Interface OrderBookRow

A row on the order book.

Hierarchy

  • OrderBookRow

Properties

isSmartDepth: boolean

A flag indicating if this is smart depth response (aggregate data from multiple exchanges, v974+).

marketMaker?: string

The market maker if there are multiple market makers (e.g on ISLAND / NASDAQ ECN), or undefined if its the exchange (no market makers, such as on ARCA).

price: number

The order's price.

size: number

The order's size.

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