ChangePriceLevel Struct Reference

This class represents the Change Price Level Message. More...

Public Types
enum	{ messageType = 's' }
	Message type constant.

Public Member Functions
	ChangePriceLevel ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	marketId
	Unique identifier of the market.
Side::Enum	side
	Indicates whether it's bid or offer.
char	priceLevelPosition
	Position of the price level.
Price	price
	Value of price for the level. More...
int	quantity
	Total quantity at the price level.
short	orderCount
	Number of all orders at the price level.
int	impliedQuantity
	Quantity that were implied.
short	impliedOrderCount
	Number of implied orders at the price level.
DateTime	timestamp
	Timestamp of last update used to derive the price level message. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Change Price Level Message.

Member Data Documentation

Price price

Value of price for the level.

OrderPriceDenominator for the market should be applied to get the real price.

DateTime timestamp

Timestamp of last update used to derive the price level message.

The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.