Кто разбирается Прокоментируйте код с++ WinApi

#ifdef TD_EXPORTS
#define TD_API __declspec(dllexport)
#else
#define TD_API __declspec(dllimport)
#endif
 
 
#ifdef __cplusplus
extern "C"
{
#endif
 
 
 
class TD_API Connection : public ConnectionBase
{
public:
    Connection(const char* connectionName, 
 
        const unsigned char connectionDataType,
        unsigned int receiveBufferSize = 0xFFFFFFFF,
        unsigned int sendBufferSize = 0xFFFFFFFF,
        int reconnectSeconds = 5,
        unsigned int reconnectTries = 0,
        unsigned int maxReconnectTries = 0xFFFFFFFF,
 
        const char* loginID = "",
        const char* password = "");
 
    Connection(const ConnectionBase& connectionBase);
};
 
 
 
bool WINAPI TD_AddStreamConnection(const ConnectionBase& connectionBase);
 
 
Security* WINAPI TD_ObtainStock(const char* symbol);
Security* WINAPI TD_FindStock(const char* symbol);
void WINAPI TD_ReleaseStock(Security* stock);
unsigned int WINAPI TD_GetStockCount();
 
Index* WINAPI TD_FindIndex(const char* symbol);
Index* WINAPI TD_GetIndexByCode(unsigned short code);
unsigned int WINAPI TD_GetIndexCount();
 
Security* WINAPI TD_FindSortableEquity(const char* symbol);
Security* WINAPI TD_FindSortableEquityByNumericSymbol(unsigned __int64 symbol);
Security* WINAPI TD_GetSortableEquityByCode(unsigned short code);
unsigned int WINAPI TD_GetSortableEquityCount();
 
Account* WINAPI TD_GetDefaultAccount();
 
 
bool WINAPI TD_IsMarketDataConnected();
bool WINAPI TD_IsExecutorConnected();
bool WINAPI TD_IsMarketSorterConnected();
 
void WINAPI TD_GetPanicCommandName(std::string& panicCommandName);
bool WINAPI TD_SetPanicCommandName(const std::string& panicCommandName);
 
bool WINAPI TD_SetSymbolInCommandTool(const char* symbol, bool post, unsigned int commandToolOrdinal = 0xFFFFFFFF);//commandToolOrdinal = 0xFFFFFFFF means active command tool.

class TU_API Security : public HTB, public Observable
{
public:
    virtual ~Security(){}
 
    virtual bool isSubscribable() const{return false;}
 
    virtual HANDLE GetThreadHandle() const{return NULL;}
    virtual unsigned int GetThreadId() const{return 0;}
    bool isInThread() const{return GetCurrentThreadId() == GetThreadId();}
 
    virtual unsigned int GetInvalidateLevel1Ordinal() const{return 0;}
    virtual unsigned int GetUpdateLevel1Ordinal() const{return 0;}
 
    virtual void GetProtectedMarketSnapshot(bool bid, std::string& snapshot) const{}
 
    virtual void NextDayStarted(){}
 
    virtual bool HasPrints() const{return m_lastPrice != 0;}
 
    const unsigned short& GetCode() const{return m_code;}
    virtual bool isLoaded() const{return m_loaded;}
    virtual SecurityType GetSecurityType() const = 0;
 
    const char* GetName() const{return m_name.c_str();}
    const std::string& GetNameStr() const{return m_name;}
    const unsigned int& GetRoundLot() const{return m_roundLot;}
    const bool& isRoundLotsOnly() const{return m_roundLotsOnly;}
 
    virtual bool isMarketDataStock() const{return true;}
    virtual const unsigned int& GetTierSize() const{return m_roundLot;}
 
    virtual const LineBufferArray* GetUnappliedMessages() const{return NULL;}
 
//Level2 should be locked before you use the TakionIterator* returned by the 2 function below
    virtual TakionIterator* GetBidIterator(){return NULL;}
    virtual TakionIterator* GetAskIterator(){return NULL;}
//
    const char& GetMarketCategory() const{return m_marketCategory;}
    const unsigned int& GetMarketCategoryFilter() const{return m_marketCategoryFilter;}
    const char& GetFinancialStatus() const{return m_financialStatus;}
    const char& GetPrimaryExchange() const{return m_primaryExchange;}
    const char* GetPrimaryExchangeName() const;
    const unsigned int& GetTradingActionReason() const{return m_tradingActionReason;}
    const char& GetTradingState() const{return m_tradingState;}
    const unsigned __int64& GetVolume() const{return m_volume;}
    const unsigned __int64& GetYesterdaysVolume() const{return m_yesterdaysVolume;}
 
