OnixS C++ CME Market Data Handler  5.4.0
API documentation
EntryType Struct Reference

#include <OnixS/CME/MDH/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'
}
 
typedef CHAR Base
 

Detailed Description

Definition at line 352 of file Fields.h.

Member Typedef Documentation

typedef CHAR Base

Definition at line 354 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.

Definition at line 356 of file Fields.h.


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