This method is called when the Level II market depth changes.
void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price, int size)
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Parameter |
Description |
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tickerId |
The ticker Id that was specified previously in the call to reqMktDepth() |
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position |
Specifies the row id of this market depth entry. |
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marketMaker |
Specifies the exchange hosting this order. |
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operation |
identifies the how this order should be applied to the market depth. Valid values are:· · 0 = insert (insert this new order into the row identified by 'position')· · 1 = update (update the existing order in the row identified by 'position')· · 2 = delete (delete the existing order at the row identified by 'position') |
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side |
Identifies the side of the book that this order belongs to. Valid values are: · 0 = ask · 1 = bid |
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price |
The order price. |
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size |
The order size. |