B2BITS CME MDP Handler API Reference
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#include <B2BITS_CmeMdpTrade.h>
Public Attributes | |
bool | reversal_ |
Indicates a trade reversal. More... | |
Decimal | price_ |
Traded price. More... | |
u32 | quantity_ |
Traded quantity. More... | |
u32 | orders_ |
Number of traded orders. More... | |
int | aggressorSide_ |
Aggressor side. More... | |
bool reversal_ |
Decimal price_ |
u32 quantity_ |
u32 orders_ |
int aggressorSide_ |
AggressorSide value.