MarketSnapshotPriceLevel Struct Reference

This class represents the Market Snapshot Price Level Message. More...

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

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

Public Attributes
MarketId	marketId
	Unique identifier of the market.
Side::Enum	side
	Indicate 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.

Friends
class	MessageDeserializer

Detailed Description

This class represents the Market Snapshot 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.