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Event BBA


Best Bid Ask Datastream event.
Member Summary
 integersessionId

The Id of the Source where this datastream event was sent from.
 integerconnectionId

The Id of the Connection this datastream event is for.
 stringsymbol

The symbol which is associated with this datastream event.
 floatbidPrice

The Best Bid price (as a float).
 integerbidQuantity

The quantity for the Best Bid.
 floataskPrice

The Best Ask price (as a float).
 integeraskQuantity

The quantity for the Best Ask.
 dictionary<string, string >epValues

A dictionary of Extra Parameter names, and their corresponding value (as a string) passed from the Source/Adapter.
 dictionary<integer, float >__timestamps

The timestamp when this datastream event was sent from the Source/Adapter.
 
Member Detail

__timestamps

dictionary<integer, float > __timestamps
The timestamp when this datastream event was sent from the Source/Adapter.

askPrice

float askPrice
The Best Ask price (as a float).

askQuantity

integer askQuantity
The quantity for the Best Ask.

bidPrice

float bidPrice
The Best Bid price (as a float).

bidQuantity

integer bidQuantity
The quantity for the Best Bid.

connectionId

integer connectionId
The Id of the Connection this datastream event is for.

epValues

dictionary<string, string > epValues
A dictionary of Extra Parameter names, and their corresponding value (as a string) passed from the Source/Adapter.

sessionId

integer sessionId
The Id of the Source where this datastream event was sent from.

symbol

string symbol
The symbol which is associated with this datastream event.