    const char& GetShortSaleThresholdIndicator() const{return m_shortSaleThresholdIndicator;}//'Y', 'N'
    const char& GetRegSHOTestIndicator() const{return m_regSHOTestIndicator;}//'0', '1', '2'
    const unsigned short& GetSplitNumerator() const{return m_splitNumerator;}
    const unsigned short& GetSplitDenominator() const{return m_splitDenominator;}
    const unsigned int& GetSplit() const{return m_split;}
    const Price& GetDividend() const{return m_dividend;}
 
    const Price& GetLrpLow() const{return m_lrpLow;}
    const Price& GetLrpHigh() const{return m_lrpHigh;}
    const unsigned int& GetLrpLowTime() const{return m_lrpLowTime;}
    const unsigned int& GetLrpHighTime() const{return m_lrpHighTime;}
    const short& GetLrpLowDelay() const{return m_lrpLowDelay;}
    const short& GetLrpHighDelay() const{return m_lrpHighDelay;}
    const bool& isLrpLowHistorical() const{return m_lrpLowHistorical;}
    const bool& isLrpHighHistorical() const{return m_lrpHighHistorical;}
 
    const unsigned int& GetTradeDisseminationTime() const{return m_tradeDisseminationTime;}
    const char& GetRpiIndicator() const{return m_rpiIndicator;}
 
    unsigned int GetL2Bid() const{return m_l2Bid;}
    unsigned int GetL2Ask() const{return m_l2Ask;}
    const unsigned int& GetL2BidSize() const{return m_l2BidSize;}
    const unsigned int& GetL2AskSize() const{return m_l2AskSize;}
 
    unsigned int GetL1Bid() const{return m_l1Bid;}
    unsigned int GetL1Ask() const{return m_l1Ask;}
    unsigned int GetNysBid() const{return m_nysBid;}
    unsigned int GetNysAsk() const{return m_nysAsk;}
    const unsigned int& GetNysBidSize() const{return m_nysBidSize;}
    const unsigned int& GetNysAskSize() const{return m_nysAskSize;}
    unsigned int GetLastPrice() const{return m_lastPrice;}
    unsigned int GetClosePriceCompact() const{return m_closePriceCompact;}
    unsigned int GetTodaysClosePriceCompact() const{return m_todaysClosePriceCompact;}
    unsigned int GetOpenPriceCompact() const{return m_openPriceCompact;}
    unsigned int GetLastOrClosePrice() const{return m_lastPrice ? m_lastPrice : m_closePriceCompact;}
    unsigned int GetLastNbboPrintPrice() const{return m_lastNbboPrintPrice;}
    const Price& GetPmiBid() const{return m_pmiBid;}
    const Price& GetPmiAsk() const{return m_pmiAsk;}
    const bool& isOpen() const{return m_open;}
    const Price& GetOpenPrice() const{return m_openPrice;}
    const Price& GetClosePrice() const{return m_closePrice;}
    const SignedPrice& GetNetChange() const{return m_netChange;}
    const SignedPrice& GetNiteChange() const{return m_niteChange;}
    const SignedPrice& GetOpenChange() const{return m_openChange;}
    const Price& GetHighPrice() const{return m_highPrice;}
    const Price& GetLowPrice() const{return m_lowPrice;}
//  const SignedPrice& GetLastPriceInRange() const{return m_lastPriceInRange;}
    const Price& GetPriceRange() const{return m_priceRange;}
    const Price& GetExtendedPriceRange() const{return m_extendedPriceRange;}
 
    const SignedPrice& GetLastPriceInRangePercent() const{return m_lastPriceInRangePercent;}
 
    const unsigned int& GetFirstQualifyingPrintSourceMask() const{return m_firstQualifyingPrintPresent;}
 
