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B2BITS CME MDP Handler API Reference
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#include <B2BITS_CmeMdpMessages.h>
Inheritance diagram for SnapshotFullRefresh38::Content: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_ |
1.8.6