DirectBestBidAskTrackingOptions Struct Reference

Set of parameters which affect best bid/ask tracking. More...

Public Member Functions
	DirectBestBidAskTrackingOptions ()
	Initializes instance with default configuration (no BBA parameters are tracked). More...
	DirectBestBidAskTrackingOptions (BestBidAskParameters::Enum parameters, const Decimal &value)
	Initializes threshold for single or multiple parameters.
Public Member Functions inherited from ImpliedBestBidAskTrackingOptions
	ImpliedBestBidAskTrackingOptions ()
	Initializes instance with default configuration (no BBA parameters are tracked). More...
	ImpliedBestBidAskTrackingOptions (BestBidAskParameters::Enum parameters, const Decimal &value)
	Initializes threshold for single or multiple parameters.

Public Attributes
Decimal	ordersCountThreshold
	Specifies sensitivity threshold for orders count values (in percents). More...
Public Attributes inherited from ImpliedBestBidAskTrackingOptions
BestBidAskParameters::Enum	parameters
	Defines which of available in price levels parameters (price, qty) should be tracked for changes. More...
Decimal	priceThreshold
	Specifies sensitivity threshold for price values (in percents). More...
Decimal	quantityThreshold
	Specifies sensitivity threshold for quantity values (in percents). More...

Detailed Description

Set of parameters which affect best bid/ask tracking.

Constructor & Destructor Documentation

DirectBestBidAskTrackingOptions

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Initializes instance with default configuration (no BBA parameters are tracked).

Member Data Documentation

Decimal ordersCountThreshold

Specifies sensitivity threshold for orders count values (in percents).

If orders qty of the best bid/ask changes for more that specified value of percents, Handler will invoke change listener. Default value is zero, so all changes of best bid/ask cause Handler to invoke listener.