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B2BITS CME MDP Handler API Reference
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Instrument event.
#include <B2BITS_CmeMdpInstrument.h>
Public Attributes | |
| InstrumentEventType | type_ |
| Event type. More... | |
| union { | |
| InstrumentRecoveryBeginReason recoveryBeginReason_ | |
| InstrumentRecoveryEndReason recoveryEndReason_ | |
| InstrumentQuoteRequest quoteRequest_ | |
| UpdateEndFlags updateEndFlags_ | |
| }; | |
| const Timestamps * | ts_ |
| Event performance indicator. More... | |
| InstrumentEventType type_ |
| InstrumentRecoveryBeginReason recoveryBeginReason_ |
| InstrumentRecoveryEndReason recoveryEndReason_ |
| InstrumentQuoteRequest quoteRequest_ |
| UpdateEndFlags updateEndFlags_ |
| union { ... } |
| const Timestamps* ts_ |
0 indicates no performance indicator is associated with the event.
1.8.6