#include <pyEngine.h>

Public Attributes
int	_Price
	Price Level. More...

int	_Size
	Total Quantity at Level. More...

int	_NumOrds
	Number of Orders. More...

int	_Time
	Last Update Time in Nanos since Jan 1, 1970. More...

int	_Level
	Level Number; Top = 0. More...

long	_OrdID
	Order ID (If order-based feed) More...

Member Data Documentation

int PriceLevel::_Level

Level Number; Top = 0.

int PriceLevel::_NumOrds

Number of Orders.

long PriceLevel::_OrdID

Order ID (If order-based feed)

int PriceLevel::_Price

Price Level.

int PriceLevel::_Size

Total Quantity at Level.

int PriceLevel::_Time

Last Update Time in Nanos since Jan 1, 1970.

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

Public Attributes