Class | Description |
---|---|
DepthAggregationEvent |
Aggregation of depth events in some time interval
|
Event |
Base class for events that can be retrieved from the tree.
|
MboAggregationEvent |
Aggregation of MBO data in some time interval
|
MboAggregationEvent.Order | |
MboAggregationEvent.PriceSizeUpdate | |
OrderExecutedEvent |
Information about order execution.
|
OrderUpdatedEvent |
Order update event.
|
OrderUpdatesExecutionsAggregationEvent |
Keeps info about all updates and executions that happened to orders
|
TradeAggregationEvent |
Aggregation of trade events in some time interval
|