Class MDUpdateAction
Market Data Update Actions.
Inherited Members
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public static class MDUpdateActionFields
Change
Price level was changed.
Declaration
public const int Change = 1Field Value
| Type | Description |
|---|---|
| int |
Delete
Price level was deleted.
Declaration
public const int Delete = 2Field Value
| Type | Description |
|---|---|
| int |
DeleteFrom
First deleted price level.
Declaration
public const int DeleteFrom = 4Field Value
| Type | Description |
|---|---|
| int |
DeleteThru
End deleted price level.
Declaration
public const int DeleteThru = 3Field Value
| Type | Description |
|---|---|
| int |
New
Price level was created.
Declaration
public const int New = 0Field Value
| Type | Description |
|---|---|
| int |
Overlay
CME-specific: when the best price changes, CME sends a single overlay instruction for price level 1.
Declaration
public const int Overlay = 5Field Value
| Type | Description |
|---|---|
| int |