ATAS.DataFeedsCore.MarketDepth Class Reference

Represents a market depth entry. More...

Inheritance diagram for ATAS.DataFeedsCore.MarketDepth:

Collaboration diagram for ATAS.DataFeedsCore.MarketDepth:

Public Member Functions
	MarketDepth ()
	Initializes a new instance of the MarketDepth class.
IMarketDepth	Clone ()
	Creates a new instance of the IMarketDepth interface that is a copy of the current instance. Returns A new instance that is a copy of the current instance.
override string	ToString ()
	Returns a string representation of the market depth entry.
IMarketDepth	Clone ()
	Creates a new instance of the IMarketDepth interface that is a copy of the current instance.

Properties
EntityType	EntityType [get]
	Gets the entity type, which is EntityType.MarketDepth.
string	ECN [get, set]
	Gets or sets the Electronic Communication Network (ECN) associated with the market depth entry.
decimal	Price [get, set]
	Gets or sets the price of the market depth entry.
decimal	Volume [get, set]
	Gets or sets the volume of the market depth entry.
int	OrdersCount [get, set]
	Gets or sets the number of orders at the market depth entry.
DateTime	Time [get, set]
	Gets or sets the date and time of the market depth entry.
MarketDataType	Type [get, set]
	Gets or sets the market data type of the market depth entry.
Security	Security [get, set]
	Gets or sets the security associated with the market depth entry.
bool	IsAsk [get]
	Gets a value indicating whether the market depth entry represents an ask (sell) order.
bool	IsBid [get]
	Gets a value indicating whether the market depth entry represents a bid (buy) order.
Properties inherited from ATAS.DataFeedsCore.IEntity
EntityType	EntityType [get]
	Gets the type of the entity.
Properties inherited from ATAS.DataFeedsCore.IMarketDepth
DateTime	Time [get, set]
	Gets or sets the date and time of the market depth entry.
int	Type [get, set]
	Gets or sets the type of the market depth entry. This property is used to distinguish different types of orders or market depth information.
decimal	Price [get, set]
	Gets or sets the price of the market depth entry.
decimal	Volume [get, set]
	Gets or sets the volume of the market depth entry.
bool	IsAsk [get]
	Gets a value indicating whether the market depth entry represents an ask (sell) order.
bool	IsBid [get]
	Gets a value indicating whether the market depth entry represents a bid (buy) order.

Detailed Description

Represents a market depth entry.

Constructor & Destructor Documentation

MarketDepth()

ATAS.DataFeedsCore.MarketDepth.MarketDepth

(

)

Initializes a new instance of the MarketDepth class.

Member Function Documentation

Clone()

IMarketDepth ATAS.DataFeedsCore.MarketDepth.Clone

(

)

Creates a new instance of the IMarketDepth interface that is a copy of the current instance.

Returns

A new instance that is a copy of the current instance.

Implements ATAS.DataFeedsCore.IMarketDepth.

ToString()

override string ATAS.DataFeedsCore.MarketDepth.ToString

(

)

Returns a string representation of the market depth entry.

Returns

A string containing the date and time, market data type, price, volume, and security of the market depth entry.

Property Documentation

ECN

string ATAS.DataFeedsCore.MarketDepth.ECN

getset

Gets or sets the Electronic Communication Network (ECN) associated with the market depth entry.

EntityType

EntityType ATAS.DataFeedsCore.MarketDepth.EntityType

get

Gets the entity type, which is EntityType.MarketDepth.

Implements ATAS.DataFeedsCore.IEntity.

IsAsk

bool ATAS.DataFeedsCore.MarketDepth.IsAsk

get

Gets a value indicating whether the market depth entry represents an ask (sell) order.

Implements ATAS.DataFeedsCore.IMarketDepth.

IsBid

bool ATAS.DataFeedsCore.MarketDepth.IsBid

get

Gets a value indicating whether the market depth entry represents a bid (buy) order.

Implements ATAS.DataFeedsCore.IMarketDepth.

OrdersCount

int ATAS.DataFeedsCore.MarketDepth.OrdersCount

getset

Gets or sets the number of orders at the market depth entry.

Price

decimal ATAS.DataFeedsCore.MarketDepth.Price

getset

Gets or sets the price of the market depth entry.

Implements ATAS.DataFeedsCore.IMarketDepth.

Security

Security ATAS.DataFeedsCore.MarketDepth.Security

getset

Gets or sets the security associated with the market depth entry.

Time

DateTime ATAS.DataFeedsCore.MarketDepth.Time

getset

Gets or sets the date and time of the market depth entry.

Implements ATAS.DataFeedsCore.IMarketDepth.

Type

MarketDataType ATAS.DataFeedsCore.MarketDepth.Type

getset

Gets or sets the market data type of the market depth entry.

Implements ATAS.DataFeedsCore.IMarketDepth.

Volume

decimal ATAS.DataFeedsCore.MarketDepth.Volume

getset

Gets or sets the volume of the market depth entry.

Implements ATAS.DataFeedsCore.IMarketDepth.

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The documentation for this class was generated from the following file:

• MarketDepth.cs