Enum BestBidOfferTrackingParameters
Describes which price level parameters will be used to track best bids and best asks.
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public enum BestBidOfferTrackingParameters : intFields
| Name | Description |
|---|---|
| All | Price, quantity, orders count and order id will be used to track best bids and best asks. |
| None | Best bids and asks will not be tracked. |
| OrderId | Order id for Market by Order Book. |
| OrdersCount | Orders count will be used to track best bids and best asks. |
| Price | Price will be used to track best bids and best asks. |
| Quantity | Quantity will be used to track best bids and best asks. |