MarketDepthData

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MarketDepthData

FieldTypeDescription
positionint32The number of positions held
operationint32Indicates a change in the row’s value.:
sideint320 for ask, 1 for bid
pricedoubleThe order’s price
sizestringRepresents volume of the order data.
marketMakerstringThe exchange holding the order if isSmartDepth is True, otherwise the MPID of the market maker
isSmartDepthboolFlag indicates that this is smart depth request