MarketDepthData
MarketDepthData
| Field | Type | Description |
|---|---|---|
position | int32 | The number of positions held |
operation | int32 | Indicates a change in the row’s value.: |
side | int32 | 0 for ask, 1 for bid |
price | double | The order’s price |
size | string | Represents volume of the order data. |
marketMaker | string | The exchange holding the order if isSmartDepth is True, otherwise the MPID of the market maker |
isSmartDepth | bool | Flag indicates that this is smart depth request |

