B2BITS CME MDP Handler API Reference
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#include <B2BITS_CmeMdpMessages.h>
Additional Inherited Members | |
Public Types inherited from MessageHeader | |
typedef uint16_t | BlockLength |
typedef uint16_t | TemplateId |
typedef uint16_t | SchemaId |
typedef uint16_t | Version |
Public Member Functions inherited from MessageHeader | |
uint16_t | getMessageSize () const |
BlockLength | getBlockLength () const |
TemplateId | getTemplateId () const |
SchemaId | getSchemaId () const |
Version | getVersion () const |
UInt32 LastMsgSeqNumProcessed_ |
UInt32 TotNumReports_ |
Int32 SecurityID_ |
UInt32 RptSeq_ |
UInt64 TransactTime_ |
UInt64 LastUpdateTime_ |
LocalMktDate TradeDate_ |
SecurityTradingStatus MDSecurityTradingStatus_ |
PRICENULL HighLimitPrice_ |
PRICENULL LowLimitPrice_ |
PRICENULL MaxPriceVariation_ |