OrderBookSnapshot

ExchangeTradingSessionID

public uint ExchangeTradingSessionID

value = orderBookSnapshot.ExchangeTradingSessionID

Trading session ID

LastMsgSeqNumProcessed

public uint LastMsgSeqNumProcessed

value = orderBookSnapshot.LastMsgSeqNumProcessed

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed

RptSeq

public uint RptSeq

value = orderBookSnapshot.RptSeq

Market Data entry sequence number per instrument update

SecurityID

public int SecurityID

value = orderBookSnapshot.SecurityID

Instrument numeric code