IDom Interface

GF API Documentation
Depth of Market data for a IContract. See Contract.DOM.

Namespace:  GF.Api.Subscriptions.Doms
Assembly:  GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

public interface IDom

The IDom type exposes the following members.


Public propertyAskLevels
List of ask price levels. See also AskSizes.
Public propertyAskSizes
List of ask sizes per level. See also AskLevels.
Public propertyBidLevels
List of bid price levels. See also BidSizes.
Public propertyBidSizes
List of bid sizes per level. See also BidLevels
Public propertyLastUpdate
Last update time, UTC

For ask and bid sides, there are two arrays with same number of items. First one, named [Ask|Bid]Levels, contains price values of "price ladder". Second, named [Ask|Bid]Sizes, contains volumes per corresponding level.
To control subscription, client should use Subscribe(ContractID)/
See Also