Enum MarketByOrderUpdateTypes

Namespace: ATAS.DataFeedsCore

Assembly: ATAS.DataFeedsCore.dll

Type of market by order update.

public enum MarketByOrderUpdateTypes

Extension Methods: Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Fields

Snapshot = 0: Indicates that the MBO data is from a cache and not from the real-time data stream.
New = 1: Indicates that the MBO data represents a new order added to the order book of this instrument.
Change = 2: Indicates that the MBO data represents a change to an existing order.
Delete = 3: Indicates that the MBO data represents a deletion of an existing order.