EPAM B2BITS CME MDP Handler C++
5.4.2
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#include <B2BITS_CmeMdpTrade.h>
Public Attributes | |
bool | reversal_ |
Indicates a trade reversal. More... | |
Decimal | price_ |
Traded price. More... | |
u32 | quantity_ |
Traded quantity. More... | |
u32 | orders_ |
Number of traded orders. More... | |
int | aggressorSide_ |
int Cme::Mdp::Trade::aggressorSide_ |
Aggressor side. AggressorSide value.
u32 Cme::Mdp::Trade::orders_ |
Number of traded orders.
Decimal Cme::Mdp::Trade::price_ |
Traded price.
u32 Cme::Mdp::Trade::quantity_ |
Traded quantity.
bool Cme::Mdp::Trade::reversal_ |
Indicates a trade reversal.