CQG API 4.0 - Revised
eQuoteSubscriptionLevel Enumeration
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Glossary Item Box

Description

Specifies the quote subscription level for CQGInstrument.

Members

MemberValueDescription
qsBBA2

qtAsk, qtBid, qtImpliedAsk, qtImpliedBid, qtOutrightAsk, qtOutrightBid based on the eDOMandBBAType value; and qtCohUndAsk, qtCohUndBid if options.

qsNone0

No subscription. Nothing is updated.

qsQuotes1

qtTrade, qtSettlement, qtDayOpen, qtDayHigh, qtDayLow, qtYesterdaySettlement, qtIndicativeOpen, qtExchangeClose, qtYesterdayExchangeClose, qtWholesaleTrade; and qtTodayMarker and qtMarker for futures.

Remarks

Effective if CQGAPIConfig.NewInstrumentMode is set to True, otherwise eDataSubscriptionLevel should be used.

See Also