EntryType Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h>

Public Types
enum	Enum {   Bid = '0', Offer = '1', Trade = '2', OpenPrice = '4',   SettlementPrice = '6', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8', VWAP = '9',   ClearedVolume = 'B', OpenInterest = 'C', ImpliedBid = 'E', ImpliedOffer = 'F',   BookReset = 'J', SessionHighBid = 'N', SessionLowOffer = 'O', FixingPrice = 'W',   ElectronicVolume = 'e', ThresholdLimitsandPriceBandVariation = 'g', MarketBestOffer = 'w', MarketBestBid = 'x' }
typedef CHAR	Base

Detailed Description

Definition at line 357 of file Fields.h.

Member Typedef Documentation

typedef CHAR Base

Definition at line 359 of file Fields.h.

Member Enumeration Documentation

enum Enum

Enumerator
Bid	Bid.
Offer	Offer.
Trade	Trade.
OpenPrice	Open Price.
SettlementPrice	Settlement Price.
TradingSessionHighPrice	Trading Session High Price.
TradingSessionLowPrice	Trading Session Low Price.
VWAP	Trading Session Volume Weighted Average Price.
ClearedVolume	Cleared Volume.
OpenInterest	Open Interest.
ImpliedBid	Implied Bid.
ImpliedOffer	Implied Offer.
BookReset	Book Reset.
SessionHighBid	Session High Bid.
SessionLowOffer	Session Low Offer.
FixingPrice	Fixing Price.
ElectronicVolume	Electronic Volume.
ThresholdLimitsandPriceBandVariation	Threshold Limits and Price Band Variation.
MarketBestOffer	Market Best Offer.
MarketBestBid	Market Best Bid.

Definition at line 361 of file Fields.h.

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The documentation for this struct was generated from the following file:

• OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h