• Programming Guide
  • Api Documentation
  • OnixS .NET Core CME Market Data Handler, version 4.2.2
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  • OnixS.CmeMdHandler
    • BestBidOfferTrackingOptions
    • BestBidOfferTrackingParameters
    • BitmapField
    • BookBase<T>
    • BookChangeType
    • BookUpdatedCallbackPolicy
    • ConnectionType
    • ConsolidatedOrderBook
    • ErrorHandler
    • ErrorReason
    • EventIndicator
    • FeedState
    • FeedStateChangedHandler
    • FeedType
    • Handler
    • HandlerStartupStrategy
    • HandlerState
    • ImpliedOrderBook
    • ImpliedOrderBookChangedHandler
    • ImpliedPriceLevel
    • InfoHandler
    • ISecurityDefinition
    • LicenseException
    • LicenseExpiredException
    • LicenseNotFoundException
    • MarketByOrderBook
    • MarketByOrderBookChangedHandler
    • MarketByPriceBookBase<T>
    • MDEntryType
    • MDUpdateAction
    • MessageProcessingHandler
    • MsgType
    • NoDataOnFeedReceivedHandler
    • Order
    • OrderBookHandler<T>
    • OrderBookType
    • OrderBookUpdatedHandler<T>
    • OrderBookUtils
    • OrderIdsReceivedHandler
    • Packet
    • PacketProcessingHandler
    • RegularOrderBook
    • RegularOrderBookChangedHandler
    • RegularPriceLevel
    • ReplayErrorHandler
    • ReplayFinishedHandler
    • ReplayOptions
    • RequestForQuoteReceivedHandler
    • SecurityDefinitionHandler
    • SecurityStatus
    • SecurityStatusChangedHandler
    • SecurityTradingEvent
    • SecurityUpdateAction
    • Side
    • StateChangedHandler
    • StatisticsHandler
    • StatisticsResetHandler
    • StatisticsType
    • Tags
    • Timestamp
    • TimestampHelper
    • TopOfTheOrderBookUpdatedHandler<T>
    • TradeHandler
    • TradeUpdateAction
    • WarningHandler
    • WarningReason
  • OnixS.SimpleBinaryEncoding
    • BaseComposite
    • BaseGroup
    • BaseMessage<THeader>
    • BufferOverflowException
    • CmeILinkHeader
    • CmeMdp3Header
    • ConstantFieldException
    • Decimal32Ref
    • Decimal64Ref
    • DecimalHelper
    • EncodingType
    • FieldIsRequiredException
    • FieldNotFoundException
    • Helper
    • IComposite
    • IDecimal
    • IDecoder
    • IEncoder
    • IFieldSet
    • IGroup
    • IHeader
    • IMaturityMonthYear
    • IMessage
    • InvalidFieldValueTypeException
    • ITimestamp
    • IVariableLengthField
    • LicenseException
    • LicenseExpiredException
    • LicenseNotFoundException
    • MaturityMonthYearRef
    • MemoryPointer<T>
    • ResizableMessage
    • SbeHeader
    • SimpleOpenFramingHeader
    • TimestampRef
    • TimeUnit
    • VariableLengthField16Ref
    • VariableLengthField8Ref
  • OnixS.SimpleBinaryEncoding.CodeGenerator
    • MessageSchemaByteOrderAttribute
    • MessageSchemaDescriptionAttribute
    • MessageSchemaIdAttribute
    • MessageSchemaPackageAttribute
    • MessageSchemaSemanticVersionAttribute
    • MessageSchemaVersionAttribute
    • StrongTypedCodeGenerator
  • OnixS.SimpleBinaryEncoding.Templates
    • ByteOrder
    • CompositeTypeInfo
    • EnumTypeInfo
    • EnumValue
    • FieldInfo
    • FieldSetFieldInfo
    • GroupFieldInfo
    • MessageInfo
    • Presence
    • PrimitiveFieldInfo
    • PrimitiveType
    • PrimitiveTypeInfo
    • TemplateLibrary
    • TypeInfo
    • VariableLengthFieldInfo

Class MarketByOrderBook

Represents market by order book.

Inheritance
System.Object
BookBase<Order>
MarketByOrderBook
Inherited Members
BookBase<Order>.SecurityDefinition
BookBase<Order>.SecurityId
BookBase<Order>.BookType
BookBase<Order>.Bids
BookBase<Order>.Asks
BookBase<Order>.ToString()
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public class MarketByOrderBook : BookBase<Order>

Properties

Depth

Book depth.

Declaration
public int Depth { get; }
Property Value
Type Description
System.Int32

LastSequenceNumber

Sequence number of the last applied message.

Declaration
public UInt32 LastSequenceNumber { get; }
Property Value
Type Description
UInt32

Methods

Clone()

Make a clone of an object.

Declaration
public override object Clone()
Returns
Type Description
System.Object

Cloned object.

Overrides
OnixS.CmeMdHandler.BookBase<OnixS.CmeMdHandler.Order>.Clone()

GetRegularOrderBook()

Converts market by order book to the regular order book.

Declaration
public RegularOrderBook GetRegularOrderBook()
Returns
Type Description
RegularOrderBook

Regular order book based on market by order book data.

ToDetailedString()

Convert object to detailed string representation.

Declaration
public override string ToDetailedString()
Returns
Type Description
System.String

Detailed string representation of an object.

Overrides
OnixS.CmeMdHandler.BookBase<OnixS.CmeMdHandler.Order>.ToDetailedString()
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