Expand description
Block trading channel models (rfqs, quotes, struc-block-trades, block-tickers).
Mixed public and private channels.
Structsยง
- Block
Leg - A leg embedded in block RFQ, quote, and structure-block-trade messages.
- Block
Quote Update - Block-trading
quoteschannel row. - Block
RfqUpdate - Block-trading
rfqschannel row. - Block
Ticker Update block-tickerschannel row.- Public
Block Trade Update - Public block-trade channel row (
public-block-trades). - Public
Structure Block Trade Update - Public structure-block-trade channel row (
public-struc-block-trades). - Structure
Block Trade Update - Structure-block-trade channel row (private
struc-block-trades).