OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
SpectrumEntryType Struct Reference

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

Public Types

enum  Enum { VWAP = '9', TWAP = 't' }
 
typedef CHAR Base
 

Detailed Description

Definition at line 234 of file Fields.h.

Member Typedef Documentation

typedef CHAR Base

Definition at line 236 of file Fields.h.

Member Enumeration Documentation

enum Enum
Enumerator
VWAP 

Volume weighted average traded price.

TWAP 

Average traded price.

Definition at line 238 of file Fields.h.


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