MDP3 raw messages

Raw SBE messages. More...

Classes
struct	Packet
	Packet. More...

Detailed Description

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Security definitions, 35=d

• MDInstrumentDefinitionFuture
• MDInstrumentDefinitionSpread
• MDInstrumentDefinitionOption

Snapshot messages, 35=W

• SnapshotFullRefresh
• SnapshotFullRefreshOrderBook

Incremental refresh messages, 35=X

• MDIncrementalRefreshBook
• MDIncrementalRefreshDailyStatistics
• MDIncrementalRefreshLimitsBanding
• MDIncrementalRefreshSessionStatistics
• MDIncrementalRefreshTrade
• MDIncrementalRefreshVolume
• MDIncrementalRefreshTradeSummary
• MDIncrementalRefreshOrderBook
• ChannelReset

Security status message 35=f

• SecurityStatus

Request for quote, 35=R

• QuoteRequest