Class ItchOrderLogMarketDepthBuilder

Order log to order book builder for ITCH data.

public class ItchOrderLogMarketDepthBuilder : IOrderLogMarketDepthBuilder

Inherited Members: object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods: XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

Initializes a new instance of the ItchOrderLogMarketDepthBuilder.

public ItchOrderLogMarketDepthBuilder(QuoteChangeMessage depth)

Initializes a new instance of the ItchOrderLogMarketDepthBuilder.

public ItchOrderLogMarketDepthBuilder(SecurityId securityId)

Process order log item.

public QuoteChangeMessage Update(ExecutionMessage item)