Public Types | |
| enum | |
Public Member Functions | |
| SwitchingBidAskNotInvolved () | |
| std::string | toString () const |
Public Attributes | |
| unsigned char | market |
| unsigned char | oldBidLevel |
| unsigned char | newBidLevel |
| unsigned char | oldAskLevel |
| unsigned char | newAskLevel |
| unsigned char | oldBidPosition |
| unsigned char | newBidPosition |
| unsigned char | oldAskPosition |
| unsigned char | newAskPosition |
| unsigned short | reference |
| unsigned int | messageNumber |
| InstrumentType::Enum | instrumentType |
| Side::Enum | oldBidSide |
| Side::Enum | newBidSide |
| Side::Enum | oldAskSide |
| Side::Enum | newAskSide |
| TimeSpan | publicationTime |
Friends | |
| class | MessageDeserializer |
Definition at line 34 of file SwitchingBidAskNotInvolved.h.
| anonymous enum |
Default constructor.
| std::string toString | ( | ) | const |
Returns string representation.
|
friend |
Definition at line 100 of file SwitchingBidAskNotInvolved.h.
| InstrumentType::Enum instrumentType |
Instrument Type.
Definition at line 79 of file SwitchingBidAskNotInvolved.h.
| unsigned char market |
Market.
Definition at line 46 of file SwitchingBidAskNotInvolved.h.
| unsigned int messageNumber |
Message Number.
Definition at line 76 of file SwitchingBidAskNotInvolved.h.
| unsigned char newAskLevel |
New Ask Level.
Definition at line 58 of file SwitchingBidAskNotInvolved.h.
| unsigned char newAskPosition |
New Ask Position.
Definition at line 70 of file SwitchingBidAskNotInvolved.h.
| Side::Enum newAskSide |
New Ask Side.
Definition at line 91 of file SwitchingBidAskNotInvolved.h.
| unsigned char newBidLevel |
New Bid Level.
Definition at line 52 of file SwitchingBidAskNotInvolved.h.
| unsigned char newBidPosition |
New Bid Position.
Definition at line 64 of file SwitchingBidAskNotInvolved.h.
| Side::Enum newBidSide |
New Bid Side.
Definition at line 85 of file SwitchingBidAskNotInvolved.h.
| unsigned char oldAskLevel |
Old Ask Level.
Definition at line 55 of file SwitchingBidAskNotInvolved.h.
| unsigned char oldAskPosition |
Old Ask Position.
Definition at line 67 of file SwitchingBidAskNotInvolved.h.
| Side::Enum oldAskSide |
Old Ask Side.
Definition at line 88 of file SwitchingBidAskNotInvolved.h.
| unsigned char oldBidLevel |
Old Bid Level.
Definition at line 49 of file SwitchingBidAskNotInvolved.h.
| unsigned char oldBidPosition |
Old Bid Position.
Definition at line 61 of file SwitchingBidAskNotInvolved.h.
| Side::Enum oldBidSide |
Old Bid Side.
Definition at line 82 of file SwitchingBidAskNotInvolved.h.
| TimeSpan publicationTime |
Publication Time.
Definition at line 94 of file SwitchingBidAskNotInvolved.h.
| unsigned short reference |
Definition at line 73 of file SwitchingBidAskNotInvolved.h.