Cme::Mdp::ConsolidatedOrderBookTop Class Reference

Consolidated order book top. More...

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions
virtual Instrument *	getInstrument () const =0
virtual const ConsolidatedOrderBookLevel &	bidLevel () const =0
virtual const ConsolidatedOrderBookLevel &	askLevel () const =0

Protected Member Functions
virtual	~ConsolidatedOrderBookTop ()

Detailed Description

Consolidated order book top.

Constructor & Destructor Documentation

virtual Cme::Mdp::ConsolidatedOrderBookTop::~ConsolidatedOrderBookTop ( )

inlineprotectedvirtual

Member Function Documentation

virtual const ConsolidatedOrderBookLevel& Cme::Mdp::ConsolidatedOrderBookTop::askLevel ( ) const

pure virtual

Returns order book top ask side level.

Returns

Reference to the order book ask side level.

virtual const ConsolidatedOrderBookLevel& Cme::Mdp::ConsolidatedOrderBookTop::bidLevel ( ) const

pure virtual

Returns order book top bid side level.

Returns

Reference to the order book bid side level.

virtual Instrument* Cme::Mdp::ConsolidatedOrderBookTop::getInstrument ( ) const

pure virtual

Returns owning instrument.

Returns

Reference to the instrument instance.