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MarketDepthUpdate Method (IEnumerableQuote, DateTimeOffset)

Update the order book by new quotes.

Namespace:  StockSharp.BusinessEntities
Assembly:  StockSharp.BusinessEntities (in StockSharp.BusinessEntities.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public MarketDepth Update(
	IEnumerable<Quote> quotes,
	DateTimeOffset lastChangeTime = null
)

Parameters

quotes
Type: System.Collections.GenericIEnumerableQuote
The new quotes.
lastChangeTime (Optional)
Type: SystemDateTimeOffset
Last change time.

Return Value

Type: MarketDepth
Market depth.
Remarks
The old quotes will be removed from the book.
See Also