OrderBookLevel Struct Reference

Order book level.

#include <B2BITS_CmeMdpOrderBook.h>

Public Attributes
Decimal	price
	Order book level price. More...
u32	quantity
	Order book level quantity. More...
u32	orders
	Number of order book level orders. More...

Member Data Documentation

Decimal price

u32 quantity

Zero quantity indicates an empty level.

u32 orders