A Record update event object containing type 2 data.
Declaration Syntax
C# | Visual Basic | Visual C++ |
public interface IRecordType2Event : ISubscriptionDataEvent, IRecordEvent
Public Interface IRecordType2Event _ Implements ISubscriptionDataEvent, IRecordEvent
public interface class IRecordType2Event : ISubscriptionDataEvent, IRecordEvent
Members
All Members | Properties | ||||
Icon | Member | Description |
---|---|---|
Fields |
The record fields relating to the event.
(Inherited from IRecordEvent.) | |
Subject |
Get the name of the subject updated.
(Inherited from ISubscriptionDataEvent.) | |
SubjectType |
Gets the type of the subject that the event is for.
(Inherited from ISubscriptionDataEvent.) | |
Type |
Gets the type of event.
(Inherited from ISubscriptionDataEvent.) | |
Type2IndexField |
Gets the type2 index field.
|
Remarks
A type 2 record 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:
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 |
The update is not represented in this same way. A single update will only ever be recieved for one type2Index. This type2index can be queried on the received event using Type2IndexField. The Fields then contains only data relating to the specific type2Index.