OnixS SWXess Market Data Handler for C++  1.0.0.0
Public Member Functions | Friends | List of all members
AggregatedOrderBookDeltaEntry Class Reference

Book Delta Incremental Refresh Entry. More...

Public Member Functions

UpdateActions::Enum action () const
 
EntryTypes::Enum entryType () const
 
bool price (Price &value) const
 Price.
 
StringRef currency () const
 
bool size (Decimal &value) const
 
StringRef time () const
 
StringRef tradingSessionID () const
 
StringRef openCloseSettlFlag () const
 
bool numberOfOrders (Int32 &value) const
 
bool numberOfQuotes (Int32 &value) const
 
bool priceLevel (Int32 &value) const
 
ReferencePriceType::Enum referencePriceType () const
 
UInt32 rptSeq () const
 
StringRef securityID () const
 
StringRef securityIDSource () const
 
StringRef securityExchange () const
 

Friends

class TypedGroup< AggregatedOrderBookDeltaEntry >
 

Detailed Description

Book Delta Incremental Refresh Entry.