EPAM B2BITS CME MDP Handler C++  5.4.2
Public Attributes | List of all members
Cme::Mdp::InstrumentEvent Struct Reference

Instrument event. More...

#include <B2BITS_CmeMdpInstrument.h>

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Public Attributes

InstrumentEventType type_
 Event type. More...
 
union {
   InstrumentRecoveryBeginReason   recoveryBeginReason_
 
   InstrumentRecoveryEndReason   recoveryEndReason_
 
   InstrumentQuoteRequest   quoteRequest_
 
   UpdateEndFlags   updateEndFlags_
 
}; 
 
const Timestampsts_
 

Detailed Description

Instrument event.

Member Data Documentation

union { ... }
InstrumentQuoteRequest Cme::Mdp::InstrumentEvent::quoteRequest_
InstrumentRecoveryBeginReason Cme::Mdp::InstrumentEvent::recoveryBeginReason_
InstrumentRecoveryEndReason Cme::Mdp::InstrumentEvent::recoveryEndReason_
const Timestamps* Cme::Mdp::InstrumentEvent::ts_

Event performance indicator. 0 indicates no performance indicator is associated with the event.

InstrumentEventType Cme::Mdp::InstrumentEvent::type_

Event type.

UpdateEndFlags Cme::Mdp::InstrumentEvent::updateEndFlags_