com.apama.md
Event XI


Single entry from a multi-leg datastream snapshot/delta event.

NOTE: The price field MUST be the first parameter in this event and must be immediately followed by the priorityIndex field in order to allow fast sorting of the sequences. NOTE: These events are not routed.
Member Summary
 floatprice

The Depth price (as a float).
 integerpriorityIndex

The priority index of an entry at a specific price level.
 integerquantity

The quantity for this depth entry.
 sequence<com.apama.md.XLeg >entries

The underlying legs making up this price-point.
 integerupdateType

Update type. 0 - Add, 1 - Modify, 2 - Remove (see DatastreamConstants in MDConstants.mon for details).
 
Member Detail

entries

sequence<com.apama.md.XLeg > entries
The underlying legs making up this price-point.

price

float price
The Depth price (as a float).

priorityIndex

integer priorityIndex
The priority index of an entry at a specific price level.

quantity

integer quantity
The quantity for this depth entry.

updateType

integer updateType
Update type. 0 - Add, 1 - Modify, 2 - Remove (see DatastreamConstants in MDConstants.mon for details).