MarketDepth Class

Class representing the depth data.

Definition

Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)

public class MarketDepth

Public Class MarketDepth

Inheritance: Object MarketDepth

Remarks

Each market has last trade and bid/offer data available if the exchange provides it. The amount of depth information the API receives, and how frequently it is received is determined by the market subscription levels requested.

Depth is stored in order, from the lowest offer price up to the highest, from the highest bid price down to the lowest.

Properties

ChangeBuffer	The buffering level this change was sent out on
ChangeLevel	The depth level this change was sent out on
Flags	Returns the bit field of flags that are set for this market, e.g. FastMarket.
Mode	Returns the mode of the market.
Time	Returns the server time of the last depth update.

Methods

Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object)
GetHashCode	Serves as the default hash function. (Inherited from Object)
GetType	Gets the Type of the current instance. (Inherited from Object)
MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
ToString	Returns a string that represents the current object. (Inherited from Object)

Fields

Bids	The list of bids in the market.
ImpliedBids	The list of implied bids in the market.
ImpliedOffers	The list of implied offers in the market.
Offers	The list of offers in the market.