Build Method | Table of Content | MarketSnapshotPriceLevelEventArgsBuilder Constructor |
MarketSnapshotPriceLevelEventArgsBuilder Class |
Namespace: OnixS.NET.ICE.iMpact.Testing
public class MarketSnapshotPriceLevelEventArgsBuilder
The MarketSnapshotPriceLevelEventArgsBuilder type exposes the following members.
Name | Description | |
---|---|---|
MarketSnapshotPriceLevelEventArgsBuilder | Initializes a new instance of the MarketSnapshotPriceLevelEventArgsBuilder class |
Name | Description | |
---|---|---|
ImpliedOrderCount |
Number of implied orders at the price level.
| |
ImpliedQuantity |
Quantity that were implied.
| |
MarketId |
Unique identifier of the market.
| |
OrderCount |
Number of all orders at the price level.
| |
Price |
Value of price for the level. OrderPriceDenominator for the market
should be applied to get the real price.
| |
PriceLevelPosition |
Position of the price level.
| |
Quantity |
Total quantity at the price level.
| |
SentTime |
Date-time of the message sent.
| |
Side |
Indicate whether it's bid or offer.
|
Name | Description | |
---|---|---|
Build |
Creates an instance of MarketSnapshotPriceLevelEventArgs.
| |
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 a string that represents the current object. (Inherited from Object.) |