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Class ItchOrderLogMarketDepthBuilder

Order log to order book builder for ITCH data.

Inheritance
Object
ItchOrderLogMarketDepthBuilder
Implements
IOrderLogMarketDepthBuilder
Inherited Members
Object.ToString()
Object.Equals(Object)
Object.Equals(Object, Object)
Object.ReferenceEquals(Object, Object)
Object.GetHashCode()
Object.GetType()
Object.MemberwiseClone()
Namespace: StockSharp.ITCH
Assembly: StockSharp.ITCH.dll
Syntax
public class ItchOrderLogMarketDepthBuilder : IOrderLogMarketDepthBuilder

Constructors

ItchOrderLogMarketDepthBuilder(QuoteChangeMessage)

Initializes a new instance of the ItchOrderLogMarketDepthBuilder.

Declaration
public ItchOrderLogMarketDepthBuilder(QuoteChangeMessage depth)
Parameters
Type Name Description
QuoteChangeMessage depth

Market depth.

ItchOrderLogMarketDepthBuilder(SecurityId)

Initializes a new instance of the ItchOrderLogMarketDepthBuilder.

Declaration
public ItchOrderLogMarketDepthBuilder(SecurityId securityId)
Parameters
Type Name Description
SecurityId securityId

Security ID.

Methods

Update(ExecutionMessage)

Process order log item.

Declaration
public QuoteChangeMessage Update(ExecutionMessage item)
Parameters
Type Name Description
ExecutionMessage item

Order log item.

Returns
Type Description
QuoteChangeMessage

Market depth.

Explicit Interface Implementations

IOrderLogMarketDepthBuilder.get_Snapshot()

Declaration
QuoteChangeMessage IOrderLogMarketDepthBuilder.get_Snapshot()
Returns
Type Description
QuoteChangeMessage

Implements

IOrderLogMarketDepthBuilder

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
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