forwardMarketSnapshotPriceLevelEventArgsBuilder Constructor    Table of ContentImpliedOrderCount Property forward
MarketSnapshotPriceLevelEventArgsBuilder Properties

The MarketSnapshotPriceLevelEventArgsBuilder type exposes the following members.

Properties
  NameDescription
Public propertyImpliedOrderCount
Number of implied orders at the price level.
Public propertyImpliedQuantity
Quantity that were implied.
Public propertyMarketId
Unique identifier of the market.
Public propertyOrderCount
Number of all orders at the price level.
Public propertyPrice
Value of price for the level. OrderPriceDenominator for the market should be applied to get the real price.
Public propertyPriceLevelPosition
Position of the price level.
Public propertyQuantity
Total quantity at the price level.
Public propertySentTime
Date-time of the message sent.
Public propertySide
Indicate whether it's bid or offer.
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