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Member summary | |
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integer | levelIndex
The level this depth entry is for. |
float | price
The Depth price (as a float). |
integer | quantity
The quantity for this depth entry. |
integer | updateType
Update type. 0 - Add, 1 - Modify, 2 - Remove (see DatastreamConstants in MDConstants.mon for details). |
dictionary<string, string> | epValues
A dictionary of Extra Parameter names, and their corresponding value (as a string) passed from the Source/Adapter. |
Member detail |
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dictionary<string, string> epValuesA dictionary of Extra Parameter names, and their corresponding value (as a string) passed from the Source/Adapter.
integer levelIndexThe level this depth entry is for.
float priceThe Depth price (as a float).
integer quantityThe quantity for this depth entry.
integer updateTypeUpdate type. 0 - Add, 1 - Modify, 2 - Remove (see DatastreamConstants in MDConstants.mon for details).
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