OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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EntryTypeStatistics Struct Reference

Public Types

enum  Enum
typedef CHAR Base

Detailed Description

Definition at line 489 of file Fields.h.

Member Typedef Documentation

◆ Base

typedef CHAR Base

Definition at line 491 of file Fields.h.

Member Enumeration Documentation

◆ Enum

enum Enum
Enumerator
OpenPrice '4' 

Open Price.

HighTrade '7' 

High Trade.

LowTrade '8' 

Low Trade.

VWAP '9' 

Trading Session Volume Weighted Average Price.

HighestBid 'N' 

Highest Bid.

LowestOffer 'O' 

Lowest Offer.

Definition at line 493 of file Fields.h.