Enum BookUpdatedCallbackPolicy
Policy of calling book updated events.
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public enum BookUpdatedCallbackPolicyFields
| 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. |