forwardTopOfTheOrderBookUpdatedHandler(T) Delegate   Table of ContentTradeUpdateAction Enumerationforward
TradeHandler Delegate
Encapsulates a method which is called when new trade was received.

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#
public delegate void TradeHandler(
	Handler handler,
	int tradeIndex,
	ISecurityDefinition security,
	decimal price,
	int size,
	int numberOfOrders,
	DateTime sendingTime,
	TradeUpdateAction updateAction,
	Side aggressorSide,
	uint packetSeqNum,
	DateTime tradeDate,
	uint reportSequence,
	IFieldSet dataBlocks
)

Parameters

handler
Type: OnixS.CmeMdHandler.Handler
Handler which caused event.
tradeIndex
Type: System.Int32
Trade index.
security
Type: OnixS.CmeMdHandler.ISecurityDefinition
Security.
price
Type: System.Decimal
Trade price.
size
Type: System.Int32
Trade size.
numberOfOrders
Type: System.Int32
Number of orders.
sendingTime
Type: System.DateTime
Packet sending time.
updateAction
Type: OnixS.CmeMdHandler.TradeUpdateAction
Trade update action.
aggressorSide
Type: OnixS.CmeMdHandler.Side
Aggressor side.
packetSeqNum
Type: System.UInt32
Packet sequence number.
tradeDate
Type: System.DateTime
Trade date.
reportSequence
Type: System.UInt32
Report sequence number.
dataBlocks
Type: OnixS.SimpleBinaryEncoding.IFieldSet
Fieldset which contains event data.
See Also