    const Price& GetTodaysClosePrice() const{return m_todaysClosePrice;}
    const unsigned int& GetLevel1BidSize() const{return m_level1BidSize;}
    const unsigned int& GetLevel1AskSize() const{return m_level1AskSize;}
    const unsigned int& GetLastTradeSize() const{return m_lastTradeSize;}
    const unsigned int& GetLastTradeMillisecond() const{return m_lastTradeMillisecond;}
    const unsigned int& GetLevel1Millisecond() const{return m_level1Millisecond;}
    const unsigned int& GetPmiMillisecond() const{return m_pmiMillisecond;}
    const short& GetLevel1Delay() const{return m_level1Delay;}
    const TradeLevel1& GetLastTradeLevel1() const{return m_lastTradeLevel1;}
    const char& GetBidMarketCenter() const{return m_bidMarketCenter;}
    const char& GetAskMarketCenter() const{return m_askMarketCenter;}
    const char& GetQuoteCondition() const{return m_quoteCondition;}
    const char& GetLastMarketCenter() const{return m_lastMarketCenter;}
    unsigned int GetQuoteSeqNumber() const{return m_quoteSeqNumber;}
    unsigned int GetTradeSeqNumber() const{return m_tradeSeqNumber;}
    const unsigned char& GetTick() const{return m_tick;}
 
    virtual unsigned short GetLastNewMinuteFromMsServer() const{return 0;}
 
    virtual Book* GetBook(unsigned char bookId){return NULL;}
    virtual const Book* GetBook(unsigned char bookId) const{return NULL;}
    virtual const Imbalance* GetNasdaqImbalance() const{return NULL;}
    virtual const Imbalance* GetArcaImbalance() const{return NULL;}
    virtual const Imbalance* GetNyseImbalance() const{return NULL;}
 
    const Imbalance* GetExchImbalance() const
    {
        switch(m_primaryExchange)
        {
            case PE_NSDQ:
            return GetNasdaqImbalance();
 
            case PE_ARCA:
            return GetArcaImbalance();
 
            default://PE_AMEX;PE_NYSE
            return GetNyseImbalance();
        }
    }
 
    static const unsigned int uintZero;
    static const int intZero;
    static const char space;
 
    const Price& GetFarPriceNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetFarPrice() : TU_GetPriceZero();}
    const Price& GetNearPriceNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetNearPrice() : TU_GetPriceZero();}
    const Price& GetCurrentReferencePriceNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetCurrentReferencePrice() : TU_GetPriceZero();}
    const int& GetImbalanceSharesNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetImbalanceShares() : intZero;}
    const int& GetMarketImbalanceSharesNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetMarketImbalanceShares() : intZero;}
    const unsigned int& GetPairedSharesNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetPairedShares() : uintZero;}
    const unsigned int& GetImbalanceTimeNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetImbalanceTime() : uintZero;}
    const unsigned int& GetAuctionTimeNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetAuctionTime() : uintZero;}
    const char& GetCrossTypeNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetCrossType() : space;}
    const char& GetPriceVariationIndicatorNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetPriceVariationIndicator() : space;}
    const int& GetRegulatoryImbalanceSharesNsdq() const{const Imbalance* imb = GetNasdaqImbalance(); return imb ? imb->GetRegulatoryImbalanceShares() : intZero;}
 
    const Price& GetFarPriceArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetFarPrice() : TU_GetPriceZero();}
    const Price& GetNearPriceArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetNearPrice() : TU_GetPriceZero();}
    const Price& GetCurrentReferencePriceArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetCurrentReferencePrice() : TU_GetPriceZero();}
    const int& GetImbalanceSharesArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetImbalanceShares() : intZero;}
    const int& GetMarketImbalanceSharesArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetMarketImbalanceShares() : intZero;}
    const unsigned int& GetPairedSharesArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetPairedShares() : uintZero;}
    const unsigned int& GetImbalanceTimeArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetImbalanceTime() : uintZero;}
    const unsigned int& GetAuctionTimeArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetAuctionTime() : uintZero;}
    const char& GetCrossTypeArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetCrossType() : space;}
    const char& GetPriceVariationIndicatorArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetPriceVariationIndicator() : space;}
    const int& GetRegulatoryImbalanceSharesArca() const{const Imbalance* imb = GetArcaImbalance(); return imb ? imb->GetRegulatoryImbalanceShares() : intZero;}
 
