OrderBookSnapshot

ExchangeTradingSessionID

public uint ExchangeTradingSessionID

value = orderBookSnapshot.ExchangeTradingSessionID

交易会话 ID

LastMsgSeqNumProcessed

public uint LastMsgSeqNumProcessed

value = orderBookSnapshot.LastMsgSeqNumProcessed

处理的上一个递增的种子包的序列号。 此值用于将快照环路与实时种子同步

RptSeq

public uint RptSeq

value = orderBookSnapshot.RptSeq

市场数据录入序列号每台仪器更新

SecurityID

public int SecurityID

value = orderBookSnapshot.SecurityID

乐器数字代码