MDEntry Class Reference

A market data entry, which indicates how to update a book. More...

Inheritance diagram for MDEntry:

Public Member Functions
	MDEntry ()
	MDEntry (ProtoByteBuffer buffer)
	MDEntry (MFFloat price, MFFloat amount, MFFloat minAmount, MDUpdateAction updateAction, MDElement element, Side side, sbyte source, short numberOfOrders, string components)
override bool	Equals (Object rhs)
override int	GetHashCode ()
override string	ToString ()

Public Attributes
MFFloat	amount
	Amount of this entry. More...
string	components
	For aggregated feeds, a string representation of the components of liquidity. More...
MDElement	element
	Kind of element this entry is. More...
MFFloat	minAmount
	Amount that represents the small amount than can be executed against for this MDEntry. More...
short	numberOfOrders
	For aggregated books, when we get notified of a price level, this is the number of orders. More...
MFFloat	price
	Price of this entry. More...
Side	side
	Which side the entry is for. More...
sbyte	source
	A bitmask that provides hints regarding what data was used to produce this entry (vanilla market entry, or enhanced). More...
MDUpdateAction	updateAction
	The action to apply for incremental updates. More...

Detailed Description

A market data entry, which indicates how to update a book.

Constructor & Destructor Documentation

MDEntry() [1/3]

MDEntry

(

)

MDEntry() [2/3]

MDEntry

(

ProtoByteBuffer

buffer

)

MDEntry() [3/3]

MDEntry	(	MFFloat	price,
		MFFloat	amount,
		MFFloat	minAmount,
		MDUpdateAction	updateAction,
		MDElement	element,
		Side	side,
		sbyte	source,
		short	numberOfOrders,
		string	components
	)

Member Function Documentation

Equals()

override bool Equals

(

Object

rhs

)

GetHashCode()

override int GetHashCode

(

)

ToString()

override string ToString

(

)

Member Data Documentation

price

MFFloat price

Price of this entry.

If this is a structured entry, the price may be invalid.

amount

MFFloat amount

Amount of this entry.

If this is a structured entry, the amount may be invalid.

minAmount

MFFloat minAmount

Amount that represents the small amount than can be executed against for this MDEntry.

updateAction

MDUpdateAction updateAction

The action to apply for incremental updates.

The action value is irrelevant for snapshot entries.

element

MDElement element

Kind of element this entry is.

side

Side side

Which side the entry is for.

source

sbyte source

A bitmask that provides hints regarding what data was used to produce this entry (vanilla market entry, or enhanced).

See also

MDSource enum for possible bit values.

numberOfOrders

short numberOfOrders

For aggregated books, when we get notified of a price level, this is the number of orders.

components

string components

For aggregated feeds, a string representation of the components of liquidity.