| TradeExtraFlags Enumeration |
Extra flags for trade message.
Namespace:
OnixS.NET.ICE.iMpact
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntaxpublic enum TradeExtraFlags
Members |
| Member name | Value | Description |
|---|
| None | 0 |
No special flags.
|
| isRfcCrossing | 1 |
Indicates this is a RFC Crossing Deal.
|
| isLegDealOutsideIPL | 2 |
Indicates the deal is outside of IPL (when IPL is enabled) if set to
1. When set to 1, such deal should not be included in market stats.
This could only happen in leg markets due to implied orders.
|
| hasNoDirectOutrightOriginator | 4 |
This trade has no outright originator order in the same market. The
originator side is either implied or from a different market. This
field should not be used to determine how market statistics are
calculated.
|
| isVerticalSplit | 8 |
Indicates if the trade is a system priced leg from a composite
strategy.
|
| hasNoDirectOutrightTaker | 16 |
Indicates that this trade has no outright taker order in the same
market. The taker side is either implied or from a different market.
|
| isOptionStrategyHedge | 32 |
Indicates that this future trade is part of an option strategy (hedged).
|
See Also 
TradeEventHandler Delegate 