Agregated order book for premium prices. More...

Public Attributes
const SeriesId	id
	Unique binary Id of the instrument.

const std::string	symbol
	Unique Text Id of the instrument series.

const Series &	series
	Reference to series.

const unsigned	blockSize
	Each series may have several order books with different blockSize value;.

size_t	premiumLevels
	Number of Premium Levels in Order Book.

PriceOption::Enum	priceValidity
	Price level information validity.

PriceLevels	asks
	Collection of asks.

PriceLevels	bids
	Collection of bids.

Timestamp	lastUpdateTime
	Last update time. More...

Protected Member Functions
	OrderBook (const Series &series, unsigned blockSize)

Detailed Description

Agregated order book for premium prices.

Member Data Documentation

Timestamp lastUpdateTime

Last update time.

Time when the breadcast was received by Handler.