Book associated with the market. Currently, there are two known types of the book:
a
FOD book and
a
TOP5PL book.
The
FOD book holds all individual orders.
The
TOP5PL book that keeps just top 5 price levels as sent by the backend system.
In the
FOD book, price levels are calculated using orders as they are added, modified and/or deleted.
In the
TOP5PL book, data stored as it was sent from the backend system.
Inheritance HierarchySystem.Object
OnixS.NET.ICE.iMpact.Book
Namespace:
OnixS.NET.ICE.iMpact
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax The Book type exposes the following members.
Properties |
| Name | Description |
|---|
 | Depth |
Depth of the book.
|
TopMethods |
| Name | Description |
|---|
 | 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.) |
| GetOrders |
Returns all bids or offers for the market to which book belongs to.
Market identifier is passes together with book reference in an appropriate
callback. This member is supported for FOD books only. In
case of book of TOP5PL type exception will be thrown.
|
| GetPriceLevels |
Returns price levels in "natural" order.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
TopSee Also 
BlockType Enumeration 