ConsolidatedOrderBook Class | Table of Content | ConsolidatedOrderBook Methods |
ConsolidatedOrderBook Properties |
The ConsolidatedOrderBook type exposes the following members.
Name | Description | |
---|---|---|
Asks |
Gets asks collection.
(Inherited from BookBase<T>.) | |
Bids |
Gets bids collection.
(Inherited from BookBase<T>.) | |
BookType |
Gets book type.
(Inherited from BookBase<T>.) | |
Depth |
Gets book depth.
(Inherited from MarketByPriceBookBase<T>.) | |
LastRptSeq |
Sequence number of the last instrument update.
(Inherited from MarketByPriceBookBase<T>.) | |
LastSequenceNumber |
Sequence number of the last applied message.
(Inherited from MarketByPriceBookBase<T>.) | |
SecurityDefinition |
Gets security definition.
(Inherited from BookBase<T>.) | |
SecurityId |
Gets security id.
(Inherited from BookBase<T>.) |