MarketDepth Struct Reference

Market Depth. More...

Public Types
enum	Enum { Top5BidAsk = 'Y', Top5BidAskAndImplied = 'I', BestBidAsk = 'N', TradeWithoutQuotes = 'T' }
	Market Depth. More...

Detailed Description

Market Depth.

Member Enumeration Documentation

enum Enum

Market Depth.

Enumerator
Top5BidAsk	Market Depth messages (type H*) on the top 5 Bids/Asks for the type of trading instruments chosen.
Top5BidAskAndImplied	Market Depth messages (type H*) on the top 5 Bids/Asks and the calculated implied best limit.
BestBidAsk	The best Bid/Ask message (type F*) for the type of trading instrument chosen.
TradeWithoutQuotes	Trade messages (type C*) without Quotes or Market Depth messages.