Enum TradeSubType
Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
public enum TradeSubTypeFields
| Name | Description |
|---|---|
| AuctionTrade | Auction Trade |
| ConvertedSwap | Converted SWAP (Aged Deal) |
| CrossedTrade | Crossed Trade (X) |
| DeliveryTransfer | Delivery Transfer |
| DifferentialSpread | Differential Spread (Sled) |
| ImpliedSpread | Implied spread leg executed against an outright |
| MultilateralCompression | Multilateral Compression |
| None | Default value. Do not use it directly. |
| TradedAtMarker | TAM - Traded at marker |
| TradedAtSettlement | TAS - Traded at settlement |