EPAM B2BITS CME MDP Handler C++
5.4.2
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Modules
Namespaces
Classes
Classes
Raw messages
Messages
Raw SBE messages.
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Classes
struct
Cme::Mdp::Packet
Detailed Description
Raw SBE messages.
Security definitions, 35=d
MDInstrumentDefinitionFuture
MDInstrumentDefinitionSpread
MDInstrumentDefinitionOption
Snapshot messages, 35=W
SnapshotFullRefresh
SnapshotFullRefreshOrderBook
Incremental refresh messages, 35=X
MDIncrementalRefreshBook
MDIncrementalRefreshDailyStatistics
MDIncrementalRefreshLimitsBanding
MDIncrementalRefreshSessionStatistics
MDIncrementalRefreshVolume
MDIncrementalRefreshTradeSummary
MDIncrementalRefreshOrderBook
ChannelReset
Security status message 35=f
SecurityStatus
Request for quote, 35=R
QuoteRequest
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