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EPAM B2BITS CME MDP Handler C++
6.2.1
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EPAM B2BITS CME MDP Handler C++
6.2.1
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Order book level. More...
#include <B2BITS_CmeMdpOrderBook.h>
Public Attributes | |
| Decimal | price |
| Order book level price. More... | |
| u64 | quantity |
| u32 | orders |
| Number of order book level orders. More... | |
Order book level.
| u32 Cme::Mdp::OrderBookLevel::orders |
Number of order book level orders.
| Decimal Cme::Mdp::OrderBookLevel::price |
Order book level price.
| u64 Cme::Mdp::OrderBookLevel::quantity |
Order book level quantity. Zero quantity indicates an empty level.
1.8.5
