EPAM B2BITS CME MDP Handler C++
5.4.2
|
Instrument options. More...
#include <B2BITS_CmeMdpInstrument.h>
Public Attributes | |
std::string | asset_ |
Instrument asset. More... | |
std::string | group_ |
Instrument group. More... | |
u32 | directMarketDepth_ = 10 |
Instrument outright market depth. More... | |
u32 | impliedMarketDepth_ = 2 |
Instrument implied market depth. More... | |
Instrument options.
std::string Cme::Mdp::InstrumentOptions::asset_ |
Instrument asset.
u32 Cme::Mdp::InstrumentOptions::directMarketDepth_ = 10 |
Instrument outright market depth.
std::string Cme::Mdp::InstrumentOptions::group_ |
Instrument group.
u32 Cme::Mdp::InstrumentOptions::impliedMarketDepth_ = 2 |
Instrument implied market depth.