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 32 of file SwitchingBidAskInvolved.h.

Member Enumeration Documentation

anonymous enum

Message code.

Enumerator
code

Definition at line 35 of file SwitchingBidAskInvolved.h.

Constructor & Destructor Documentation

SwitchingBidAskInvolved

(

)

Default constructor.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Friends And Related Function Documentation

friend class MessageDeserializer

friend

Definition at line 107 of file SwitchingBidAskInvolved.h.

Member Data Documentation

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 50 of file SwitchingBidAskInvolved.h.

unsigned int label

Label.

Definition at line 98 of file SwitchingBidAskInvolved.h.

unsigned char market

Market.

Definition at line 44 of file SwitchingBidAskInvolved.h.

unsigned int messageNumber

Message Number.

Definition at line 41 of file SwitchingBidAskInvolved.h.

unsigned char newAskLevel

New Ask Level.

Definition at line 83 of file SwitchingBidAskInvolved.h.

unsigned char newAskPosition

New Ask Position.

Definition at line 89 of file SwitchingBidAskInvolved.h.

unsigned int newAskPositionNumber

New Ask Position Number.

Definition at line 95 of file SwitchingBidAskInvolved.h.

Side::Enum newAskSide

New Ask Side.

Definition at line 86 of file SwitchingBidAskInvolved.h.

unsigned char newBidLevel

New Bid Level.

Definition at line 65 of file SwitchingBidAskInvolved.h.

unsigned char newBidPosition

New Bid Position.

Definition at line 71 of file SwitchingBidAskInvolved.h.

unsigned int newBidPositionNumber

New Bid Position Number.

Definition at line 92 of file SwitchingBidAskInvolved.h.

Side::Enum newBidSide

New Bid Side.

Definition at line 68 of file SwitchingBidAskInvolved.h.

unsigned char oldAskLevel

Old Ask Level.

Definition at line 74 of file SwitchingBidAskInvolved.h.

unsigned char oldAskPosition

Old Ask Position.

Definition at line 80 of file SwitchingBidAskInvolved.h.

Side::Enum oldAskSide

Old Ask Side.

Definition at line 77 of file SwitchingBidAskInvolved.h.

unsigned char oldBidLevel

Old Bid Level.

Definition at line 56 of file SwitchingBidAskInvolved.h.

unsigned char oldBidPosition

Old Bid Position.

Definition at line 62 of file SwitchingBidAskInvolved.h.

Side::Enum oldBidSide

Old Bid Side.

Definition at line 59 of file SwitchingBidAskInvolved.h.

unsigned int originalRequestNumber

Original Request Number.

Definition at line 101 of file SwitchingBidAskInvolved.h.

TimeSpan publicationTime

Publication Time.

Definition at line 47 of file SwitchingBidAskInvolved.h.

unsigned short reference

Reference.

Definition at line 53 of file SwitchingBidAskInvolved.h.

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

• include/OnixS/Senaf/MarketData/Messages/SwitchingBidAskInvolved.h