Class MDUpdateAction

Market Data Update Actions.

Inheritance

System.Object

MDUpdateAction

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public static class MDUpdateAction : object

Fields

Change

Price level was changed.

Declaration

public const int Change = null

Field Value

Type	Description
System.Int32

Delete

Price level was deleted.

Declaration

public const int Delete = null

Field Value

Type	Description
System.Int32

DeleteFrom

First deleted price level.

Declaration

public const int DeleteFrom = null

Field Value

Type	Description
System.Int32

DeleteThru

End deleted price level.

Declaration

public const int DeleteThru = null

Field Value

Type	Description
System.Int32

New

Price level was created.

Declaration

public const int New = null

Field Value

Type	Description
System.Int32

Overlay

CME-specific: when the best price changes, CME sends a single overlay instruction for price level 1.

Declaration

public const int Overlay = null

Field Value

Type	Description
System.Int32