#ifndef __L1Data_h_ #define __L1Data_h_ #include #include #include "../../shared/MiscSupport.h" /* This is the data that can be shared between a lot of different programs. * This used to be part of GenericL1Data.h, but that file includes a lot of * references to the application framework used in the realtime_alerts program. * Not all programs want that framework, so other programs will just include * this file. * * L1Data contains pretty much all real-time data which does not change at the * same time as there is a print. See TosData for everything that does * change when there is a print. */ struct L1Data { double bidPrice; int64_t bidSize; // Shares std::string bidExchange; double askPrice; int64_t askSize; // Shares std::string askExchange; void clear(); TclList dump() const; }; #endif