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.