OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Public Types
MessageType Struct Reference

Message type enumeration. More...

List of all members.

Public Types

enum  Enum {
  Time = 'T', OrderBookDirectory = 'R', CombinationOrderBookDirectory = 'M', TickSizeTableEntry = 'L',
  SystemEvent = 'S', OrderBookState = 'O', WorkupInformation = 'W', AddOrder = 'A',
  AddAtributedOrder = 'F', OrderExecuted = 'E', OrderExecutedWithPrice = 'C', OrderReplace = 'U',
  OrderDelete = 'D', Trade = 'P', TradeSummary = 'Y', EquilibriumPriceUpdate = 'Z'
}

Detailed Description

Message type enumeration.

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