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IOrderBookMessage

StockSharp.Messages

Interface describes an order book message.

Implements: ISecurityIdMessage, ISeqNumMessage, IServerTimeMessage, IGeneratedMessage, ICurrencyMessage, ILocalTimeMessage, ICloneable

Properties

Asks 
public QuoteChange[] Asks { get; }
value = iOrderBookMessage.Asks

Quotes to sell.

Bids 
public QuoteChange[] Bids { get; }
value = iOrderBookMessage.Bids

Quotes to buy.

State 
public QuoteChangeStates? State { get; set; }
value = iOrderBookMessage.State
iOrderBookMessage.State = value

Order book state.