Initializes a new instance of the MarketSnapshotEventArgsBuilder class

Block volume.

EFP volume.

EFS volume.

Indicate if the `PreviousSettlementDayPrice` populated. This field will always be set to N for options.

High price. `DealPriceDenominator` for the market should be applied to get the real price.

Indicate if the SettlementPrice is official.

This should be used for synchronization with live update messages. Please see the main technical specification for details on how it can be done.

Last trade date/time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Last trade price. `DealPriceDenominator` for the market should be applied to get the real price.

Last trade quantity.

Low price. `DealPriceDenominator` for the market should be applied to get the real price.

Unique identifier of the market.

See Appendix C for the list of market types and IDs.

Number of book entries in the market. It is the number of order messages followed for full order depth snapshot channel. In case of price level snapshot, it is the number of price level messages that followed for the market.

Opening price. `DealPriceDenominator` for the market should be applied to get the real price.

The number of open contracts of derivatives like futures and options that have a time limit after which they expire. Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.

The date Open Interest is effective for, in the format of YYYY-MM-DD.

`SettlePriceDenominator` for the market should be applied to get the real previous day settlement price. This field should be ignored if `HasPreviousDaySettlementPrice` is set to `N`. `PreviousDaySettlementPrice` will be sent for futures markets(not options). From the start of the day until the settlement price is published, the value of PDSP and settlement price would be the same. Once the settlement price is published, PDSP would stay the same and the settlement price would be updated to the current day settlement price. If there is a holiday, the exchange will distribute the PreviousDaySettlementPrice for the date that is specified on `SettlePriceDateTime` (day before holiday) and `HasPreviousDaySettlementPrice` will be set to `Y`.

Date-time of the message sent.

Settlement price. `SettlePriceDenominator` for the market should be applied to get the real settlement price.

Settlement price. `DealPriceDenominator` for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. `DealPriceDenominator` and `SettlePriceDenominator` might be different for some markets.

Settlement price date/time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT. If there is no settlement price for endex silo, default value is `0`. For other silos, the default value is `-1`.

See Appendix A on the trading status codes.

Electronic trade volume only, excluding block and other volumes.

Weighted Average Price. `DealPriceDenominator` for the market should be applied to get the real price.

Creates an instance of MarketSnapshotEventArgs.

Determines whether the specified object is equal to the current object.

Serves as the default hash function.

Gets the Type of the current instance.

Returns a string that represents the current object.