prices.h File Reference

#include <stddef.h>
#include "enums/ImpliedsSource.h"
#include "enums/TradingStatus.h"
#include "enums/TradeIndicator.h"
#include "enums/ExchSupportedOTCTypes.h"
#include "enums/TradeType.h"
#include "enums/TradeQualifier.h"
#include "instrument.h"
#include "consts.h"
#include <math.h>

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Classes
struct	ttsdk::PriceSnap
struct	ttsdk::PriceSnap::DepthSnap
struct	ttsdk::PriceSnap::DepthSnap::DepthLevel
struct	ttsdk::TimeSales
	Time and Sales update data. More...
struct	ttsdk::TimeSales::Trade
class	ttsdk::IPriceEventHandler
	Interface for listening to price subscription events. More...
class	ttsdk::ITimeSalesEventHandler
	Interface for listening to time and sales subscription events. More...

Namespaces
namespace	ttsdk

Typedefs
using	ttsdk::IPriceEventHandlerPtr = IPriceEventHandler*
using	ttsdk::ITimeSalesEventHandlerPtr = ITimeSalesEventHandler*

Enumerations
enum class	ttsdk::PriceEventType { ttsdk::DIRECT , ttsdk::CALCULATED_IMPLIEDS , ttsdk::SIMULATED , ttsdk::UNKNOWN }
enum class	ttsdk::SubscriptionError {   ttsdk::UNKNOWN_CLIENT , ttsdk::DUPLICATE_SUBSCRIPTION , ttsdk::INVALID_INSTRUMENT , ttsdk::INVALID_INSTRUMENT_SYMBOL ,   ttsdk::PARTYID_NOT_SUPPORTED , ttsdk::INSTRUMENT_ID_MISMATCH , ttsdk::INACTIVE_INSTRUMENT , ttsdk::DUPLICATE_SUBSCRIPTION_ID ,   ttsdk::UNKNOWN_SUBSCRIPTION_ID , ttsdk::INVALID_SUBSCRIPTION_PARAMETERS , ttsdk::NOT_PERMISSIONED , ttsdk::NOT_INITIALIZED ,   ttsdk::INVALID_CONFIGURATION , ttsdk::NOTTRADABLE_INSTRUMENT , ttsdk::NO_CONNECTIVITY , ttsdk::EXCEEDED_MAX_SUBS_ALLOWED ,   ttsdk::NOT_SUPPORTED , ttsdk::PRODUCT_INFO_NOT_AVAILABLE , ttsdk::UNKNOWN , ttsdk::NONE }