MarketDepth

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MarketDepth

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Definition

The OnMarketDepth() method is called and guaranteed to be in the correct sequence for every change in level two market data (market depth) for the underlying instrument.

 

Method Return Value

This method does not return a value.

 

Method Parameters

 

 

Syntax

 

 

 

 

Examples

ns

protected override void OnMarketDepth(Data.MarketDepthEventArgs marketDepthUpdate)

{

    if (marketDepthUpdate.MarketDataType == MarketDataType.Ask && marketDepthUpdate.Operation == Operation.Update)
         // Do something

}