OnixS C++ CME Market Data Handler  2.56.0.0
Public Types | List of all members
BestBidAskParameters Struct Reference

Identifies which of available in best bid/ask parameters should be tracked for changes. More...

Public Types

enum  Enum { Neither = 0x0, Price = 0x1, Quantity = 0x2, OrdersCount = 0x4 }
 

Detailed Description

Identifies which of available in best bid/ask parameters should be tracked for changes.

Member Enumeration Documentation

enum Enum
Enumerator
Neither 

No parameters should be tracked for changes.

Price 

Indicates that price should be tracked in best bid/ask.

Quantity 

Indicates that quantity should be tracked in best bid/ask.

OrdersCount 

Indicates that number of orders should be tracked in best bid/ask.