This method is called when the market data changes. Sizes are updated immediately with no delay.
void tickSize(int tickerId, int field, int size)
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Parameter |
Description |
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tickerId |
The ticker Id that was specified previously in the call to reqMktData() |
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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.
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size |
Specifies the size for the specified field |