TradeProcessing Struct Reference

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

Public Types
enum	Enum
using	Base = Messaging::UInt32

Detailed Description

The selected level controls whether the handler publishes trade summaries immediately or waits for the related order identifiers.

Definition at line 33 of file TradeProcessing.h.

Member Typedef Documentation

Base

using Base = Messaging::UInt32

Integral type used to store and serialize values of Enum.

Definition at line 36 of file TradeProcessing.h.

Member Enumeration Documentation

Enum

enum Enum

Available trade processing levels.

Enumerator
SummaryLevel	Publishes summary-level trade data as soon as it is received. Individual order identifiers are omitted; only the number of orders participating in the trade is available.
OrderDetails	Publishes trade summaries together with related order identifiers. The handler may delay publication until order details that follow the summary, potentially in another packet of the same market event, have been received.

Definition at line 39 of file TradeProcessing.h.