OnixS SGX Derivatives Handler for C++  2.17.0.0
Public Attributes | List of all members
PriceDepthChange Struct Reference

Price Depth Change. More...

Public Attributes

Side::Enum side
 Trading side.
 
size_t priceLevel
 Price level position.
 
PriceDepthOperator::Enum op
 Operation on the given price position.
 
EditedPriceInfoReason::Enum reason
 The reason that caused the change in the price.
 
size_t numberOfLinesToDelete
 For delete operation this is number of lines to delete.
 

Detailed Description

Price Depth Change.