BestBidOfferTrackingParameters Enumeration |
Describes which price level parameters will be used to track best bids and best asks.
Namespace:
OnixS.CmeMdHandler
Assembly:
OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax [FlagsAttribute]
public enum BestBidOfferTrackingParameters
Members
| Member name | Value | Description |
---|
| None | 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.
|
| OrderId | 5 |
Order id for Market by Order Book.
|
| All | 7 |
Price, quantity, orders count and order id will be used to track best bids and best asks.
|
See Also