Enum BookUpdatedCallbackPolicy

Policy of calling book updated events.

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public enum BookUpdatedCallbackPolicy : int

Fields

Name	Description
CallBookUpdatedAfterEachIncrementalMessage	Book updated events will be called after each incremental message. This will simulate Fix/Fast handler behavior. Please note that in this mode sometimes book can be inconsistent.
CallBookUpdatedAfterEndOfQuotes	Book updated events will be called after end-of-corresponding-quotes will be present in tag MatchEventIndicator 5799. Default value.