public delegate void ImpliedOrderBookChangedHandler(
	Handler handler,
	ImpliedOrderBook book,
	int securityId,
	Side side,
	BookChangeType bookChangeType,
	int priceLevel,
	decimal quantity,
	decimal price,
	DateTime tradeDate,
	DateTime sendingTime,
	uint packetSeqNum,
	uint reportSequence,
	IFieldSet dataBlocks
)

Parameters

handler

Type: OnixS.CmeMdHandler.Handler
Handler which caused event.

book

Type: OnixS.CmeMdHandler.ImpliedOrderBook
Order book.

securityId

Type: System.Int32
Security ID.

side

Type: OnixS.CmeMdHandler.Side
Side.

bookChangeType

Type: OnixS.CmeMdHandler.BookChangeType
Book change type.

priceLevel

Type: System.Int32
Price level.

quantity

Type: System.Decimal
Quantity.

price

Type: System.Decimal
Price.

tradeDate

Type: System.DateTime
Trade date.

sendingTime

Type: System.DateTime
Packet sending time.

packetSeqNum

Type: System.UInt32
Packet sequence number.

reportSequence

Type: System.UInt32
Report sequence number.

dataBlocks

Type: OnixS.SimpleBinaryEncoding.IFieldSet
Fieldset which contains event data.

Reference