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MarketDepthGenerator Properties

The MarketDepthGenerator type exposes the following members.

Properties
  NameDescription
Public propertyDataType
Market data type.
(Overrides MarketDataGeneratorDataType.)
Public propertyGenerateDepthOnEachTrade
Shall order books be generated after each trade. The default is .
Public propertyGenerateOrdersCount
Generate OrdersCount.
Public propertyInterval
The data generation interval.
(Inherited from MarketDataGenerator.)
Protected propertyLastGenerationTime
The time of last data generation.
(Inherited from MarketDataGenerator.)
Public propertyMaxAsksDepth
The maximal depth of offers.
Public propertyMaxBidsDepth
The maximal depth of bids.
Public propertyMaxGenerations
The maximal number of generations after last occurrence of source data for the order book.
Public propertyMaxPriceStepCount
The maximal number of price increments PriceStep to be returned through massive Steps.
(Inherited from MarketDataGenerator.)
Public propertyMaxSpreadStepCount
The maximal value of spread between the best quotes in units of price increments number. The spread value will be selected randomly between MinSpreadStepCount and MaxSpreadStepCount.
Public propertyMaxVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyMinSpreadStepCount
The minimal value of spread between the best quotes in units of price increments number. The spread value will be selected randomly between MinSpreadStepCount and MaxSpreadStepCount.
Public propertyMinVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyRandomArrayLength
The length of massive of preliminarily generated random numbers. The default is 100.
(Inherited from MarketDataGenerator.)
Protected propertySecurityDefinition
Information about the trading instrument.
(Inherited from MarketDataGenerator.)
Public propertySecurityId
The identifier of the instrument, for which data shall be generated.
(Inherited from MarketDataGenerator.)
Public propertySteps
The massive of random price increments in the range from 1 to MaxPriceStepCount.
(Inherited from MarketDataGenerator.)
Public propertyUseTradeVolume
To use to generate best quotes in the order book volume of history trades.
Public propertyVolumes
The massive of random volumes in the range from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
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See Also