public delegate void TopOfTheOrderBookUpdatedHandler<T>(
	Handler handler,
	OrderBookType bookType,
	ISecurityDefinition security,
	T bestBid,
	T bestAsk,
	long receivingTimestamp,
	DateTime sendingTime,
	uint packetSeqNum,
	DateTime tradeDate
)

Parameters

handler

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

bookType

Type: OnixS.CmeMdHandler.OrderBookType
Order book type.

security

Type: OnixS.CmeMdHandler.ISecurityDefinition
Security.

bestBid

Type: T
Best bid price level.

bestAsk

Type: T
Best ask price level.

receivingTimestamp

Type: System.Int64
Packet receiving timestamp.

sendingTime

Type: System.DateTime
Packet sending time.

packetSeqNum

Type: System.UInt32
Packet sequence number.

tradeDate

Type: System.DateTime
Trade date.

Type Parameters

T

Price level type.

Reference