OnixS C++ B3 Binary UMDF Market Data Handler
1.3.4
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TAA_TRADE :
TrdSubType
TAC_TRADE :
TrdSubType
TemplateId :
AuctionImbalance_19
,
ChannelReset_11
,
ClosingPrice_17
,
DeleteOrder_MBO_51
,
EmptyBook_9
,
ExecutionStatistics_56
,
ExecutionSummary_55
,
ForwardTrade_54
,
HighPrice_24
,
LastTradePrice_27
,
LowPrice_25
,
MassDeleteOrders_MBO_52
,
News_5
,
OpeningPrice_15
,
OpenInterest_29
,
Order_MBO_50
,
PriceBand_20
,
PriceBand_22
,
QuantityBand_21
,
SecurityDefinition_12
,
SecurityGroupPhase_10
,
SecurityStatus_3
,
Sequence_2
,
SequenceReset_1
,
SettlementPrice_28
,
SnapshotFullRefresh_Header_30
,
SnapshotFullRefresh_Orders_MBO_71
,
TheoreticalOpeningPrice_16
,
Trade_53
,
TradeBust_57
THEORETICAL :
SettlPriceType
THEORETICAL_PRICE :
OpenCloseSettlFlag
,
PriceBandMidpointPriceType
TICKS :
PriceLimitType
Trace :
LogLevel
TraceToConsole :
LogSettings
TraceToFile :
LogSettings
TRADE :
EntryType
,
UnderlyingPxType
TRADE_BUST :
EntryType
TRADE_TYPE_ELIGIBILITY :
InstrAttribType
TRADE_VOLUME :
EntryType
TRADING_SESSION_CHANGE :
SecurityTradingEvent
TRUE_VALUE :
Boolean