Class MboPriorityRefreshEvidence
- Namespace
- ATAS.DataFeedsCore
- Assembly
- ATAS.DataFeedsCore.dll
Data behind one queue priority change of an iceberg order.
Added in ATAS 8.0.15.
public sealed class MboPriorityRefreshEvidence- Inheritance
-
objectMboPriorityRefreshEvidence
- Extension Methods
Constructors
MboPriorityRefreshEvidence()
public MboPriorityRefreshEvidence()Properties
HadRecentPassiveTrade
Gets or sets a value indicating whether the order had a passive fill within 250 ms before the update.
public bool HadRecentPassiveTrade { get; set; }Property Value
- bool
Ms
Gets or sets the time of the update that changed the priority, in milliseconds since the Unix epoch (UTC).
public long Ms { get; set; }Property Value
- long
OrderKey
Gets or sets the UTC System.DateTime.Ticks of the update time.
public long OrderKey { get; set; }Property Value
- long
PriceAfter
Gets or sets the order price after the update.
public decimal PriceAfter { get; set; }Property Value
- decimal
PriceBefore
Gets or sets the order price before the update.
public decimal PriceBefore { get; set; }Property Value
- decimal
PriorityAfter
Gets or sets the queue priority after the update.
public long PriorityAfter { get; set; }Property Value
- long
PriorityBefore
Gets or sets the queue priority before the update.
public long PriorityBefore { get; set; }Property Value
- long
SamePrice
Gets or sets a value indicating whether the price did not change with the priority.
public bool SamePrice { get; set; }Property Value
- bool
VolumeAfter
Gets or sets the visible order volume after the update.
public decimal VolumeAfter { get; set; }Property Value
- decimal
VolumeBefore
Gets or sets the visible order volume before the update.
public decimal VolumeBefore { get; set; }Property Value
- decimal