MarketSnapshotOrderEventArgs Class 
| MarketSnapshotOrderEventArgs Class | Table of Content | IsImplied Property |
| MarketSnapshotOrderEventArgs Properties |
The MarketSnapshotOrderEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| IsImplied |
Indicate if this is an implied order or not.
|
| IsRFQ |
Indicate whether it is just an RFQ or not. Client should filter the
order if it doesn't care about RFQ.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| MarketId |
Unique identifier of the market.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| OrderEntryDateTime |
Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
|
| OrderId |
Unique identifier of the order.
|
| OrderSequenceId |
Sequence ID of the order. When an order is modified, this will be
incremented while OrderID remains the same. It is for legacy reason
and can be ignored.
|
| Price |
Price of the bid/offer. OrderPriceDenominator for the market should be
applied to get the real price.
|
| Quantity |
Quantity.
|
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder>.) |
| 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::MarketSnapshotOrder>.) |
| SequenceWithinMillis |
Can be used in conjunction with `OrderEntryDateTime` field for
priority of orders within same milliseconds time.
|
| 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::MarketSnapshotOrder>.) |
| Side |
Tells whether order represents bid or offer.
|
See Also