Delegate RegularOrderBookChangedHandler

Encapsulates a method which is called when order book was changed.

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public delegate void RegularOrderBookChangedHandler(Handler handler, RegularOrderBook book, int securityId, Side side, BookChangeType bookChangeType, int priceLevel, decimal quantity, decimal price, int numberOfOrders, DateTime tradeDate, DateTime sendingTime, uint packetSeqNum, uint reportSequence, IFieldSet dataBlocks);

Parameters

Type	Name	Description
Handler	handler	Handler which caused event.
RegularOrderBook	book	Order book.
System.Int32	securityId	Security ID.
Side	side	Side.
BookChangeType	bookChangeType	Book change type.
System.Int32	priceLevel	Price level.
System.Decimal	quantity	Quantity.
System.Decimal	price	Price.
System.Int32	numberOfOrders	Number of orders.
DateTime	tradeDate	Trade date.
DateTime	sendingTime	Packet sending time.
System.UInt32	packetSeqNum	Packet sequence number.
System.UInt32	reportSequence	Report sequence number.
IFieldSet	dataBlocks	Fieldset which contains event data.