Best Bid/Offer current snapshot. More...

#include <B2BITS_IceImpactEvents.h>

Collaboration diagram for IceImpact::BBOSnapshot:

Public Attributes
BBOData	bbo
	Best Bid/Offer data. More...

UnitService *	unitService
	Pointer to unit service serving this instrument. More...

unsigned long long	UserCookie
	User data specified when subscribing to instrument. More...

unsigned	marketID
	MarketID. More...

Detailed Description

Best Bid/Offer current snapshot.

Member Data Documentation

BBOData IceImpact::BBOSnapshot::bbo

Best Bid/Offer data.

unsigned IceImpact::BBOSnapshot::marketID

MarketID.

UnitService* IceImpact::BBOSnapshot::unitService

Pointer to unit service serving this instrument.

unsigned long long IceImpact::BBOSnapshot::UserCookie

User data specified when subscribing to instrument.