IDom Interface

GF API Documentation

Depth of Market data for a IContract. See Contract.DOM.

Namespace: GF.Api.Subscriptions.Doms
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

Syntax

C++

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public interface IDom

Public Interface IDom

public interface class IDom

The IDom type exposes the following members.

Properties

	Name	Description
	AskLevels	List of ask price levels. See also AskSizes.
	AskSizes	List of ask sizes per level. See also AskLevels.
	BidLevels	List of bid price levels. See also BidSizes.
	BidSizes	List of bid sizes per level. See also BidLevels
	LastUpdate	Last update time, UTC

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Remarks

For ask and bid sides, there are two arrays with same number of items. First one, named [Ask|Bid]Levels, contains price values of "price ladder". Second, named [Ask|Bid]Sizes, contains volumes per corresponding level.
To control subscription, client should use Subscribe(ContractID)/

Reference

GF.Api.Subscriptions.Doms Namespace

IContractDOM