Class BestBidOfferTrackingOptions
Describes parameters and thresholds which will be used to track best bids and best asks.
Inherited Members
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public class BestBidOfferTrackingOptionsProperties
BestBidOfferTrackingParameters
Describes which price level parameters will be used to track best bids and best asks.
Declaration
public BestBidOfferTrackingParameters BestBidOfferTrackingParameters { get; set; }Property Value
| Type | Description |
|---|---|
| BestBidOfferTrackingParameters |
OrdersCountThreshold
Orders count threshold in percents.
Declaration
public decimal OrdersCountThreshold { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
PriceThreshold
Price threshold in percents.
Declaration
public decimal PriceThreshold { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
QuantityThreshold
Quantity threshold in percents.
Declaration
public decimal QuantityThreshold { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
Methods
ToString()
Returns a String that represents the current TradeEventArgs.
Declaration
public override string ToString()Returns
| Type | Description |
|---|---|
| string | A String that represents the current TradeEventArgs. |