EPAM B2BITS CME MDP Handler C++
5.4.2
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Instrument event. More...
#include <B2BITS_CmeMdpInstrument.h>
Public Attributes | |
InstrumentEventType | type_ |
Event type. More... | |
union { | |
InstrumentRecoveryBeginReason recoveryBeginReason_ | |
InstrumentRecoveryEndReason recoveryEndReason_ | |
InstrumentQuoteRequest quoteRequest_ | |
UpdateEndFlags updateEndFlags_ | |
}; | |
const Timestamps * | ts_ |
Instrument event.
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_ |