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

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

Public Types

enum  Enum {
  DailyOpenPrice = 0, IndicativeOpeningPrice = 5, IntradayVWAP = 100, RepoAverage8_30AM = 101,
  RepoAverage10AM = 102, PrevSessionRepoAverage10AM = 103
}
 
typedef UInt8 Base
 

Detailed Description

Definition at line 529 of file Fields.h.

Member Typedef Documentation

typedef UInt8 Base

Definition at line 531 of file Fields.h.

Member Enumeration Documentation

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.

Definition at line 533 of file Fields.h.


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