The IOrderBook type exposes the following members.
Methods
Name | Description | |
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![]() | Clone |
Creates a new object that is a deep copy of the current instance.
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![]() | ToDetailedString |
Returns the detailed string representation of the order book.
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Properties
Name | Description | |
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![]() | Asks |
Ask price levels.
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![]() | Bids |
Bid price levels.
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![]() | Depth |
Depth of the order books.
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![]() | HighTradePrice |
Trading Session High Price.
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![]() | LastTradePrice |
Price of the last trade.
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![]() | LastTradeQuantity |
Quantity of the last trade.
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![]() | LastTradingSessionId |
Last Trading Session Id
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![]() | LowTradePrice |
Trading Session Low Price.
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![]() | SecurityId |
Security ID.
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![]() | Type |
Order book type.
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