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IEntityFactoryCreateMarketDepth Method

To create the order book for the instrument.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
MarketDepth CreateMarketDepth(
	Security security
)

Parameters

security
Type: StockSharp.BusinessEntitiesSecurity
Security.

Return Value

Type: MarketDepth
Created order book.
See Also