Class representing a single tradable market.
The Market..::.Depth type exposes the following members.
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) | |
| Finalize | (Inherited from Object.) | |
| GetHashCode | (Inherited from Object.) | |
| GetType | (Inherited from Object.) | |
| IsFlagSet |
Determines whether the specified market flag is set or not.
| |
| MemberwiseClone | (Inherited from Object.) | |
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
| BidImpliedTicks |
Returns the best implied bid price (in ticks) for the market.
| |
| BidImpliedVolume |
Returns the best implied bid volume for the market.
| |
| Bids |
Returns the list of bids in the market.
| |
| ChangeBuffer | The buffering level this change was sent out on | |
| ChangeLevel | The depth level this change was sent out on | |
| Flags |
Returns the bit field of flags that are set for this market, e.g. FastMarket.
| |
| ImpliedBids |
Returns the list of implied bids in the market.
| |
| ImpliedOffers |
Returns the list of implied offers in the market.
| |
| LastTradeDueToSpread |
Determines whether the last trade that occurred was due to a spread trading
(outrights only). This is based on differences between the LastTrade... and
LastTradeSpd... values.
| |
| LastTradeSpdTicks |
Returns the last traded price (in ticks), this includes trades due to spreads
trading where available.
| |
| LastTradeSpdTotalVolume |
Returns the total volume that has traded at this price since a different
price traded, this includes trades due to spreads trading where available.
| |
| LastTradeSpdVolume |
Returns the volume of the last trade, this includes trades due to spreads
trading where available.
| |
| LastTradeTicks |
Returns the last traded price (in ticks).
| |
| LastTradeTotalVolume |
Returns the total volume that has traded at this price since a different
price traded.
| |
| LastTradeVolume |
Returns the volume of the last trade.
| |
| Mode |
Returns the mode of the market.
| |
| OfferImpliedTicks |
Returns the best implied offer price (in ticks) for the market.
| |
| OfferImpliedVolume |
Returns the best implied offer volume for the market.
| |
| Offers |
Returns the list of offers in the market.
| |
| Sequence | The sequence number of the last update. Not useful. | |
| Time |
Returns the server time of the last depth update.
| |
| TotalTradedVolume |
Returns the total volume traded in this market in the current trading day.
|