Describes which price level parameters will be used to track best bids and best asks.
Namespace: Onixs.CmeFastHandler
Assembly: Onixs.CmeFastHandler-3.5-x86 (in Onixs.CmeFastHandler-3.5-x86.dll) Version: 2.11.6.1 (2.11.6.1)
Syntax
| C# |
|---|
[FlagsAttribute] public enum BestBidAskTrackingParameter |
Members
| Member name | Value | Description | |
|---|---|---|---|
| Neither | 0 | Best bids and asks will not be tracked. | |
| Price | 1 | Price will be used to track best bids and best asks. | |
| Quantity | 2 | Quantity will be used to track best bids and best asks. | |
| OrdersCount | 4 | Orders count will be used to track best bids and best asks. | |
| All | 7 | Price, quantity and orders count will be used to track best bids and best asks. |
