ttsdk::PriceSnap::DepthSnap::DepthLevel Struct Reference

#include <prices.h>

Public Attributes
double	price
	Price.
int32_t	order_count
	Number of orders that make up the total quantity.
double	quantity
	Total quantity at this level.
double	implied_quantity
	Implied quantity contributing to the total quantity.

Detailed Description

Definition at line 63 of file prices.h.

Member Data Documentation

implied_quantity

double ttsdk::PriceSnap::DepthSnap::DepthLevel::implied_quantity

Implied quantity contributing to the total quantity.

Definition at line 68 of file prices.h.

order_count

int32_t ttsdk::PriceSnap::DepthSnap::DepthLevel::order_count

Number of orders that make up the total quantity.

Definition at line 66 of file prices.h.

price

double ttsdk::PriceSnap::DepthSnap::DepthLevel::price

Price.

Definition at line 65 of file prices.h.

quantity

double ttsdk::PriceSnap::DepthSnap::DepthLevel::quantity

Total quantity at this level.

Definition at line 67 of file prices.h.

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

• prices.h