MarketSnapshotOrderEventArgsBuilder Constructor | Table of Content | IsImplied Property |
MarketSnapshotOrderEventArgsBuilder Properties |
The MarketSnapshotOrderEventArgsBuilder type exposes the following members.
Name | Description | |
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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.
| |
MarketId |
Unique identifier of the market.
| |
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.
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Price |
Price of the bid/offer. OrderPriceDenominator for the market should be
applied to get the real price.
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Quantity |
Quantity.
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SentTime |
Date-time of the message sent.
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SequenceWithinMillis |
Can be used in conjunction with `OrderEntryDateTime` field for
priority of orders within same milliseconds time.
| |
Side |
Tells whether order represents bid or offer.
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