Cme::Mdp::Trade Struct Reference

Trade. More...

#include <B2BITS_CmeMdpTrade.h>

Collaboration diagram for Cme::Mdp::Trade:

Public Attributes
bool	reversal_
	Indicates a trade reversal. More...
Decimal	price_
	Traded price. More...
u64	quantity_
	Traded quantity. More...
u32	orders_
	Number of traded orders. More...
int	aggressorSide_

Detailed Description

Trade.

Member Data Documentation

int Cme::Mdp::Trade::aggressorSide_

Aggressor side. AggressorSide value.

u32 Cme::Mdp::Trade::orders_

Number of traded orders.

Decimal Cme::Mdp::Trade::price_

Traded price.

u64 Cme::Mdp::Trade::quantity_

Traded quantity.

bool Cme::Mdp::Trade::reversal_

Indicates a trade reversal.