Instrument book recovered. More...

#include <B2BITS_IceImpactEvents.h>

Collaboration diagram for IceImpact::InstrumentRecoveryEvent:

Public Attributes
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...

char	isFOD
	is set to non-zero if this is a Full Order Depth channel More...

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

Detailed Description

Instrument book recovered.

Member Data Documentation

unsigned IceImpact::InstrumentRecoveryEvent::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::InstrumentRecoveryEvent::isFOD

is set to non-zero if this is a Full Order Depth channel

char IceImpact::InstrumentRecoveryEvent::isFullImplied

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

unsigned IceImpact::InstrumentRecoveryEvent::marketID

MarketID.

UnitService* IceImpact::InstrumentRecoveryEvent::unitService

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

unsigned long long IceImpact::InstrumentRecoveryEvent::UserCookie

User data specified when subscribing to instrument.