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)
Syntaxpublic 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