EPAM B2BITS ICE Impact Handler C++
1.1.4
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Instrument book recovered. More...
#include <B2BITS_IceImpactEvents.h>
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... | |
Instrument book recovered.
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.