.

Definition at line 106 of file SwitchingBidAskInvolved.h.

publicationTime

TimeSpan publicationTime

Publication Time.

Definition at line 52 of file SwitchingBidAskInvolved.h.

reference

unsigned short reference

Reference.

Definition at line 58 of file SwitchingBidAskInvolved.h.