Provides access to the CME Group market data via FIX/FAST protocols.
The Handler..::..OrderBookChangedEventArgs type exposes the following members.
Methods
| Name | Description | |
|---|---|---|
 | Equals | (Inherited from Object.) |
 | Finalize | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. (Inherited from Object.) |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| ToString |
Returns the string representation of the current OrderBookUpdated event argument.
(Overrides Object..::..ToString()()()().) |
Fields
| Name | Description | |
|---|---|---|
 | Book |
Order book.
|
| BookChangeType |
Type of Boo Change
|
| DataBlockIndex |
Index of entry in source repeating group.
|
| DataBlocks |
Source repeating group.
|
| EntryTime |
Time of message transmission (always expressed in UTC (Coordinated Universal Time).
|
| MessageSequenceNumber |
The message sequence number (tag 34) of the source FIX message.
|
| NumberOfOrders |
Number Of Orders
|
| Price |
Price
|
| PriceLevel |
Changed price level
|
| Quantity |
Quantatity
|
| SendingTime |
Time of message transmission (always expressed in UTC (Coordinated Universal Time).
|
| Side |
Type of Side
|
| TradeDate |
Indicates date of trade referenced in this event in YYYYMMDD format.
DateTime.MinValue indicates current day (expressed in local time at place of trade).
|
