AddPriceLevelEventArgs Class 
| AddPriceLevelEventArgs Class | Table of Content | ImpliedOrderCount Property |
| AddPriceLevelEventArgs Properties |
The AddPriceLevelEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| ImpliedOrderCount |
Number of implied orders at the price level.
|
| ImpliedQuantity |
Quantity that were implied.
|
| IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| MarketId |
Unique identifier of the market.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| OrderCount |
Number of all orders at the price level.
|
| Price |
Value of price for the level. OrderPriceDenominator for the market
should be applied to get the real price.
|
| PriceLevelPosition |
Position of the price level.
|
| Quantity |
Total quantity at the price level.
|
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| SequenceNumber |
Each message is assigned a sequence number that increases monotonically on the server side. To save
bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number
for the first message is used in the header, and the client is expected to derive the sequence numbers for
subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the
expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| SessionNumber |
The session number is used so that a client can easily detect when a new session has started after the daily
maintenance window or failure on the server side. It should stay the same for a given multicast channel until a
new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |
| Side |
Indicate whether it's bid or offer.
|
| Timestamp |
Timestamp of last update used to derive the price level message. The
format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The
nanosecond part is currently 000 and might be supported later.
|
See Also