Enum MboOrderUpdateType

Namespace: ATAS.DataFeedsCore

Assembly: ATAS.DataFeedsCore.dll

Normalized Market-By-Order update type.

Added in ATAS 8.0.15.

public enum MboOrderUpdateType

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

Fields

Snapshot = 0: The order is a row of an order book snapshot.
New = 1: The order was added to the book.
Change = 2: The order price or volume changed.
Delete = 3: The order was removed from the book.