    const Price& GetFarPriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetFarPrice() : TU_GetPriceZero();}
    const Price& GetNearPriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetNearPrice() : TU_GetPriceZero();}
    const Price& GetCurrentReferencePriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetCurrentReferencePrice() : TU_GetPriceZero();}
    const int& GetImbalanceSharesNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetImbalanceShares() : intZero;}
    const int& GetRegulatoryImbalanceSharesNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryImbalanceShares() : intZero;}
    const int& GetMarketImbalanceSharesNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetMarketImbalanceShares() : intZero;}
    const unsigned int& GetPairedSharesNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetPairedShares() : uintZero;}
    const unsigned int& GetImbalanceTimeNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetImbalanceTime() : uintZero;}
    const unsigned int& GetRegulatoryImbalanceTimeNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryImbalanceTime() : uintZero;}
    const unsigned int& GetAuctionTimeNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetAuctionTime() : uintZero;}
    const char& GetCrossTypeNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetCrossType() : space;}
    const char& GetPriceVariationIndicatorNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetPriceVariationIndicator() : space;}
 
    const Price& GetRegulatoryFarPriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryFarPrice() : TU_GetPriceZero();}
    const Price& GetRegulatoryNearPriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryNearPrice() : TU_GetPriceZero();}
    const Price& GetRegulatoryCurrentReferencePriceNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryCurrentReferencePrice() : TU_GetPriceZero();}
    const unsigned int& GetRegulatoryPairedSharesNyse() const{const Imbalance* imb = GetNyseImbalance(); return imb ? imb->GetRegulatoryPairedShares() : uintZero;}
 
    const Price& GetFarPriceExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetFarPrice() : TU_GetPriceZero();}
    const Price& GetNearPriceExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetNearPrice() : TU_GetPriceZero();}
    const Price& GetCurrentReferencePriceExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetCurrentReferencePrice() : TU_GetPriceZero();}
    const int& GetImbalanceSharesExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetImbalanceShares() : intZero;}
    const int& GetMarketImbalanceSharesExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetMarketImbalanceShares() : intZero;}
    const unsigned int& GetPairedSharesExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetPairedShares() : uintZero;}
    const unsigned int& GetImbalanceTimeExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetImbalanceTime() : uintZero;}
    const unsigned int& GetAuctionTimeExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetAuctionTime() : uintZero;}
    const char& GetCrossTypeExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetCrossType() : space;}
    const char& GetPriceVariationIndicatorExch() const{const Imbalance* imb = GetExchImbalance(); return imb ? imb->GetPriceVariationIndicator() : space;}
//Only works in Market Sorter
    const Price& GetExtendedHighPrice() const{return m_extendedHigh;}
    const Price& GetExtendedLowPrice() const{return m_extendedLow;}
    const Price& GetMarketHoursHighPrice() const{return m_marketHoursHigh;}
    const Price& GetMarketHoursLowPrice() const{return m_marketHoursLow;}
    const unsigned short& GetExtendedHighMinute() const{return m_extendedHighMinute;}
    const unsigned short& GetExtendedLowMinute() const{return m_extendedLowMinute;}
    const unsigned short& GetMarketHoursHighMinute() const{return m_marketHoursHighMinute;}
    const unsigned short& GetMarketHoursLowMinute() const{return m_marketHoursLowMinute;}
//
    virtual const Exchange* GetPrints(unsigned char id) const{return NULL;}
    virtual const Exchange* GetBookExecutions(unsigned char id) const{return NULL;}
 
    unsigned char GetTradeLevel1(const Price& price) const;
    unsigned char GetTradeLevel1FromCompactPrice(unsigned int price) const;
 
    virtual void SetUpdated(){}
    virtual bool isUpdated(unsigned int updateOrdinal) const{return false;}
 
    virtual void SetUpdatedLevel1(){}
    virtual bool isUpdatedLevel1(unsigned int updateOrdinal) const{return false;}
 
    virtual bool CanUnsubscribe() const;
    LONG isUnsubscribable() const{return m_unsubscribable;}
//  virtual void SetUnsubscribable(bool unsubscribable){m_unsubscribable = unsubscribable;}
    virtual LONG IncrementUnsubscribable(){return InterlockedIncrement(&m_unsubscribable);}
    virtual LONG DecrementUnsubscribable(){return InterlockedDecrement(&m_unsubscribable);}
 
    void AddInThreadObserver(Observer* o);//Call RemoveInThreadObserver in the destructor of the object that you pass to this function
    void RemoveInThreadObserver(Observer* o);
    void RemoveInThreadObserverWithoutLocking(Observer* o);
 
    bool LockInquiryLevel1() const{return m_lockLevel1.LockInquiry();}
    void LockInquiryWaitLevel1() const{m_lockLevel1.LockInquiryWait();}
    void UnlockInquiryLevel1() const{m_lockLevel1.UnlockInquiry();}
 
