com.apama.marketdata
Event Depth



Member summary
 stringsymbol

The symbol, stock code, bond or currency pair to trade.
 sequence<float>bidPrices

Ordered list of bid (buy) prices, best (i.e. highest) first.
 sequence<float>askPrices

Ordered list of ask (sell) prices, best (i.e. lowest) first.
 sequence<float>midPrices

Average of bid and ask prices (ordered, best first).
 sequence<integer>bidQuantities

Ordered list of bid quantities, should correspond directly to entries in bidPrices.
 sequence<integer>askQuantities

Ordered list of ask quantities, should correspond directly to entries in askPrices.
 dictionary<string, string>extraParams

Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "StopPrice", "Account", etc. The key SERVICE_NAME may be used to provide the service that the depth comes from.
 
Member detail

askPrices

            sequence<float> askPrices
        
Ordered list of ask (sell) prices, best (i.e. lowest) first.

askQuantities

            sequence<integer> askQuantities
        
Ordered list of ask quantities, should correspond directly to entries in askPrices.

bidPrices

            sequence<float> bidPrices
        
Ordered list of bid (buy) prices, best (i.e. highest) first.

bidQuantities

            sequence<integer> bidQuantities
        
Ordered list of bid quantities, should correspond directly to entries in bidPrices.

extraParams

            dictionary<string, string> extraParams
        
Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "StopPrice", "Account", etc. The key SERVICE_NAME may be used to provide the service that the depth comes from.

midPrices

            sequence<float> midPrices
        
Average of bid and ask prices (ordered, best first).

symbol

            string symbol
        
The symbol, stock code, bond or currency pair to trade.