Tag=264. Depth of market for Book Snapshot / Incremental updates 0 - full
book depth 1 - top of book 2 and above - book depth (number of levels).
Namespace:
OnixS.CmeMdHandler
Assembly:
OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax public const int MarketDepth = 264
Field Value
Type:
Int32See Also