OnixS MX HSVF Market Data Handler for C++  1.9.2.0
Public Types | Static Public Member Functions
PriceIndicator Struct Reference

Price indicator for different conditions. More...

List of all members.

Public Types

enum  Enum {
  StrategyReporting = 'P', ReferencePrice = 'S', VolumeAdjustment = 'V', EFP_Reporting = 'E',
  BlockTrade = 'B', LateTrade = 'L', AsOfTrade = 'A', EFR_Reporting = 'R',
  ImpliedTrade = 'I', ActualTransaction = ' '
}

Static Public Member Functions

static const char * toString (Enum)
 Returns string representation.

Detailed Description

Price indicator for different conditions.


Member Enumeration Documentation

enum Enum
Enumerator:
StrategyReporting 

Strategy reporting.

ReferencePrice 

Reference price (volume field zero filled)

VolumeAdjustment 

Volume adjustment (price field zero filled)

EFP_Reporting 

EFP reporting.

BlockTrade 

Block trade.

LateTrade 

Late trade.

AsOfTrade 

As-of-trade.

EFR_Reporting 

EFR reporting.

ImpliedTrade 

Implied trade.

ActualTransaction 

Actual transaction took place.