TradingSessionLowPrice Field | Table of Content | MDUpdateAction Fields |
MDUpdateAction Class |
Namespace: OnixS.CmeMdHandler
public static class MDUpdateAction
The MDUpdateAction type exposes the following members.
Name | Description | |
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Change |
Price level was changed.
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Delete |
Price level was deleted.
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DeleteFrom |
First deleted price level.
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DeleteThru |
End deleted price level.
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New |
Price level was created.
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Overlay |
CME-specific: when the best price changes, CME sends a single overlay instruction for price level 1.
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