OrderBookSnapshot

StockSharp.Simba.Dialects.Spectra

Поля

ExchangeTradingSessionID : uint

Trading session ID

LastMsgSeqNumProcessed : uint

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

RptSeq : uint

Market Data entry sequence number per instrument update

SecurityID : int

Instrument numeric code