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B2BITS CME MDP Handler API Reference
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Instrument options.
#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... | |
| std::string asset_ |
| std::string group_ |
| u32 directMarketDepth_ = 10 |
| u32 impliedMarketDepth_ = 2 |
1.8.6