BookChangedEventHandler Delegate | Table of Content | BookResetEventArgs Class |
BookDepth Enumeration |
Namespace: OnixS.NET.ICE.iMpact
public enum BookDepth
Member name | Value | Description | |
---|---|---|---|
FOD | 0 | Full Order Depth book. | |
TOP5PL | 1 | Top 5 Price Level (TOP5PL). | |
TOP10PL | 2 | Top 10 Price Level (TOP10PL). | |
TOB | 3 | Top Of Book (TOB) - Options Only. |