Class MDUpdateAction
Market Data Update Actions.
Inheritance
System.Object
MDUpdateAction
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public static class MDUpdateAction
Fields
Change
Price level was changed.
Declaration
public const int Change = 1
Field Value
Type | Description |
---|---|
System.Int32 |
Delete
Price level was deleted.
Declaration
public const int Delete = 2
Field Value
Type | Description |
---|---|
System.Int32 |
DeleteFrom
First deleted price level.
Declaration
public const int DeleteFrom = 4
Field Value
Type | Description |
---|---|
System.Int32 |
DeleteThru
End deleted price level.
Declaration
public const int DeleteThru = 3
Field Value
Type | Description |
---|---|
System.Int32 |
New
Price level was created.
Declaration
public const int New = 0
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 = 5
Field Value
Type | Description |
---|---|
System.Int32 |