    bool LockInquiryLevel2() const{return m_lockLevel2.LockInquiry();}
    void LockInquiryWaitLevel2() const{m_lockLevel2.LockInquiryWait();}
    void UnlockInquiryLevel2() const{m_lockLevel2.UnlockInquiry();}
 
    bool LockInquiryPrints() const{return m_lockPrints.LockInquiry();}
    void LockInquiryWaitPrints() const{m_lockPrints.LockInquiryWait();}
    void UnlockInquiryPrints() const{m_lockPrints.UnlockInquiry();}
 
    bool LockInquiryChart() const{return m_lockChart.LockInquiry();}
    void LockInquiryWaitChart() const{m_lockChart.LockInquiryWait();}
    void UnlockInquiryChart() const{m_lockChart.UnlockInquiry();}
 
    typedef std::vector<ChartPoint> ChartPointVector;
 
    virtual unsigned short GetChartStartMinute() const{return 0;}//m_chartStartMinute;}
    virtual unsigned short GetChartSize() const{return 0;}
    virtual const ChartPointVector* GetChart() const{return NULL;}//m_chart;}
    virtual bool isChartLoaded() const{return false;}
    const Price& GetFirstPrice() const{return m_firstPrice;}
    const Price& GetFirstMarketOpenPrice() const{return m_firstMarketOpenPrice;}
    const unsigned __int64& GetMarketHoursVolume() const{return m_marketHoursVolume;}
    const unsigned __int64& GetPreMarketVolume() const{return m_preMarketVolume;}
    const unsigned __int64& GetPostMarketVolume() const{return m_postMarketVolume;}
    const Money& GetMoneyTraded() const{return m_moneyTraded;}
    const Money& GetMarketHoursMoneyTraded() const{return m_marketHoursMoneyTraded;}
    const Money& GetPreMarketMoneyTraded() const{return m_preMarketMoneyTraded;}
    const Money& GetPostMarketMoneyTraded() const{return m_postMarketMoneyTraded;}
 
    virtual unsigned char GetMoveCountQuoteGreenLocked() const{return 0;}
    virtual unsigned char GetMoveCountQuoteRedLocked() const{return 0;}
    virtual unsigned char GetMoveCountPrintGreenLocked() const{return 0;}
    virtual unsigned char GetMoveCountPrintRedLocked() const{return 0;}
    const bool& isTest() const{return m_test;}
    const bool& isIpo() const{return m_ipo;}
    const char& GetType() const{return m_type;}
    const bool& isBancruptcy() const{return m_bancruptcy;}
    const bool& isExDistribution() const{return m_exDistribution;}
    const bool& isExRights() const{return m_exRights;}
    const bool& isExDividend() const{return m_exDividend;}
    const bool& isSpecialDividend() const{return m_specialDividend;}
//  bool& isSplit() const{return m_split;}
    const bool& isRule19C3() const{return m_rule19C3;}
    const bool& isItsEligible() const{return m_itsEligible;}
/*
    virtual unsigned char GetMoveReportLevel() const{return 0;}
    virtual void SetMoveReportLevel(unsigned char level){}
    virtual void SetMoveReportLevelFlag(MoveReportLevel level){}
    virtual void UnsetMoveReportLevelFlag(MoveReportLevel level){}
*/
    virtual unsigned char GetPositionStatus() const{return 0;}//0 - flat, 1 long, 2 short
    virtual int GetCurrentPositionSize() const{return 0;}
    virtual unsigned int GetCurrentPositionPrice() const{return 0;}
    virtual unsigned int GetLastExecPrice() const{return 0;}
    virtual int GetLastExecSize() const{return 0;}
 
protected:
    Security(const char* symbol, unsigned short code);
    unsigned short m_code;
//  char m_name[MAX_SECURITY_NAME + 1];
    std::string m_name;
 
    unsigned int m_roundLot;
    bool m_roundLotsOnly;
    char m_marketCategory;
    char m_financialStatus;
    char m_primaryExchange;
    unsigned int m_marketCategoryFilter;
    unsigned int m_tradingActionReason;
    char m_tradingState;
 
    bool m_test;
 
    bool m_loaded;
    volatile LONG m_unsubscribable;
 
    unsigned __int64 m_volume;
    unsigned __int64 m_yesterdaysVolume;
//  Price m_level1Bid;
//  Price m_level1Ask;
//  Price m_lastTradePrice;
 
