forwardMarketSnapshotOrderEventHandler Delegate   Table of ContentMarketSnapshotPriceLevelEventArgs Propertiesforward
MarketSnapshotPriceLevelEventArgs Class
Attributes of the MarketSnapshotPriceLevelReceived event.
Inheritance Hierarchy

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version: 4.7.1.0
Syntax
C#
public class MarketSnapshotPriceLevelEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>

The MarketSnapshotPriceLevelEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertyFeedId
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertyImpliedOrderCount
Number of implied orders.
Public propertyImpliedQuantity
Implied quantity.
Public propertyIsBundled
Bundle marker. This field is true if messages has been received within bundle (see MarketSnapshotPriceLevel).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertyMarketId
Unique identifier of a market.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertyOrderCount
Number of orders.
Public propertyPrice
Value of price for the level.
Public propertyPriceLevelPosition
Price level position.
Public propertyQuantity
Quantity.
Public propertyReceivingTime
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertySentTime
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public propertySequenceNumber
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::MarketSnapshotPriceLevel>.)
Public propertySessionNumber
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::MarketSnapshotPriceLevel>.)
Public propertySide
Indicates whether it's bid or offer.
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Methods
  NameDescription
Public methodDispose (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel>.)
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See Also