Declaration Syntax| C# | Visual Basic | Visual C++ |
public interface IRecordType2Event : IRecordEvent, ISubscriptionDataEvent
Public Interface IRecordType2Event _ Implements IRecordEvent, ISubscriptionDataEvent
public interface class IRecordType2Event : IRecordEvent, ISubscriptionDataEvent
Members| All Members | Methods | Properties | |||
| Icon | Member | Description |
|---|---|---|
 | Fields |
Gets the record fields relating to the event.
(Inherited from IRecordEvent.) |
 | getLatency(String) |
Gets the latency of the record in milliseconds. StreamLink calculates the latency using the clock offset and the timestamp supplied in the timeStampField field of the record.
(Inherited from IRecordEvent.) |
| Subject |
Gets the name of the subject that the subscription data event relates to.
(Inherited from ISubscriptionDataEvent.) |
| SubjectType |
Gets the type of the subject that the subscription data event relates to.
(Inherited from ISubscriptionDataEvent.) |
| Type |
Gets the type of the subscription data event.
(Inherited from ISubscriptionDataEvent.) |
| Type2IndexField |
Gets the type 2 index field relating to the event.
|
RemarksType 2 data is a 2-dimensional array, where the type 2 index acts as a row key and the field / value pairs are column keys / values. This type of record is often used to represent a level 2 order book, for example:
| Stock (type2Index) | BidSize | Bid | Ask | AskSize |
|---|---|---|---|---|
| ABN1 | 100 | 10.22 | 10.28 | 55 |
| ZBN2 | 200 | 10.20 | 20.33 | 250 |
| ARC | 1 | 10.16 | 10.41 | 1 |
When the type 2 data is updated, the new values are sent as a set of IRecordType2Events, one event for each row of the record that has changed. Each such event identifies the row that has changed; this is done through the Type2IndexField property of the event, which returns an IField whose value is the index of the updated row. The field values that have changed in the row are obtained through the Fields property of the event.
For more information about type 2 data in records, see the Caplin StreamLink Overview.