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
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
|
Remarks
To control subscription, client should use Subscribe(ContractID)/
See Also