AddPriceLevelEventArgsBuilder Constructor | Table of Content | ImpliedOrderCount Property |
AddPriceLevelEventArgsBuilder Properties |
The AddPriceLevelEventArgsBuilder type exposes the following members.
Name | Description | |
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ImpliedOrderCount |
Number of implied orders at the price level.
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ImpliedQuantity |
Quantity that were implied.
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MarketId |
Unique identifier of the market.
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OrderCount |
Number of all orders at the price level.
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Price |
Value of price for the level. OrderPriceDenominator for the market
should be applied to get the real price.
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PriceLevelPosition |
Position of the price level.
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Quantity |
Total quantity at the price level.
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SentTime |
Date-time of the message sent.
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Side |
Indicate whether it's bid or offer.
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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.
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