BookDepth Struct Reference

Defines known depth of order book. More...

Public Types
enum	Enum { FOD, TOP5PL, TOP10PL, TOB }
	Defines known depth of order book. More...

Static Public Member Functions
static Enum	deserialize (const char *)
	Deserializes constant from string representation.
static const char *	toString (Enum)
	Returns string representation.

Detailed Description

Defines known depth of order book.

Member Enumeration Documentation

enum Enum

Defines known depth of order book.

Enumerator
FOD	Full Order Depth.
TOP5PL	Top 5 Price Level.
TOP10PL	Top 10 Price Level.
TOB	Top Of Book (Options Only).