tickSize()

This method is called when the market data changes. Sizes are updated immediately with no delay.

void tickSize(int tickerId, int field, int size)

Parameter

Description

tickerId

The ticker Id that was specified previously in the call to reqMktData()

field

Specifies the type of price.

Pass the field value into TickType.getField(int tickType) to retrieve the field description.  For example, a field value of 0 will map to bidSize, a field value of 3 will map to askSize, etc.

  • 0 = bid size

  • 3 = ask size

  • 5 = last size

  • 8 = volume

size

Specifies the size for the specified field