API
Version 2.0.1
Low-Latency HFT API
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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. | |
The MarketDataWrapper class will contain the Snapshot/TBT Market Data.
bool API2::COMMON::MarketDataWrapper::operator== | ( | const MarketDataWrapper & | a | ) |
operator ==
a |
std::string API2::COMMON::MarketDataWrapper::toString | ( | ) |
toString will return formatted Market Picture for debug purpose