OnixS BME SENAF Handler C++ library  2.2.1
API documentation
SwitchingBidAskInvolved Struct Reference

#include <OnixS/Senaf/MarketData/Messages/SwitchingBidAskInvolved.h>

Public Types

enum  { code = 23 }
 

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

Message code.

Enumerator
code 

Definition at line 37 of file SwitchingBidAskInvolved.h.

Constructor & Destructor Documentation

Default constructor.

Member Function Documentation

std::string toString ( ) const

Returns string representation.

Friends And Related Function Documentation

friend class MessageDeserializer
friend

Definition at line 112 of file SwitchingBidAskInvolved.h.

Member Data Documentation

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 55 of file SwitchingBidAskInvolved.h.

unsigned int label

Label.

Definition at line 103 of file SwitchingBidAskInvolved.h.

unsigned char market

Market.

Definition at line 49 of file SwitchingBidAskInvolved.h.

unsigned int messageNumber

Message Number.

Definition at line 46 of file SwitchingBidAskInvolved.h.

unsigned char newAskLevel

New Ask Level.

Definition at line 88 of file SwitchingBidAskInvolved.h.

unsigned char newAskPosition

New Ask Position.

Definition at line 94 of file SwitchingBidAskInvolved.h.

unsigned int newAskPositionNumber

New Ask Position Number.

Definition at line 100 of file SwitchingBidAskInvolved.h.

Side::Enum newAskSide

New Ask Side.

Definition at line 91 of file SwitchingBidAskInvolved.h.

unsigned char newBidLevel

New Bid Level.

Definition at line 70 of file SwitchingBidAskInvolved.h.

unsigned char newBidPosition

New Bid Position.

Definition at line 76 of file SwitchingBidAskInvolved.h.

unsigned int newBidPositionNumber

New Bid Position Number.

Definition at line 97 of file SwitchingBidAskInvolved.h.

Side::Enum newBidSide

New Bid Side.

Definition at line 73 of file SwitchingBidAskInvolved.h.

unsigned char oldAskLevel

Old Ask Level.

Definition at line 79 of file SwitchingBidAskInvolved.h.

unsigned char oldAskPosition

Old Ask Position.

Definition at line 85 of file SwitchingBidAskInvolved.h.

Side::Enum oldAskSide

Old Ask Side.

Definition at line 82 of file SwitchingBidAskInvolved.h.

unsigned char oldBidLevel

Old Bid Level.

Definition at line 61 of file SwitchingBidAskInvolved.h.

unsigned char oldBidPosition

Old Bid Position.

Definition at line 67 of file SwitchingBidAskInvolved.h.

Side::Enum oldBidSide

Old Bid Side.

Definition at line 64 of file SwitchingBidAskInvolved.h.

unsigned int originalRequestNumber

Original Request Number.

Definition at line 106 of file SwitchingBidAskInvolved.h.

TimeSpan publicationTime

Publication Time.

Definition at line 52 of file SwitchingBidAskInvolved.h.

unsigned short reference

Reference.

Definition at line 58 of file SwitchingBidAskInvolved.h.


The documentation for this struct was generated from the following file: