BookUpdateNotification Struct Reference

#include <OnixS/CME/MDH/BookManagement.h>

Public Types
enum	Enum
typedef Messaging::UInt32	Base

Detailed Description

Note

Notification timing does not establish recovery completeness or currency with the live stream. Snapshot processing also raises book updates.

See also

Interpreting a book update

Definition at line 883 of file BookManagement.h.

Member Typedef Documentation

Base

typedef Messaging::UInt32 Base

Integral type used to store notification values.

Definition at line 886 of file BookManagement.h.

Member Enumeration Documentation

Enum

enum Enum

Available book update notification policies.

Enumerator
OnSecurityChange	Raises book update callbacks when the processed security changes. Warning This strategy does not follow the MDP policy for exposing order books. Books may be exposed before the whole market event is processed and may not yet be in a valid final state, especially consolidated books.
OnEndOfEvent	Raises book update callbacks at the end of a market event. MBO and direct book callbacks are raised after real quote updates, implied book callbacks are raised after implied quote updates, and consolidated book callbacks are raised after the whole event.

Definition at line 889 of file BookManagement.h.