//  volatile unsigned __int64 m_level1Bid;
//  volatile unsigned __int64 m_level1Ask;
//  volatile unsigned __int64 m_lastTradePrice;
 
    volatile unsigned int m_l2Bid;
    volatile unsigned int m_l2Ask;
//  volatile unsigned int m_l2BidSize;
//  volatile unsigned int m_l2AskSize;
    unsigned int m_l2BidSize;
    unsigned int m_l2AskSize;
 
    volatile unsigned int m_l1Bid;
    volatile unsigned int m_l1Ask;
    volatile unsigned int m_nysBid;
    volatile unsigned int m_nysAsk;
    unsigned int m_nysBidSize;
    unsigned int m_nysAskSize;
    volatile unsigned int m_lastPrice;
    volatile unsigned int m_lastNbboPrintPrice;
    volatile unsigned int m_closePriceCompact;
    volatile unsigned int m_todaysClosePriceCompact;
    volatile unsigned int m_openPriceCompact;
    Price m_pmiBid;
    Price m_pmiAsk;
    Price m_openPrice;
    Price m_closePrice;
    SignedPrice m_netChange;
    SignedPrice m_openChange;
    SignedPrice m_niteChange;
//  SignedPrice m_netChangePercent;
    Price m_highPrice;
    Price m_lowPrice;
    Price m_priceRange;
    Price m_extendedPriceRange;
    SignedPrice m_lastPriceInRangePercent;
    Price m_todaysClosePrice;
 
    Price m_firstPrice;
    Price m_firstMarketOpenPrice;
    unsigned __int64 m_marketHoursVolume;
    unsigned __int64 m_preMarketVolume;
    unsigned __int64 m_postMarketVolume;
 
    Money m_moneyTraded;
    Money m_marketHoursMoneyTraded;
    Money m_preMarketMoneyTraded;
    Money m_postMarketMoneyTraded;
 
//Only works in Market Sorter
    Price m_extendedHigh;
    Price m_extendedLow;
    Price m_marketHoursHigh;
    Price m_marketHoursLow;
    unsigned short m_extendedHighMinute;
    unsigned short m_extendedLowMinute;
    unsigned short m_marketHoursHighMinute;
    unsigned short m_marketHoursLowMinute;
//
    unsigned int m_firstQualifyingPrintPresent;
 
    unsigned int m_level1BidSize;
    unsigned int m_level1AskSize;
    unsigned int m_lastTradeSize;
    unsigned int m_lastTradeMillisecond;
    unsigned int m_level1Millisecond;
    unsigned int m_pmiMillisecond;
    short m_level1Delay;
    TradeLevel1 m_lastTradeLevel1;
    char m_bidMarketCenter;
    char m_askMarketCenter;
    char m_quoteCondition;
    char m_lastMarketCenter;
    unsigned int m_quoteSeqNumber;
    unsigned int m_tradeSeqNumber;
    unsigned char m_tick;
    bool m_open;
 
    char m_shortSaleThresholdIndicator;//'Y', 'N'
    char m_regSHOTestIndicator;//'0', '1', '2'
    unsigned short m_splitNumerator;
    unsigned short m_splitDenominator;
    unsigned int m_split;
    Price m_dividend;
 
    Price m_lrpLow;
    Price m_lrpHigh;
 
    unsigned int m_lrpLowTime;
    unsigned int m_lrpHighTime;
 
    short m_lrpLowDelay;
    short m_lrpHighDelay;
    bool m_lrpLowHistorical;
    bool m_lrpHighHistorical;
 
    unsigned int m_tradeDisseminationTime;
    char m_rpiIndicator;
 
    bool m_ipo;
    char m_type;
    bool m_bancruptcy;
    bool m_exDistribution;
    bool m_exRights;
    bool m_exDividend;
    bool m_specialDividend;
//  bool m_split;
    bool m_rule19C3;
    bool m_itsEligible;
 
    TakionLock m_lockLevel1;
    TakionLock m_lockLevel2;
    TakionLock m_lockPrints;
    TakionLock m_lockChart;
 
    Observable m_inThreadObservable;
    TakionLock m_lockInThreadObservable;
};

struct SYSTEM_OUTPUT
{
    unsigned short  ReadyForConnect;        
    char            VizVersionStr[VERS_LEN];
    char            NameOfFile[SCENE_LEN];
};