MarketMarketTrade Event

public event MarketMarketTradeEventHandler MarketTrade

Public Event MarketTrade As MarketMarketTradeEventHandler

Value

If you want to know when a trade has occurred in the market then you should use this event rather than the MarketDepthUpdate event.

Note: You will receive this event no on all DepthBuffer subscription levels. Only if you use FastTrade, SmartTrade, SlowTrade or TradeOnly will you get every individual trade that the exchange provides us. If you are using FastSmart, Smart or SlowSmart then this event will contain just the last trade information that has occurred. This means that if trades occurred at multiple prices during that time that you will only be provided the last price and volume traded.

This event is not raised for Block Trades and other off-exchange trade types so picking up this event with FastTrade buffer still may mean that you don't get the entire volume for the day. i.e. Adding all the LastTradeVolume values raised by this event together may not equal TotalTradedVolume.

Reference