AddModifyOrderEventHandler Delegate | Table of Content | AddPriceLevelEventArgs Properties |
AddPriceLevelEventArgs Class |
Namespace: OnixS.NET.ICE.iMpact
public class AddPriceLevelEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>
The AddPriceLevelEventArgs type exposes the following members.
Name | Description | |
---|---|---|
BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) | |
FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) | |
ImpliedOrderCount |
Number of implied orders.
| |
ImpliedQuantity |
Implied quantity.
| |
IsBundled |
Bundle marker. 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 a market.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) | |
OrderCount |
Number of orders.
| |
Price |
Value of price for the level.
| |
PriceLevelPosition |
Price level position.
| |
Quantity |
Quantity.
| |
ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) | |
SentTime |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(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 |
Indicates 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.
|
Name | Description | |
---|---|---|
Dispose | (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
ToString |
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddPriceLevel>.) |