Cme::Mdp::InstrumentOptions Struct Reference

Instrument options. More...

#include <B2BITS_CmeMdpInstrument.h>

Collaboration diagram for Cme::Mdp::InstrumentOptions:

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...

Detailed Description

Instrument options.

Member Data Documentation

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.