Name | Description | Type | Additional information |
---|---|---|---|
Level |
Depth level. |
integer |
None. |
Priority |
Sequential order for market detail (default to 0 for ETO/Warrant which only contains depth information). |
integer |
None. |
NumberOrder |
Total number of orders for the associate market detail/depth. |
integer |
None. |
Quantity |
Total order quantity for the associate market detail/depth. |
integer |
None. |
Price |
Price for the associate market detail/depth. |
decimal number |
None. |