MarketByOrder.cs File Reference

Classes
class	ATAS.DataFeedsCore.MarketByOrder
	Market by Order (MBO) describes an order-based data feed that provides the ability to view individual queue position, full depth of book and the size of individual orders at each price level. More...

Namespaces
namespace	ATAS
namespace	ATAS.DataFeedsCore

Enumerations
enum	ATAS.DataFeedsCore.MarketByOrderUpdateTypes { ATAS.DataFeedsCore.Snapshot , ATAS.DataFeedsCore.New , ATAS.DataFeedsCore.Change , ATAS.DataFeedsCore.Delete }
	Type of market by order update. More...