Best Bid/Offer event. More...

#include <B2BITS_IceImpactEvents.h>

Collaboration diagram for IceImpact::BBOUpdateEvent:

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

unsigned long long	recvTimestampNS

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

UnitService *	unitService

unsigned	marketID
	MarketID. More...

unsigned	eventFlowId
	ID of the event flow. Events that pertain to the same flow are passed sequentially to user callbacks (onBBO, onMessage, onInstrumentReset, etc). More...

enum BookDepth	depth
	BookDepth for this instrument. More...

char	isFullImplied
	What type of multicast channel is the source of data (Full Implied or not) More...

Detailed Description

Best Bid/Offer event.

Member Data Documentation

BBOData* IceImpact::BBOUpdateEvent::bbo

Best Bid/Offer data.

enum BookDepth IceImpact::BBOUpdateEvent::depth

BookDepth for this instrument.

unsigned IceImpact::BBOUpdateEvent::eventFlowId

ID of the event flow. Events that pertain to the same flow are passed sequentially to user callbacks (onBBO, onMessage, onInstrumentReset, etc).

char IceImpact::BBOUpdateEvent::isFullImplied

What type of multicast channel is the source of data (Full Implied or not)

unsigned IceImpact::BBOUpdateEvent::marketID

MarketID.

unsigned long long IceImpact::BBOUpdateEvent::recvTimestampNS

Receive timestamp taken using high resolution timer upon data arrival Note that for conflated BBO event this is the timestamp of the oldest event.

UnitService* IceImpact::BBOUpdateEvent::unitService

Pointer to unit service serving this instrument The pointer is valid at least until returning from callback

unsigned long long IceImpact::BBOUpdateEvent::UserCookie

User data specified when subscribing to instrument.