OrderBookSnapshotNoMDEntries — StockSharp 文档

MDEntryID : long

Order ID

MDEntryPx : Decimal5

Order price

MDEntrySize : long

Market Data entry size

MDEntryType : char

Market Data entry type

MDFlags : MDFlags

The field is a bit mask

MDFlags2 : MDFlags2

The field 2 is a bit mask

TradeID : long

Trade ID

TransactTime : ulong

Start of event processing time in number of nanoseconds since Unix epoch, UTC timezone