OnixS ICE iMpact Multicast Feed Handler for C++  3.13.0.0
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IntervalPriceLimitNotification Struct Reference

This class represents the Interval Price Limit Notification Message. More...

Public Types

enum  { messageType = 'V' }
 Message type constant.
 

Public Member Functions

 IntervalPriceLimitNotification ()
 Default constructor.
 
std::string toString () const
 Returns string representation.
 

Public Attributes

MarketId marketId
 Unique identifier of the market.
 
char holdType
 IPL Hold Type.
 
DateTime notificationDateTime
 Date time of the IPL Hold notification.
 
bool isUp
 IPL bound violation type.
 
int holdDuration
 Hold duration, in milliseconds.
 
Price up
 IPL upper bound. More...
 
Price down
 IPL lower bound. More...
 

Friends

class MessageDeserializer
 

Detailed Description

This class represents the Interval Price Limit Notification Message.

Member Data Documentation

Price down

IPL lower bound.

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

Price up

IPL upper bound.

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