Delegate TradeHandler

Encapsulates a method which is called when new trade was received.

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

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

Type	Name	Description
Handler	handler	Handler which caused event.
int	tradeIndex	Trade index.
ISecurityDefinition	security	Security.
decimal	price	Trade price.
int	size	Trade size.
int	numberOfOrders	Number of orders.
DateTime	sendingTime	Packet sending time.
TradeUpdateAction	updateAction	Trade update action.
Side	aggressorSide	Aggressor side.
uint	packetSeqNum	Packet sequence number.
DateTime	tradeDate	Trade date.
uint	reportSequence	Report sequence number.
IFieldSet	dataBlocks	Fieldset which contains event data.