Enum MultiLegReportingType
Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option call & puts, spreads, etc.). Supported Values: 2 = Individual leg of a multi-leg trade 3 = Multi leg of a multi-leg trade
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
public enum MultiLegReportingTypeFields
| Name | Description |
|---|---|
| IndividualLegOfAMultiLegTrade | Individual leg of a multi-leg trade. |
| MultiLegOfAMultiLegTrade | Multi leg of a multi-leg trade. |
| None | Default value. Do not use it directly. |
| SingleSecurity | Single security (default if not specified). |