MarketDepthEventArgs

Definition
Represents a change in level two market data also known as market depth and is passed as a parameter in the OnMarketDepth() method.

Methods and Properties
MarketDataType	Possible values are: MarketDataType.Ask MarketDataType.Bid
MarketMaker	A string representing the market maker id
Position	An int value representing the zero based position in the depth ladder.
Operation	Represents the action you should take when building a level two book. Possible values are: Operation.Insert Operation.Remove Operation.Update
Price	A double value representing the price
Time	A DateTime structure representing the time
ToString()	A string representation of the MarketDataEventArgs object
Volume	An int value representing volume

Examples

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
    // Print some data to the Output window
    if (e.MarketDataType == MarketDataType.Ask && e.Operation == Operation.Update)
        Print("The most recent ask change is " + e.Price + " " + e.Volume);
}