#include <OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h>
Public Types | |
enum | Enum { DailyOpenPrice = 0, IndicativeOpeningPrice = 5, IntradayVWAP = 100, RepoAverage8_30AM = 101, RepoAverage10AM = 102, PrevSessionRepoAverage10AM = 103 } |
typedef UInt8 | Base |
enum Enum |
Enumerator | |
---|---|
DailyOpenPrice |
Daily Open Price. |
IndicativeOpeningPrice |
Indicative Opening Price. |
IntradayVWAP |
Latest update to VWAP. |
RepoAverage8_30AM |
Repo Average 8-30 AM. |
RepoAverage10AM |
Repo Average 10 AM. |
PrevSessionRepoAverage10AM |
Prev Session Repo Average 10 AM. |