B2BITS CME MDP Handler API Reference
Public Attributes | List of all members
Trade Struct Reference


#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_
 Aggressor side. More...

Member Data Documentation

bool reversal_
Decimal price_
u32 quantity_
u32 orders_
int aggressorSide_

AggressorSide value.