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

Parameters

handler

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

book

Type: OnixS.CmeMdHandler.RegularOrderBook
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.

numberOfOrders

Type: System.Int32
Number of orders.

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