OnixS EBS BrokerTec Market Data and Trading Handler for C++  2.14.1.0
Public Attributes | List of all members
InstrumentClass::BlockSize Struct Reference

This structure provides table information about block sizes for regular order books. More...

Public Attributes

uint32 block
 Block size.
 
uint32 minimumSize
 The minimum volume required for the order per block size. More...
 
int64 maximumSize
 The maximum volume allowed for the order per block size. More...
 

Detailed Description

This structure provides table information about block sizes for regular order books.

Member Data Documentation

int64 maximumSize

The maximum volume allowed for the order per block size.

Note
A value of 0 means no limit.
uint32 minimumSize

The minimum volume required for the order per block size.

Note
A value of 0 means no limit.