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OrderBookUpdatedHandler<T> Delegate
Encapsulates a method which is called when order book was updated.

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
C#
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public delegate void OrderBookUpdatedHandler<T>(
	Handler handler,
	T book,
	long receivingTimestamp,
	long processingStartedTimestamp,
	DateTime sendingTime,
	uint packetSeqNum,
	DateTime tradeDate
)

Parameters

handler
Type: OnixS.CmeMdHandler.Handler
Handler which caused event.
book
Type: T
Order book.
receivingTimestamp
Type: System.Int64
Packet receiving timestamp.
processingStartedTimestamp
Type: System.Int64
Packet processing started timestamp.
sendingTime
Type: System.DateTime
Packet sending time.
packetSeqNum
Type: System.UInt32
Packet sequence number.
tradeDate
Type: System.DateTime
Trade date.

Type Parameters

T
Book type.
See Also