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 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