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EPAM B2BITS CME MDP Handler C++
6.2.1
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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_ |
1.8.5