Level2
class
Represent access to Level2 quote occurring by instrument. Represent access to Level 2 quote related by instrument.
Properties
Instrument Instrument | Represents the information of instrument for Level2Quote. |
MMID string | ECN or exchange, where the orders are set. |
NumberOfOrders int | Number of orders |
Price double | Price of Level2 quote. |
Side Level2Side | Side of Level2 quote. |
Size double | Size of Level2 |
Source string | Source of quote |
Time DateTime | Time of offer. |
Volume double | Volume being offered to purchase at a specified bid price or to sell at specified ask price |
NETScript classes
- Account
- Asset
- BarData
- DerivativeSettings
- Fill
- GlobalVariable
- GlobalVariablesManager
- HistoricalData
- HistoricalDataRequest
- Indicator
- Instrument
- MarginSettings
- NETColumn
- NETIndicator
- NETMacros
- NETScript
- NETSDK
- NETStrategy
- NewOrderRequest
- Order
- Performance
- Period
- Position
- PricesQuote
- Quote
- ReplaceOrderRequest
- Row
- Table
- TickData
- Trade
- TradeData
- TradingSession
- TradingStrategy
- User
NETScript interfaces
NETScript enums