ATAS.DataFeedsCore.MboOrderEvent Class Reference

Normalized Market-By-Order update consumed and stored by MBO analytics. More...

Properties
long	OrderId [get, set]
DateTime	Time [get, set]
MboOrderUpdateType	Type [get, set]
MboOrderSide	Side [get, set]
decimal	Price [get, set]
decimal	Volume [get, set]
long	Priority [get, set]

Detailed Description

Normalized Market-By-Order update consumed and stored by MBO analytics.

Property Documentation

OrderId

long ATAS.DataFeedsCore.MboOrderEvent.OrderId

getset

Price

decimal ATAS.DataFeedsCore.MboOrderEvent.Price

getset

Priority

long ATAS.DataFeedsCore.MboOrderEvent.Priority

getset

Side

MboOrderSide ATAS.DataFeedsCore.MboOrderEvent.Side

getset

Time

DateTime ATAS.DataFeedsCore.MboOrderEvent.Time

getset

Type

MboOrderUpdateType ATAS.DataFeedsCore.MboOrderEvent.Type

getset

Volume

decimal ATAS.DataFeedsCore.MboOrderEvent.Volume

getset

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

• MboOrderEvent.cs