Depth of Market data for a Contract. See Contract.DOM.

For a list of all members of this type, see DOM Members.

System.Object
   MarshalByRefObject
      DOM

Remarks

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 SubscribeDOM/UnsubscribeDOM methods.

Requirements

Namespace: OEC.API

Assembly: API (in API.dll)

See Also

DOM Members | OEC.API Namespace | DOM

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