Class Level2Quote
Represent access to Level2 quote.
Namespace: TradingPlatform.BusinessLayer
Syntax
public class Level2Quote : MessageQuoteProperties
Broker
Broker identifier that send level2 quote
Declaration
public string Broker { get; set; }Property Value
| Type | Description |
|---|---|
| string |
Closed
Shows, whether Level2 quote is using only for removing from depth
Declaration
public bool Closed { get; set; }Property Value
| Type | Description |
|---|---|
| bool |
Id
Unique ID of Level2 quote
Declaration
public string Id { get; }Property Value
| Type | Description |
|---|---|
| string |
ImpliedSize
specifies the implied quantity associated with the price for the quote. Subtracting this amount from the Size yields the outright quantity for the price level. A value of zero indicates that the implied size is not available/defined or that it is actually zero.
Declaration
public double ImpliedSize { get; set; }Property Value
| Type | Description |
|---|---|
| double |
Price
Price of Level2 quote
Declaration
public double Price { get; }Property Value
| Type | Description |
|---|---|
| double |
PriceType
Price type of Level2 quote: Bid or Ask
Declaration
public QuotePriceType PriceType { get; }Property Value
| Type | Description |
|---|---|
| QuotePriceType |
Priority
Represent access to Level2 quote.
Declaration
public long Priority { get; set; }Property Value
| Type | Description |
|---|---|
| long |
Size
Size of Level2 quote
Declaration
public double Size { get; }Property Value
| Type | Description |
|---|---|
| double |