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ConsolidatedOrderBook Properties

The ConsolidatedOrderBook type exposes the following members.

Properties
  NameDescription
Public propertyAsks
Gets asks collection.
(Inherited from BookBase<T>.)
Public propertyBids
Gets bids collection.
(Inherited from BookBase<T>.)
Public propertyBookType
Gets book type.
(Inherited from BookBase<T>.)
Public propertyDepth
Gets book depth.
(Inherited from MarketByPriceBookBase<T>.)
Public propertyLastRptSeq
Sequence number of the last instrument update.
(Inherited from MarketByPriceBookBase<T>.)
Public propertyLastSequenceNumber
Sequence number of the last applied message.
(Inherited from MarketByPriceBookBase<T>.)
Public propertySecurityDefinition
Gets security definition.
(Inherited from BookBase<T>.)
Public propertySecurityId
Gets security id.
(Inherited from BookBase<T>.)
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