API  Version 2.0.1
Low-Latency HFT API
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API2::COMMON::MarketDataWrapper Class Reference

The MarketDataWrapper class will contain the Snapshot/TBT Market Data. More...

#include <apiStructs.h>

Public Member Functions

 MarketDataWrapper ()
 MarketDataWrapper.
 
std::string toString ()
 toString will return formatted Market Picture for debug purpose More...
 
bool operator== (const MarketDataWrapper &a)
 operator == More...
 

Public Attributes

DATA_TYPES::PRICE OpenPrice
 OpenPrice.
 
DATA_TYPES::PRICE HighPrice
 HighPrice.
 
DATA_TYPES::PRICE LowPrice
 LowPrice.
 
DATA_TYPES::PRICE ClosePrice
 ClosePrice.
 
DATA_TYPES::VOLUME Volume
 Volume.
 
DATA_TYPES::QTY LastTradeQty
 LastTradeQty.
 
DATA_TYPES::PRICE LastTradePrice
 LastTradePrice.
 
MarketDepthWrapper MarketDepth [CONSTANTS::MarketDepthArraySize]
 MarketDepth.
 

Detailed Description

The MarketDataWrapper class will contain the Snapshot/TBT Market Data.

Member Function Documentation

bool API2::COMMON::MarketDataWrapper::operator== ( const MarketDataWrapper a)

operator ==

Parameters
a
Returns
std::string API2::COMMON::MarketDataWrapper::toString ( )

toString will return formatted Market Picture for debug purpose

Returns

The documentation for this class was generated from the following file: