Level2 CLASS

Instrument RPOPERTY (Instrument)
Represents the information of instrument for Level2Quote. SYNTAX public Instrument Instrument { get; } EXAMPLE using System; using System.Co...
MMID PROPERTY (string)
Exchange, where the orders are set. SYNTAX public string MMID { get; } EXAMPLE using System; using System.Collections; using System.Collecti...
NumberOfOrders PROPERTY (int)
Number of orders SYNTAX public int NumberOfOrders { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generic;...
Price PROPERTY (double)
Price of Level2 quote. SYNTAX public double Price { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generic;...
Side PROPERTY (Level2Side)
Side of Level2 quote. SYNTAX public Level2Side Side { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generi...
Size PROPERTY (double)
Size of Level2 SYNTAX public double Size { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generic; using Sy...
Source PROPERTY (string)
Source of quote. SYNTAX public string Source { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generic; usin...
Time PROPERTY (DateTime)
Time of offer. SYNTAX public DateTime Time { get; } EXAMPLE using System; using System.Collections; using System.Collections.Generic; using ...
Volume PROPERTY (double)
Volume being offered to purchase at a specified bid price or to sell at specified ask price. SYNTAX public double Volume { get; } EXAMPLE us...