Handler.TopOfTheOrderBookUpdatedEventArgs MembersTable of ContentBestAsk Field

The Handler..::..TopOfTheOrderBookUpdatedEventArgs type exposes the following members.

Fields

  NameDescription
Public fieldBestAsk
Best Ask.
Public fieldBestBid
Best Bid.
Public fieldMessageSequenceNumber
The message sequence number (tag 34) of the source FIX message.
Public fieldReceivingTimestamp
Time when handler received message from UDP socket (got by TimestampHelper.Ticks).
Public fieldSecurityId
Best Ask.
Public fieldSendingTime
Time of message transmission (always expressed in UTC (Coordinated Universal Time).
Public fieldTradeDate
Indicates date of trade referenced in this event in YYYYMMDD format. DateTime.MinValue indicates current day (expressed in local time at place of trade).

See Also