Class representing a single tradable market.

The Market..::.Depth type exposes the following members.

Methods

  NameDescription
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

  NameDescription
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.

See Also