The Handler..::..OrderBookUpdatedEventArgs type exposes the following members.
Fields
| Name | Description | |
|---|---|---|
 | Book |
Order book.
|
| MessageSequenceNumber |
The message sequence number (tag 34) of the source FIX message.
|
| ReceivingTimestamp |
Time when handler received message from UDP socket (got by TimestampHelper.Ticks).
|
| SendingTime |
Time of message transmission (always expressed in UTC (Coordinated Universal Time).
|
| 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).
|
