Instrument Subscription

Namespaces
	IceImpact::SubscriptionType
	SubscriptionType holds a set of mask values to manage instrument subscriptions.

Classes
struct	IceImpact::SubscriptionParams
	SubscriptionParams specifies details to manage instrument subscriptions. More...

Enumerations
enum	IceImpact::BookDepth { IceImpact::FullOrderDepth = 0, IceImpact::PriceLevelDepth = 1, IceImpact::PriceLevel10Depth = 2 }

Detailed Description

Enumeration Type Documentation

enum IceImpact::BookDepth

Enumerator
FullOrderDepth	Full order depth.
PriceLevelDepth	Price level depth.
PriceLevel10Depth	Price level 10 depth.