BookUpdateNotification Struct Reference

#include <BookManagement.h>

Public Types
enum	Enum { OnSecurityChange, OnEndOfEvent }
typedef UInt32	Base

Detailed Description

Definition at line 477 of file BookManagement.h.

Member Typedef Documentation

typedef UInt32 Base

Integral type used as basement for constants.

Definition at line 480 of file BookManagement.h.

Member Enumeration Documentation

enum Enum

Enumerator
OnSecurityChange	Book update event is raised once security id is changed in sequence of market data entries being processed by the Handler. Warning Given strategy does not follow MDP policy on exposing order books and thus can be used on own risk! Also, books may not be in a valid state (especially consolidated), as far as exposed earlier than data for entire market event is processed.
OnEndOfEvent	Book update event is raised at the end of market event. Direct books updates are raised at the end of real quotes updates, implied books updates are raised at the end of implied quotes updates and consolidated books updates are raised at the end of entire event.

Definition at line 482 of file BookManagement.h.

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The documentation for this struct was generated from the following file:

• /work/include/OnixS/CME/MDH/BookManagement.h