IceImpact::TOP5PriceData Struct Reference

Price/size information for top 5 price levels. More...

#include <B2BITS_IceImpactEvents.h>

Collaboration diagram for IceImpact::TOP5PriceData:

Classes
struct	BookSide

Public Member Functions
int	levelCount () const
double	getPrice (long long price) const
double	getBid (int level)
double	getAsk (int level)
int	getBidSize (int level)
int	getAskSize (int level)

Public Attributes
BookSide	bid
BookSide	ask
int	orderPriceMult
char	levelCnt

Detailed Description

Price/size information for top 5 price levels.

Member Function Documentation

double IceImpact::TOP5PriceData::getAsk ( int  level )

inline

int IceImpact::TOP5PriceData::getAskSize ( int  level )

inline

double IceImpact::TOP5PriceData::getBid ( int  level )

inline

int IceImpact::TOP5PriceData::getBidSize ( int  level )

inline

double IceImpact::TOP5PriceData::getPrice ( long long  price ) const

inline

int IceImpact::TOP5PriceData::levelCount ( ) const

inline

Member Data Documentation

BookSide IceImpact::TOP5PriceData::ask

BookSide IceImpact::TOP5PriceData::bid

char IceImpact::TOP5PriceData::levelCnt

int IceImpact::TOP5PriceData::orderPriceMult